# EDGAR Filing Document

**Accession Number:** 0000351601
**File Stem:** 0001752724-23-070016
**Filing Date:** 2023-3
**Character Count:** 872632
**Document Hash:** 1b29f60c899597c23e7f9b2f4ebfa9d0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-070016.hdr.sgml**: 20230328

**ACCESSION NUMBER**: 0001752724-23-070016

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230328

**DATE AS OF CHANGE**: 20230328

**PERIOD START**: 20231031

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03153
- **FILM NUMBER:** 23768929

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

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

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

## Series and Classes Contracts Data

### Multi-Asset Growth Strategy Fund (Series ID: S000055522)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000174738 | Class A      | RAZAX           |
| C000174739 | Class C      | RAZCX           |
| C000174742 | Class S      | RMGSX           |
| C000174743 | Class Y      | RMGYX           |
| C000178443 | Class M      | RMATX           |

## Nport-Ex

<!-- Failed to render or process positioned HTML file '0001752724-23-070016.txt': Page.pdf: Protocol error (Page.printToPDF): Printing failed -->

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** SEATTLE

  - **State:** WA

  - **Foreign country:** US

  - **Zip / Postal Code:** 98101

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

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

- **a. Name of Series:** Multi-Asset Growth Strategy Fund

- **b. EDGAR series identifier (if any):** S000055522

- **c. LEI of Series:** 549300X1VBO22V2H1F97

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1023283298.53

**Total Liabilities:** $377857414.53

**Net Assets:** $645425884.00

**Delayed Delivery Securities:** $777000.41

**Cash Not Reported:** $31430748.29

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -158.37000000 | **1-Year:** -1179.46000000 | **5-Year:** -6632.06000000 | **10-Year:** -10999.37000000 | **30-Year:** -5418.26000000

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

- **3-Month:** -790.17000000 | **1-Year:** -9378.66000000 | **5-Year:** -2090.41000000 | **10-Year:** -9896.18000000 | **30-Year:** -5381.29000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000174739 | 7.17%                | -2.70%               | 5.75%                |
| Class ID C000174738 | 1.09%                | -8.19%               | -0.31%               |
| Class ID C000174743 | 7.23%                | -2.54%               | 5.84%                |
| Class ID C000174742 | 7.26%                | -2.60%               | 5.86%                |
| Class ID C000178443 | 7.36%                | -2.57%               | 5.85%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-16366025.53            | $57269461.74                               |
| Month 2  | $3815618.66              | $-12872567.73                              |
| Month 3  | $1098658.06              | $30878330.84                               |

**Designated Index Information**

- **Index Name:** Multi-Asset Growth Strategy Fund Benchmark 2022-03-01

- **Index Identifier:** CMP000185

### Schedule of Portfolio Investments

| Name                                                                                                | Title                                                                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| REPUBLIC OF KENYA                                                                                   | Republic of Kenya Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    355000 | PA      | $333274.00    | 0.05%             | 2024-06-24      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Honeywell International Inc                                                                         | Honeywell International Inc                                                                                                      | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      1152 | NS      | $240168.96    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                                              | Egypt Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     85000 | PA      | $76500.00     | 0.01%             | 2027-01-31      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| LondonMetric Property PLC                                                                           | LondonMetric Property PLC                                                                                                        | CUSIP: 000000000<br>LEI: 213800OCERWWPQDURL87 | Long             | EC               |  | GB        |     24953 | NS      | $58277.28     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SEA LTD                                                                                             | Sea Ltd                                                                                                                          | CUSIP: 81141RAG5<br>LEI: 529900OM6JLLW44YKI15 | Long             | DBT              | CORP              | KY        |    972000 | PA      | $749412.00    | 0.12%             | 2026-09-15      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| TELEFONICA EUROPE BV                                                                                | Telefonica Europe BV                                                                                                             | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $172856.90    | 0.03%             | 2029-02-12      | Fixed         | 2.38%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8171328  CDS USD R V 03MEVENT 28171328_PRO CCPCORPORATE / Short: B8171328  CDS USD P F  1.00000 28171328_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    150000 | OU      | $3108.66      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | DJ US REAL ESTATE MAR23                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DE               |  | US        |       742 | NC      | $1626487.22   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd                                                                  | Hong Kong Exchanges & Clearing Ltd                                                                                               | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |     17300 | NS      | $777567.83    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| CF Industries Inc                                                                                   | CF Industries Inc                                                                                                                | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     28000 | PA      | $25483.06     | 0.00%             | 2043-06-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Zijin Mining Group Co Ltd                                                                           | Zijin Mining Group Co Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 836800JRNL2393Z2I561 | Long             | EC               | CORP              | CN        |    258000 | NS      | $426652.11    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B9OG289V5 IRS USD R V 12MSOFR 99OG289V5_FLO CCPOIS / Short: B9OG289V5 IRS USD P F  4.48700 99OG289V5_FIX CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     53000 | OU      | $-215.24      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Orient Overseas International Ltd                                                                   | Orient Overseas International Ltd                                                                                                | CUSIP: 000000000<br>LEI: 529900DQ426GJO276W95 | Long             | EC               | CORP              | BM        |     12047 | NS      | $200380.83    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| EXEO Group Inc                                                                                      | EXEO Group Inc                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     25000 | NS      | $454380.79    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38376RE85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4513099 | PA      | $250215.23    | 0.04%             | 2066-11-20      | Variable      | 0.32%                 | No            | 2                  | On Loan: No      |
| Icom Inc                                                                                            | Icom Inc                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3300 | NS      | $64855.46     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Ping An Insurance Group Co of China Ltd                                                             | Ping An Insurance Group Co of China Ltd                                                                                          | CUSIP: 000000000<br>LEI: 529900M9MC28JLN35U89 | Long             | EC               | CORP              | CN        |    141267 | NS      | $1102666.43   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Endeavour Mining PLC                                                                                | Endeavour Mining PLC                                                                                                             | CUSIP: 000000000<br>LEI: 529900NI5MXQ91GHXR07 | Long             | EC               | CORP              | GB        |      7703 | NS      | $181361.19    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Q2 HOLDINGS INC                                                                                     | Q2 Holdings Inc                                                                                                                  | CUSIP: 74736LAB5<br>LEI: 549300M9RKR9DZXWS696 | Long             | DBT              | CORP              | US        |    367000 | PA      | $388790.63    | 0.06%             | 2023-02-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| LYFT INC                                                                                            | Lyft Inc                                                                                                                         | CUSIP: 55087PAB0<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |   1379000 | PA      | $1263164.00   | 0.20%             | 2025-05-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| INTERCEPT PHARMAS                                                                                   | Intercept Pharmaceuticals Inc                                                                                                    | CUSIP: 45845PAB4<br>LEI: 254900JMB8TX5P688V24 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $831981.00    | 0.13%             | 2026-05-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                                | CUSIP: 3136ADQT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114363 | PA      | $2027.85      | 0.00%             | 2042-02-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                                                 | LVMH Moet Hennessy Louis Vuitton SE                                                                                              | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |       885 | NS      | $773122.21    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38376RPA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     39846 | PA      | $1112.73      | 0.00%             | 2066-01-20      | Variable      | 0.02%                 | No            | 2                  | On Loan: No      |
| International Tower Hill Mines Ltd                                                                  | International Tower Hill Mines Ltd                                                                                               | CUSIP: 46050R102<br>LEI: 529900QWPB33AJTGMU33 | Long             | EC               | CORP              | CA        |    104920 | NS      | $60937.54     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Intercontinental Exchange, Inc.                                                                     | Long: B8562069  CDS USD R V 03MEVENT 28562069_PRO CCPCORPORATE / Short: B8562069  CDS USD P F  5.00000 28562069_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    150000 | OU      | $-5421.02     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EDP - Energias de Portugal SA                                                                       | EDP - Energias de Portugal SA                                                                                                    | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | EC               | CORP              | PT        |     33121 | NS      | $164613.90    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Cisco Systems Inc                                                                                   | Cisco Systems Inc                                                                                                                | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      7017 | NS      | $341517.39    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                                | CUSIP: 3136B5R23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1977427 | PA      | $220227.60    | 0.03%             | 2049-09-25      | Floating      | 1.54%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                                                                           | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F050627<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -54000000 | PA      | $-54198280.98 | -8.40%            | 2053-02-13      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6125199  CDS USD R F  5.00000 26125199_FEE CCPCORPORATE / Short: S6125199  CDS USD P V 03MEVENT 26125199_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    393000 | OU      | $13100.49     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Assurant Inc                                                                                        | Assurant Inc                                                                                                                     | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |       935 | NS      | $123971.65    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Wacoal Holdings Corp                                                                                | Wacoal Holdings Corp                                                                                                             | CUSIP: 000000000<br>LEI: 3538002U6NJ8QTW6VR34 | Long             | EC               | CORP              | JP        |     14000 | NS      | $263119.72    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38375BUM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7794092 | PA      | $211742.10    | 0.03%             | 2062-08-20      | Variable      | 1.32%                 | No            | 2                  | On Loan: No      |
| Gold Fields Ltd                                                                                     | Gold Fields Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 5299003KXIBJQYCBBD72 | Long             | EC               | CORP              | ZA        |     28490 | NS      | $325907.50    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| CCR SA                                                                                              | CCR SA                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     56198 | NS      | $130190.98    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| BJ's Restaurants Inc                                                                                | BJ's Restaurants Inc                                                                                                             | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |     30604 | NS      | $966168.28    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| CRYOPORT INC                                                                                        | CryoPort Inc                                                                                                                     | CUSIP: 229050AC3<br>LEI: 9845004D8538BT8JF626 | Long             | DBT              | CORP              | US        |    430000 | PA      | $335959.00    | 0.05%             | 2026-12-01      | Fixed         | 0.75%                 | Yes           | 2                  | On Loan: No      |
| FREEPORT INDONESIA PT                                                                               | Freeport Indonesia PT                                                                                                            | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $190024.18    | 0.03%             | 2032-04-14      | Fixed         | 5.32%                 | Yes           | 2                  | On Loan: No      |
| Imperial Brands PLC                                                                                 | Imperial Brands PLC                                                                                                              | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |      5617 | NS      | $140816.90    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Weir Group PLC/The                                                                                  | Weir Group PLC/The                                                                                                               | CUSIP: 000000000<br>LEI: 549300KDR56WHY9I3D10 | Long             | EC               | CORP              | GB        |     47108 | NS      | $1037217.53   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S0041960  CDS EUR R F  1.00000 30041960_FEE CCPCORPORATE / Short: S0041960  CDS EUR P V 03MEVENT 30041960_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    625000 | OU      | $-91263.38    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6029333  CDS EUR R F  5.00000 26029333_FEE CCPCORPORATE / Short: S6029333  CDS EUR P V 03MEVENT 26029333_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    250000 | OU      | $42210.06     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| OMAN GOV INTERNTL BOND                                                                              | Oman Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    200000 | PA      | $202380.00    | 0.03%             | 2051-01-25      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| BANDWIDTH INC                                                                                       | Bandwidth Inc                                                                                                                    | CUSIP: 05988JAB9<br>LEI: 549300QC70JB7MUGXM66 | Long             | DBT              | CORP              | US        |   1803000 | PA      | $1402914.30   | 0.22%             | 2026-03-01      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| LEG Immobilien SE                                                                                   | LEG Immobilien SE                                                                                                                | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | EC               | CORP              | DE        |      5167 | NS      | $402774.31    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| SOFI TECHNOLOGIES INC                                                                               | SoFi Technologies Inc                                                                                                            | CUSIP: 83406FAA0<br>LEI: 549300SW81JCMVZDDY09 | Long             | DBT              | CORP              | US        |   3497000 | PA      | $2619253.00   | 0.41%             | 2026-10-15      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| INTERCEPT PHARMAS                                                                                   | Intercept Pharmaceuticals Inc                                                                                                    | CUSIP: 45845PAA6<br>LEI: 254900JMB8TX5P688V24 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1280402.79   | 0.20%             | 2023-07-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OG459M9 IRS USD R F  3.39650 99OG459M9_FIX CCPOIS / Short: S9OG459M9 IRS USD P V 12MSOFR 99OG459M9_FLO CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   2339000 | OU      | $221.95       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| L3Harris Technologies Inc                                                                           | L3Harris Technologies Inc                                                                                                        | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       593 | NS      | $127388.26    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S7782662  CDS EUR R F  5.00000 27782662_FEE CCPITRAXX / Short: S7782662  CDS EUR P V 03MEVENT 27782662_PRO CCPITRAXX       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    100000 | OU      | $4718.20      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BlackRock Inc                                                                                       | BlackRock Inc                                                                                                                    | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |       207 | NS      | $157156.47    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38375UQ86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11137955 | PA      | $289709.34    | 0.04%             | 2067-10-20      | Variable      | 0.01%                 | No            | 2                  | On Loan: No      |
| Kone Oyj                                                                                            | Kone Oyj                                                                                                                         | CUSIP: 000000000<br>LEI: 2138001CNF45JP5XZK38 | Long             | EC               | CORP              | FI        |      7677 | NS      | $419213.49    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| East Money Information Co Ltd                                                                       | East Money Information Co Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 836800ZFB0ZEK3KKW487 | Long             | EC               | CORP              | CN        |    140180 | NS      | $469668.73    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                                                | PURCHASED AUD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | AU        |         1 | NC      | $27984.25     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| United Parcel Service Inc                                                                           | United Parcel Service Inc                                                                                                        | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |       806 | NS      | $149295.38    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Dollar General Corp                                                                                 | Dollar General Corp                                                                                                              | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       569 | NS      | $132918.40    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6477385  CDS USD R F  5.00000 26477385_FEE CCPCORPORATE / Short: S6477385  CDS USD P V 03MEVENT 26477385_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     84000 | OU      | $2738.70      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIC Securities Co Ltd                                                                             | CITIC Securities Co Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 300300E1006744000068 | Long             | EC               | CORP              | CN        |    101750 | NS      | $233539.06    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8487571  CDS EUR R V 03MEVENT 28487571_PRO CCPCORPORATE / Short: B8487571  CDS EUR P F  5.00000 28487571_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    250000 | OU      | $-42210.06    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Seiko Epson Corp                                                                                    | Seiko Epson Corp                                                                                                                 | CUSIP: 000000000<br>LEI: 549300NIOFQDR749W206 | Long             | EC               | CORP              | JP        |     30600 | NS      | $461466.86    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Accenture PLC                                                                                       | Accenture PLC                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      2233 | NS      | $623118.65    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38380F5R3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    551589 | PA      | $61766.73     | 0.01%             | 2046-03-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Equity Residential                                                                                  | Equity Residential                                                                                                               | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               |  | US        |      1941 | NS      | $123544.65    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| L'Oreal SA                                                                                          | L'Oreal SA                                                                                                                       | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |       402 | NS      | $166059.03    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Komeri Co Ltd                                                                                       | Komeri Co Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17100 | NS      | $350562.37    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Fidelity National Financial Inc                                                                     | Fidelity National Financial Inc                                                                                                  | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |      3312 | NS      | $145827.36    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Derwent London PLC                                                                                  | Derwent London PLC                                                                                                               | CUSIP: 000000000<br>LEI: 213800BXKQ9KZNUR1M61 | Long             | EC               |  | GB        |      1780 | NS      | $56816.81     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Hokuetsu Corp                                                                                       | Hokuetsu Corp                                                                                                                    | CUSIP: 000000000<br>LEI: 549300CBTMD053ZJ7C79 | Long             | EC               | CORP              | JP        |      9700 | NS      | $62445.69     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38375UZV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3173836 | PA      | $112883.82    | 0.02%             | 2067-04-20      | Variable      | 1.76%                 | No            | 2                  | On Loan: No      |
| NetScout Systems Inc                                                                                | NetScout Systems Inc                                                                                                             | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |     30084 | NS      | $965696.40    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S0060187  CDS USD R F  1.00000 30060187_FEE CCPCORPORATE / Short: S0060187  CDS USD P V 03MEVENT 30060187_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    500000 | OU      | $-10547.54    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38382RBB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2900869 | PA      | $324070.01    | 0.05%             | 2051-04-20      | Floating      | 1.81%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED SEK / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SE        |         1 | NC      | $-2209.67     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B0059989  CDS USD R V 03MEVENT 30059989_PRO CCPCORPORATE / Short: B0059989  CDS USD P F  5.00000 30059989_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    300000 | OU      | $-24040.31    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38378TEW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3475094 | PA      | $491115.26    | 0.08%             | 2043-05-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OG459C1 IRS USD R F  2.94300 99OG459C1_FIX CCPOIS / Short: S9OG459C1 IRS USD P V 12MSOFR 99OG459C1_FLO CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   2001500 | OU      | $-4634.63     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| General Motors Co                                                                                   | General Motors Co                                                                                                                | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      3615 | NS      | $142141.80    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| SMARTRENT INC                                                                                       | SmartRent Inc                                                                                                                    | CUSIP: 83193G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    170878 | NS      | $498963.76    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Royal Bank of Canada                                                                                | PURCHASED USD / SOLD JPY                                                                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-15669.22    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MS&AD Insurance Group Holdings Inc                                                                  | MS&AD Insurance Group Holdings Inc                                                                                               | CUSIP: 000000000<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |     12300 | NS      | $395466.00    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| United Arrows Ltd                                                                                   | United Arrows Ltd                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9700 | NS      | $130939.46    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Wihlborgs Fastigheter AB                                                                            | Wihlborgs Fastigheter AB                                                                                                         | CUSIP: 000000000<br>LEI: 549300RC1YDJPITF8X06 | Long             | EC               | CORP              | SE        |      5941 | NS      | $48962.49     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG                                                              | Chocoladefabriken Lindt & Spruengli AG                                                                                           | CUSIP: 000000000<br>LEI: 529900JYJNNOKKAGK736 | Long             | EC               | CORP              | CH        |         1 | NS      | $112707.02    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OG289A1 IRS USD R F  3.43200 99OG289A1_FIX CCPOIS / Short: S9OG289A1 IRS USD P V 12MSOFR 99OG289A1_FLO CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   1953000 | OU      | $37715.79     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                                                | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-232542.77   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Teledyne Technologies Inc                                                                           | Teledyne Technologies Inc                                                                                                        | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       308 | NS      | $130672.08    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Hirogin Holdings Inc                                                                                | Hirogin Holdings Inc                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     50900 | NS      | $265250.66    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Welltower Inc                                                                                       | Welltower Inc                                                                                                                    | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               |  | US        |     16088 | NS      | $1207243.52   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Expeditors International of Washington Inc                                                          | Expeditors International of Washington Inc                                                                                       | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      1227 | NS      | $132700.05    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America N.A.                                                                                | PURCHASED USD / SOLD SEK                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-10615.06    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LORCA TELECOM BONDCO                                                                                | Lorca Telecom Bondco SA                                                                                                          | CUSIP: 000000000<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $99601.02     | 0.02%             | 2027-09-18      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38379TFH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2265852 | PA      | $446686.60    | 0.07%             | 2045-12-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Bank of America N.A.                                                                                | 99C468LB1 PUTNAM                                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   6164400 | OU      | $258814.98    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| HELLO GROUP INC                                                                                     | Hello Group Inc                                                                                                                  | CUSIP: 60879BAB3<br>LEI: 549300YMGLID32W48529 | Long             | DBT              | CORP              | KY        |    805000 | PA      | $770784.55    | 0.12%             | 2025-07-01      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8562063  CDS USD R V 03MEVENT 28562063_PRO CCPCORPORATE / Short: B8562063  CDS USD P F  1.00000 28562063_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    410000 | OU      | $8497.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B0040782  CDS EUR R V 03MEVENT 30040782_PRO CCPCORPORATE / Short: B0040782  CDS EUR P F  1.00000 30040782_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    200000 | OU      | $14379.99     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank                                                                               | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | XX        |         1 | NC      | $63769.47     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Republic of Senegal                                                                                 | Senegal Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    200000 | PA      | $149312.00    | 0.02%             | 2048-03-13      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Chemometec A/S                                                                                      | Chemometec A/S                                                                                                                   | CUSIP: 000000000<br>LEI: 213800533NBKECGONO68 | Long             | EC               | CORP              | DK        |      1608 | NS      | $140752.24    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Genuine Parts Co                                                                                    | Genuine Parts Co                                                                                                                 | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |       764 | NS      | $128214.48    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of New York Mellon                                                                             | PURCHASED NZD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | NZ        |         1 | NC      | $-221.16      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OH079D7 IRS USD R F  2.93150 99OH079D7_FIX CCPOIS / Short: S9OH079D7 IRS USD P V 12MSOFR 99OH079D7_FLO CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    577000 | OU      | $-2513.55     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| La Francaise des Jeux SAEM                                                                          | La Francaise des Jeux SAEM                                                                                                       | CUSIP: 000000000<br>LEI: 969500R4CLSQFTYYI535 | Long             | EC               | CORP              | FR        |      3856 | NS      | $164848.18    | 0.03%             |  |  |  | Yes           | 2                  | On Loan: No      |
| ING GROEP NV                                                                                        | ING Groep NV                                                                                                                     | CUSIP: 456837AZ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $150738.38    | 0.02%             | 2031-05-16      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Grupo Aeroportuario del Pacifico SAB de CV                                                          | Grupo Aeroportuario del Pacifico SAB de CV                                                                                       | CUSIP: 000000000<br>LEI: 4469000001BZ368XFI90 | Long             | EC               | CORP              | MX        |     18943 | NS      | $327032.20    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| V2X Inc                                                                                             | V2X Inc                                                                                                                          | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14461 | NS      | $638597.76    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Sight Sciences Inc                                                                                  | Sight Sciences Inc                                                                                                               | CUSIP: 82657M105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67422 | NS      | $776027.22    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Chailease Holding Co Ltd                                                                            | Chailease Holding Co Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 529900L76E6T0JCM3J27 | Long             | EC               | CORP              | KY        |     65000 | NS      | $491816.47    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| SHOPIFY INC                                                                                         | Shopify Inc                                                                                                                      | CUSIP: 82509LAA5<br>LEI: 549300HGQ43STJLLP808 | Long             | DBT              | CORP              | CA        |   2021000 | PA      | $1771406.50   | 0.27%             | 2025-11-01      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| Progressive Corp/The                                                                                | Progressive Corp/The                                                                                                             | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      1600 | NS      | $218160.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| ENEL SPA                                                                                            | Enel SpA                                                                                                                         | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $159267.52    | 0.02%             | 2030-06-08      | Fixed         | 1.88%                 | Yes           | 2                  | On Loan: No      |
| Axis Bank Ltd                                                                                       | Axis Bank Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 549300HVNWMJPOFVNI41 | Long             | EC               | CORP              | IN        |     12806 | NS      | $136642.91    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| LXI REIT Plc                                                                                        | LXI REIT Plc                                                                                                                     | CUSIP: 000000000<br>LEI: 2138008YZGXOKAXQVI45 | Long             | EC               |  | GB        |     51929 | NS      | $72292.11     | 0.01%             |  |  |  | Yes           | 2                  | On Loan: No      |
| American Water Works Co Inc                                                                         | American Water Works Co Inc                                                                                                      | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      1036 | NS      | $162123.64    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Larsen & Toubro Ltd                                                                                 | Larsen & Toubro Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 3358003FR3JIC5FRXA90 | Long             | EC               | CORP              | IN        |     17039 | NS      | $442717.77    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38375UN55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2028898 | PA      | $121441.74    | 0.02%             | 2067-10-20      | Variable      | 0.22%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38382RQH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3401998 | PA      | $400547.79    | 0.06%             | 2051-04-20      | Floating      | 1.81%                 | No            | 2                  | On Loan: No      |
| Vertex Pharmaceuticals Inc                                                                          | Vertex Pharmaceuticals Inc                                                                                                       | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       443 | NS      | $143133.30    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38380LAZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3640046 | PA      | $206164.94    | 0.03%             | 2068-02-20      | Variable      | 2.74%                 | No            | 2                  | On Loan: No      |
| Osaka Exchange                                                                                      | TOPIX INDX FUTR MAR23                                                                                                            | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |      -106 | NC      | $-250970.64   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Dominion Energy Inc                                                                                 | Dominion Energy Inc                                                                                                              | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      6172 | NS      | $392786.08    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Mondelez International Inc                                                                          | Mondelez International Inc                                                                                                       | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      2470 | NS      | $161636.80    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Jones Lang LaSalle Inc                                                                              | Jones Lang LaSalle Inc                                                                                                           | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      1251 | NS      | $231272.37    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OG289S2 IRS USD R F  3.10900 99OG289S2_FIX CCPOIS / Short: S9OG289S2 IRS USD P V 12MSOFR 99OG289S2_FLO CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   1556000 | OU      | $46641.27     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Union Pacific Corp                                                                                  | Union Pacific Corp                                                                                                               | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      1205 | NS      | $246048.95    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8136261  CDS USD R F  5.00000 28136261_FEE CCPCDX / Short: S8136261  CDS USD P V 03MEVENT 28136261_PRO CCPCDX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    113850 | OU      | $4496.88      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| POST HOLDINGS INC                                                                                   | Post Holdings Inc                                                                                                                | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    246000 | PA      | $212175.00    | 0.03%             | 2031-09-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Johnson & Johnson                                                                                   | Johnson & Johnson                                                                                                                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      3670 | NS      | $599751.40    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| First Resources Ltd                                                                                 | First Resources Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 5493007RRD817HUP4O49 | Long             | EC               | CORP              | SG        |    245797 | NS      | $288128.98    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Highwoods Properties Inc                                                                            | Highwoods Properties Inc                                                                                                         | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               |  | US        |      6178 | NS      | $187625.86    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs International                                                                         | 99P172BZ3 PUTNAM                                                                                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | GB        |   2595100 | OU      | $72.14        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Realty Income Corp                                                                                  | Realty Income Corp                                                                                                               | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               |  | US        |     17536 | NS      | $1189466.88   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Suzuken Co Ltd/Aichi Japan                                                                          | Suzuken Co Ltd/Aichi Japan                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     21700 | NS      | $572310.35    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| CANPACK SA/CANPACK US                                                                               | Canpack SA / Canpack US LLC                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    100000 | PA      | $90407.20     | 0.01%             | 2027-11-01      | Fixed         | 2.38%                 | Yes           | 2                  | On Loan: No      |
| McDonald's Corp                                                                                     | McDonald's Corp                                                                                                                  | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       567 | NS      | $151615.80    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8562048  CDS USD R V 03MEVENT 28562048_PRO CCPCORPORATE / Short: B8562048  CDS USD P F  5.00000 28562048_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    329000 | OU      | $-40729.80    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6168213  CDS USD R F  5.00000 26168213_FEE CCPCORPORATE / Short: S6168213  CDS USD P V 03MEVENT 26168213_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    150000 | OU      | $4890.53      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B0040767  CDS EUR R V 03MEVENT 30040767_PRO CCPCORPORATE / Short: B0040767  CDS EUR P F  1.00000 30040767_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    100000 | OU      | $1277.03      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NexTier Oilfield Solutions Inc                                                                      | NexTier Oilfield Solutions Inc                                                                                                   | CUSIP: 65290C105<br>LEI: 529900L27H2D4QT0IT24 | Long             | EC               | CORP              | US        |     36004 | NS      | $339157.68    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38379XPB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    323042 | PA      | $46688.04     | 0.01%             | 2046-06-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                                                | Colombia Government International Bond                                                                                           | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    840000 | PA      | $860237.76    | 0.13%             | 2033-04-20      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| MEG Energy Corp                                                                                     | MEG Energy Corp                                                                                                                  | CUSIP: 552704108<br>LEI: 5493002WXPTG5ZC1T326 | Long             | EC               | CORP              | CA        |     10949 | NS      | $180954.12    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8655472  CDS EUR R F  5.00000 28655472_FEE CCPITRAXX / Short: S8655472  CDS EUR P V 03MEVENT 28655472_PRO CCPITRAXX       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    100000 | OU      | $3637.62      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                                                              | Long: 99NP739B6 IRS USD R V 00MSOFR FLO VANILLA / Short: 99NP739B6 IRS USD P F  3.20000 FIX VANILLA                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | GB        |  45000000 | OU      | $23090.85     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38380FA22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2667853 | PA      | $616267.44    | 0.10%             | 2047-07-16      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Altra Industrial Motion Corp                                                                        | Altra Industrial Motion Corp                                                                                                     | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               | CORP              | US        |     26957 | NS      | $1646263.99   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Royal Bank of Canada                                                                                | PURCHASED CHF / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | CH        |         1 | NC      | $1179.60      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BAE Systems PLC                                                                                     | BAE Systems PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |     76246 | NS      | $805806.99    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38376R5K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    288030 | PA      | $24097.14     | 0.00%             | 2067-06-20      | Variable      | 1.89%                 | No            | 2                  | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                                                            | Olympus Water US Holding Corp                                                                                                    | CUSIP: 000000000<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    110000 | PA      | $93280.92     | 0.01%             | 2029-10-01      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| UnitedHealth Group Inc                                                                              | UnitedHealth Group Inc                                                                                                           | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      1321 | NS      | $659429.99    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Snam SpA                                                                                            | Snam SpA                                                                                                                         | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | EC               | CORP              | IT        |     30484 | NS      | $155367.07    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S9154905  CDS EUR R F  5.00000 29154905_FEE CCPCORPORATE / Short: S9154905  CDS EUR P V 03MEVENT 29154905_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    210000 | OU      | $-33455.55    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Aisin Corp                                                                                          | Aisin Corp                                                                                                                       | CUSIP: 000000000<br>LEI: 3538004IOK08PDY6I723 | Long             | EC               | CORP              | JP        |     30200 | NS      | $881573.03    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Catena AB                                                                                           | Catena AB                                                                                                                        | CUSIP: 000000000<br>LEI: 549300EMLM7AH5LDLY65 | Long             | EC               | CORP              | SE        |      4632 | NS      | $193620.10    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Sirius Real Estate Ltd                                                                              | Sirius Real Estate Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 213800NURUF5W8QSK566 | Long             | EC               | CORP              | GG        |     79953 | NS      | $83483.08     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OG459W7 IRS USD R F  2.88550 99OG459W7_FIX CCPOIS / Short: S9OG459W7 IRS USD P V 12MSOFR 99OG459W7_FLO CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    792500 | OU      | $-10641.82    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| REDWOOD TRUST INC                                                                                   | Redwood Trust Inc                                                                                                                | CUSIP: 758075AD7<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | DBT              | CORP              | US        |    860000 | PA      | $813775.00    | 0.13%             | 2024-07-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38376UGZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    538756 | PA      | $10195.48     | 0.00%             | 2044-08-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Clorox Co/The                                                                                       | Clorox Co/The                                                                                                                    | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |       928 | NS      | $134272.32    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38376RT30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4063131 | PA      | $273733.55    | 0.04%             | 2067-02-20      | Variable      | 2.67%                 | No            | 2                  | On Loan: No      |
| Xebio Holdings Co Ltd                                                                               | Xebio Holdings Co Ltd                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12800 | NS      | $91353.06     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| NEOGENOMICS INC                                                                                     | NeoGenomics Inc                                                                                                                  | CUSIP: 64049MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    396000 | PA      | $346747.50    | 0.05%             | 2025-05-01      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Hi Sun Technology China Ltd                                                                         | Hi Sun Technology China Ltd                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |    864000 | NS      | $96964.38     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| ASML Holding NV                                                                                     | ASML Holding NV                                                                                                                  | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      1285 | NS      | $851008.54    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Tachi-S Co Ltd                                                                                      | Tachi-S Co Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7000 | NS      | $64699.27     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Philip Morris International Inc                                                                     | Philip Morris International Inc                                                                                                  | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      2238 | NS      | $233289.12    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Astarta Holding PLC                                                                                 | Astarta Holding PLC                                                                                                              | CUSIP: 000000000<br>LEI: 724500R38HLH2G58KQ51 | Long             | EC               | CORP              | CY        |     17362 | NS      | $92414.65     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America N.A.                                                                                | 99P466LB1 PUTNAM                                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   6355100 | OU      | $303041.99    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B0127106  CDS USD R V 03MEVENT 30127106_PRO CCPCORPORATE / Short: B0127106  CDS USD P F  5.00000 30127106_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    100000 | OU      | $-11157.53    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Enagas SA                                                                                           | Enagas SA                                                                                                                        | CUSIP: 000000000<br>LEI: 213800OU3FQKGM4M2U23 | Long             | EC               | CORP              | ES        |      6559 | NS      | $117643.26    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Pinduoduo Inc                                                                                       | Pinduoduo Inc                                                                                                                    | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | KY        |     17932 | NS      | $1756977.36   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| IONIS PHARMACEUTICALS IN                                                                            | Ionis Pharmaceuticals Inc                                                                                                        | CUSIP: 462222AB6<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |   1072000 | PA      | $990313.60    | 0.15%             | 2024-12-15      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                                | CUSIP: 3136B3UN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1825605 | PA      | $165869.18    | 0.03%             | 2049-01-25      | Floating      | 1.64%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OG459X5 IRS USD R F  2.88400 99OG459X5_FIX CCPOIS / Short: S9OG459X5 IRS USD P V 12MSOFR 99OG459X5_FLO CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    792500 | OU      | $-10873.26    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S0094947  CDS EUR R F  5.00000 30094947_FEE CCPITRAXX / Short: S0094947  CDS EUR P V 03MEVENT 30094947_PRO CCPITRAXX       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     75000 | OU      | $2728.22      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| International Business Machines Corp                                                                | International Business Machines Corp                                                                                             | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      1032 | NS      | $139041.36    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Ivanhoe Electric Inc / US                                                                           | Ivanhoe Electric Inc / US                                                                                                        | CUSIP: 46578C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9678 | NS      | $128233.50    | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Nomura Real Estate Master Fund Inc                                                                  | Nomura Real Estate Master Fund Inc                                                                                               | CUSIP: 000000000<br>LEI: 353800TNNZOQ1CPZE086 | Long             | EC               |  | JP        |       171 | NS      | $200020.40    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B9OG459H0 IRS USD R V 12MSOFR 99OG459H0_FLO CCPOIS / Short: B9OG459H0 IRS USD P F  3.44450 99OG459H0_FIX CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   1302000 | OU      | $-2922.22     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| British American Tobacco PLC                                                                        | British American Tobacco PLC                                                                                                     | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |      4731 | NS      | $180933.19    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38380UMS9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    246373 | PA      | $44409.75     | 0.01%             | 2047-12-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8504891  CDS EUR R V 03MEVENT 28504891_PRO CCPCORPORATE / Short: B8504891  CDS EUR P F  1.00000 28504891_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    625000 | OU      | $67506.37     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Augmedix Inc                                                                                        | Augmedix Inc                                                                                                                     | CUSIP: 05105P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     77152 | NS      | $118814.08    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG                                                              | Chocoladefabriken Lindt & Spruengli AG                                                                                           | CUSIP: 000000000<br>LEI: 529900JYJNNOKKAGK736 | Long             | EC               | CORP              | CH        |        15 | NS      | $164845.07    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B0094795  CDS USD R V 03MEVENT 30094795_PRO CCPCORPORATE / Short: B0094795  CDS USD P F  5.00000 30094795_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    329000 | OU      | $-42615.09    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Valvoline Inc                                                                                       | Valvoline Inc                                                                                                                    | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |     20796 | NS      | $762381.36    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| NSK Ltd                                                                                             | NSK Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 353800FVQK6SULSPBC69 | Long             | EC               | CORP              | JP        |    224400 | NS      | $1261934.75   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Draegerwerk AG & Co KGaA                                                                            | Draegerwerk AG & Co KGaA                                                                                                         | CUSIP: 000000000<br>LEI: 5493005UFVHY0PPNKD75 | Long             | EP               | CORP              | DE        |      3168 | NS      | $141675.62    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Royal Gold Inc                                                                                      | Royal Gold Inc                                                                                                                   | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |      5456 | NS      | $693075.68    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Amphenol Corp                                                                                       | Amphenol Corp                                                                                                                    | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      1735 | NS      | $138400.95    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6321052  CDS USD R F  5.00000 26321052_FEE CCPCORPORATE / Short: S6321052  CDS USD P V 03MEVENT 26321052_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     97000 | OU      | $3358.31      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Northern Trust Corp                                                                                 | Northern Trust Corp                                                                                                              | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      1397 | NS      | $135467.09    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| DEUTSCHE POSTBK FUND III                                                                            | Deutsche Postbank Funding Trust III                                                                                              | CUSIP: 000000000<br>LEI: 529900JUYWPVJ3EAX160 | Long             | DBT              | CORP              | US        |    253000 | PA      | $200774.79    | 0.03%             | 2023-06-07      | Floating      | 2.08%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8487576  CDS EUR R F  5.00000 28487576_FEE CCPCORPORATE / Short: S8487576  CDS EUR P V 03MEVENT 28487576_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    250000 | OU      | $45021.29     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ICE Futures Europe                                                                                  | FTSE 100 IDX FUT MAR23                                                                                                           | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | GB        |        15 | NC      | $50116.12     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ZIGGO BOND CO BV                                                                                    | Ziggo Bond Co BV                                                                                                                 | CUSIP: 000000000<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |     50000 | PA      | $41976.40     | 0.01%             | 2030-02-28      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                                                  | Mitsubishi UFJ Financial Group Inc                                                                                               | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |    119000 | NS      | $873452.42    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF NIGERIA                                                                                 | Nigeria Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    945000 | PA      | $673312.50    | 0.10%             | 2033-09-28      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF INDONESIA                                                                               | Indonesia Government International Bond                                                                                          | CUSIP: 455780DQ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    410000 | PA      | $409828.11    | 0.06%             | 2028-01-11      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Banco Bradesco SA                                                                                   | Banco Bradesco SA                                                                                                                | CUSIP: 000000000<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EP               | CORP              | BR        |     47421 | NS      | $130969.88    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Straumann Holding AG                                                                                | Straumann Holding AG                                                                                                             | CUSIP: 000000000<br>LEI: 50670046ML5FVIM60Z37 | Long             | EC               | CORP              | CH        |      3706 | NS      | $485207.22    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| NextEra Energy Inc                                                                                  | NextEra Energy Inc                                                                                                               | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8775 | NS      | $654878.25    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Pacira BioSciences Inc                                                                              | Pacira BioSciences Inc                                                                                                           | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26466 | NS      | $1039319.82   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B9OG679Y7 IRS USD R V 12MSOFR 99OG679Y7_FLO CCPOIS / Short: B9OG679Y7 IRS USD P F  3.19950 99OG679Y7_FIX CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   2048000 | OU      | $491.29       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| WP Carey Inc                                                                                        | WP Carey Inc                                                                                                                     | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               |  | US        |      1847 | NS      | $157973.91    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Stora Enso OYJ                                                                                      | Stora Enso Oyj                                                                                                                   | CUSIP: 86210MAC0<br>LEI: 7437000ZP669LKUTZ738 | Long             | DBT              | CORP              | FI        |    200000 | PA      | $213640.00    | 0.03%             | 2036-04-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| UDR Inc                                                                                             | UDR Inc                                                                                                                          | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               |  | US        |     11170 | NS      | $475730.30    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Guangshen Railway Co Ltd                                                                            | Guangshen Railway Co Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 529900YIR2NSEPF1UU41 | Long             | EC               | CORP              | CN        |    724000 | NS      | $126802.93    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| H.U. Group Holdings Inc                                                                             | H.U. Group Holdings Inc                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5100 | NS      | $108240.06    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Meff Financial Derivatives                                                                          | IBEX 35 INDX FUTR FEB23                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | ES        |         4 | NC      | $5571.80      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                                                                           | CUSIP: 77586RAR1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    316000 | PA      | $333380.00    | 0.05%             | 2033-01-17      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| General Mills Inc                                                                                   | General Mills Inc                                                                                                                | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      2005 | NS      | $157111.80    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| DR Horton Inc                                                                                       | DR Horton Inc                                                                                                                    | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      6108 | NS      | $602798.52    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B0025827  CDS EUR R V 03MEVENT 30025827_PRO CCPCORPORATE / Short: B0025827  CDS EUR P F  5.00000 30025827_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    120000 | OU      | $-17975.50    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Hang Lung Properties Ltd                                                                            | Hang Lung Properties Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 529900CIVTNMXQT59E61 | Long             | EC               | CORP              | HK        |     56000 | NS      | $105409.73    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| BDO Unibank Inc                                                                                     | BDO Unibank Inc                                                                                                                  | CUSIP: 000000000<br>LEI: 3FGIIBS1PEI1FYQBGN97 | Long             | EC               | CORP              | PH        |    225362 | NS      | $509162.32    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OG679W1 IRS USD R F  3.19200 99OG679W1_FIX CCPOIS / Short: S9OG679W1 IRS USD P V 12MSOFR 99OG679W1_FLO CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    931000 | OU      | $-813.70      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8542762  CDS EUR R V 03MEVENT 28542762_PRO CCPCORPORATE / Short: B8542762  CDS EUR P F  1.00000 28542762_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    200000 | OU      | $11432.28     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Riyue Heavy Industry Co Ltd                                                                         | Riyue Heavy Industry Co Ltd                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     57500 | NS      | $204524.12    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| GREENLIGHT CAPITAL RE                                                                               | Greenlight Capital Re Ltd                                                                                                        | CUSIP: 395366AB3<br>LEI: 549300Q9HRIFA2BGHJ51 | Long             | DBT              | CORP              | KY        |   1031000 | PA      | $1000070.00   | 0.15%             | 2023-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| LX Holdings Corp                                                                                    | LX Holdings Corp                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1012 | NS      | $7267.20      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Terna - Rete Elettrica Nazionale                                                                    | Terna - Rete Elettrica Nazionale                                                                                                 | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | EC               | CORP              | IT        |     17132 | NS      | $135942.95    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38383MH27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5761952 | PA      | $587169.38    | 0.09%             | 2049-11-20      | Floating      | 1.39%                 | No            | 2                  | On Loan: No      |
| Schlumberger Ltd                                                                                    | Schlumberger Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |     11383 | NS      | $648603.34    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Otsuka Corp                                                                                         | Otsuka Corp                                                                                                                      | CUSIP: 000000000<br>LEI: 529900RG9DJ58J3UIE72 | Long             | EC               | CORP              | JP        |      5000 | NS      | $164585.13    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38381WYN2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1619367 | PA      | $128209.83    | 0.02%             | 2049-06-20      | Floating      | 1.61%                 | No            | 2                  | On Loan: No      |
| InterGlobe Aviation Ltd                                                                             | InterGlobe Aviation Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 33580079R8SLLO23XD19 | Long             | EC               | CORP              | IN        |     10677 | NS      | $277587.81    | 0.04%             |  |  |  | Yes           | 2                  | On Loan: No      |
| IQVIA INC                                                                                           | IQVIA Inc                                                                                                                        | CUSIP: 000000000<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    276000 | PA      | $251699.87    | 0.04%             | 2029-03-15      | Fixed         | 2.25%                 | Yes           | 2                  | On Loan: No      |
| COUNTRY GARDEN HLDGS                                                                                | Country Garden Holdings Co Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $127400.99    | 0.02%             | 2030-01-14      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8561947  CDS USD R F  5.00000 28561947_FEE CCPCORPORATE / Short: S8561947  CDS USD P V 03MEVENT 28561947_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    393000 | OU      | $12091.69     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CHINA GOVT INTL BOND                                                                                | China Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    953000 | PA      | $924661.40    | 0.14%             | 2023-10-21      | Fixed         | 0.40%                 | Yes           | 2                  | On Loan: No      |
| STORA ENSO OYJ                                                                                      | Stora Enso Oyj                                                                                                                   | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | DBT              | CORP              | FI        |    150000 | PA      | $160230.00    | 0.02%             | 2036-04-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B9OG459J6 IRS USD R V 12MSOFR 99OG459J6_FLO CCPOIS / Short: B9OG459J6 IRS USD P F  3.00400 99OG459J6_FIX CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    623000 | OU      | $-5975.24     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AbbVie Inc                                                                                          | AbbVie Inc                                                                                                                       | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      2912 | NS      | $430248.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| HCA Inc                                                                                             | HCA Inc                                                                                                                          | CUSIP: 197677AH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    221000 | PA      | $246313.30    | 0.04%             | 2095-11-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD GBP                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $18986.02     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Universal Health Services Inc                                                                       | Universal Health Services Inc                                                                                                    | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |      1003 | NS      | $148654.63    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| UT Group Co Ltd                                                                                     | UT Group Co Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5800 | NS      | $118215.11    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                                                             | MPT Operating Partnership LP / MPT Finance Corp                                                                                  | CUSIP: 55342UAL8<br>LEI: N/A                  | Long             | DBT              |  | US        |    397000 | PA      | $349881.98    | 0.05%             | 2028-06-05      | Fixed         | 3.69%                 | No            | 2                  | On Loan: No      |
| Fukuda Corp                                                                                         | Fukuda Corp                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $91077.74     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Ball Corp                                                                                           | Ball Corp                                                                                                                        | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      2138 | NS      | $124517.12    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| MILLICOM INTL CELLULAR                                                                              | Millicom International Cellular SA                                                                                               | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $169300.00    | 0.03%             | 2031-04-27      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Akeso Inc                                                                                           | Akeso Inc                                                                                                                        | CUSIP: 000000000<br>LEI: 254900ECWYGR3QW5GF30 | Long             | EC               | CORP              | KY        |     28000 | NS      | $170427.90    | 0.03%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Midea Group Co Ltd                                                                                  | Midea Group Co Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 3003003TRPHLHZD2IF61 | Long             | EC               | CORP              | CN        |     23181 | NS      | $190070.98    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| CABLE ONE INC                                                                                       | Cable One Inc                                                                                                                    | CUSIP: 12685JAE5<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |   1277000 | PA      | $1026069.50   | 0.16%             | 2026-03-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8452623  CDS EUR R F  1.00000 28452623_FEE CCPCORPORATE / Short: S8452623  CDS EUR P V 03MEVENT 28452623_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    100000 | OU      | $-1886.24     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Unilever PLC                                                                                        | Unilever PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      6036 | NS      | $308372.28    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Air Products and Chemicals Inc                                                                      | Air Products and Chemicals Inc                                                                                                   | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       435 | NS      | $139421.85    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Bank PLC                                                                                   | Barclays Bank PLC                                                                                                                | CUSIP: 06738C828<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |    120000 | PA      | $119105.52    | 0.02%             | 2034-12-15      | Fixed         | 6.28%                 | No            | 2                  | On Loan: No      |
| NEW MOUNTAIN FINANCE COR                                                                            | New Mountain Finance Corp                                                                                                        | CUSIP: 647551AC4<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1617043.75   | 0.25%             | 2023-08-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B0025625  CDS USD R V 03MEVENT 30025625_PRO CCPCORPORATE / Short: B0025625  CDS USD P F  5.00000 30025625_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    160000 | OU      | $-5216.56     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AngloGold Ashanti Ltd                                                                               | AngloGold Ashanti Ltd                                                                                                            | CUSIP: 035128206<br>LEI: 378900EF3BA9A5F42A59 | Long             | EC               | CORP              | ZA        |     28629 | NS      | $601781.58    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Northern Trust Co.                                                                                  | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 6PTKHDJ8HDUF78PFWH30 | N/A              | DFE              |  | US        |         1 | NC      | $-1584.11     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8561967  CDS USD R F  1.00000 28561967_FEE CCPCORPORATE / Short: S8561967  CDS USD P V 03MEVENT 28561967_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    450000 | OU      | $-132653.47   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Tencent Holdings Ltd                                                                                | Tencent Holdings Ltd                                                                                                             | CUSIP: 88032Q109<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |     10763 | NS      | $524696.25    | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38382EFD4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4684107 | PA      | $436318.98    | 0.07%             | 2044-05-20      | Floating      | 1.51%                 | No            | 2                  | On Loan: No      |
| China Communications Services Corp Ltd                                                              | China Communications Services Corp Ltd                                                                                           | CUSIP: 000000000<br>LEI: 529900JCDRVQE6YZKT86 | Long             | EC               | CORP              | CN        |    556886 | NS      | $211636.92    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B9OG909S2 IRS USD R V 12MSOFR 99OG909S2_FLO CCPOIS / Short: B9OG909S2 IRS USD P F  2.98900 99OG909S2_FIX CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    515000 | OU      | $-3524.08     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Daiwa House REIT Investment Corp                                                                    | Daiwa House REIT Investment Corp                                                                                                 | CUSIP: 000000000<br>LEI: 3538001FWU534P8JMO05 | Long             | EC               |  | JP        |        98 | NS      | $213182.53    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| SAP SE                                                                                              | SAP SE                                                                                                                           | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      2764 | NS      | $325314.94    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| CHEGG INC                                                                                           | Chegg Inc                                                                                                                        | CUSIP: 163092AF6<br>LEI: 549300AKX7O8JG0O3G77 | Long             | DBT              | CORP              | US        |   2605000 | PA      | $2046488.00   | 0.32%             | 2026-09-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: BSPP0096I CDS USD R V 03MEVENT COSPP0096I_PRO CCPCDX / Short: BSPP0096I CDS USD P F  1.00000 COSPP0096I_FEE CCPCDX         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  34000000 | OU      | $1748926.00   | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8561937  CDS USD R F  5.00000 28561937_FEE CCPCORPORATE / Short: S8561937  CDS USD P V 03MEVENT 28561937_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    257000 | OU      | $12870.60     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA N.A.                                                                                  | PURCHASED CHF / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CH        |         1 | NC      | $3482.47      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ABU DHABI GOVT INT'L                                                                                | Abu Dhabi Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $150812.00    | 0.02%             | 2049-09-30      | Fixed         | 3.13%                 | Yes           | 2                  | On Loan: No      |
| WISDOMTREE INVESTMENTS                                                                              | WisdomTree Inc                                                                                                                   | CUSIP: 97717PAD6<br>LEI: 549300WIU8IS7UFO7871 | Long             | DBT              | CORP              | US        |    674000 | PA      | $631201.00    | 0.10%             | 2026-06-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                                                            | Graphic Packaging International LLC                                                                                              | CUSIP: 000000000<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94502.16     | 0.01%             | 2029-02-01      | Fixed         | 2.63%                 | Yes           | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    206000 | PA      | $202456.80    | 0.03%             | 2027-11-25      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| SPLUNK INC                                                                                          | Splunk Inc                                                                                                                       | CUSIP: 848637AC8<br>LEI: 549300XGDSGBP6UEI867 | Long             | DBT              | CORP              | US        |   2898000 | PA      | $2818305.00   | 0.44%             | 2023-09-15      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Swiss Life Holding AG                                                                               | Swiss Life Holding AG                                                                                                            | CUSIP: 000000000<br>LEI: 5493000KUC3Z24U77V93 | Long             | EC               | CORP              | CH        |       240 | NS      | $141822.04    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                 | CUSIP: 91282CAJ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5665700 | PA      | $5153573.86   | 0.80%             | 2025-08-31      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                                              | Credit Suisse Group AG                                                                                                           | CUSIP: 000000000<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $134000.00    | 0.02%             | 2030-09-03      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Commonwealth Bank of Australia                                                                      | PURCHASED CAD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | N/A              | DFE              |  | CA        |         1 | NC      | $35676.30     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Thermo Fisher Scientific Inc                                                                        | Thermo Fisher Scientific Inc                                                                                                     | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       450 | NS      | $256648.50    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Costco Wholesale Corp                                                                               | Costco Wholesale Corp                                                                                                            | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       606 | NS      | $309750.84    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B0041947  CDS EUR R V 03MEVENT 30041947_PRO CCPCORPORATE / Short: B0041947  CDS EUR P F  1.00000 30041947_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    625000 | OU      | $78969.69     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                                                              | Eskom Holdings SOC Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    200000 | PA      | $180068.00    | 0.03%             | 2027-07-23      | Fixed         | 4.31%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                                | CUSIP: 3136A2R62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1216704 | PA      | $45229.89     | 0.01%             | 2041-02-25      | Floating      | 1.49%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38376RK62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5766501 | PA      | $377168.92    | 0.06%             | 2066-12-20      | Variable      | 0.02%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                 | CUSIP: 91282CBR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4186300 | PA      | $3985324.90   | 0.62%             | 2024-03-15      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| Endesa SA                                                                                           | Endesa SA                                                                                                                        | CUSIP: 000000000<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |      6283 | NS      | $125341.78    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                                | CUSIP: 3136B5ZL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2156378 | PA      | $225626.34    | 0.03%             | 2049-08-25      | Floating      | 1.54%                 | No            | 2                  | On Loan: No      |
| Carrefour SA                                                                                        | Carrefour SA                                                                                                                     | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |      6116 | NS      | $116215.49    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Full Truck Alliance Co Ltd                                                                          | Full Truck Alliance Co Ltd                                                                                                       | CUSIP: 35969L108<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     35439 | NS      | $285283.95    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38382QS92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2951288 | PA      | $393602.96    | 0.06%             | 2050-07-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Aeroports de Paris                                                                                  | Aeroports de Paris                                                                                                               | CUSIP: 000000000<br>LEI: 969500PJMBSFHYC37989 | Long             | EC               | CORP              | FR        |      1068 | NS      | $165404.94    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8507028  CDS USD R V 03MEVENT 28507028_PRO CCPCORPORATE / Short: B8507028  CDS USD P F  5.00000 28507028_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    268000 | OU      | $-25779.53    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SOLVAY SA                                                                                           | Solvay SA                                                                                                                        | CUSIP: 000000000<br>LEI: 549300MMVL80RTBP3O28 | Long             | DBT              | CORP              | BE        |    300000 | PA      | $293530.59    | 0.05%             | 2025-12-02      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38376UEA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    139326 | PA      | $8354.32      | 0.00%             | 2044-10-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OG459V9 IRS USD R F  3.13350 99OG459V9_FIX CCPOIS / Short: S9OG459V9 IRS USD P V 12MSOFR 99OG459V9_FLO CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   1971000 | OU      | $-11478.83    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Green Plains Inc                                                                                    | Green Plains Inc                                                                                                                 | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |     12758 | NS      | $443595.66    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Cognizant Technology Solutions Corp                                                                 | Cognizant Technology Solutions Corp                                                                                              | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      3059 | NS      | $204188.25    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| AddTech AB                                                                                          | AddTech AB                                                                                                                       | CUSIP: 000000000<br>LEI: 549300QZ5U2IDRHPWL60 | Long             | EC               | CORP              | SE        |      7137 | NS      | $113775.40    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                               | CUSIP: 3137BH6Q5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1519956 | PA      | $238712.74    | 0.04%             | 2044-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENER PART                                                                             | Kinder Morgan Energy Partners LP                                                                                                 | CUSIP: 28370TAF6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    290000 | PA      | $255973.72    | 0.04%             | 2042-11-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| MHP SE                                                                                              | MHP SE                                                                                                                           | CUSIP: 55302T204<br>LEI: 213800D7DXFXGA292757 | Long             | EC               | CORP              | CY        |     69777 | NS      | $237502.00    | 0.04%             |  |  |  | Yes           | 2                  | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                                                              | Clearway Energy Operating LLC                                                                                                    | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     61000 | PA      | $51534.63     | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Pagseguro Digital Ltd                                                                               | Pagseguro Digital Ltd                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      8465 | NS      | $85411.85     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP Paribas SA                                                                                      | BNP Paribas SA                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |      8533 | NS      | $584895.50    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Grupo Aeroportuario del Sureste SAB de CV                                                           | Grupo Aeroportuario del Sureste SAB de CV                                                                                        | CUSIP: 000000000<br>LEI: 5299001W7JIDXCUOUC82 | Long             | EC               | CORP              | MX        |     18640 | NS      | $506275.88    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Italian Derivatives Market                                                                          | FTSE/MIB IDX FUT MAR23                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IT        |         3 | NC      | $32223.14     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6244968  CDS USD R F  5.00000 26244968_FEE CCPCORPORATE / Short: S6244968  CDS USD P V 03MEVENT 26244968_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    268000 | OU      | $25779.53     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Thai Beverage PCL                                                                                   | Thai Beverage PCL                                                                                                                | CUSIP: 000000000<br>LEI: 529900VZFHQZ684D8L07 | Long             | EC               | CORP              | TH        |   1222161 | NS      | $652417.97    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| CRH PLC                                                                                             | CRH PLC                                                                                                                          | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |     24127 | NS      | $1122440.53   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| WEC Energy Group Inc                                                                                | WEC Energy Group Inc                                                                                                             | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      1388 | NS      | $130458.12    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| WIX LTD                                                                                             | Wix.com Ltd                                                                                                                      | CUSIP: 92940WAB5<br>LEI: 5493008P6N29Q1AG9464 | Long             | DBT              | CORP              | IL        |    850000 | PA      | $830365.00    | 0.13%             | 2023-07-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Arch Capital Group Ltd                                                                              | Arch Capital Group Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |      2981 | NS      | $191827.35    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| 3M Co                                                                                               | 3M Co                                                                                                                            | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      2372 | NS      | $272969.76    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Republic of Zambia                                                                                  | Zambia Government International Bond                                                                                             | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    200000 | PA      | $92500.00     | 0.01%             | 2022-09-20      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| Airbus SE                                                                                           | Airbus SE                                                                                                                        | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |     10016 | NS      | $1255022.73   | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Shell PLC                                                                                           | Shell PLC                                                                                                                        | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      6719 | NS      | $197352.11    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                               | CUSIP: 3137BQNH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2900155 | PA      | $219170.26    | 0.03%             | 2046-06-15      | Floating      | 1.64%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OG459B3 IRS USD R F  2.94450 99OG459B3_FIX CCPOIS / Short: S9OG459B3 IRS USD P V 12MSOFR 99OG459B3_FLO CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   2001500 | OU      | $-4050.40     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Kenedix Office Investment Corp                                                                      | Kenedix Office Investment Corp                                                                                                   | CUSIP: 000000000<br>LEI: 353800FFT483NCIHFY42 | Long             | EC               |  | JP        |        55 | NS      | $130610.97    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B9OG289C7 IRS USD R V 12MSOFR 99OG289C7_FLO CCPOIS / Short: B9OG289C7 IRS USD P F  3.45750 99OG289C7_FIX CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   2320000 | OU      | $-49788.24    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| LORCA TELECOM BONDCO                                                                                | Lorca Telecom Bondco SA                                                                                                          | CUSIP: 000000000<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $99601.02     | 0.02%             | 2027-09-18      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| UMBS, TBA                                                                                           | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F040628<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -2000000 | PA      | $-1931250.00  | -0.30%            | 2053-02-13      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Bank of America N.A.                                                                                | PURCHASED USD / SOLD DKK                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-14933.14    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Americold Realty Trust Inc                                                                          | Americold Realty Trust Inc                                                                                                       | CUSIP: 03064D108<br>LEI: 549300R7N1V5YV8MWH02 | Long             | EC               |  | US        |     16095 | NS      | $505543.95    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Shanghai MicroPort MedBot Group Co Ltd                                                              | Shanghai MicroPort MedBot Group Co Ltd                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     24000 | NS      | $94422.47     | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Intercontinental Exchange, Inc.                                                                     | Long: S8542377  CDS EUR R F  5.00000 28542377 _FEE CCPITRAXX / Short: S8542377  CDS EUR P V 03MEVENT 28542377 _PRO CCPITRAXX     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    300000 | OU      | $10912.83     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Micron Technology Inc                                                                               | Micron Technology Inc                                                                                                            | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      2226 | NS      | $134227.80    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Covivio                                                                                             | Covivio                                                                                                                          | CUSIP: 000000000<br>LEI: 969500P8M3W2XX376054 | Long             | EC               |  | FR        |      1181 | NS      | $81075.38     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SOUTHERN CO                                                                                         | Southern Co/The                                                                                                                  | CUSIP: 000000000<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88157.02     | 0.01%             | 2081-09-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| KBR Inc                                                                                             | KBR Inc                                                                                                                          | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |     15735 | NS      | $806104.05    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8470545  CDS USD R V 03MEVENT 28470545_PRO CCPCORPORATE / Short: B8470545  CDS USD P F  5.00000 28470545_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    225000 | OU      | $-19573.66    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                                                                   | DAX INDEX FUTURE MAR23                                                                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         3 | NC      | $49527.35     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                               | CUSIP: 3137BG4J5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    949504 | PA      | $153157.39    | 0.02%             | 2045-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| First American Financial Corp                                                                       | First American Financial Corp                                                                                                    | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |      2298 | NS      | $142177.26    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8504886  CDS EUR R F  1.00000 28504886_FEE CCPCORPORATE / Short: S8504886  CDS EUR P V 03MEVENT 28504886_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    625000 | OU      | $-78969.69    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8328020  CDS EUR R F  1.00000 28328020_FEE CCPCORPORATE / Short: S8328020  CDS EUR P V 03MEVENT 28328020_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    200000 | OU      | $-17783.68    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Pack Corp/The                                                                                       | Pack Corp/The                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $59941.44     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Pacific Basin Shipping Ltd                                                                          | Pacific Basin Shipping Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 254900LNPK737X4Y3V26 | Long             | EC               | CORP              | BM        |   1121000 | NS      | $395891.28    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsui Fudosan Co Ltd                                                                               | Mitsui Fudosan Co Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |     23100 | NS      | $433531.22    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38375U3K4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2965789 | PA      | $179187.05    | 0.03%             | 2068-01-20      | Variable      | 3.02%                 | No            | 2                  | On Loan: No      |
| CARREFOUR SA                                                                                        | Carrefour SA                                                                                                                     | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $196002.00    | 0.03%             | 2023-06-14      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                                                             | Veolia Environnement SA                                                                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $88321.83     | 0.01%             | 2029-01-20      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| AutoStore Holdings Ltd                                                                              | AutoStore Holdings Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 549300KYN3M0LSM5A413 | Long             | EC               | CORP              | BM        |    115181 | NS      | $266291.45    | 0.04%             |  |  |  | Yes           | 2                  | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                                                                            | EnLink Midstream Partners LP                                                                                                     | CUSIP: 29336UAG2<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |     72000 | PA      | $59892.53     | 0.01%             | 2047-06-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S0094845  CDS USD R F  5.00000 30094845_FEE CCPCORPORATE / Short: S0094845  CDS USD P V 03MEVENT 30094845_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    427000 | OU      | $19194.20     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Snap-on Inc                                                                                         | Snap-on Inc                                                                                                                      | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |       626 | NS      | $155704.98    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OG459E7 IRS USD R F  2.97400 99OG459E7_FIX CCPOIS / Short: S9OG459E7 IRS USD P V 12MSOFR 99OG459E7_FLO CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   1785000 | OU      | $6693.32      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citigroup Inc                                                                                       | Citigroup Inc                                                                                                                    | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     10710 | NS      | $559276.20    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Randstad NV                                                                                         | Randstad NV                                                                                                                      | CUSIP: 000000000<br>LEI: 7245009EAAUUQJ0U4T57 | Long             | EC               | CORP              | NL        |      2365 | NS      | $151455.28    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| UMBS, TBA                                                                                           | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F052631<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  16000000 | PA      | $16244999.84  | 2.52%             | 2053-03-13      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Novo Nordisk A/S                                                                                    | Novo Nordisk A/S                                                                                                                 | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     12053 | NS      | $1669143.03   | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| Linde PLC                                                                                           | Linde PLC                                                                                                                        | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |       500 | NS      | $165470.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38376R2Q8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3650298 | PA      | $164756.19    | 0.03%             | 2067-03-20      | Variable      | 2.14%                 | No            | 2                  | On Loan: No      |
| Walgreens Boots Alliance Inc                                                                        | Walgreens Boots Alliance Inc                                                                                                     | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |      7017 | NS      | $258646.62    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Ginnie Mae II Pool                                                                                                               | CUSIP: 3617M6FK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12848 | PA      | $12566.46     | 0.00%             | 2050-01-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Chubb Ltd                                                                                           | Chubb Ltd                                                                                                                        | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      1269 | NS      | $288684.81    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                                | CUSIP: 3136ATFQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2368919 | PA      | $270748.50    | 0.04%             | 2046-08-25      | Floating      | 1.49%                 | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                                                                                 | Intesa Sanpaolo SpA                                                                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    250000 | PA      | $209616.17    | 0.03%             | 2030-02-27      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| HSBC BANK PLC                                                                                       | HSBC Bank PLC                                                                                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $75500.00     | 0.01%             | 2023-06-30      | Floating      | 5.40%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38380XKS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1556921 | PA      | $138417.09    | 0.02%             | 2048-06-20      | Floating      | 1.71%                 | No            | 2                  | On Loan: No      |
| CEMEX SAB DE CV                                                                                     | Cemex SAB de CV                                                                                                                  | CUSIP: 000000000<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $168632.00    | 0.03%             | 2031-07-11      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Omnicom Group Inc                                                                                   | Omnicom Group Inc                                                                                                                | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      1814 | NS      | $155985.86    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| KINGDOM OF BAHRAIN                                                                                  | Bahrain Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |   1067000 | PA      | $941307.40    | 0.15%             | 2033-01-25      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Severn Trent PLC                                                                                    | Severn Trent PLC                                                                                                                 | CUSIP: 000000000<br>LEI: 213800RPBXRETY4A4C59 | Long             | EC               | CORP              | GB        |      3803 | NS      | $132371.26    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Amcor PLC                                                                                           | Amcor PLC                                                                                                                        | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |     12264 | NS      | $147903.84    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| MONGOLIA INTL BOND                                                                                  | Mongolia Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |    205000 | PA      | $168110.97    | 0.03%             | 2031-07-07      | Fixed         | 4.45%                 | Yes           | 2                  | On Loan: No      |
| China Tourism Group Duty Free Corp Ltd                                                              | China Tourism Group Duty Free Corp Ltd                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      7398 | NS      | $234007.66    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Samsung Electronics Co Ltd                                                                          | Samsung Electronics Co Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     21618 | NS      | $1080551.93   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| British Land Co PLC/The                                                                             | British Land Co PLC/The                                                                                                          | CUSIP: 000000000<br>LEI: RV5B68J2GV3QGMRPW209 | Long             | EC               |  | GB        |     33597 | NS      | $183976.49    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| PNC Financial Services Group Inc/The                                                                | PNC Financial Services Group Inc/The                                                                                             | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       841 | NS      | $139126.63    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6697485  CDS USD R F  5.00000 26697485_FEE CCPCORPORATE / Short: S6697485  CDS USD P V 03MEVENT 26697485_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    139000 | OU      | $4812.42      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Euronext N.V.                                                                                       | CAC40 10 EURO FUT FEB23                                                                                                          | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DE               |  | NL        |        18 | NC      | $-2578.18     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                                                                            | Huntsman International LLC                                                                                                       | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    385000 | PA      | $317085.63    | 0.05%             | 2031-06-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S0077900  CDS USD R F  5.00000 30077900_FEE CCPCORPORATE / Short: S0077900  CDS USD P V 03MEVENT 30077900_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    506000 | OU      | $88588.11     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38382DPH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2393464 | PA      | $378914.85    | 0.06%             | 2047-03-16      | Variable      | 3.95%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B0041777  CDS EUR R V 03MEVENT 30041777_PRO CCPCORPORATE / Short: B0041777  CDS EUR P F  5.00000 30041777_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    644000 | OU      | $-23536.09    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38383AA95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4723129 | PA      | $562791.99    | 0.09%             | 2051-09-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Iberdrola SA                                                                                        | Iberdrola SA                                                                                                                     | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |     48813 | NS      | $570815.76    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| General Dynamics Corp                                                                               | General Dynamics Corp                                                                                                            | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       774 | NS      | $180388.44    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38377YYF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1956424 | PA      | $371164.46    | 0.06%             | 2040-04-16      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Sumitomo Heavy Industries Ltd                                                                       | Sumitomo Heavy Industries Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 353800VSTEIRMBC3S374 | Long             | EC               | CORP              | JP        |     12500 | NS      | $277727.81    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| KLABIN AUSTRIA GMBH                                                                                 | Klabin Austria GmbH                                                                                                              | CUSIP: 000000000<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $163613.07    | 0.03%             | 2031-01-12      | Fixed         | 3.20%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S0059180  CDS EUR R F  5.00000 30059180_FEE CCPCORPORATE / Short: S0059180  CDS EUR P V 03MEVENT 30059180_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    250000 | OU      | $47478.32     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UMBS, TBA                                                                                           | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F060626<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -4000000 | PA      | $-4107656.24  | -0.64%            | 2053-02-13      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF POLAND                                                                                  | Republic of Poland Government International Bond                                                                                 | CUSIP: 857524AD4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    203000 | PA      | $210324.24    | 0.03%             | 2027-11-16      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Xcel Energy Inc                                                                                     | Xcel Energy Inc                                                                                                                  | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      5194 | NS      | $357191.38    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                                | CUSIP: 3136BF3U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2195366 | PA      | $411814.68    | 0.06%             | 2051-02-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| NEW RELIC INC                                                                                       | New Relic Inc                                                                                                                    | CUSIP: 64829BAB6<br>LEI: 549300AB8FY2HQILL804 | Long             | DBT              | CORP              | US        |   1996000 | PA      | $1968056.00   | 0.30%             | 2023-05-01      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B9OG139F2 IRS USD R V 12MSOFR 99OG139F2_FLO CCPOIS / Short: B9OG139F2 IRS USD P F  3.15950 99OG139F2_FIX CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   1195000 | OU      | $-47393.13    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Japan Petroleum Exploration Co Ltd                                                                  | Japan Petroleum Exploration Co Ltd                                                                                               | CUSIP: 000000000<br>LEI: 549300WXUNBZ356DMN17 | Long             | EC               | CORP              | JP        |      5300 | NS      | $171926.38    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                                | CUSIP: 3136AP4N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1530912 | PA      | $352805.46    | 0.05%             | 2045-09-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| HUNGARY                                                                                             | Hungary Government International Bond                                                                                            | CUSIP: 445545AR7<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $206783.20    | 0.03%             | 2028-05-22      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| CATALENT PHARMA SOLUTION                                                                            | Catalent Pharma Solutions Inc                                                                                                    | CUSIP: 000000000<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134942.53    | 0.02%             | 2028-03-01      | Fixed         | 2.38%                 | Yes           | 2                  | On Loan: No      |
| Cosel Co Ltd                                                                                        | Cosel Co Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12200 | NS      | $104444.89    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Hyundai Department Store Co Ltd                                                                     | Hyundai Department Store Co Ltd                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      5501 | NS      | $276103.71    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| UMBS, TBA                                                                                           | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F030629<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -3000000 | PA      | $-2724843.75  | -0.42%            | 2052-02-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy Inc                                                                                 | Cheniere Energy Inc                                                                                                              | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      3353 | NS      | $512304.87    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Ping An Bank Co Ltd                                                                                 | Ping An Bank Co Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 549300W9MKNIVWXFM679 | Long             | EC               | CORP              | CN        |    105000 | NS      | $234033.66    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| MEDLINE BORROWER LP                                                                                 | Medline Borrower LP                                                                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    106000 | PA      | $90631.59     | 0.01%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Allegion plc                                                                                        | Allegion plc                                                                                                                     | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |      2918 | NS      | $343010.90    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S9956217  CDS USD R F  5.00000 29956217_FEE CCPCDX / Short: S9956217  CDS USD P V 03MEVENT 29956217_PRO CCPCDX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    585000 | OU      | $16142.50     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Comcast Corp                                                                                        | Comcast Corp                                                                                                                     | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     10386 | NS      | $408689.10    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38380HHH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    380405 | PA      | $43396.83     | 0.01%             | 2047-09-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Qorvo Inc                                                                                           | Qorvo Inc                                                                                                                        | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |      1724 | NS      | $187329.84    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38382FT95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2824219 | PA      | $295231.11    | 0.05%             | 2050-06-20      | Floating      | 1.66%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Bill                                                                                                      | CUSIP: 912796XT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    279000 | PA      | $278970.51    | 0.04%             | 2023-02-02      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Celanese Corp                                                                                       | Celanese Corp                                                                                                                    | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |      1066 | NS      | $131331.20    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| PPG Industries Inc                                                                                  | PPG Industries Inc                                                                                                               | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      1131 | NS      | $147414.54    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38380LDW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5369617 | PA      | $368581.25    | 0.06%             | 2068-06-20      | Variable      | 0.77%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8619012  CDS EUR R F  5.00000 28619012_FEE CCPCORPORATE / Short: S8619012  CDS EUR P V 03MEVENT 28619012_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    100000 | OU      | $3637.62      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Amdocs Ltd                                                                                          | Amdocs Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | GG        |      1777 | NS      | $163359.61    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Adecoagro SA                                                                                        | Adecoagro SA                                                                                                                     | CUSIP: 000000000<br>LEI: 529900Q00UR5LFELO811 | Long             | EC               | CORP              | LU        |    142921 | NS      | $1207682.45   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| ENERGIAS DE PORTUGAL SA                                                                             | EDP - Energias de Portugal SA                                                                                                    | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |    100000 | PA      | $83710.57     | 0.01%             | 2082-03-14      | Fixed         | 1.88%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                               | CUSIP: 3137FGKG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1678255 | PA      | $204176.99    | 0.03%             | 2048-07-15      | Floating      | 1.74%                 | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                 | Petroleos Mexicanos                                                                                                              | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    880000 | PA      | $730457.59    | 0.11%             | 2032-02-16      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38379JUR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     64383 | PA      | $409.99       | 0.00%             | 2037-12-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Atmos Energy Corp                                                                                   | Atmos Energy Corp                                                                                                                | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      1217 | NS      | $143046.18    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| AERCAP HOLDINGS NV                                                                                  | AerCap Holdings NV                                                                                                               | CUSIP: 00774YAA7<br>LEI: 549300SZYINBBLJQU475 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $287334.00    | 0.04%             | 2079-10-10      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Dexus                                                                                               | Dexus                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |     40136 | NS      | $232833.49    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B9OG679J0 IRS USD R V 12MSOFR 99OG679J0_FLO CCPOIS / Short: B9OG679J0 IRS USD P F  3.24600 99OG679J0_FIX CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   3996000 | OU      | $-14751.79    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| United Urban Investment Corp                                                                        | United Urban Investment Corp                                                                                                     | CUSIP: 000000000<br>LEI: 353800GYZWBD7BDCN841 | Long             | EC               |  | JP        |       101 | NS      | $114905.93    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Toray Industries Inc                                                                                | Toray Industries Inc                                                                                                             | CUSIP: 000000000<br>LEI: 35380099TCYR5FHT0A11 | Long             | EC               | CORP              | JP        |    197700 | NS      | $1215193.19   | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| PELOTON INTERACTIVE INC                                                                             | Peloton Interactive Inc                                                                                                          | CUSIP: 70614WAB6<br>LEI: 5493002YS021166W0339 | Long             | DBT              | CORP              | US        |   1022000 | PA      | $786967.44    | 0.12%             | 2026-02-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| LUCID GROUP INC                                                                                     | Lucid Group Inc                                                                                                                  | CUSIP: 549498AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    484000 | PA      | $313087.50    | 0.05%             | 2026-12-15      | Fixed         | 1.25%                 | Yes           | 2                  | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                                                            | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    484000 | PA      | $465463.61    | 0.07%             | 2027-07-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Seabridge Gold Inc                                                                                  | Seabridge Gold Inc                                                                                                               | CUSIP: 811916105<br>LEI: 9845003FEO1A66376A92 | Long             | EC               | CORP              | CA        |     23748 | NS      | $312344.52    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Toho Holdings Co Ltd                                                                                | Toho Holdings Co Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 353800Z8BQ3ZHELA4J90 | Long             | EC               | CORP              | JP        |     24800 | NS      | $405281.52    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Casey's General Stores Inc                                                                          | Casey's General Stores Inc                                                                                                       | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |       567 | NS      | $133760.97    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| ALARM.COM HLDGS INC                                                                                 | Alarm.com Holdings Inc                                                                                                           | CUSIP: 011642AB1<br>LEI: 549300HIH92U1EKIHZ32 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $951243.50    | 0.15%             | 2026-01-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Air China Ltd                                                                                       | Air China Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 213800I9TWC9K22N4502 | Long             | EC               | CORP              | CN        |    264000 | NS      | $235945.43    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Capstone Copper Corp                                                                                | Capstone Copper Corp                                                                                                             | CUSIP: 000000000<br>LEI: 549300III6KGKKC42W63 | Long             | EC               | CORP              | CA        |     63323 | NS      | $310773.13    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Petroleo Brasileiro SA                                                                              | Petroleo Brasileiro SA                                                                                                           | CUSIP: 000000000<br>LEI: 5493000J801JZRCMFE49 | Long             | EP               | CORP              | BR        |     46388 | NS      | $238231.62    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| PPL Corp                                                                                            | PPL Corp                                                                                                                         | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |      6667 | NS      | $197343.20    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OG909K9 IRS USD R F  3.22000 99OG909K9_FIX CCPOIS / Short: S9OG909K9 IRS USD P V 12MSOFR 99OG909K9_FLO CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   4990000 | OU      | $-38668.96    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Air Lease Corp                                                                                      | Air Lease Corp                                                                                                                   | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |     16598 | NS      | $746412.06    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Sun Communities Inc                                                                                 | Sun Communities Inc                                                                                                              | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               |  | US        |      3794 | NS      | $595126.84    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| KT Corp                                                                                             | KT Corp                                                                                                                          | CUSIP: 000000000<br>LEI: 9884005ACF8449EANY26 | Long             | EC               | CORP              | KR        |      3982 | NS      | $113668.37    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Exelon Corp                                                                                         | Exelon Corp                                                                                                                      | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     10089 | NS      | $425654.91    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38382C5A5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1537131 | PA      | $255679.22    | 0.04%             | 2050-04-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B0008122  CDS USD R V 03MEVENT 30008122_PRO CCPCORPORATE / Short: B0008122  CDS USD P F  1.00000 30008122_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    100000 | OU      | $29478.55     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S0077792  CDS USD R F  5.00000 30077792_FEE CCPCORPORATE / Short: S0077792  CDS USD P V 03MEVENT 30077792_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    843000 | OU      | $94057.94     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Weichai Power Co Ltd                                                                                | Weichai Power Co Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 529900OKTPKBG85F9502 | Long             | EC               | CORP              | CN        |    156000 | NS      | $236266.02    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Graphic Packaging Holding Co                                                                        | Graphic Packaging Holding Co                                                                                                     | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6845 | NS      | $164896.05    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| CATALENT PHARMA SOLUTION                                                                            | Catalent Pharma Solutions Inc                                                                                                    | CUSIP: 000000000<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |    169000 | PA      | $152035.25    | 0.02%             | 2028-03-01      | Fixed         | 2.38%                 | Yes           | 2                  | On Loan: No      |
| Perpetua Resources Corp                                                                             | Perpetua Resources Corp                                                                                                          | CUSIP: 714266103<br>LEI: 529900BQBMS383SEPY05 | Long             | EC               | CORP              | CA        |     31042 | NS      | $110509.52    | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Hong Kong Futures Exchange Ltd.                                                                     | HANG SENG IDX FUT FEB23                                                                                                          | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | N/A              | DE               |  | HK        |      -317 | NC      | $1355790.36   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Reliance Industries Ltd                                                                             | Reliance Industries Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 5493003UOETFYRONLG31 | Long             | EC               | CORP              | IN        |     23935 | NS      | $689381.15    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Hitachi Ltd                                                                                         | Hitachi Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |      9000 | NS      | $472577.10    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Alps Alpine Co Ltd                                                                                  | Alps Alpine Co Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 529900PWNU4ASLY9VI90 | Long             | EC               | CORP              | JP        |     28000 | NS      | $289333.38    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Axalta Coating Systems Ltd                                                                          | Axalta Coating Systems Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | BM        |     18714 | NS      | $563291.40    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| HSBC Bank USA N.A.                                                                                  | PURCHASED AUD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | AU        |         1 | NC      | $28890.23     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Cintas Corp                                                                                         | Cintas Corp                                                                                                                      | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       422 | NS      | $187258.28    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED HKD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | HK        |         1 | NC      | $-3252.31     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Medtronic PLC                                                                                       | Medtronic PLC                                                                                                                    | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      2004 | NS      | $167714.76    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| en Japan Inc                                                                                        | en Japan Inc                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17800 | NS      | $338539.62    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| KONINKLIJKE KPN NV                                                                                  | Koninklijke KPN NV                                                                                                               | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $102192.13    | 0.02%             | 2024-11-08      | Fixed         | 2.00%                 | Yes           | 2                  | On Loan: No      |
| Truist Financial Corp                                                                               | Truist Financial Corp                                                                                                            | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      2818 | NS      | $139181.02    | 0.02%             |  |  |  | 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      | $790.52       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S0025832  CDS EUR R F  5.00000 30025832_FEE CCPCORPORATE / Short: S0025832  CDS EUR P V 03MEVENT 30025832_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    120000 | OU      | $18468.54     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Next PLC                                                                                            | Next PLC                                                                                                                         | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |     23534 | NS      | $1929823.78   | 0.30%             |  |  |  | No            | 2                  | On Loan: No      |
| ARCELIK AS                                                                                          | Arcelik AS                                                                                                                       | CUSIP: 000000000<br>LEI: 789000748KTQCUMJ0R25 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $197187.32    | 0.03%             | 2026-05-27      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Bangkok Bank PCL                                                                                    | Bangkok Bank PCL                                                                                                                 | CUSIP: 000000000<br>LEI: 549300CCL2BKJGMYXV60 | Long             | EC               | CORP              | TH        |     13500 | NS      | $65081.78     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6264924  CDS USD R F  5.00000 26264924_FEE CCPCORPORATE / Short: S6264924  CDS USD P V 03MEVENT 26264924_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    329000 | OU      | $40729.80     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| PepsiCo Inc                                                                                         | PepsiCo Inc                                                                                                                      | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      1728 | NS      | $295522.56    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| INTL CONSOLIDATED AIRLIN                                                                            | International Consolidated Airlines Group SA                                                                                     | CUSIP: 000000000<br>LEI: 959800TZHQRUSH1ESL13 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $91048.84     | 0.01%             | 2029-03-25      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Turk Telekomunikasyon AS                                                                            | Turk Telekomunikasyon AS                                                                                                         | CUSIP: 000000000<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |    230000 | PA      | $216729.00    | 0.03%             | 2024-06-19      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38383CCY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2210622 | PA      | $311092.41    | 0.05%             | 2051-10-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38380LC76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4499513 | PA      | $253825.97    | 0.04%             | 2069-09-20      | Variable      | 0.02%                 | No            | 2                  | On Loan: No      |
| Banco Bradesco SA                                                                                   | Banco Bradesco SA                                                                                                                | CUSIP: 059460303<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EC               | CORP              | BR        |     64143 | NS      | $178958.97    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Tsingtao Brewery Co Ltd                                                                             | Tsingtao Brewery Co Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 300300OJ7D0Q1ESE8L15 | Long             | EC               | CORP              | CN        |     50000 | NS      | $484180.83    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| UMBS, TBA                                                                                           | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F052623<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  39000000 | PA      | $39630702.93  | 6.14%             | 2053-02-13      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Texas Instruments Inc                                                                               | Texas Instruments Inc                                                                                                            | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      1056 | NS      | $187133.76    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Leonardo DRS Inc                                                                                    | Leonardo DRS Inc                                                                                                                 | CUSIP: 52661A108<br>LEI: 549300HMMEWVG3PPQU18 | Long             | EC               | CORP              | US        |     64504 | NS      | $861128.40    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8470125  CDS USD R V 03MEVENT 28470125_PRO CCPCORPORATE / Short: B8470125  CDS USD P F  5.00000 28470125_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    843000 | OU      | $-88398.46    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                                                | PURCHASED USD / SOLD DKK                                                                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-14486.07    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CME Group Inc                                                                                       | CME Group Inc                                                                                                                    | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      4382 | NS      | $774124.12    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6146615  CDS USD R F  5.00000 26146615_FEE CCPCORPORATE / Short: S6146615  CDS USD P V 03MEVENT 26146615_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    100000 | OU      | $7824.30      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                                            | Uruguay Government International Bond                                                                                            | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    280004 | PA      | $277147.88    | 0.04%             | 2055-04-20      | Fixed         | 4.98%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8562053  CDS USD R V 03MEVENT 28562053_PRO CCPCORPORATE / Short: B8562053  CDS USD P F  1.00000 28562053_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    324000 | OU      | $-4646.35     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LSR Group PJSC                                                                                      | LSR Group PJSC                                                                                                                   | CUSIP: 000000000<br>LEI: 25340067LEEMJ79K8X43 | Long             | EC               | CORP              | RU        |     33861 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OF549N1 IRS USD R F  2.90000 99OF549N1_FIX CCPOIS / Short: S9OF549N1 IRS USD P V 12MSOFR 99OF549N1_FLO CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    672000 | OU      | $-5322.11     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Tokyo Electron Ltd                                                                                  | Tokyo Electron Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |      1400 | NS      | $491288.79    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Centene Corp                                                                                        | Centene Corp                                                                                                                     | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      2655 | NS      | $202417.20    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Eizo Corp                                                                                           | Eizo Corp                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5100 | NS      | $142427.54    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Getlink SE                                                                                          | Getlink SE                                                                                                                       | CUSIP: 000000000<br>LEI: 9695007ZEQ7M0OE74G82 | Long             | EC               | CORP              | FR        |     29044 | NS      | $491504.80    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                               | CUSIP: 3137H4FS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2302107 | PA      | $427236.29    | 0.07%             | 2050-08-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OG679N1 IRS USD R F  3.36000 99OG679N1_FIX CCPOIS / Short: S9OG679N1 IRS USD P V 12MSOFR 99OG679N1_FLO CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   9797900 | OU      | $-13767.81    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LOXAM SAS                                                                                           | Loxam SAS                                                                                                                        | CUSIP: 000000000<br>LEI: 969500BNA2YRNE1R5K91 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $102867.69    | 0.02%             | 2027-02-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Carrols Restaurant Group Inc                                                                        | Carrols Restaurant Group Inc                                                                                                     | CUSIP: 14574X104<br>LEI: 529900HZEMNWQSAKFJ98 | Long             | EC               | CORP              | US        |    123860 | NS      | $266299.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Alphabet Inc                                                                                        | Alphabet Inc                                                                                                                     | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     17452 | NS      | $1724955.68   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| KINGDOM OF MOROCCO                                                                                  | Morocco Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    244000 | PA      | $167496.73    | 0.03%             | 2050-12-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Barry Callebaut AG                                                                                  | Barry Callebaut AG                                                                                                               | CUSIP: 000000000<br>LEI: 213800Y5RWKLDPUTT265 | Long             | EC               | CORP              | CH        |        62 | NS      | $129332.11    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                                                              | Kazakhstan Government International Bond                                                                                         | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    482000 | PA      | $437415.00    | 0.07%             | 2044-10-14      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B0078280  CDS USD R V 03MEVENT 30078280_PRO CCPCORPORATE / Short: B0078280  CDS USD P F  5.00000 30078280_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    150000 | OU      | $-9769.27     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| INVACARE CORP                                                                                       | Invacare Corp                                                                                                                    | CUSIP: 461203AJ0<br>LEI: 549300NNUTG7HCZICS76 | Long             | DBT              | CORP              | US        |    505000 | PA      | $430866.00    | 0.07%             | 2024-11-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                                | CUSIP: 3136ANM20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    987574 | PA      | $194798.06    | 0.03%             | 2045-06-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| SILGAN HOLDINGS INC                                                                                 | Silgan Holdings Inc                                                                                                              | CUSIP: 000000000<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93547.11     | 0.01%             | 2028-06-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| GREENKO POWER II LTD                                                                                | Greenko Power II Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 254900YYA4B6O2O4JM12 | Long             | DBT              | CORP              | MU        |    191000 | PA      | $164393.79    | 0.03%             | 2028-12-13      | Fixed         | 4.30%                 | Yes           | 2                  | On Loan: No      |
| Wuxi Lead Intelligent Equipment Co Ltd                                                              | Wuxi Lead Intelligent Equipment Co Ltd                                                                                           | CUSIP: 000000000<br>LEI: 836800J7WO9E2EF72B65 | Long             | EC               | CORP              | CN        |     57440 | NS      | $394356.76    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Pan American Silver Corp                                                                            | Pan American Silver Corp                                                                                                         | CUSIP: 697900108<br>LEI: 549300MKTF5851TYIB83 | Long             | EC               | CORP              | CA        |     19464 | NS      | $354742.02    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF PARAGUAY                                                                                | Paraguay Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    384000 | PA      | $309302.34    | 0.05%             | 2033-01-29      | Fixed         | 2.74%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8487322  CDS EUR R F  5.00000 28487322_FEE CCPCORPORATE / Short: S8487322  CDS EUR P V 03MEVENT 28487322_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    508000 | OU      | $82671.96     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Prologis Inc                                                                                        | Prologis Inc                                                                                                                     | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |     14811 | NS      | $1914766.08   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF PANAMA                                                                                  | Panama Government International Bond                                                                                             | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    257000 | PA      | $191494.72    | 0.03%             | 2063-01-19      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| PRA GROUP INC                                                                                       | PRA Group Inc                                                                                                                    | CUSIP: 69354NAB2<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    408000 | PA      | $406776.00    | 0.06%             | 2023-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Cenovus Energy Inc                                                                                  | Cenovus Energy Inc                                                                                                               | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |     48343 | NS      | $965733.67    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Henkel AG & Co KGaA                                                                                 | Henkel AG & Co KGaA                                                                                                              | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |      3745 | NS      | $266269.98    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| UMBS, TBA                                                                                           | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F060634<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4000000 | PA      | $4102812.48   | 0.64%             | 2053-03-13      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Visa Inc                                                                                            | Visa Inc                                                                                                                         | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      2331 | NS      | $536619.51    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Kemper Corp                                                                                         | Kemper Corp                                                                                                                      | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |     13435 | NS      | $789037.55    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Oji Holdings Corp                                                                                   | Oji Holdings Corp                                                                                                                | CUSIP: 000000000<br>LEI: 529900LVC9GIIYUGE243 | Long             | EC               | CORP              | JP        |     17400 | NS      | $71905.32     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Hewlett Packard Enterprise Co                                                                       | Hewlett Packard Enterprise Co                                                                                                    | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      9799 | NS      | $158057.87    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Commonwealth Bank of Australia                                                                      | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | N/A              | DFE              |  | XX        |         1 | NC      | $61467.43     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| NOVAVAX INC                                                                                         | Novavax Inc                                                                                                                      | CUSIP: 670002AB0<br>LEI: 529900J4GJHPEPQ23205 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1674781.88   | 0.26%             | 2023-02-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S0077857  CDS USD R F  5.00000 30077857_FEE CCPCORPORATE / Short: S0077857  CDS USD P V 03MEVENT 30077857_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    578000 | OU      | $8359.17      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Southern Co/The                                                                                     | Southern Co/The                                                                                                                  | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      1931 | NS      | $130690.08    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Enbridge Inc                                                                                        | Enbridge Inc                                                                                                                     | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |      5687 | NS      | $232856.91    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF PERU                                                                                    | Peruvian Government International Bond                                                                                           | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    104000 | PA      | $76438.07     | 0.01%             | 2051-03-10      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                                | CUSIP: 3136AGXB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1994474 | PA      | $243147.14    | 0.04%             | 2043-02-25      | Floating      | 1.44%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8470119  CDS USD R F  5.00000 28470119_FEE CCPCORPORATE / Short: S8470119  CDS USD P V 03MEVENT 28470119_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    843000 | OU      | $91703.24     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Range Resources Corp                                                                                | Range Resources Corp                                                                                                             | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     21212 | NS      | $530724.24    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6442618  CDS USD R F  5.00000 26442618_FEE CCPCORPORATE / Short: S6442618  CDS USD P V 03MEVENT 26442618_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     65000 | OU      | $2250.41      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B0095231  CDS EUR R V 03MEVENT 30095231_PRO CCPCORPORATE / Short: B0095231  CDS EUR P F  5.00000 30095231_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     75000 | OU      | $11948.41     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Roche Holding AG                                                                                    | Roche Holding AG                                                                                                                 | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      1692 | NS      | $528806.44    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8562145  CDS USD R V 03MEVENT 28562145_PRO CCPCORPORATE / Short: B8562145  CDS USD P F  5.00000 28562145_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    257000 | OU      | $-13361.64    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Kamigumi Co Ltd                                                                                     | Kamigumi Co Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12400 | NS      | $253602.66    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Zoetis Inc                                                                                          | Zoetis Inc                                                                                                                       | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      4625 | NS      | $765391.25    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| COSTA RICA GOVERNMENT                                                                               | Costa Rica Government International Bond                                                                                         | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    334000 | PA      | $323980.00    | 0.05%             | 2044-04-04      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Alibaba Group Holding Ltd                                                                           | Alibaba Group Holding Ltd                                                                                                        | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |      3105 | NS      | $342171.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38383FHC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4521382 | PA      | $580351.45    | 0.09%             | 2051-12-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Siemens Healthineers AG                                                                             | Siemens Healthineers AG                                                                                                          | CUSIP: 000000000<br>LEI: 529900QBVWXMWANH7H45 | Long             | EC               | CORP              | DE        |     11037 | NS      | $589515.62    | 0.09%             |  |  |  | Yes           | 2                  | On Loan: No      |
| OTP Bank Nyrt                                                                                       | OTP Bank Nyrt                                                                                                                    | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | EC               | CORP              | HU        |     11193 | NS      | $337498.80    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| ALPHA BANK AE                                                                                       | Alpha Services and Holdings SA                                                                                                   | CUSIP: 000000000<br>LEI: 5299009N55YRQC69CN08 | Long             | DBT              | CORP              | GR        |    100000 | PA      | $93505.80     | 0.01%             | 2031-06-11      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Boston Scientific Corp                                                                              | Boston Scientific Corp                                                                                                           | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      2952 | NS      | $136530.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Toronto-Dominion Bank                                                                               | PURCHASED CHF / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | CH        |         1 | NC      | $3243.03      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                                              | Telecom Italia Capital SA                                                                                                        | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     70000 | PA      | $55817.59     | 0.01%             | 2034-09-30      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR NOTE (CBT)MAR23                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -26 | NC      | $-1842.94     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Archer-Daniels-Midland Co                                                                           | Archer-Daniels-Midland Co                                                                                                        | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      3142 | NS      | $260314.70    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Swedbank AB                                                                                         | Swedbank AB                                                                                                                      | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |      8463 | NS      | $162305.73    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Elevance Health Inc                                                                                 | Elevance Health Inc                                                                                                              | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       474 | NS      | $236995.26    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Lennar Corp                                                                                         | Lennar Corp                                                                                                                      | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      1563 | NS      | $160051.20    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OH079Q8 IRS USD R F  4.22600 99OH079Q8_FIX CCPOIS / Short: S9OH079Q8 IRS USD P V 12MSOFR 99OH079Q8_FLO CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   5101000 | OU      | $-784.48      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Tokyo Gas Co Ltd                                                                                    | Tokyo Gas Co Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |     60900 | NS      | $1272300.22   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF PERU                                                                                    | Peruvian Government International Bond                                                                                           | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    947000 | PA      | $801571.04    | 0.12%             | 2031-01-23      | Fixed         | 2.78%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                               | CUSIP: 3137FBQG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    726654 | PA      | $90219.53     | 0.01%             | 2047-11-15      | Floating      | 1.74%                 | No            | 2                  | On Loan: No      |
| HSBC Bank USA N.A.                                                                                  | PURCHASED USD / SOLD JPY                                                                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-139234.27   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| J M Smucker Co/The                                                                                  | J M Smucker Co/The                                                                                                               | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      1080 | NS      | $165024.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| ITAU UNIBANCO HLDG SA/KY                                                                            | Itau Unibanco Holding SA/Cayman Island                                                                                           | CUSIP: 46556L2A1<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $183934.00    | 0.03%             | 2031-04-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Leidos Holdings Inc                                                                                 | Leidos Holdings Inc                                                                                                              | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      1291 | NS      | $127602.44    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Ginnie Mae                                                                                                                       | CUSIP: 21H030625<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2000000 | PA      | $1837187.50   | 0.28%             | 2053-02-21      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CBRE Group Inc                                                                                      | CBRE Group Inc                                                                                                                   | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      2668 | NS      | $228140.68    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                                                 | Suzano Austria GmbH                                                                                                              | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $158987.02    | 0.02%             | 2032-01-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Q-PARK HOLDING BV                                                                                   | Q-Park Holding I BV                                                                                                              | CUSIP: 000000000<br>LEI: 2549003839B7HE3NDP48 | Long             | DBT              | CORP              | NL        |    109000 | PA      | $100428.23    | 0.02%             | 2027-03-01      | Fixed         | 2.00%                 | Yes           | 2                  | On Loan: No      |
| Raymond James Financial Inc                                                                         | Raymond James Financial Inc                                                                                                      | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      1214 | NS      | $136902.78    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B9OG459A5 IRS USD R V 12MSOFR 99OG459A5_FLO CCPOIS / Short: B9OG459A5 IRS USD P F  2.93800 99OG459A5_FIX CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    560000 | OU      | $1841.62      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Momentive Global Inc                                                                                | Momentive Global Inc                                                                                                             | CUSIP: 60878Y108<br>LEI: 549300PR9RG3VC9OH575 | Long             | EC               | CORP              | US        |    188190 | NS      | $1450944.90   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| GRIFOLS ESCROW ISSUER                                                                               | Grifols Escrow Issuer SA                                                                                                         | CUSIP: 000000000<br>LEI: 959800HLB3PGTGSLVV62 | Long             | DBT              | CORP              | ES        |    484000 | PA      | $445712.99    | 0.07%             | 2028-10-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Brenntag SE                                                                                         | Brenntag SE                                                                                                                      | CUSIP: 000000000<br>LEI: NNROIXVWJ7CPSR27SV97 | Long             | EC               | CORP              | DE        |      1855 | NS      | $138049.93    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Biogen Inc                                                                                          | Biogen Inc                                                                                                                       | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       479 | NS      | $139341.10    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Citizen Watch Co Ltd                                                                                | Citizen Watch Co Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 529900DUZBKERKGQ2628 | Long             | EC               | CORP              | JP        |     99300 | NS      | $471887.23    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8507033  CDS USD R F  5.00000 28507033_FEE CCPCORPORATE / Short: S8507033  CDS USD P V 03MEVENT 28507033_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    268000 | OU      | $25746.19     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Fiserv Inc                                                                                          | Fiserv Inc                                                                                                                       | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      1357 | NS      | $144764.76    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Edison International                                                                                | Edison International                                                                                                             | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      2028 | NS      | $139729.20    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Procter & Gamble Co/The                                                                             | Procter & Gamble Co/The                                                                                                          | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      3823 | NS      | $544318.74    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| FAURECIA                                                                                            | Faurecia SE                                                                                                                      | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $93205.75     | 0.01%             | 2027-06-15      | Fixed         | 2.38%                 | Yes           | 2                  | On Loan: No      |
| Sumitomo Realty & Development Co Ltd                                                                | Sumitomo Realty & Development Co Ltd                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12600 | NS      | $307108.11    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                                                               | Mexico Government International Bond                                                                                             | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $424618.52    | 0.07%             | 2035-02-09      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| TotalEnergies SE                                                                                    | TotalEnergies SE                                                                                                                 | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |      3977 | NS      | $247080.37    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38376R5P7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2742236 | PA      | $139159.13    | 0.02%             | 2067-06-20      | Variable      | 1.78%                 | No            | 2                  | On Loan: No      |
| MediaTek Inc                                                                                        | MediaTek Inc                                                                                                                     | CUSIP: 000000000<br>LEI: 254900UEGBK1I4DM4E14 | Long             | EC               | CORP              | TW        |     35000 | NS      | $848137.71    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Dechra Pharmaceuticals PLC                                                                          | Dechra Pharmaceuticals PLC                                                                                                       | CUSIP: 000000000<br>LEI: 213800J4UVB5OWG8VX82 | Long             | EC               | CORP              | GB        |     13574 | NS      | $482145.01    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| DT Midstream Inc                                                                                    | DT Midstream Inc                                                                                                                 | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4221 | NS      | $230719.86    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                                            | Cooperatieve Rabobank UA                                                                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $190686.17    | 0.03%             | 2026-12-29      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| BANK OF IRELAND GROUP                                                                               | Bank of Ireland Group PLC                                                                                                        | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $189969.08    | 0.03%             | 2031-08-11      | Fixed         | 1.38%                 | Yes           | 2                  | On Loan: No      |
| Goodman Group                                                                                       | Goodman Group                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |     12381 | NS      | $177043.04    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S9136931  CDS EUR R F  5.00000 29136931_FEE CCPCORPORATE / Short: S9136931  CDS EUR P V 03MEVENT 29136931_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    200000 | OU      | $7309.35      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                                | CUSIP: 3136ATQK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4157927 | PA      | $280218.90    | 0.04%             | 2046-09-25      | Floating      | 1.59%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B9OH079S4 IRS USD R V 12MSOFR 99OH079S4_FLO CCPOIS / Short: B9OH079S4 IRS USD P F  4.26450 99OH079S4_FIX CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   1924000 | OU      | $-1275.05     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NatWest Group PLC                                                                                   | NatWest Group PLC                                                                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |    210085 | NS      | $799307.68    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Sculptor Capital Management Inc                                                                     | Sculptor Capital Management Inc                                                                                                  | CUSIP: 811246107<br>LEI: 529900V50QFEXQGSUC34 | Long             | EC               | CORP              | US        |     28073 | NS      | $260798.17    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Trelleborg AB                                                                                       | Trelleborg AB                                                                                                                    | CUSIP: 000000000<br>LEI: 213800XY16PAWG2PAD14 | Long             | EC               | CORP              | SE        |     21153 | NS      | $529056.23    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38375BP22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3814580 | PA      | $186616.87    | 0.03%             | 2063-03-20      | Variable      | 1.62%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B9OG139I6 IRS USD R V 12MSOFR 99OG139I6_FLO CCPOIS / Short: B9OG139I6 IRS USD P F  3.49400 99OG139I6_FIX CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   5127000 | OU      | $-125528.70   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Unimicron Technology Corp                                                                           | Unimicron Technology Corp                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     29000 | NS      | $134081.28    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| MFA FINANCIAL INC                                                                                   | MFA Financial Inc                                                                                                                | CUSIP: 55272XAA0<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | DBT              | CORP              | US        |   2093000 | PA      | $1983117.50   | 0.31%             | 2024-06-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Liberty Media Corp-Liberty SiriusXM                                                                 | Liberty Media Corp-Liberty SiriusXM                                                                                              | CUSIP: 531229607<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3477 | NS      | $140123.10    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| United Therapeutics Corp                                                                            | United Therapeutics Corp                                                                                                         | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |       498 | NS      | $131058.66    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     44000 | PA      | $30784.25     | 0.00%             | 2051-02-14      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| RELX PLC                                                                                            | RELX PLC                                                                                                                         | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |      4688 | NS      | $139334.62    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| BERRY GLOBAL INC                                                                                    | Berry Global Inc                                                                                                                 | CUSIP: 000000000<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203297.11    | 0.03%             | 2025-01-15      | Fixed         | 1.00%                 | Yes           | 2                  | On Loan: No      |
| BANCO BPM SPA                                                                                       | Banco BPM SpA                                                                                                                    | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |    250000 | PA      | $254669.31    | 0.04%             | 2025-02-18      | Fixed         | 1.63%                 | Yes           | 2                  | On Loan: No      |
| Royal Bank of Canada                                                                                | PURCHASED USD / SOLD JPY                                                                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-32448.02    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                                                | Kraft Heinz Foods Co                                                                                                             | CUSIP: 000000000<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $240991.62    | 0.04%             | 2027-07-01      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| ABU DHABI GOVT INT'L                                                                                | Abu Dhabi Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    893000 | PA      | $745490.69    | 0.12%             | 2031-03-02      | Fixed         | 1.70%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38383MMF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1869349 | PA      | $276653.01    | 0.04%             | 2052-02-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| PENSION INSURANCE                                                                                   | Pension Insurance Corp PLC                                                                                                       | CUSIP: 000000000<br>LEI: M31AVDIX8NY21MAUQF46 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $96934.19     | 0.02%             | 2032-10-21      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                               | CUSIP: 3137FCT46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1889547 | PA      | $282360.10    | 0.04%             | 2047-02-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| HAEMONETICS CORP                                                                                    | Haemonetics Corp                                                                                                                 | CUSIP: 405024AB6<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | DBT              | CORP              | US        |   2299000 | PA      | $1961276.90   | 0.30%             | 2026-03-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| WuXi AppTec Co Ltd                                                                                  | WuXi AppTec Co Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 254900OEPQLZSPLN9175 | Long             | EC               | CORP              | CN        |     26000 | NS      | $336544.99    | 0.05%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Cummins Inc                                                                                         | Cummins Inc                                                                                                                      | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       963 | NS      | $240307.02    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S., Inc.                                                                              | MSCI EMGMKT MAR23                                                                                                                | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |       132 | NC      | $390766.47    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| ASHLAND SERVICES BV                                                                                 | Ashland Services BV                                                                                                              | CUSIP: 000000000<br>LEI: 549300S52OPXPKGJS029 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $142674.78    | 0.02%             | 2028-01-30      | Fixed         | 2.00%                 | Yes           | 2                  | On Loan: No      |
| Kao Corp                                                                                            | Kao Corp                                                                                                                         | CUSIP: 000000000<br>LEI: 353800HM38HFCB8RGL63 | Long             | EC               | CORP              | JP        |     23800 | NS      | $970445.85    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B9560989  CDS USD R V 03MEVENT 29560989_PRO CCPCORPORATE / Short: B9560989  CDS USD P F  5.00000 29560989_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     50000 | OU      | $-1538.38     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OG909G8 IRS USD R F  3.21550 99OG909G8_FIX CCPOIS / Short: S9OG909G8 IRS USD P V 12MSOFR 99OG909G8_FLO CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   3690000 | OU      | $-29484.43    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CDW Corp/DE                                                                                         | CDW Corp/DE                                                                                                                      | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |       733 | NS      | $143689.99    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Mabuchi Motor Co Ltd                                                                                | Mabuchi Motor Co Ltd                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15300 | NS      | $437910.34    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| NETWORK I2I LTD                                                                                     | Network i2i Ltd                                                                                                                  | CUSIP: V6703DAA2<br>LEI: 2549003L8M1FGHLHOX45 | Long             | DBT              | CORP              | MU        |    200000 | PA      | $192250.00    | 0.03%             | 2025-01-15      | Fixed         | 5.65%                 | Yes           | 2                  | On Loan: No      |
| BNP PARIBAS                                                                                         | BNP Paribas SA                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $163601.73    | 0.03%             | 2031-02-25      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| Norfolk Southern Corp                                                                               | Norfolk Southern Corp                                                                                                            | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       754 | NS      | $185340.74    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                                               | Guatemala Government Bond                                                                                                        | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    318000 | PA      | $309728.63    | 0.05%             | 2029-08-10      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| ENN Energy Holdings Ltd                                                                             | ENN Energy Holdings Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 549300V7BXPWT6WIPR03 | Long             | EC               | CORP              | KY        |     13300 | NS      | $200143.01    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| LG Uplus Corp                                                                                       | LG Uplus Corp                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     97829 | NS      | $885558.53    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8561980  CDS USD R F  5.00000 28561980_FEE CCPCORPORATE / Short: S8561980  CDS USD P V 03MEVENT 28561980_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    338000 | OU      | $57320.85     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38382AB20<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1331854 | PA      | $113742.44    | 0.02%             | 2049-09-20      | Floating      | 1.56%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38383RBN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4047913 | PA      | $276206.54    | 0.04%             | 2046-11-20      | Floating      | 1.29%                 | No            | 2                  | On Loan: No      |
| Sealed Air Corp                                                                                     | Sealed Air Corp                                                                                                                  | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |      2689 | NS      | $147249.64    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Microsoft Corp                                                                                      | Microsoft Corp                                                                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     12896 | NS      | $3195757.76   | 0.50%             |  |  |  | No            | 1                  | On Loan: No      |
| Fortnox AB                                                                                          | Fortnox AB                                                                                                                       | CUSIP: 000000000<br>LEI: 549300MSNMHPC3O60W78 | Long             | EC               | CORP              | SE        |     42741 | NS      | $216120.20    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| RusHydro PJSC                                                                                       | RusHydro PJSC                                                                                                                    | CUSIP: 000000000<br>LEI: 2534005TJN9DX4YWVT97 | Long             | EC               | CORP              | RU        | 104654642 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Nomura Holdings Inc                                                                                 | Nomura Holdings Inc                                                                                                              | CUSIP: 000000000<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |     63700 | NS      | $254033.71    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Enel SpA                                                                                            | Enel SpA                                                                                                                         | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |     33611 | NS      | $197834.91    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America N.A.                                                                                | 99C478LB0 PUTNAM                                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   5220700 | OU      | $378030.21    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Targa Resources Corp                                                                                | Targa Resources Corp                                                                                                             | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |      5030 | NS      | $377350.60    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                                | CUSIP: 3136ARSF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3031378 | PA      | $348011.54    | 0.05%             | 2046-03-25      | Floating      | 1.54%                 | No            | 2                  | On Loan: No      |
| Industria de Diseno Textil SA                                                                       | Industria de Diseno Textil SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |      7728 | NS      | $241329.72    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Tyson Foods Inc                                                                                     | Tyson Foods Inc                                                                                                                  | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |      1788 | NS      | $117561.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Becton Dickinson and Co                                                                             | Becton Dickinson and Co                                                                                                          | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      1317 | NS      | $332173.74    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6146451  CDS USD R F  5.00000 26146451_FEE CCPCORPORATE / Short: S6146451  CDS USD P V 03MEVENT 26146451_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    225000 | OU      | $19573.66     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                                                                            | EnLink Midstream Partners LP                                                                                                     | CUSIP: 29336UAD9<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |    103000 | PA      | $80973.17     | 0.01%             | 2045-04-01      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| American Tower Corp                                                                                 | American Tower Corp                                                                                                              | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |       838 | NS      | $187200.82    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                               | CUSIP: 3137H53Z8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2268591 | PA      | $420526.42    | 0.07%             | 2051-11-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Tullow Oil PLC                                                                                      | Tullow Oil PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 2138003EYHWO75RKS857 | Long             | EC               | CORP              | GB        |    213313 | NS      | $95083.80     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Dollar Tree Inc                                                                                     | Dollar Tree Inc                                                                                                                  | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      2302 | NS      | $345714.36    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| EZCORP Inc                                                                                          | EZCORP Inc                                                                                                                       | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |     98674 | NS      | $898920.14    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| ALCOA NEDERLAND HOLDING                                                                             | Alcoa Nederland Holding BV                                                                                                       | CUSIP: 013822AG6<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $185249.00    | 0.03%             | 2029-03-31      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| Arcosa Inc                                                                                          | Arcosa Inc                                                                                                                       | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |      7019 | NS      | $416016.13    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                                              | Brazilian Government International Bond                                                                                          | CUSIP: 105756CD0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    580000 | PA      | $551437.13    | 0.09%             | 2025-06-06      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Packaging Corp of America                                                                           | Packaging Corp of America                                                                                                        | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      1952 | NS      | $278550.40    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Regal Rexnord Corp                                                                                  | Regal Rexnord Corp                                                                                                               | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |      1111 | NS      | $154651.20    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Service Corp International/US                                                                       | Service Corp International/US                                                                                                    | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |      2006 | NS      | $148744.90    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38382KZW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2973060 | PA      | $347996.68    | 0.05%             | 2050-10-20      | Floating      | 1.81%                 | No            | 2                  | On Loan: No      |
| Bank Rakyat Indonesia Persero Tbk PT                                                                | Bank Rakyat Indonesia Persero Tbk PT                                                                                             | CUSIP: 000000000<br>LEI: 254900HB6S4B12GBNP64 | Long             | EC               | CORP              | ID        |   2176464 | NS      | $666484.57    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                                | CUSIP: 3136B6AS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2020690 | PA      | $226974.38    | 0.04%             | 2049-09-25      | Floating      | 1.54%                 | No            | 2                  | On Loan: No      |
| Novagold Resources Inc                                                                              | Novagold Resources Inc                                                                                                           | CUSIP: 66987E206<br>LEI: 529900587LVZTJ2BHS60 | Long             | EC               | CORP              | CA        |     39511 | NS      | $249314.41    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Advance Residence Investment Corp                                                                   | Advance Residence Investment Corp                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | JP        |        59 | NS      | $144253.71    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S0078407  CDS USD R F  5.00000 30078407_FEE CCPCORPORATE / Short: S0078407  CDS USD P V 03MEVENT 30078407_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    180000 | OU      | $25442.09     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Intercontinental Exchange Inc                                                                                                    | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      1321 | NS      | $142073.55    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| HDFC Bank Ltd                                                                                       | HDFC Bank Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |     31043 | NS      | $610786.47    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38376RQ82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1160917 | PA      | $78460.58     | 0.01%             | 2067-01-20      | Variable      | 3.07%                 | No            | 2                  | On Loan: No      |
| CROWN EURO HOLDINGS SA                                                                              | Crown European Holdings SA                                                                                                       | CUSIP: 000000000<br>LEI: 85OKW2SW05RZFQS1W718 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $415182.71    | 0.06%             | 2026-02-01      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: No      |
| Dai-ichi Life Holdings Inc                                                                          | Dai-ichi Life Holdings Inc                                                                                                       | CUSIP: 000000000<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |     23900 | NS      | $561005.18    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Pembina Pipeline Corp                                                                               | Pembina Pipeline Corp                                                                                                            | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |      5228 | NS      | $185497.64    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| DOCUSIGN INC                                                                                        | DocuSign Inc                                                                                                                     | CUSIP: 256163AD8<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | DBT              | CORP              | US        |   1374000 | PA      | $1305987.00   | 0.20%             | 2024-01-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Apollo Endosurgery Inc                                                                              | Apollo Endosurgery Inc                                                                                                           | CUSIP: 03767D108<br>LEI: 549300OD82W5UIMD4H13 | Long             | EC               | CORP              | US        |     33579 | NS      | $330081.57    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | NASDAQ 100 E-MINI MAR23                                                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        48 | NC      | $447323.88    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8542767  CDS EUR R F  1.00000 28542767_FEE CCPCORPORATE / Short: S8542767  CDS EUR P V 03MEVENT 28542767_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    200000 | OU      | $-14379.99    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Allied Properties Real Estate Investment Trust                                                      | Allied Properties Real Estate Investment Trust                                                                                   | CUSIP: 019456102<br>LEI: 549300AMZMPKVHA0MY77 | Long             | EC               |  | CA        |     12232 | NS      | $272853.90    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                               | CUSIP: 3137AFRQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1405786 | PA      | $167766.08    | 0.03%             | 2041-09-15      | Floating      | 2.04%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6263303  CDS EUR R F  5.00000 26263303_FEE CCPCORPORATE / Short: S6263303  CDS EUR P V 03MEVENT 26263303_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    508000 | OU      | $78370.07     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8716037  CDS USD R F  5.00000 28716037_FEE CCPCORPORATE / Short: S8716037  CDS USD P V 03MEVENT 28716037_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    100000 | OU      | $16958.83     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Henkel AG & Co KGaA                                                                                 | Henkel AG & Co KGaA                                                                                                              | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |      2776 | NS      | $185213.47    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Kellogg Co                                                                                          | Kellogg Co                                                                                                                       | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |      1879 | NS      | $128861.82    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38376UZH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1486110 | PA      | $243254.98    | 0.04%             | 2047-05-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38376MVG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    801450 | PA      | $153837.13    | 0.02%             | 2047-03-16      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Gold Fields Ltd                                                                                     | Gold Fields Ltd                                                                                                                  | CUSIP: 38059T106<br>LEI: 5299003KXIBJQYCBBD72 | Long             | EC               | CORP              | ZA        |     35009 | NS      | $400502.96    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Stryker Corp                                                                                        | Stryker Corp                                                                                                                     | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       558 | NS      | $141625.98    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B6048148  CDS EUR R V 03MEVENT 26048148_PRO CCPCORPORATE / Short: B6048148  CDS EUR P F  1.00000 26048148_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    250000 | OU      | $1757.62      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                                                | Colombia Government International Bond                                                                                           | CUSIP: 195325EA9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $128662.55    | 0.02%             | 2042-02-22      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| LIGAND PHARMACEUTICALS I                                                                            | Ligand Pharmaceuticals Inc                                                                                                       | CUSIP: 53220KAF5<br>LEI: 5493008K7TB0IKP37H79 | Long             | DBT              | CORP              | US        |   1826000 | PA      | $1778067.50   | 0.28%             | 2023-05-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Huntington Ingalls Industries Inc                                                                   | Huntington Ingalls Industries Inc                                                                                                | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |       591 | NS      | $130339.14    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Trane Technologies PLC                                                                              | Trane Technologies PLC                                                                                                           | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |       794 | NS      | $142221.28    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Kuraray Co Ltd                                                                                      | Kuraray Co Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 549300W9JPTOE739QZ31 | Long             | EC               | CORP              | JP        |     45800 | NS      | $378456.50    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                                                | PURCHASED HKD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | HK        |         1 | NC      | $-119.34      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Adyen NV                                                                                            | Adyen NV                                                                                                                         | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |       109 | NS      | $164780.72    | 0.03%             |  |  |  | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD CAD                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-145358.82   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Pinnacle West Capital Corp                                                                          | Pinnacle West Capital Corp                                                                                                       | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |      1571 | NS      | $117118.05    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Capitaland Investment Ltd/Singapore                                                                 | Capitaland Investment Ltd/Singapore                                                                                              | CUSIP: 000000000<br>LEI: 254900AT4UQDU7SNXX49 | Long             | EC               | CORP              | SG        |    107100 | NS      | $325161.81    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| ITRON INC                                                                                           | Itron Inc                                                                                                                        | CUSIP: 465741AN6<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |   1941000 | PA      | $1641309.60   | 0.25%             | 2026-03-15      | None          | 0.00%                 | No            | 2                  | On Loan: —       |
| Willis Towers Watson PLC                                                                            | Willis Towers Watson PLC                                                                                                         | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |       567 | NS      | $144125.73    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Kerry Group PLC                                                                                     | Kerry Group PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 635400TLVVBNXLFHWC59 | Long             | EC               | CORP              | IE        |      3226 | NS      | $302846.12    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE OF QATAR                                                                                      | Qatar Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    477000 | PA      | $467461.91    | 0.07%             | 2030-04-16      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $76918.47     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S0040787  CDS EUR R F  1.00000 30040787_FEE CCPCORPORATE / Short: S0040787  CDS EUR P V 03MEVENT 30040787_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    200000 | OU      | $-17258.71    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                                                | PURCHASED CAD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | CA        |         1 | NC      | $35160.99     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                                                                             | PURCHASED NZD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | NZ        |         1 | NC      | $119353.97    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Best Buy Co Inc                                                                                     | Best Buy Co Inc                                                                                                                  | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      1796 | NS      | $159341.12    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Chevron Corp                                                                                        | Chevron Corp                                                                                                                     | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2185 | NS      | $380233.70    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Russell Investments Trust Company Commingled Employee Benefit Funds Trust-U.S. Cash Collateral Fund | U.S. Cash Collateral Fund                                                                                                        | CUSIP: 000000000<br>LEI: B4DCP86PGS7VRJXJTE28 | Long             | STIV             | PF                | US        |   8429776 | NS      | $8429775.73   | 1.31%             |  |  |  | No            | N/A                | On Loan: No      |
| DIGITALOCEAN HOLDINGS                                                                               | DigitalOcean Holdings Inc                                                                                                        | CUSIP: 25402DAB8<br>LEI: 549300EPISPY3RE3DL21 | Long             | DBT              | CORP              | US        |    259000 | PA      | $198782.50    | 0.03%             | 2026-12-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Johnson Controls International plc                                                                  | Johnson Controls International plc                                                                                               | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |      2119 | NS      | $147418.83    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Ginnie Mae                                                                                                                       | CUSIP: 21H040624<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2000000 | PA      | $1941562.50   | 0.30%             | 2053-02-21      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38376MSQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2766789 | PA      | $544770.01    | 0.08%             | 2041-08-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38375UL81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4953350 | PA      | $266767.61    | 0.04%             | 2067-10-20      | Variable      | 0.24%                 | No            | 2                  | On Loan: No      |
| Adobe Inc                                                                                           | Adobe Inc                                                                                                                        | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      2027 | NS      | $750679.18    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38382AYS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2032313 | PA      | $330120.14    | 0.05%             | 2049-11-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR NOTE (CBT)MAR23                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      1332 | NC      | $2150949.57   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38382AJU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2557385 | PA      | $161395.04    | 0.03%             | 2049-10-20      | Floating      | 1.66%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                               | CUSIP: 3137BXH62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    567396 | PA      | $79833.23     | 0.01%             | 2047-04-15      | Floating      | 1.64%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S0094790  CDS USD R F  5.00000 30094790_FEE CCPCORPORATE / Short: S0094790  CDS USD P V 03MEVENT 30094790_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    329000 | OU      | $43609.32     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                                | CUSIP: 3136B0VD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    406499 | PA      | $70053.96     | 0.01%             | 2048-02-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| TURKIYE VAKIFLAR BANKASI                                                                            | Turkiye Vakiflar Bankasi TAO                                                                                                     | CUSIP: 000000000<br>LEI: 789000KAIHOLSQKQ9858 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $177500.00    | 0.03%             | 2026-10-01      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| LIBERTY MEDIA CORP                                                                                  | Liberty Media Corp                                                                                                               | CUSIP: 531229AG7<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $1927080.00   | 0.30%             | 2048-03-31      | Fixed         | 2.13%                 | Yes           | 2                  | On Loan: No      |
| Infosys Ltd                                                                                         | Infosys Ltd                                                                                                                      | CUSIP: 456788108<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               | CORP              | IN        |     31238 | NS      | $587274.40    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Osaka Exchange                                                                                      | TOPIX INDX FUTR MAR23                                                                                                            | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |        13 | NC      | $29462.74     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sumitomo Mitsui Trust Holdings Inc                                                                  | Sumitomo Mitsui Trust Holdings Inc                                                                                               | CUSIP: 000000000<br>LEI: 353800P843RLCDBLNT17 | Long             | EC               | CORP              | JP        |     32900 | NS      | $1199569.61   | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| SUPERNUS PHARMACEUTICALS                                                                            | Supernus Pharmaceuticals Inc                                                                                                     | CUSIP: 868459AD0<br>LEI: 549300GRM36VBKISYJ58 | Long             | DBT              | CORP              | US        |   2679000 | PA      | $2645512.50   | 0.41%             | 2023-04-01      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| Waste Management Inc                                                                                | Waste Management Inc                                                                                                             | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |       933 | NS      | $144363.09    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38382DBF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3623146 | PA      | $565293.78    | 0.09%             | 2050-01-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| GSK PLC                                                                                             | GSK PLC                                                                                                                          | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |      9762 | NS      | $170473.87    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8960420  CDS EUR R F  5.00000 28960420_FEE CCPCORPORATE / Short: S8960420  CDS EUR P V 03MEVENT 28960420_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    204000 | OU      | $7455.53      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Entergy Corp                                                                                        | Entergy Corp                                                                                                                     | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      2966 | NS      | $321158.48    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B9OG909C7 IRS USD R V 12MSOFR 99OG909C7_FLO CCPOIS / Short: B9OG909C7 IRS USD P F  3.27750 99OG909C7_FIX CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   1209000 | OU      | $6271.99      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8559294  CDS EUR R V 03MEVENT 28559294_PRO CCPCORPORATE / Short: B8559294  CDS EUR P F  1.00000 28559294_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    100000 | OU      | $653.85       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF GHANA                                                                                   | Ghana Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    903000 | PA      | $331310.70    | 0.05%             | 2035-02-11      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                               | CUSIP: 3137FTYA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1241273 | PA      | $137257.72    | 0.02%             | 2050-06-25      | Floating      | 1.54%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8561935  CDS USD R F  5.00000 28561935_FEE CCPCORPORATE / Short: S8561935  CDS USD P V 03MEVENT 28561935_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    150000 | OU      | $4287.42      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                               | CUSIP: 3137ANAR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    678398 | PA      | $81014.68     | 0.01%             | 2042-03-15      | Floating      | 2.04%                 | No            | 2                  | On Loan: No      |
| SUNRUN INC                                                                                          | Sunrun Inc                                                                                                                       | CUSIP: 86771WAB1<br>LEI: 54930007SJ77CI66U531 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1160250.00   | 0.18%             | 2026-02-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                                | CUSIP: 3136B8BC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2864478 | PA      | $369299.15    | 0.06%             | 2050-01-25      | Floating      | 1.44%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD GBP                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-30843.82    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Safestore Holdings PLC                                                                              | Safestore Holdings PLC                                                                                                           | CUSIP: 000000000<br>LEI: 213800WGA3YSJC1YOH73 | Long             | EC               |  | GB        |     22642 | NS      | $282213.69    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6187704  CDS USD R F  5.00000 26187704_FEE CCPCORPORATE / Short: S6187704  CDS USD P V 03MEVENT 26187704_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    843000 | OU      | $88398.46     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Constellium SE                                                                                      | Constellium SE                                                                                                                   | CUSIP: 000000000<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               | CORP              | FR        |     42464 | NS      | $617001.92    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Alphabet Inc                                                                                        | Alphabet Inc                                                                                                                     | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     12832 | NS      | $1281531.84   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                               | CUSIP: 3137FMZA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2737937 | PA      | $245286.55    | 0.04%             | 2049-07-25      | Floating      | 1.54%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                                            | 99C486AC3 PUTNAM                                                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |   2642200 | OU      | $171426.41    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| GOODYEAR EUROPE BV                                                                                  | Goodyear Europe BV                                                                                                               | CUSIP: 000000000<br>LEI: 529900AJU331P2QORU39 | Long             | DBT              | CORP              | NL        |    122000 | PA      | $106623.14    | 0.02%             | 2028-08-15      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| AIRCASTLE LTD                                                                                       | Aircastle Ltd                                                                                                                    | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     35000 | PA      | $33741.29     | 0.01%             | 2026-06-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| ICF International Inc                                                                               | ICF International Inc                                                                                                            | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |      8761 | NS      | $895286.59    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Cigna Corp                                                                                          | Cigna Corp                                                                                                                       | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      1311 | NS      | $415154.37    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8943757  CDS EUR R F  5.00000 28943757_FEE CCPCORPORATE / Short: S8943757  CDS EUR P V 03MEVENT 28943757_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    100000 | OU      | $3654.68      | 0.00%             |  |  |  | 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        |    513100 | NS      | $463446.02    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF PANAMA                                                                                  | Panama Government International Bond                                                                                             | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    309000 | PA      | $325806.23    | 0.05%             | 2035-02-14      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| Cie Financiere Richemont SA                                                                         | Cie Financiere Richemont SA                                                                                                      | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |      5042 | NS      | $777404.46    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Stockland                                                                                           | Stockland                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |     45233 | NS      | $126168.61    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| EUROFINS SCIENTIFIC SE                                                                              | Eurofins Scientific SE                                                                                                           | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $99211.60     | 0.02%             | 2025-11-13      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| KKR REAL ESTATE FIN                                                                                 | KKR Real Estate Finance Trust Inc                                                                                                | CUSIP: 48251KAB6<br>LEI: 549300K23AYZDZ2REL62 | Long             | DBT              | CORP              | US        |   1969000 | PA      | $1972691.88   | 0.31%             | 2023-05-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| M&T Bank Corp                                                                                       | M&T Bank Corp                                                                                                                    | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |       887 | NS      | $138372.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                                             | DCP Midstream Operating LP                                                                                                       | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     39000 | PA      | $33715.31     | 0.01%             | 2032-02-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38377Y2F6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    176031 | PA      | $8422.00      | 0.00%             | 2041-01-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38381RRQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2234663 | PA      | $226869.66    | 0.04%             | 2049-02-20      | Floating      | 1.66%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                               | CUSIP: 3137B5SA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1612405 | PA      | $121283.36    | 0.02%             | 2035-01-15      | Floating      | 1.64%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B7783969  CDS USD R V 03MEVENT 27783969_PRO CCPCORPORATE / Short: B7783969  CDS USD P F  5.00000 27783969_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     30000 | OU      | $-4706.59     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Sempra Energy                                                                                       | Sempra Energy                                                                                                                    | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |       884 | NS      | $141731.72    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8695501  CDS USD R F  5.00000 28695501_FEE CCPCDX / Short: S8695501  CDS USD P V 03MEVENT 28695501_PRO CCPCDX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    345000 | OU      | $9519.94      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Lamar Advertising Co                                                                                | Lamar Advertising Co                                                                                                             | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               |  | US        |      1282 | NS      | $136584.28    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| O'Reilly Automotive Inc                                                                             | O'Reilly Automotive Inc                                                                                                          | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       251 | NS      | $198879.85    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| W R Berkley Corp                                                                                    | W R Berkley Corp                                                                                                                 | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |      2116 | NS      | $148416.24    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6127548  CDS EUR R F  1.00000 26127548_FEE CCPCORPORATE / Short: S6127548  CDS EUR P V 03MEVENT 26127548_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    550000 | OU      | $-21353.04    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Sawai Group Holdings Co Ltd                                                                         | Sawai Group Holdings Co Ltd                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10400 | NS      | $321972.72    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| State Bank of India                                                                                 | State Bank of India                                                                                                              | CUSIP: 000000000<br>LEI: 5493001JZ37UBBZF6L49 | Long             | EC               | CORP              | IN        |     42326 | NS      | $287003.26    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| SHIFT4 PAYMENTS INC                                                                                 | Shift4 Payments Inc                                                                                                              | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    102000 | PA      | $91035.00     | 0.01%             | 2027-08-01      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Bank Central Asia Tbk PT                                                                            | Bank Central Asia Tbk PT                                                                                                         | CUSIP: 000000000<br>LEI: 254900BR956G2OHVOM21 | Long             | EC               | CORP              | ID        |    906324 | NS      | $513646.00    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                                     | CVS Health Corp                                                                                                                  | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      3880 | NS      | $342293.60    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Parkway Life Real Estate Investment Trust                                                           | Parkway Life Real Estate Investment Trust                                                                                        | CUSIP: 000000000<br>LEI: 549300I4DKVD2OF5LW91 | Long             | EC               |  | SG        |     64100 | NS      | $198769.42    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38378GHA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    858343 | PA      | $122215.47    | 0.02%             | 2042-11-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Crown Castle Inc                                                                                    | Crown Castle Inc                                                                                                                 | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |      2057 | NS      | $304662.27    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| DuPont de Nemours Inc                                                                               | DuPont de Nemours Inc                                                                                                            | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      2069 | NS      | $153002.55    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38378U8K6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    621786 | PA      | $24164.45     | 0.00%             | 2064-12-20      | Variable      | 0.02%                 | No            | 2                  | On Loan: No      |
| Fujian Sunner Development Co Ltd                                                                    | Fujian Sunner Development Co Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 300300O2MSF659DM5M44 | Long             | EC               | CORP              | CN        |     25200 | NS      | $91751.40     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| adidas AG                                                                                           | adidas AG                                                                                                                        | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |      3723 | NS      | $596736.65    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8505596  CDS EUR R V 03MEVENT 28505596_PRO CCPCORPORATE / Short: B8505596  CDS EUR P F  5.00000 28505596_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    120000 | OU      | $-17245.40    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Hapvida Participacoes e Investimentos S/A                                                           | Hapvida Participacoes e Investimentos S/A                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    279100 | NS      | $283152.10    | 0.04%             |  |  |  | Yes           | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B0041483  CDS EUR R V 03MEVENT 30041483_PRO CCPCORPORATE / Short: B0041483  CDS EUR P F  5.00000 30041483_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    508000 | OU      | $-82671.96    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Wharf Real Estate Investment Co Ltd                                                                 | Wharf Real Estate Investment Co Ltd                                                                                              | CUSIP: 000000000<br>LEI: 529900QLPKS8U9QOPB59 | Long             | EC               | CORP              | KY        |     37000 | NS      | $212311.86    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Worldline SA/France                                                                                 | Worldline SA/France                                                                                                              | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | EC               | CORP              | FR        |     14165 | NS      | $641729.43    | 0.10%             |  |  |  | Yes           | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                                            | Enterprise Products Operating LLC                                                                                                | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    128000 | PA      | $107070.95    | 0.02%             | 2078-02-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| BANCO BTG PACTUAL/CAYMAN                                                                            | Banco BTG Pactual SA/Cayman Islands                                                                                              | CUSIP: 05971BAG4<br>LEI: 2549002JHJ73KGETOK78 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $182200.00    | 0.03%             | 2026-01-11      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| Walt Disney Co/The                                                                                  | Walt Disney Co/The                                                                                                               | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      6420 | NS      | $696505.80    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| DNB Bank ASA                                                                                        | DNB Bank ASA                                                                                                                     | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |      7554 | NS      | $141122.83    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38376RCL8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1482769 | PA      | $62907.96     | 0.01%             | 2065-06-20      | Variable      | 0.06%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8470540  CDS USD R F  5.00000 28470540_FEE CCPCORPORATE / Short: S8470540  CDS USD P V 03MEVENT 28470540_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    225000 | OU      | $19839.97     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LG Energy Solution Ltd                                                                              | LG Energy Solution Ltd                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       609 | NS      | $259287.04    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Garmin Ltd                                                                                          | Garmin Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |      1216 | NS      | $120238.08    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8716042  CDS USD R V 03MEVENT 28716042_PRO CCPCORPORATE / Short: B8716042  CDS USD P F  5.00000 28716042_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    100000 | OU      | $-15688.62    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Subaru Corp                                                                                         | Subaru Corp                                                                                                                      | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |      9500 | NS      | $156933.13    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OG459F4 IRS USD R F  3.19700 99OG459F4_FIX CCPOIS / Short: S9OG459F4 IRS USD P V 12MSOFR 99OG459F4_FLO CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   2117000 | OU      | $-1003.42     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Dino Polska SA                                                                                      | Dino Polska SA                                                                                                                   | CUSIP: 000000000<br>LEI: 259400H4L81SMPRTW956 | Long             | EC               | CORP              | PL        |      7058 | NS      | $638856.44    | 0.10%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Sun Hung Kai Properties Ltd                                                                         | Sun Hung Kai Properties Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |     27000 | NS      | $383960.76    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Marsh & McLennan Companies Inc                                                                      | Marsh & McLennan Cos Inc                                                                                                         | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      3008 | NS      | $526129.28    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Principal Financial Group Inc                                                                       | Principal Financial Group Inc                                                                                                    | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |      2364 | NS      | $218788.20    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Walmart Inc                                                                                         | Walmart Inc                                                                                                                      | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      1851 | NS      | $266303.37    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| SHIMAO GROUP HLDGS LTD                                                                              | Shimao Group Holdings Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $43052.45     | 0.01%             | 2030-07-13      | Fixed         | 4.60%                 | Yes           | 2                  | On Loan: No      |
| Mitsui & Co Ltd                                                                                     | Mitsui & Co Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |     10500 | NS      | $310261.55    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                                            | Republic of South Africa Government International Bond                                                                           | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    441000 | PA      | $335768.58    | 0.05%             | 2049-09-30      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Symrise AG                                                                                          | Symrise AG                                                                                                                       | CUSIP: 000000000<br>LEI: 529900D82I6R9601CF26 | Long             | EC               | CORP              | DE        |      1259 | NS      | $133390.76    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38379GJA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    722987 | PA      | $131337.73    | 0.02%             | 2044-09-16      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                                | CUSIP: 3136B2DL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1231350 | PA      | $208696.00    | 0.03%             | 2048-06-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                                                                           | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F050627<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        | 103000000 | PA      | $103378202.61 | 16.02%            | 2053-02-13      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ENVESTNET INC                                                                                       | Envestnet Inc                                                                                                                    | CUSIP: 29404KAE6<br>LEI: 549300HLWZ5OKIDM8737 | Long             | DBT              | CORP              | US        |    750000 | PA      | $697500.00    | 0.11%             | 2025-08-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF INDONESIA                                                                               | Indonesia Government International Bond                                                                                          | CUSIP: 455780DJ2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1241000 | PA      | $1138670.03   | 0.18%             | 2032-03-31      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| NCL CORPORATION LTD                                                                                 | NCL Corp Ltd                                                                                                                     | CUSIP: 62886HBD2<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    511000 | PA      | $389637.50    | 0.06%             | 2027-02-15      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B9OG139Q8 IRS USD R V 12MSOFR 99OG139Q8_FLO CCPOIS / Short: B9OG139Q8 IRS USD P F  4.44600 99OG139Q8_FIX CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |  11656000 | OU      | $-37242.09    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Coca-Cola Co/The                                                                                    | Coca-Cola Co/The                                                                                                                 | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      4819 | NS      | $295501.08    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S0041892  CDS EUR R F  5.00000 30041892_FEE CCPCORPORATE / Short: S0041892  CDS EUR P V 03MEVENT 30041892_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     95000 | OU      | $16453.56     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| KB Financial Group Inc                                                                              | KB Financial Group Inc                                                                                                           | CUSIP: 000000000<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |      6783 | NS      | $309057.78    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| CapitaLand Ascendas REIT                                                                            | CapitaLand Ascendas REIT                                                                                                         | CUSIP: 000000000<br>LEI: 549300ILIBAEMQZK3L20 | Long             | EC               |  | SG        |     80700 | NS      | $178008.55    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Kato Sangyo Co Ltd                                                                                  | Kato Sangyo Co Ltd                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5800 | NS      | $161188.18    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| WIX LTD                                                                                             | Wix.com Ltd                                                                                                                      | CUSIP: 92940WAD1<br>LEI: 5493008P6N29Q1AG9464 | Long             | DBT              | CORP              | IL        |   1855000 | PA      | $1590662.50   | 0.25%             | 2025-08-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF PANAMA                                                                                  | Panama Government International Bond                                                                                             | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    566000 | PA      | $433013.47    | 0.07%             | 2032-09-29      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| SEAGATE HDD CAYMAN                                                                                  | Seagate HDD Cayman                                                                                                               | CUSIP: 81180WBG5<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    135405 | PA      | $153324.50    | 0.02%             | 2032-12-01      | Fixed         | 9.63%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8542387  CDS EUR R V 03MEVENT 28542387_PRO CCPITRAXX / Short: B8542387  CDS EUR P F  5.00000 28542387_FEE CCPITRAXX       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    300000 | OU      | $-14154.61    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38380XLA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    898406 | PA      | $121509.28    | 0.02%             | 2048-06-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| KT Corp                                                                                             | KT Corp                                                                                                                          | CUSIP: 48268K101<br>LEI: 9884005ACF8449EANY26 | Long             | EC               | CORP              | KR        |     62835 | NS      | $899168.85    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Public Storage                                                                                      | Public Storage                                                                                                                   | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               |  | US        |      3717 | NS      | $1131231.78   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6028884  CDS EUR R F  1.00000 26028884_FEE CCPCORPORATE / Short: S6028884  CDS EUR P V 03MEVENT 26028884_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    250000 | OU      | $-1757.62     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Li Auto Inc                                                                                         | Li Auto Inc                                                                                                                      | CUSIP: 50202M102<br>LEI: 2549003R73Q70J5H4I65 | Long             | EC               | CORP              | KY        |      4092 | NS      | $101890.80    | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Nine Dragons Paper Holdings Ltd                                                                     | Nine Dragons Paper Holdings Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 529900TBMYEYJ2LEV906 | Long             | EC               | CORP              | BM        |    469000 | NS      | $421697.88    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38376RG42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1046726 | PA      | $55313.21     | 0.01%             | 2066-11-20      | Variable      | 0.08%                 | No            | 2                  | On Loan: No      |
| Taiheiyo Cement Corp                                                                                | Taiheiyo Cement Corp                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     21100 | NS      | $363320.80    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Sinopharm Group Co Ltd                                                                              | Sinopharm Group Co Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 529900N54X78YH9JYK92 | Long             | EC               | CORP              | CN        |     19200 | NS      | $47061.97     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Avenue Supermarts Ltd                                                                               | Avenue Supermarts Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 335800B2ZPJKOU2ZM776 | Long             | EC               | CORP              | IN        |      6290 | NS      | $269909.05    | 0.04%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Afya Ltd                                                                                            | Afya Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 54930008Y7J8Z1BSDT57 | Long             | EC               | CORP              | KY        |      7727 | NS      | $118068.56    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8136266  CDS USD R V 03MEVENT 28136266_PRO CCPCORPORATE / Short: B8136266  CDS USD P F  5.00000 28136266_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    100000 | OU      | $-3614.02     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Techtronic Industries Co Ltd                                                                        | Techtronic Industries Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |     32000 | NS      | $412568.24    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| RWT HOLDINGS INC                                                                                    | RWT Holdings Inc                                                                                                                 | CUSIP: 749772AD1<br>LEI: Z31FN4C0IQMCYFAEUP31 | Long             | DBT              | CORP              | US        |   1756000 | PA      | $1554761.54   | 0.24%             | 2025-10-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                                                | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-83199.49    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| PACCAR Inc                                                                                          | PACCAR Inc                                                                                                                       | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      1580 | NS      | $172709.80    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Exxon Mobil Corp                                                                                    | Exxon Mobil Corp                                                                                                                 | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      4600 | NS      | $533646.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Cellnex Telecom SA                                                                                  | Cellnex Telecom SA                                                                                                               | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |      6561 | NS      | $257464.52    | 0.04%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Corning Inc                                                                                         | Corning Inc                                                                                                                      | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      5323 | NS      | $184229.03    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                               | CUSIP: 3137BNAF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    802808 | PA      | $126000.15    | 0.02%             | 2039-05-15      | Variable      | 5.86%                 | No            | 2                  | On Loan: No      |
| LIBERTY BROADBAND CORP                                                                              | Liberty Broadband Corp                                                                                                           | CUSIP: 530307AC1<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |    861000 | PA      | $829788.75    | 0.13%             | 2050-09-30      | Fixed         | 1.25%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8562001  CDS USD R F  5.00000 28562001_FEE CCPCORPORATE / Short: S8562001  CDS USD P V 03MEVENT 28562001_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    578000 | OU      | $15127.62     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Localiza Rent a Car SA                                                                              | Localiza Rent a Car SA                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     10600 | NS      | $123638.48    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| TRIPADVISOR INC                                                                                     | TripAdvisor Inc                                                                                                                  | CUSIP: 896945AD4<br>LEI: 549300XVG45PT5BART17 | Long             | DBT              | CORP              | US        |   1149000 | PA      | $969181.50    | 0.15%             | 2026-04-01      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38376UPF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1112718 | PA      | $201116.47    | 0.03%             | 2047-04-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Emera Inc                                                                                           | Emera Inc                                                                                                                        | CUSIP: 290876101<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | EC               | CORP              | CA        |      2483 | NS      | $98868.39     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Air Liquide SA                                                                                      | Air Liquide SA                                                                                                                   | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |      1320 | NS      | $210360.26    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                                | CUSIP: 3136ABTJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3665266 | PA      | $642463.92    | 0.10%             | 2043-02-25      | Floating      | 2.19%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                                | CUSIP: 31398NRU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2261034 | PA      | $274471.00    | 0.04%             | 2040-09-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF ECUADOR                                                                                 | Ecuador Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    806637 | PA      | $391083.74    | 0.06%             | 2035-07-31      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Nestle SA                                                                                           | Nestle SA                                                                                                                        | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |      8861 | NS      | $1081320.69   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| SEALED AIR CORP                                                                                     | Sealed Air Corp                                                                                                                  | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    400000 | PA      | $370020.00    | 0.06%             | 2027-12-01      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Axis Capital Holdings Ltd                                                                           | Axis Capital Holdings Ltd                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     18276 | NS      | $1143529.32   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Luks Group Vietnam Holdings Co Ltd                                                                  | Luks Group Vietnam Holdings Co Ltd                                                                                               | CUSIP: 000000000<br>LEI: 5299004B24AHX4THUB34 | Long             | EC               | CORP              | BM        |    224000 | NS      | $34797.64     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| OMAN GOV INTERNTL BOND                                                                              | Oman Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    522000 | PA      | $553294.94    | 0.09%             | 2027-10-28      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| CMS Energy Corp                                                                                     | CMS Energy Corp                                                                                                                  | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      2024 | NS      | $127896.56    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                                | CUSIP: 3136B4DT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    663232 | PA      | $73338.98     | 0.01%             | 2049-04-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| NH Foods Ltd                                                                                        | NH Foods Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 353800NLDBIOUQILWU82 | Long             | EC               | CORP              | JP        |     10200 | NS      | $305595.91    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38375UM49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3497236 | PA      | $215108.00    | 0.03%             | 2067-10-20      | Variable      | 0.29%                 | No            | 2                  | On Loan: No      |
| SM Energy Co                                                                                        | SM Energy Co                                                                                                                     | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     25831 | NS      | $849064.97    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| DL E&C Co Ltd                                                                                       | DL E&C Co Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 988400UU0MCCBS1YP242 | Long             | EC               | CORP              | KR        |      3270 | NS      | $101713.84    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| LIBERTY LATIN AMERICA                                                                               | Liberty Latin America Ltd                                                                                                        | CUSIP: 53069QAB5<br>LEI: 213800YWQHEAX7CAVO83 | Long             | DBT              | CORP              | BM        |   1061000 | PA      | $972141.25    | 0.15%             | 2024-07-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Yamada Holdings Co Ltd                                                                              | Yamada Holdings Co Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 353800MDZ4K1DQKLO464 | Long             | EC               | CORP              | JP        |    114500 | NS      | $415563.13    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B9472754  CDS USD R V 03MEVENT 29472754_PRO CCPCORPORATE / Short: B9472754  CDS USD P F  5.00000 29472754_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     33000 | OU      | $7644.47      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Galaxy Entertainment Group Ltd                                                                      | Galaxy Entertainment Group Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 549300ZSEBV3HR826S10 | Long             | EC               | CORP              | HK        |     87000 | NS      | $607859.51    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Host Hotels & Resorts Inc                                                                           | Host Hotels & Resorts Inc                                                                                                        | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |     19563 | NS      | $368762.55    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Keyence Corp                                                                                        | Keyence Corp                                                                                                                     | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |       400 | NS      | $184770.70    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank Mandiri Persero Tbk PT                                                                         | Bank Mandiri Persero Tbk PT                                                                                                      | CUSIP: 000000000<br>LEI: 549300RSKQN4Z5ZSGH94 | Long             | EC               | CORP              | ID        |   1395246 | NS      | $927931.00    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| ZIGGO BOND CO BV                                                                                    | Ziggo Bond Co BV                                                                                                                 | CUSIP: 000000000<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $83952.79     | 0.01%             | 2030-02-28      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8562043  CDS USD R V 03MEVENT 28562043_PRO CCPCORPORATE / Short: B8562043  CDS USD P F  5.00000 28562043_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    578000 | OU      | $-20011.36    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LIVONGO HEALTH                                                                                      | Livongo Health Inc                                                                                                               | CUSIP: 539183AA1<br>LEI: 54930061HKCVF1H2O156 | Long             | DBT              | CORP              | US        |    766000 | PA      | $680820.80    | 0.11%             | 2025-06-01      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| Electricite de France SA                                                                            | Electricite de France SA                                                                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $455378.12    | 0.07%             | 2026-01-29      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Halyk Savings Bank of Kazakhstan JSC                                                                | Halyk Savings Bank of Kazakhstan JSC                                                                                             | CUSIP: 46627J302<br>LEI: 213800NYDTVQM4SDUD67 | Long             | EC               | CORP              | KZ        |     18386 | NS      | $191737.94    | 0.03%             |  |  |  | Yes           | 2                  | On Loan: No      |
| NETFLIX INC                                                                                         | Netflix Inc                                                                                                                      | CUSIP: 000000000<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311762.10    | 0.05%             | 2030-06-15      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| Wolters Kluwer NV                                                                                   | Wolters Kluwer NV                                                                                                                | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |      1262 | NS      | $137541.30    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| HONG KONG                                                                                           | Hong Kong Government International Bond                                                                                          | CUSIP: 43858AAG5<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |    247000 | PA      | $251944.76    | 0.04%             | 2028-01-11      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OG679A9 IRS USD R F  4.16700 99OG679A9_FIX CCPOIS / Short: S9OG679A9 IRS USD P V 12MSOFR 99OG679A9_FLO CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   3407000 | OU      | $-5278.77     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal Grid Co Unified Energy System PJSC                                                          | Federal Grid Co Unified Energy System PJSC                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | RU        | 381588279 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Shenzhen Senior Technology Material Co Ltd                                                          | Shenzhen Senior Technology Material Co Ltd                                                                                       | CUSIP: 000000000<br>LEI: 836800ECUYIXOTXAMW45 | Long             | EC               | CORP              | CN        |     54500 | NS      | $188794.95    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| WESTERN DIGITAL CORP                                                                                | Western Digital Corp                                                                                                             | CUSIP: 958102AR6<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     53000 | PA      | $40597.16     | 0.01%             | 2032-02-01      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Ginnie Mae                                                                                                                       | CUSIP: 21H042620<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3000000 | PA      | $2978437.50   | 0.46%             | 2053-02-21      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S0040777  CDS EUR R F  1.00000 30040777_FEE CCPCORPORATE / Short: S0040777  CDS EUR P V 03MEVENT 30040777_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    100000 | OU      | $-1931.86     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GUARDANT HEALTH INC                                                                                 | Guardant Health Inc                                                                                                              | CUSIP: 40131MAB5<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |    357000 | PA      | $238083.30    | 0.04%             | 2027-11-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Geberit AG                                                                                          | Geberit AG                                                                                                                       | CUSIP: 000000000<br>LEI: 52990093Z5OHD6T7BS47 | Long             | EC               | CORP              | CH        |       217 | NS      | $124050.45    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Tronox Holdings PLC                                                                                 | Tronox Holdings PLC                                                                                                              | CUSIP: 000000000<br>LEI: 549300NRVC84SGJSXV06 | Long             | EC               | CORP              | GB        |     82186 | NS      | $1409489.90   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| DNB BANK ASA                                                                                        | DNB Bank ASA                                                                                                                     | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    405000 | PA      | $384243.75    | 0.06%             | 2024-11-12      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Ganfeng Lithium Group Co Ltd                                                                        | Ganfeng Lithium Group Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 3003006BE6UOHWEOOR42 | Long             | EC               | CORP              | CN        |     37160 | NS      | $337944.51    | 0.05%             |  |  |  | Yes           | 2                  | On Loan: No      |
| BE Semiconductor Industries NV                                                                      | BE Semiconductor Industries NV                                                                                                   | CUSIP: 000000000<br>LEI: 7245007A1YFLI2GNYX06 | Long             | EC               | CORP              | NL        |      5210 | NS      | $371814.43    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Yifeng Pharmacy Chain Co Ltd                                                                        | Yifeng Pharmacy Chain Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 300300CZZIF44N1EZO06 | Long             | EC               | CORP              | CN        |     25200 | NS      | $211856.49    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| UMBS, TBA                                                                                           | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F052623<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -25000000 | PA      | $-25404296.75 | -3.94%            | 2053-02-13      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Arab Republic of Egypt                                                                              | Egypt Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    602000 | PA      | $399583.52    | 0.06%             | 2048-02-21      | Fixed         | 7.90%                 | Yes           | 2                  | On Loan: No      |
| Geely Automobile Holdings Ltd                                                                       | Geely Automobile Holdings Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 549300YS3T1KVQ2SNI84 | Long             | EC               | CORP              | KY        |    413496 | NS      | $676944.02    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Activision Blizzard Inc                                                                             | Activision Blizzard Inc                                                                                                          | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |      1802 | NS      | $137979.14    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Charoen Pokphand Foods PCL                                                                          | Charoen Pokphand Foods PCL                                                                                                       | CUSIP: 000000000<br>LEI: 529900FJ3AI2GKGIWK15 | Long             | EC               | CORP              | TH        |    513200 | NS      | $367409.43    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8562336  CDS USD R V 03MEVENT 28562336_PRO CCPCORPORATE / Short: B8562336  CDS USD P F  5.00000 28562336_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    506000 | OU      | $-78184.41    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Consolidated Edison Inc                                                                             | Consolidated Edison Inc                                                                                                          | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      1497 | NS      | $142679.07    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Maruti Suzuki India Ltd                                                                             | Maruti Suzuki India Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 335800D27PBEESKKD357 | Long             | EC               | CORP              | IN        |      2949 | NS      | $321175.82    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                                            | Cooperatieve Rabobank UA                                                                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $190686.17    | 0.03%             | 2026-12-29      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6145079  CDS EUR R F  1.00000 26145079_FEE CCPCORPORATE / Short: S6145079  CDS EUR P V 03MEVENT 26145079_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    200000 | OU      | $-11432.28    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                                            | Long: 30042732  CDS EUR R F  5.00000 CDS JPM 20280620 L / Short: 30042732  CDS EUR P V 03MEVENT CDS JPM 20280620 S               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |    100000 | OU      | $14726.53     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38375USS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1339023 | PA      | $50718.19     | 0.01%             | 2064-12-20      | Variable      | 1.60%                 | No            | 2                  | On Loan: No      |
| Sinopec Engineering Group Co Ltd                                                                    | Sinopec Engineering Group Co Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 529900MZVFFC7D57VV51 | Long             | EC               | CORP              | CN        |    125000 | NS      | $63204.58     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JFE Holdings Inc                                                                                    | JFE Holdings Inc                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     43300 | NS      | $570868.75    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Hana Financial Group Inc                                                                            | Hana Financial Group Inc                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     18904 | NS      | $752661.14    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA N.A.                                                                                  | PURCHASED CAD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CA        |         1 | NC      | $35614.47     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6284089  CDS USD R F  5.00000 26284089_FEE CCPCORPORATE / Short: S6284089  CDS USD P V 03MEVENT 26284089_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    400000 | OU      | $-87619.26    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Samsung Biologics Co Ltd                                                                            | Samsung Biologics Co Ltd                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       905 | NS      | $585553.58    | 0.09%             |  |  |  | Yes           | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B9OG289G8 IRS USD R V 12MSOFR 99OG289G8_FLO CCPOIS / Short: B9OG289G8 IRS USD P F  3.56150 99OG289G8_FIX CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   1733000 | OU      | $-12831.89    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38376R4R4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1123566 | PA      | $55250.22     | 0.01%             | 2067-05-20      | Variable      | 1.61%                 | No            | 2                  | On Loan: No      |
| Sandvik AB                                                                                          | Sandvik AB                                                                                                                       | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |     10126 | NS      | $209449.42    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| UMBS, TBA                                                                                           | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F032625<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1875504.94   | 0.29%             | 2053-02-13      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Rubis SCA                                                                                           | Rubis SCA                                                                                                                        | CUSIP: 000000000<br>LEI: 969500MGFIKUGLTC9742 | Long             | EC               | CORP              | FR        |      6466 | NS      | $180733.45    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA N.A.                                                                                  | PURCHASED USD / SOLD DKK                                                                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-15616.86    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Rambus Inc                                                                                          | Rambus Inc                                                                                                                       | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |     16833 | NS      | $681231.51    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| ASX Clear (Futures)                                                                                 | SPI 200 FUTURES MAR23                                                                                                            | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DE               |  | AU        |        47 | NC      | $236784.73    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Link REIT                                                                                           | Link REIT                                                                                                                        | CUSIP: 000000000<br>LEI: 529900XUE70U36QX5M62 | Long             | EC               |  | HK        |     48000 | NS      | $386162.94    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Murata Manufacturing Co Ltd                                                                         | Murata Manufacturing Co Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 529900QZG6DL8ZRI7140 | Long             | EC               | CORP              | JP        |     12600 | NS      | $723920.99    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| POST HOLDINGS INC                                                                                   | Post Holdings Inc                                                                                                                | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     52000 | PA      | $45760.00     | 0.01%             | 2030-04-15      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| Baidu Inc                                                                                           | Baidu Inc                                                                                                                        | CUSIP: 000000000<br>LEI: 254900AL64IANZYI1E02 | Long             | EC               | CORP              | KY        |     19550 | NS      | $329719.32    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Assa Abloy AB                                                                                       | Assa Abloy AB                                                                                                                    | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |      6102 | NS      | $143814.70    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| London Stock Exchange Group PLC                                                                     | London Stock Exchange Group PLC                                                                                                  | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |      7188 | NS      | $658555.51    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Argan SA                                                                                            | ARGAN SA                                                                                                                         | CUSIP: 000000000<br>LEI: 529900FXM41XSCUSGH04 | Long             | EC               |  | FR        |      1319 | NS      | $112132.25    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| First Republic Bank/CA                                                                              | First Republic Bank/CA                                                                                                           | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |       936 | NS      | $131863.68    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| ICADE                                                                                               | ICADE                                                                                                                            | CUSIP: 000000000<br>LEI: 969500UDH342QLTE1M42 | Long             | EC               |  | FR        |      3039 | NS      | $144613.69    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| TRANSNET SOC LTD                                                                                    | Transnet SOC Ltd                                                                                                                 | CUSIP: 89378TAD5<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |    373000 | PA      | $373932.50    | 0.06%             | 2028-02-06      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B9OH079O3 IRS USD R V 12MSOFR 99OH079O3_FLO CCPOIS / Short: B9OH079O3 IRS USD P F  3.43150 99OH079O3_FIX CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   5195000 | OU      | $-10066.77    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6244384  CDS EUR R F  5.00000 26244384_FEE CCPCORPORATE / Short: S6244384  CDS EUR P V 03MEVENT 26244384_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     95000 | OU      | $14918.90     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF CYPRUS PCL                                                                                  | Bank of Cyprus Pcl                                                                                                               | CUSIP: 000000000<br>LEI: PQ0RAP85KK9Z75ONZW93 | Long             | DBT              | CORP              | CY        |    100000 | PA      | $91135.38     | 0.01%             | 2027-06-24      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Sage Group PLC/The                                                                                  | Sage Group PLC/The                                                                                                               | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |    109377 | NS      | $1049218.71   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38379QMX0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    362099 | PA      | $42159.78     | 0.01%             | 2045-09-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BERRY GLOBAL INC                                                                                    | Berry Global Inc                                                                                                                 | CUSIP: 000000000<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    370000 | PA      | $359326.01    | 0.06%             | 2027-01-15      | Fixed         | 1.50%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6926906  CDS USD R F  5.00000 26926906_FEE CCPCORPORATE / Short: S6926906  CDS USD P V 03MEVENT 26926906_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     83000 | OU      | $2706.09      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LENDINGTREE INC                                                                                     | LendingTree Inc                                                                                                                  | CUSIP: 52603BAD9<br>LEI: 549300ISY5YHUJZTON08 | Long             | DBT              | CORP              | US        |    203000 | PA      | $157629.50    | 0.02%             | 2025-07-15      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38380W5T2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    916037 | PA      | $81032.26     | 0.01%             | 2048-05-20      | Floating      | 1.71%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Group AG                                                                              | Credit Suisse Group AG                                                                                                           | CUSIP: 225401108<br>LEI: 549300506SI9CRFV9Z86 | Long             | EC               | CORP              | CH        |     65487 | NS      | $229859.37    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Kirby Corp                                                                                          | Kirby Corp                                                                                                                       | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |     12902 | NS      | $913203.56    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Games Workshop Group PLC                                                                            | Games Workshop Group PLC                                                                                                         | CUSIP: 000000000<br>LEI: 213800RP9QJQYGWHNT41 | Long             | EC               | CORP              | GB        |      1155 | NS      | $134048.79    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Resona Holdings Inc                                                                                 | Resona Holdings Inc                                                                                                              | CUSIP: 000000000<br>LEI: 52990067JE75XZCYYT81 | Long             | EC               | CORP              | JP        |    132500 | NS      | $733841.27    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| WESTERN DIGITAL CORP                                                                                | Western Digital Corp                                                                                                             | CUSIP: 958102AP0<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   2591000 | PA      | $2487360.00   | 0.39%             | 2024-02-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: —       |
| Berkshire Hathaway Inc                                                                              | Berkshire Hathaway Inc                                                                                                           | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      2537 | NS      | $790326.24    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| UMBS, TBA                                                                                           | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F020620<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -3000000 | PA      | $-2521406.25  | -0.39%            | 2053-02-13      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Life Storage Inc                                                                                    | Life Storage Inc                                                                                                                 | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               |  | US        |      2900 | NS      | $313316.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Pennant Group Inc/The                                                                               | Pennant Group Inc/The                                                                                                            | CUSIP: 70805E109<br>LEI: 5493007H2OYR6BYLDA64 | Long             | EC               | CORP              | US        |     24901 | NS      | $322218.94    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Ginnie Mae II Pool                                                                                                               | CUSIP: 3617MUEF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    143880 | PA      | $144933.64    | 0.02%             | 2050-03-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8505591  CDS EUR R F  5.00000 28505591_FEE CCPCORPORATE / Short: S8505591  CDS EUR P V 03MEVENT 28505591_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    120000 | OU      | $17975.50     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FASTLY INC                                                                                          | Fastly Inc                                                                                                                       | CUSIP: 31188VAB6<br>LEI: 549300E2FZC83FJ3H565 | Long             | DBT              | CORP              | US        |    562000 | PA      | $435831.00    | 0.07%             | 2026-03-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38378MYG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2103082 | PA      | $376079.91    | 0.06%             | 2043-04-16      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Hannover Rueck SE                                                                                   | Hannover Rueck SE                                                                                                                | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | EC               | CORP              | DE        |       709 | NS      | $143612.87    | 0.02%             |  |  |  | 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        |     70200 | NS      | $582275.46    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B9OG909U7 IRS USD R V 12MSOFR 99OG909U7_FLO CCPOIS / Short: B9OG909U7 IRS USD P F  3.00500 99OG909U7_FIX CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    480000 | OU      | $-4780.71     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| INFRASTRUTTURE WIRELESS                                                                             | Infrastrutture Wireless Italiane SpA                                                                                             | CUSIP: 000000000<br>LEI: 81560066183FE361C071 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $94341.60     | 0.01%             | 2028-10-21      | Fixed         | 1.63%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S0041791  CDS EUR R F  5.00000 30041791_FEE CCPCORPORATE / Short: S0041791  CDS EUR P V 03MEVENT 30041791_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    644000 | OU      | $17141.47     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| PHOENIX GRP HLD PLC                                                                                 | Phoenix Group Holdings PLC                                                                                                       | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $210809.87    | 0.03%             | 2028-04-26      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S7222021  CDS EUR R F  5.00000 27222021_FEE CCPCORPORATE / Short: S7222021  CDS EUR P V 03MEVENT 27222021_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    100000 | OU      | $12924.20     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38383AJX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3692272 | PA      | $551888.35    | 0.09%             | 2051-09-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                                                                   | EURO STOXX 50 MAR23                                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |      -134 | NC      | $-97942.18    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38382KYS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5958775 | PA      | $749408.34    | 0.12%             | 2050-10-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| UNITED KINGDOM GILT                                                                                 | United Kingdom Gilt                                                                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    200000 | PA      | $238314.41    | 0.04%             | 2024-01-31      | Fixed         | 0.13%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8562033  CDS USD R V 03MEVENT 28562033_PRO CCPCORPORATE / Short: B8562033  CDS USD P F  5.00000 28562033_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    400000 | OU      | $87619.26     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | 99P659DZ7 PUTNAM                                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |   9564100 | OU      | $98178.64     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| AstraZeneca PLC                                                                                     | AstraZeneca PLC                                                                                                                  | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      7988 | NS      | $1045136.26   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Kimco Realty Corp                                                                                   | Kimco Realty Corp                                                                                                                | CUSIP: 49446R109<br>LEI: N/A                  | Long             | EC               |  | US        |     18355 | NS      | $412253.30    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OG909I4 IRS USD R F  2.91550 99OG909I4_FIX CCPOIS / Short: S9OG909I4 IRS USD P V 12MSOFR 99OG909I4_FLO CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    667000 | OU      | $-5014.22     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Koninklijke KPN NV                                                                                  | Koninklijke KPN NV                                                                                                               | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |     56811 | NS      | $194089.98    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Charter Hall Group                                                                                  | Charter Hall Group                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |     39756 | NS      | $391535.84    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38380GZN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    214785 | PA      | $33022.81     | 0.01%             | 2047-09-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF ECUADOR                                                                                 | Ecuador Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    190156 | PA      | $126210.86    | 0.02%             | 2030-07-31      | Variable      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Bharti Airtel Ltd                                                                                   | Bharti Airtel Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | EC               | CORP              | IN        |     68493 | NS      | $645102.43    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Hankook & Co Co Ltd                                                                                 | Hankook & Co Co Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 549300ET8LEWSPTMRK47 | Long             | EC               | CORP              | KR        |     18367 | NS      | $201480.16    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Juniper Networks Inc                                                                                | Juniper Networks Inc                                                                                                             | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |      4211 | NS      | $136015.30    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OG139P0 IRS USD R F  3.52550 99OG139P0_FIX CCPOIS / Short: S9OG139P0 IRS USD P V 12MSOFR 99OG139P0_FLO CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   2424000 | OU      | $65862.48     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6284233  CDS USD R F  1.00000 26284233_FEE CCPCORPORATE / Short: S6284233  CDS USD P V 03MEVENT 26284233_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    500000 | OU      | $-134819.12   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Chr Hansen Holding A/S                                                                              | Chr Hansen Holding A/S                                                                                                           | CUSIP: 000000000<br>LEI: 549300MKPW8ZF3E8MW37 | Long             | EC               | CORP              | DK        |      2230 | NS      | $164437.51    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| General Electric Co                                                                                 | General Electric Co                                                                                                              | CUSIP: 369604BQ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169405.00    | 0.03%             | 2023-03-15      | Variable      | 8.10%                 | No            | 2                  | On Loan: No      |
| China Resources Gas Group Ltd                                                                       | China Resources Gas Group Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 529900A0E1J5JSOKEK83 | Long             | EC               | CORP              | BM        |    129500 | NS      | $545360.08    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                                | CUSIP: 31398T4M0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1581983 | PA      | $307802.58    | 0.05%             | 2040-09-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B9OG139K1 IRS USD R V 12MSOFR 99OG139K1_FLO CCPOIS / Short: B9OG139K1 IRS USD P F  4.39250 99OG139K1_FIX CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   4627000 | OU      | $-9814.65     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Newcrest Mining Ltd                                                                                 | Newcrest Mining Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 5299006MN50OZJUJI655 | Long             | EC               | CORP              | AU        |    100133 | NS      | $1604014.35   | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| FANUC Corp                                                                                          | FANUC Corp                                                                                                                       | CUSIP: 000000000<br>LEI: 529900QTSW745LOKW705 | Long             | EC               | CORP              | JP        |      8400 | NS      | $1486789.36   | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| TURK IHRACAT KR BK                                                                                  | Turkiye Ihracat Kredi Bankasi AS                                                                                                 | CUSIP: 90015LAG2<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $199720.00    | 0.03%             | 2026-01-31      | Fixed         | 9.38%                 | Yes           | 2                  | On Loan: No      |
| Hanesbrands Inc                                                                                     | Hanesbrands Inc                                                                                                                  | CUSIP: 410345AL6<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |    739000 | PA      | $688193.75    | 0.11%             | 2026-05-15      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Etalon Group PLC                                                                                    | Etalon Group PLC                                                                                                                 | CUSIP: 29760G103<br>LEI: 213800U2O9SKHOYSDY32 | Long             | EC               | CORP              | CY        |    185343 | NS      | $0.00         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Harmony Gold Mining Co Ltd                                                                          | Harmony Gold Mining Co Ltd                                                                                                       | CUSIP: 413216300<br>LEI: 378900986D05F0C29811 | Long             | EC               | CORP              | ZA        |    171716 | NS      | $602723.16    | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| Bank of Ireland Group PLC                                                                           | Bank of Ireland Group PLC                                                                                                        | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | EC               | CORP              | IE        |     88187 | NS      | $940659.99    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8562028  CDS USD R V 03MEVENT 28562028_PRO CCPCORPORATE / Short: B8562028  CDS USD P F  5.00000 28562028_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    338000 | OU      | $-53027.54    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 5YR NOTE (CBT) MAR23                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        80 | NC      | $94837.04     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America N.A.                                                                                | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |         1 | NC      | $58075.20     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Sika AG                                                                                             | Sika AG                                                                                                                          | CUSIP: 000000000<br>LEI: 549300R3N69ECGYPU434 | Long             | EC               | CORP              | CH        |       931 | NS      | $265057.08    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| SAPPI PAPIER HOLDNG GMBH                                                                            | Sappi Papier Holding GmbH                                                                                                        | CUSIP: 000000000<br>LEI: 549300XBCUMUR5CI0181 | Long             | DBT              | CORP              | AT        |    160000 | PA      | $147200.00    | 0.02%             | 2032-06-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Toronto-Dominion Bank                                                                               | PURCHASED USD / SOLD DKK                                                                                                         | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |         1 | NC      | $-15754.51    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Mastercard Inc                                                                                      | Mastercard Inc                                                                                                                   | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      2579 | NS      | $955777.40    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| PERFICIENT INC                                                                                      | Perficient Inc                                                                                                                   | CUSIP: 71375UAF8<br>LEI: 549300HTBXKL2755T650 | Long             | DBT              | CORP              | US        |    715000 | PA      | $578721.00    | 0.09%             | 2026-11-15      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OH079G0 IRS USD R F  3.12050 99OH079G0_FIX CCPOIS / Short: S9OH079G0 IRS USD P V 12MSOFR 99OH079G0_FLO CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   2640000 | OU      | $-18239.05    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Republic Services Inc                                                                               | Republic Services Inc                                                                                                            | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       630 | NS      | $78636.60     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| AT&T Inc                                                                                            | AT&T Inc                                                                                                                         | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     17847 | NS      | $363543.39    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| HUNGARY                                                                                             | Hungary Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    361000 | PA      | $226540.50    | 0.04%             | 2051-09-21      | Fixed         | 3.13%                 | Yes           | 2                  | On Loan: No      |
| BAWAG Group AG                                                                                      | BAWAG Group AG                                                                                                                   | CUSIP: 000000000<br>LEI: 529900S9YO2JHTIIDG38 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $197352.57    | 0.03%             | 2025-05-14      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Pernod Ricard SA                                                                                    | Pernod Ricard SA                                                                                                                 | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | EC               | CORP              | FR        |      1616 | NS      | $334360.92    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| First Pacific Co Ltd                                                                                | First Pacific Co Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 254900VS1MDQSDM9DE09 | Long             | EC               | CORP              | BM        |    426000 | NS      | $148871.19    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Shin-Etsu Chemical Co Ltd                                                                           | Shin-Etsu Chemical Co Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |      2900 | NS      | $431941.85    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Booz Allen Hamilton Holding Corp                                                                    | Booz Allen Hamilton Holding Corp                                                                                                 | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |      1324 | NS      | $125303.36    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Japan Metropolitan Fund Invest                                                                      | Japan Metropolitan Fund Invest                                                                                                   | CUSIP: 000000000<br>LEI: 353800QDHNIP60E1LQ93 | Long             | EC               |  | JP        |       386 | NS      | $298518.11    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Aedifica SA                                                                                         | Aedifica SA                                                                                                                      | CUSIP: 000000000<br>LEI: 529900DTKNXL0AXQFN28 | Long             | EC               |  | BE        |      1150 | NS      | $101091.05    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Frasers Logistics & Commercial Trust                                                                | Frasers Logistics & Commercial Trust                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | SG        |    167700 | NS      | $161467.61    | 0.03%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Azul SA                                                                                             | Azul SA                                                                                                                          | CUSIP: 05501U106<br>LEI: 549300Z0MWZ57Q9RR205 | Long             | EC               | CORP              | BR        |     17992 | NS      | $127023.52    | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Intercontinental Exchange, Inc.                                                                     | Long: S8636201  CDS USD R F  1.00000 28636201_FEE CCPCORPORATE / Short: S8636201  CDS USD P V 03MEVENT 28636201_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    250000 | OU      | $-42061.83    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Nishi-Nippon Financial Holdings Inc                                                                 | Nishi-Nippon Financial Holdings Inc                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     43300 | NS      | $361261.88    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Hachijuni Bank Ltd/The                                                                              | Hachijuni Bank Ltd/The                                                                                                           | CUSIP: 000000000<br>LEI: FE70I3MHDCWOZWK19W48 | Long             | EC               | CORP              | JP        |    115000 | NS      | $499575.83    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Amgen Inc                                                                                           | Amgen Inc                                                                                                                        | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       784 | NS      | $197881.60    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                               | CUSIP: 3137F8RM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1652618 | PA      | $282587.33    | 0.04%             | 2051-01-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                                                                                | Bank of America Corp                                                                                                             | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     23343 | NS      | $828209.64    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                                                                           | CUSIP: 77586RAS9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    250000 | PA      | $269444.00    | 0.04%             | 2053-01-17      | Fixed         | 7.63%                 | Yes           | 2                  | On Loan: No      |
| JGC Holdings Corp                                                                                   | JGC Holdings Corp                                                                                                                | CUSIP: 000000000<br>LEI: 5493003WMGG79YLARU68 | Long             | EC               | CORP              | JP        |     19100 | NS      | $249497.95    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Korea Electric Power Corp                                                                           | Korea Electric Power Corp                                                                                                        | CUSIP: 500631106<br>LEI: 988400QG33WS7JEIV602 | Long             | EC               | CORP              | KR        |     11267 | NS      | $90361.34     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Goldman Sachs International                                                                         | 99C173BZ5 PUTNAM                                                                                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | GB        |   2595100 | OU      | $159011.17    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Schneider National Inc                                                                              | Schneider National Inc                                                                                                           | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |      6332 | NS      | $167798.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| SSE PLC                                                                                             | SSE PLC                                                                                                                          | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |     22500 | NS      | $480309.59    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| PETRONAS CAPITAL LTD                                                                                | Petronas Capital Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    903000 | PA      | $763891.54    | 0.12%             | 2032-01-28      | Fixed         | 2.48%                 | Yes           | 2                  | On Loan: No      |
| Toronto-Dominion Bank                                                                               | PURCHASED USD / SOLD JPY                                                                                                         | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |         1 | NC      | $-33694.29    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S9560994  CDS USD R F  5.00000 29560994_FEE CCPCORPORATE / Short: S9560994  CDS USD P V 03MEVENT 29560994_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     50000 | OU      | $2504.01      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Gabriel Resources Ltd                                                                               | Gabriel Resources Ltd                                                                                                            | CUSIP: 361970106<br>LEI: 529900SJTRA2V9AI4361 | Long             | EC               | CORP              | CA        |    852669 | NS      | $134576.30    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B0042267  CDS EUR R V 03MEVENT 30042267_PRO CCPCORPORATE / Short: B0042267  CDS EUR P F  1.00000 30042267_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    200000 | OU      | $17783.68     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America N.A.                                                                                | 99P467LB9 PUTNAM                                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   6164400 | OU      | $291094.56    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| PETRONAS ENERGY CANADA                                                                              | Petronas Energy Canada Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 5493001PEB90YGTDC638 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $224605.17    | 0.03%             | 2028-03-23      | Fixed         | 2.11%                 | Yes           | 2                  | On Loan: No      |
| TANDEM DIABETES CARE INC                                                                            | Tandem Diabetes Care Inc                                                                                                         | CUSIP: 875372AA2<br>LEI: 549300JEPFOD0K4D3I05 | Long             | DBT              | CORP              | US        |    538000 | PA      | $491463.00    | 0.08%             | 2025-05-01      | Fixed         | 1.50%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                                | CUSIP: 3136AN3P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    628088 | PA      | $113858.17    | 0.02%             | 2045-06-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-364.19      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AKBANK TAS                                                                                          | Akbank TAS                                                                                                                       | CUSIP: 000000000<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $189480.00    | 0.03%             | 2025-03-31      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| Essex Property Trust Inc                                                                            | Essex Property Trust Inc                                                                                                         | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               |  | US        |      1264 | NS      | $285752.48    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Cameco Corp                                                                                         | Cameco Corp                                                                                                                      | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |     16149 | NS      | $452333.49    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| EXPORT-IMPORT BK INDIA                                                                              | Export-Import Bank of India                                                                                                      | CUSIP: 30216KAF9<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    316000 | PA      | $255486.00    | 0.04%             | 2031-01-13      | Fixed         | 2.25%                 | Yes           | 2                  | On Loan: No      |
| UMBS, TBA                                                                                           | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F020620<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $840468.75    | 0.13%             | 2053-02-13      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Guangdong Investment Ltd                                                                            | Guangdong Investment Ltd                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     70000 | NS      | $76212.73     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38375U2N9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2542124 | PA      | $117954.55    | 0.02%             | 2067-11-20      | Variable      | 0.03%                 | No            | 2                  | On Loan: No      |
| US Bancorp                                                                                          | US Bancorp                                                                                                                       | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      3373 | NS      | $167975.40    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6206877  CDS EUR R F  1.00000 26206877_FEE CCPCORPORATE / Short: S6206877  CDS EUR P V 03MEVENT 26206877_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    625000 | OU      | $-67506.37    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38375URJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8836703 | PA      | $362870.36    | 0.06%             | 2064-11-20      | Variable      | 1.55%                 | No            | 2                  | On Loan: No      |
| Nippon Prologis REIT Inc                                                                            | Nippon Prologis REIT Inc                                                                                                         | CUSIP: 000000000<br>LEI: 353800PHBMSDLAFURY41 | Long             | EC               |  | JP        |        93 | NS      | $211179.18    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Inpex Corp                                                                                          | Inpex Corp                                                                                                                       | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |     11400 | NS      | $125635.99    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8561962  CDS USD R F  5.00000 28561962_FEE CCPCORPORATE / Short: S8561962  CDS USD P V 03MEVENT 28561962_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    329000 | OU      | $42615.09     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| NMI Holdings Inc                                                                                    | NMI Holdings Inc                                                                                                                 | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     40275 | NS      | $935588.25    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Swisscom AG                                                                                         | Swisscom AG                                                                                                                      | CUSIP: 000000000<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |       437 | NS      | $258240.73    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Campbell Soup Co                                                                                    | Campbell Soup Co                                                                                                                 | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |      3019 | NS      | $156776.67    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Deutsche Telekom AG                                                                                 | Deutsche Telekom AG                                                                                                              | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |      8018 | NS      | $178382.93    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Avantax Inc                                                                                         | Avantax Inc                                                                                                                      | CUSIP: 095229100<br>LEI: 5299001IO03J69IP6L77 | Long             | EC               | CORP              | US        |     22815 | NS      | $664829.10    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Mahindra & Mahindra Ltd                                                                             | Mahindra & Mahindra Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 3358003B573EV4KB4Z02 | Long             | EC               | CORP              | IN        |     44518 | NS      | $750826.64    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Oriental Holdings BHD                                                                               | Oriental Holdings BHD                                                                                                            | CUSIP: 000000000<br>LEI: 549300WBMDZXMUQT2I82 | Long             | EC               | CORP              | MY        |     49867 | NS      | $80876.00     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8619430  CDS USD R F  5.00000 28619430_FEE CCPCORPORATE / Short: S8619430  CDS USD P V 03MEVENT 28619430_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    300000 | OU      | $24040.31     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Spirit Realty Capital Inc                                                                           | Spirit Realty Capital Inc                                                                                                        | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               |  | US        |      4874 | NS      | $213871.12    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| SIG COMBIBLOC PURCHASER                                                                             | SIG Combibloc PurchaseCo Sarl                                                                                                    | CUSIP: 000000000<br>LEI: 549300Q95MWZB4BXB866 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $209243.82    | 0.03%             | 2025-06-18      | Fixed         | 2.13%                 | Yes           | 2                  | On Loan: No      |
| Aldar Properties PJSC                                                                               | Aldar Properties PJSC                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AE        |     99329 | NS      | $118162.54    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| NABORS INDUSTRIES INC                                                                               | Nabors Industries Inc                                                                                                            | CUSIP: 62957HAB1<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |   1497000 | PA      | $1429635.00   | 0.22%             | 2024-01-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: —       |
| Home Depot Inc/The                                                                                  | Home Depot Inc/The                                                                                                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      1401 | NS      | $454162.17    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| IQIYI INC                                                                                           | iQIYI Inc                                                                                                                        | CUSIP: 46267XAE8<br>LEI: 222100XL8T2Q5B8MS302 | Long             | DBT              | CORP              | KY        |   1082000 | PA      | $934848.00    | 0.14%             | 2026-12-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OG139R6 IRS USD R F  3.75250 99OG139R6_FIX CCPOIS / Short: S9OG139R6 IRS USD P V 12MSOFR 99OG139R6_FLO CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   6163000 | OU      | $98189.22     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38376RP83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5317050 | PA      | $240208.38    | 0.04%             | 2066-12-20      | Variable      | 4.17%                 | No            | 2                  | On Loan: No      |
| Kosmos Energy Ltd                                                                                   | Kosmos Energy Ltd                                                                                                                | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |     22558 | NS      | $178433.78    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Alliant Energy Corp                                                                                 | Alliant Energy Corp                                                                                                              | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      2983 | NS      | $161171.49    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Enbridge Inc                                                                                        | Enbridge Inc                                                                                                                     | CUSIP: 29250NAS4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    118000 | PA      | $110244.04    | 0.02%             | 2077-07-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8504896  CDS EUR R F  5.00000 28504896_FEE CCPCORPORATE / Short: S8504896  CDS EUR P V 03MEVENT 28504896_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    100000 | OU      | $13402.01     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CHEESECAKE FACTORY (THE)                                                                            | Cheesecake Factory Inc/The                                                                                                       | CUSIP: 163072AA9<br>LEI: 529900872XMLK10SY247 | Long             | DBT              | CORP              | US        |    664000 | PA      | $577265.00    | 0.09%             | 2026-06-15      | Fixed         | 0.38%                 | No            | 2                  | On Loan: —       |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-192.45      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Schindler Holding AG                                                                                | Schindler Holding AG                                                                                                             | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |      1127 | NS      | $227758.96    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Intel Corp                                                                                          | Intel Corp                                                                                                                       | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     14974 | NS      | $423165.24    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| CENTENE CORP                                                                                        | Centene Corp                                                                                                                     | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    278000 | PA      | $227271.13    | 0.04%             | 2031-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Veolia Environnement SA                                                                             | Veolia Environnement SA                                                                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | EC               | CORP              | FR        |     25751 | NS      | $764160.33    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Knight-Swift Transportation Holdings Inc                                                            | Knight-Swift Transportation Holdings Inc                                                                                         | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2858 | NS      | $168907.80    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                               | CUSIP: 3137FG2T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1305028 | PA      | $179042.11    | 0.03%             | 2048-06-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Bank of America N.A.                                                                                | PURCHASED SEK / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | SE        |         1 | NC      | $-50126.97    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                               | CUSIP: 3137FTXU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1870782 | PA      | $190874.74    | 0.03%             | 2050-06-25      | Floating      | 1.54%                 | No            | 2                  | On Loan: No      |
| Dundee Corp                                                                                         | Dundee Corp                                                                                                                      | CUSIP: 264901109<br>LEI: 549300LX18ZNW1LEMU13 | Long             | EC               | CORP              | CA        |     33422 | NS      | $35166.51     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS AG                                                                                              | PURCHASED USD / SOLD CHF                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-2269.22     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Golden Agri-Resources Ltd                                                                           | Golden Agri-Resources Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 529900GAK9LTNC3IFY40 | Long             | EC               | CORP              | MU        |   3157600 | NS      | $600970.25    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Gazprom PJSC                                                                                        | Gazprom PJSC                                                                                                                     | CUSIP: 000000000<br>LEI: 213800FD9J2IHTA7YX78 | Long             | EC               | CORP              | RU        |    332583 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Raizen SA                                                                                           | Raizen SA                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BR        |    292900 | NS      | $189831.37    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Camden Property Trust                                                                               | Camden Property Trust                                                                                                            | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               |  | US        |      4081 | NS      | $502820.01    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Lizhong Sitong Light Alloys Group Co Ltd                                                            | Lizhong Sitong Light Alloys Group Co Ltd                                                                                         | CUSIP: 000000000<br>LEI: 300300XSPKYWPIWS3N43 | Long             | EC               | CORP              | CN        |     31400 | NS      | $130192.31    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Unibail-Rodamco-Westfield                                                                           | Unibail-Rodamco-Westfield                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | FR        |      1117 | NS      | $72234.66     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Pharmaron Beijing Co Ltd                                                                            | Pharmaron Beijing Co Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 300300JYXHGVS5SNGG54 | Long             | EC               | CORP              | CN        |    102200 | NS      | $748093.87    | 0.12%             |  |  |  | Yes           | 2                  | On Loan: No      |
| SS&C Technologies Holdings Inc                                                                      | SS&C Technologies Holdings Inc                                                                                                   | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |      2638 | NS      | $159203.30    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38382L2F7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2780910 | PA      | $398202.17    | 0.06%             | 2050-10-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Atlas Arteria Ltd                                                                                   | Atlas Arteria Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 254900SGF4ZQDBH2YC59 | Long             | EC               | CORP              | AU        |     96349 | NS      | $469773.43    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Bath & Body Works Inc                                                                               | Bath & Body Works Inc                                                                                                            | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    125000 | PA      | $113920.32    | 0.02%             | 2035-11-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8561952  CDS USD R F  5.00000 28561952_FEE CCPCORPORATE / Short: S8561952  CDS USD P V 03MEVENT 28561952_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    180000 | OU      | $24302.80     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Rio Tinto PLC                                                                                       | Rio Tinto PLC                                                                                                                    | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |      2990 | NS      | $233747.27    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                                                                            | EnLink Midstream Partners LP                                                                                                     | CUSIP: 29336UAC1<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |     71000 | PA      | $59468.89     | 0.01%             | 2044-04-01      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OG459U1 IRS USD R F  4.15650 99OG459U1_FIX CCPOIS / Short: S9OG459U1 IRS USD P V 12MSOFR 99OG459U1_FLO CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   6366000 | OU      | $-11669.45    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                                                              | PURCHASED USD / SOLD CHF                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-111996.62   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| GS Holdings Corp                                                                                    | GS Holdings Corp                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2026 | NS      | $73052.82     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Ryohin Keikaku Co Ltd                                                                               | Ryohin Keikaku Co Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 549300PMNF56J66BY371 | Long             | EC               | CORP              | JP        |     20400 | NS      | $226572.30    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Seino Holdings Co Ltd                                                                               | Seino Holdings Co Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 3538001D12EPCPYTTF24 | Long             | EC               | CORP              | JP        |     45800 | NS      | $457081.69    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| COUPA SOFTWARE INC                                                                                  | Coupa Software Inc                                                                                                               | CUSIP: 22266LAF3<br>LEI: 549300Q95ICR2GFL2K37 | Long             | DBT              | CORP              | US        |    577000 | PA      | $561132.50    | 0.09%             | 2026-06-15      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| Grand Canyon Education Inc                                                                          | Grand Canyon Education Inc                                                                                                       | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |      1352 | NS      | $157589.12    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Lebanese Republic                                                                                   | Lebanon Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |   1365000 | PA      | $85934.94     | 0.01%             | 2028-11-03      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Bouygues SA                                                                                         | Bouygues SA                                                                                                                      | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |      4039 | NS      | $132955.80    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Honda Motor Co Ltd                                                                                  | Honda Motor Co Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |     44500 | NS      | $1103766.80   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B0078285  CDS USD R V 03MEVENT 30078285_PRO CCPCORPORATE / Short: B0078285  CDS USD P F  5.00000 30078285_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    225000 | OU      | $-19839.97    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CN PING AN INSUR OVERSEA                                                                            | China Ping An Insurance Overseas Holdings Ltd                                                                                    | CUSIP: 000000000<br>LEI: 25490058XRCE9DZAMJ79 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $160432.19    | 0.02%             | 2031-08-12      | Fixed         | 2.85%                 | Yes           | 2                  | On Loan: No      |
| Seabridge Gold Inc                                                                                  | Seabridge Gold Inc                                                                                                               | CUSIP: 811916105<br>LEI: 9845003FEO1A66376A92 | Long             | EC               | CORP              | CA        |      9505 | NS      | $125085.80    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                                              | Brazilian Government International Bond                                                                                          | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    384000 | PA      | $281692.33    | 0.04%             | 2050-01-14      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Yum China Holdings Inc                                                                              | Yum China Holdings Inc                                                                                                           | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |     11014 | NS      | $678572.54    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                               | CUSIP: 3137FNKD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2305962 | PA      | $287300.93    | 0.04%             | 2049-09-25      | Floating      | 1.54%                 | No            | 2                  | On Loan: No      |
| Evergy Inc                                                                                          | Evergy Inc                                                                                                                       | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |      1705 | NS      | $106818.25    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Conagra Brands Inc                                                                                  | Conagra Brands Inc                                                                                                               | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      4314 | NS      | $160437.66    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America N.A.                                                                                | 99C465LB7 PUTNAM                                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   6355100 | OU      | $264877.39    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6207770  CDS USD R F  5.00000 26207770_FEE CCPCORPORATE / Short: S6207770  CDS USD P V 03MEVENT 26207770_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    257000 | OU      | $13361.64     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                        | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    225000 | PA      | $209057.15    | 0.03%             | 2027-07-21      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF TURKEY                                                                                  | Turkey Government International Bond                                                                                             | CUSIP: 900123DA5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    263000 | PA      | $216033.46    | 0.03%             | 2031-01-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Eurobank Ergasias Services and Holdings SA                                                          | Eurobank Ergasias Services and Holdings SA                                                                                       | CUSIP: 000000000<br>LEI: JEUVK5RWVJEN8W0C9M24 | Long             | EC               | CORP              | GR        |    164923 | NS      | $223293.38    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF GABON                                                                                   | Gabon Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |    200000 | PA      | $168292.80    | 0.03%             | 2031-11-24      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                                                       | Koninklijke Ahold Delhaize NV                                                                                                    | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |      4689 | NS      | $139737.56    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38380YTT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1002122 | PA      | $84236.81     | 0.01%             | 2048-08-20      | Floating      | 1.76%                 | No            | 2                  | On Loan: No      |
| AptarGroup Inc                                                                                      | AptarGroup Inc                                                                                                                   | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |      1287 | NS      | $148828.68    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| UNITY SOFTWARE INC                                                                                  | Unity Software Inc                                                                                                               | CUSIP: 91332UAB7<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |    293000 | PA      | $225903.00    | 0.04%             | 2026-11-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| PENNYMAC CORP                                                                                       | PennyMac Corp                                                                                                                    | CUSIP: 70932AAD5<br>LEI: EWN0I878407TKQNXZ933 | Long             | DBT              | CORP              | US        |   2634000 | PA      | $2436450.00   | 0.38%             | 2024-11-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38381BW42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1142745 | PA      | $86204.44     | 0.01%             | 2049-01-20      | Floating      | 1.56%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                                | CUSIP: 3136BNSV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6969612 | PA      | $485742.92    | 0.08%             | 2052-07-25      | Floating      | 1.09%                 | No            | 2                  | On Loan: No      |
| Western Copper & Gold Corp                                                                          | Western Copper & Gold Corp                                                                                                       | CUSIP: 95805V108<br>LEI: 529900DF4NXAM6X99014 | Long             | EC               | CORP              | CA        |     31468 | NS      | $57470.40     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Abbott Laboratories                                                                                 | Abbott Laboratories                                                                                                              | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      2502 | NS      | $276596.10    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6207604  CDS USD R F  1.00000 26207604_FEE CCPCORPORATE / Short: S6207604  CDS USD P V 03MEVENT 26207604_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    785000 | OU      | $-16268.65    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6283316  CDS USD R F  1.00000 26283316_FEE CCPCORPORATE / Short: S6283316  CDS USD P V 03MEVENT 26283316_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    250000 | OU      | $-36415.75    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America N.A.                                                                                | PURCHASED CHF / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CH        |         1 | NC      | $1486.74      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FedEx Corp                                                                                          | FedEx Corp                                                                                                                       | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       735 | NS      | $142487.10    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Citibank N.A.                                                                                       | 99C660DZ9 PUTNAM                                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |   9564100 | OU      | $83094.91     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Autoliv Inc                                                                                         | Autoliv Inc                                                                                                                      | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |     13676 | NS      | $1259833.12   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| NAC Kazatomprom JSC                                                                                 | NAC Kazatomprom JSC                                                                                                              | CUSIP: 63253R201<br>LEI: 5493008JG5TXJP2JSY44 | Long             | EC               | CORP              | KZ        |     25425 | NS      | $745656.47    | 0.12%             |  |  |  | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-166162.47   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B9OF669Y1 IRS USD R V 12MSOFR 99OF669Y1_FLO CCPOIS / Short: B9OF669Y1 IRS USD P F  3.46800 99OF669Y1_FIX CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   2683000 | OU      | $-59795.06    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Kajima Corp                                                                                         | Kajima Corp                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     50900 | NS      | $625318.29    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| West Japan Railway Co                                                                               | West Japan Railway Co                                                                                                            | CUSIP: 000000000<br>LEI: 353800QGUXHZ7EBCR121 | Long             | EC               | CORP              | JP        |      4300 | NS      | $179929.96    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                                            | Saudi Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    273000 | PA      | $199290.00    | 0.03%             | 2051-11-17      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| ALTICE FINANCING SA                                                                                 | Altice Financing SA                                                                                                              | CUSIP: 000000000<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    263000 | PA      | $230488.54    | 0.04%             | 2029-08-15      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6188142  CDS EUR R F  1.00000 26188142_FEE CCPCORPORATE / Short: S6188142  CDS EUR P V 03MEVENT 26188142_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    100000 | OU      | $-653.84      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                                | CUSIP: 3136B2W57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2546892 | PA      | $313259.35    | 0.05%             | 2048-09-25      | Floating      | 1.69%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: 26225730  CDS EUR R F  5.00000 CDS GS 20270620 L / Short: 26225730  CDS EUR P V 03MEVENT CDS GS 20270620 S                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    175000 | OU      | $26032.32     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bechtle AG                                                                                          | Bechtle AG                                                                                                                       | CUSIP: 000000000<br>LEI: 529900HA2QT774RUXW59 | Long             | EC               | CORP              | DE        |     12370 | NS      | $519421.05    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| LA BANQUE POSTALE                                                                                   | La Banque Postale SA                                                                                                             | CUSIP: 000000000<br>LEI: 96950066U5XAAIRCPA78 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $316904.32    | 0.05%             | 2028-11-20      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                                | CUSIP: 31398PJU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    850314 | PA      | $107435.48    | 0.02%             | 2040-04-25      | Floating      | 1.89%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S0025437  CDS USD R F  5.00000 30025437_FEE CCPCORPORATE / Short: S0025437  CDS USD P V 03MEVENT 30025437_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    120000 | OU      | $6009.62      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Polyus PJSC                                                                                         | Polyus PJSC                                                                                                                      | CUSIP: 000000000<br>LEI: 549300FUXVT7TF6ZKV71 | Long             | EC               | CORP              | RU        |      4869 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Parker-Hannifin Corp                                                                                | Parker-Hannifin Corp                                                                                                             | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       470 | NS      | $153220.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: BSPKK09R1 CDS USD R V 03MEVENT GOC051715_PRO CCPCDX / Short: BSPKK09R1 CDS USD P F  5.00000 GOC051715_FEE CCPCDX           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   7100000 | OU      | $-195484.30   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6628510  CDS USD R F  5.00000 26628510_FEE CCPCORPORATE / Short: S6628510  CDS USD P V 03MEVENT 26628510_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     52000 | OU      | $1695.38      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Lonza Group AG                                                                                      | Lonza Group AG                                                                                                                   | CUSIP: 000000000<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |      1438 | NS      | $820918.19    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                                | CUSIP: 3136B9Y68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3467571 | PA      | $333731.90    | 0.05%             | 2050-06-25      | Floating      | 1.59%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S0059415  CDS USD R F  5.00000 30059415_FEE CCPCDX / Short: S0059415  CDS USD P V 03MEVENT 30059415_PRO CCPCDX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    125000 | OU      | $3449.25      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Stolt-Nielsen Ltd                                                                                   | Stolt-Nielsen Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 213800VZX4LWJSGRLR94 | Long             | EC               | CORP              | BM        |      2789 | NS      | $73305.14     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CSX Corp                                                                                            | CSX Corp                                                                                                                         | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     34964 | NS      | $1081086.88   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| United Utilities Group PLC                                                                          | United Utilities Group PLC                                                                                                       | CUSIP: 000000000<br>LEI: 2138002IEYQAOC88ZJ59 | Long             | EC               | CORP              | GB        |     10219 | NS      | $133605.91    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| OX2 AB                                                                                              | OX2 AB                                                                                                                           | CUSIP: 000000000<br>LEI: 549300DSDIWP6USPXU21 | Long             | EC               | CORP              | SE        |     13122 | NS      | $101041.84    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                                | CUSIP: 3136A1D44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    913744 | PA      | $95193.81     | 0.01%             | 2041-10-25      | Floating      | 1.39%                 | No            | 2                  | On Loan: No      |
| CAE Inc                                                                                             | CAE Inc                                                                                                                          | CUSIP: 124765108<br>LEI: 549300FFM2BEH2GF1E44 | Long             | EC               | CORP              | CA        |     14985 | NS      | $338430.91    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| LG Corp                                                                                             | LG Corp                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      6237 | NS      | $421127.98    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38376RVD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5202698 | PA      | $279312.04    | 0.04%             | 2066-04-20      | Variable      | 0.40%                 | No            | 2                  | On Loan: No      |
| Credit Saison Co Ltd                                                                                | Credit Saison Co Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 529900SV58ZWTGRH3A66 | Long             | EC               | CORP              | JP        |     61100 | NS      | $801986.08    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                                                             | El Salvador Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    374000 | PA      | $195367.34    | 0.03%             | 2052-07-15      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                                            | Saudi Government International Bond                                                                                              | CUSIP: 80413TBE8<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    220000 | PA      | $209602.80    | 0.03%             | 2053-01-18      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38375B3X8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    580556 | PA      | $17490.99     | 0.00%             | 2063-03-20      | Variable      | 1.47%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6126974  CDS USD R F  5.00000 26126974_FEE CCPCORPORATE / Short: S6126974  CDS USD P V 03MEVENT 26126974_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    250000 | OU      | $9035.04      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Lloyds Bank Corporate Markets PLC                                                                   | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 213800MBWEIJDM5CU638 | N/A              | DFE              |  | US        |         1 | NC      | $-40.69       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA N.A.                                                                                  | PURCHASED USD / SOLD JPY                                                                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-33812.92    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Kinder Morgan Inc                                                                                   | Kinder Morgan Inc                                                                                                                | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     12288 | NS      | $224870.40    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Commonwealth Bank of Australia                                                                      | PURCHASED USD / SOLD DKK                                                                                                         | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | N/A              | DFE              |  | US        |         1 | NC      | $-15054.97    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                                                              | Orbia Advance Corp SAB de CV                                                                                                     | CUSIP: 000000000<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $161368.00    | 0.03%             | 2031-05-11      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: No      |
| Signify NV                                                                                          | Signify NV                                                                                                                       | CUSIP: 000000000<br>LEI: 549300072P3J1X8NZO35 | Long             | EC               | CORP              | NL        |     29498 | NS      | $1064981.78   | 0.17%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                         | Goldman Sachs Group Inc/The                                                                                                      | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       529 | NS      | $193513.49    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B9OG459K3 IRS USD R V 12MSOFR 99OG459K3_FLO CCPOIS / Short: B9OG459K3 IRS USD P F  3.27200 99OG459K3_FIX CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   2002000 | OU      | $-11731.46    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| FALABELLA SA                                                                                        | Falabella SA                                                                                                                     | CUSIP: 000000000<br>LEI: 5493004CKJQ7H391LM41 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $162500.00    | 0.03%             | 2032-01-15      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B7457995  CDS USD R V 03MEVENT 27457995_PRO CCPCORPORATE / Short: B7457995  CDS USD P F  1.00000 27457995_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     50000 | OU      | $13481.91     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                                | Cleveland-Cliffs Inc                                                                                                             | CUSIP: 185899AM3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     72000 | PA      | $71202.19     | 0.01%             | 2027-03-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38375BPP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3098605 | PA      | $83925.72     | 0.01%             | 2062-01-20      | Variable      | 1.25%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF CHILE                                                                                   | Chile Government International Bond                                                                                              | CUSIP: 168863DT2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1359000 | PA      | $1106768.96   | 0.17%             | 2033-07-27      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| STATE OF ISRAEL                                                                                     | Israel Government International Bond                                                                                             | CUSIP: 46514BRA7<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    215000 | PA      | $215197.80    | 0.03%             | 2033-01-17      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38380F6V3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    757987 | PA      | $69451.12     | 0.01%             | 2046-08-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| HSBC Bank USA N.A.                                                                                  | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | XX        |         1 | NC      | $63673.26     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B9OG909Q6 IRS USD R V 12MSOFR 99OG909Q6_FLO CCPOIS / Short: B9OG909Q6 IRS USD P F  2.97250 99OG909Q6_FIX CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    905000 | OU      | $-3254.10     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Fission Uranium Corp                                                                                | Fission Uranium Corp                                                                                                             | CUSIP: 33812R109<br>LEI: 529900CBYH3A7AK6P676 | Long             | EC               | CORP              | CA        |    283216 | NS      | $185185.01    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S9400237  CDS USD R F  5.00000 29400237_FEE CCPCDX / Short: S9400237  CDS USD P V 03MEVENT 29400237_PRO CCPCDX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    100000 | OU      | $2759.40      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RINGCENTRAL INC                                                                                     | RingCentral Inc                                                                                                                  | CUSIP: 76680RAF4<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |   1951000 | PA      | $1705905.63   | 0.26%             | 2025-03-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Freeport-McMoRan Inc                                                                                | Freeport-McMoRan Inc                                                                                                             | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     14229 | NS      | $634897.98    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                               | CUSIP: 3137FNG61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1861365 | PA      | $177868.48    | 0.03%             | 2049-09-25      | Floating      | 1.54%                 | No            | 2                  | On Loan: No      |
| CenterPoint Energy Inc                                                                              | CenterPoint Energy Inc                                                                                                           | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      4922 | NS      | $148250.64    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Mitsubishi Estate Co Ltd                                                                            | Mitsubishi Estate Co Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 353800KOFMRGOXSJ5Z65 | Long             | EC               | CORP              | JP        |     96099 | NS      | $1239429.22   | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF POLAND                                                                                  | Republic of Poland Government International Bond                                                                                 | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    182000 | PA      | $196614.60    | 0.03%             | 2032-11-16      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S0058654  CDS EUR R F  5.00000 30058654_FEE CCPITRAXX / Short: S0058654  CDS EUR P V 03MEVENT 30058654_PRO CCPITRAXX       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    187000 | OU      | $6802.33      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| VNET GROUP INC                                                                                      | Vnet Group Inc                                                                                                                   | CUSIP: 90138VAB3<br>LEI: 529900672GYJQ3T38I58 | Long             | DBT              | CORP              | KY        |    542000 | PA      | $465578.00    | 0.07%             | 2026-02-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                                            | Uruguay Government International Bond                                                                                            | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    559437 | PA      | $618842.05    | 0.10%             | 2034-10-28      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| IBERCAJA BANCO SA                                                                                   | Ibercaja Banco SA                                                                                                                | CUSIP: 000000000<br>LEI: 549300OLBL49CW8CT155 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $98944.16     | 0.02%             | 2030-07-23      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| Hokuhoku Financial Group Inc                                                                        | Hokuhoku Financial Group Inc                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7000 | NS      | $55414.11     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| AvalonBay Communities Inc                                                                           | AvalonBay Communities Inc                                                                                                        | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               |  | US        |       707 | NS      | $125450.08    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| JTEKT Corp                                                                                          | JTEKT Corp                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     93100 | NS      | $690734.74    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| SUMMIT DIGITEL INFRASTR                                                                             | Summit Digitel Infrastructure Ltd                                                                                                | CUSIP: 000000000<br>LEI: 3358004TNI1SSIQ9BQ37 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $159630.96    | 0.02%             | 2031-08-12      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                                | CUSIP: 3136BKU26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4895326 | PA      | $698595.30    | 0.11%             | 2052-01-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OG909L7 IRS USD R F  4.11700 99OG909L7_FIX CCPOIS / Short: S9OG909L7 IRS USD P V 12MSOFR 99OG909L7_FLO CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |  10600000 | OU      | $-25723.44    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8207653  CDS USD R F  5.00000 28207653_FEE CCPCDX / Short: S8207653  CDS USD P V 03MEVENT 28207653_PRO CCPCDX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     49500 | OU      | $1955.17      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B9OF549K7 IRS USD R V 12MSOFR 99OF549K7_FLO CCPOIS / Short: B9OF549K7 IRS USD P F  4.10000 99OF549K7_FIX CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |  47028000 | OU      | $22620.47     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                                                 | Sumitomo Mitsui Financial Group Inc                                                                                              | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |     35900 | NS      | $1562161.78   | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| Vale SA                                                                                             | Vale SA                                                                                                                          | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |     51572 | NS      | $963364.96    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                                                                             | Pakistan Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    502000 | PA      | $208731.60    | 0.03%             | 2031-04-08      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| China Tourism Group Duty Free Corp Ltd                                                              | China Tourism Group Duty Free Corp Ltd                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     13800 | NS      | $424177.70    | 0.07%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Bank of America N.A.                                                                                | PURCHASED CAD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CA        |         1 | NC      | $96263.96     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                                               | Argentine Republic Government International Bond                                                                                 | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1378017 | PA      | $468841.11    | 0.07%             | 2041-07-09      | Variable      | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                               | CUSIP: 3137F2BQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    593868 | PA      | $68830.60     | 0.01%             | 2047-07-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BALL CORP                                                                                           | Ball Corp                                                                                                                        | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    250000 | PA      | $204930.85    | 0.03%             | 2030-08-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Kuaishou Technology                                                                                 | Kuaishou Technology                                                                                                              | CUSIP: 000000000<br>LEI: 300300FCDZBE6UP9ED24 | Long             | EC               | CORP              | KY        |     66300 | NS      | $580422.05    | 0.09%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Trip.com Group Ltd                                                                                  | Trip.com Group Ltd                                                                                                               | CUSIP: 89677Q107<br>LEI: 2549004RMYDSRQL4KW41 | Long             | EC               | CORP              | KY        |     29196 | NS      | $1073244.96   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| SPCM SA                                                                                             | SPCM SA                                                                                                                          | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $176073.94    | 0.03%             | 2027-03-15      | Fixed         | 3.13%                 | Yes           | 2                  | On Loan: No      |
| Suofeiya Home Collection Co Ltd                                                                     | Suofeiya Home Collection Co Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 3003001LPW6QB75C7439 | Long             | EC               | CORP              | CN        |     66400 | NS      | $206421.61    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF ANGOLA                                                                                  | Angolan Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    528000 | PA      | $487697.76    | 0.08%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Bill                                                                                                      | CUSIP: 912796T33<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1847000 | PA      | $1842069.44   | 0.29%             | 2023-02-23      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Givaudan SA                                                                                         | Givaudan SA                                                                                                                      | CUSIP: 000000000<br>LEI: 213800SVRMQA1TD91D41 | Long             | EC               | CORP              | CH        |        57 | NS      | $185005.88    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| WH Group Ltd                                                                                        | WH Group Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |    317000 | NS      | $194856.83    | 0.03%             |  |  |  | Yes           | 2                  | On Loan: No      |
| International Paper Co                                                                              | International Paper Co                                                                                                           | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      3150 | NS      | $131733.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38381XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2850700 | PA      | $244627.37    | 0.04%             | 2049-07-20      | Floating      | 1.61%                 | No            | 2                  | On Loan: No      |
| Itau Unibanco Holding SA                                                                            | Itau Unibanco Holding SA                                                                                                         | CUSIP: 465562106<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EC               | CORP              | BR        |     64838 | NS      | $322893.24    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                                | CUSIP: 3136B4JX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    580098 | PA      | $32319.12     | 0.01%             | 2049-03-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| FirstEnergy Corp                                                                                    | FirstEnergy Corp                                                                                                                 | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      7483 | NS      | $306428.85    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| PHA Co Ltd                                                                                          | PHA Co Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      8879 | NS      | $52135.36     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6408587  CDS USD R F  5.00000 26408587_FEE CCPCORPORATE / Short: S6408587  CDS USD P V 03MEVENT 26408587_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     97000 | OU      | $3358.31      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38375ASD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1556437 | PA      | $284163.04    | 0.04%             | 2039-12-16      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Swiss Re AG                                                                                         | Swiss Re AG                                                                                                                      | CUSIP: 000000000<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |      6859 | NS      | $717401.62    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Zurich Insurance Group AG                                                                           | Zurich Insurance Group AG                                                                                                        | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |       382 | NS      | $188927.62    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Analog Devices Inc                                                                                  | Analog Devices Inc                                                                                                               | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      1161 | NS      | $199076.67    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Danone SA                                                                                           | Danone SA                                                                                                                        | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |     22556 | NS      | $1234385.65   | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8562023  CDS USD R V 03MEVENT 28562023_PRO CCPCORPORATE / Short: B8562023  CDS USD P F  1.00000 28562023_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    450000 | OU      | $121337.21    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Roche Holding AG                                                                                    | Roche Holding AG                                                                                                                 | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       453 | NS      | $165424.40    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Allfunds Group Plc                                                                                  | Allfunds Group Plc                                                                                                               | CUSIP: 000000000<br>LEI: 9598005U8TZQ8Q64SC71 | Long             | EC               | CORP              | GB        |     39379 | NS      | $314807.50    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Charles Schwab Corp/The                                                                             | Charles Schwab Corp/The                                                                                                          | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      7863 | NS      | $608753.46    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Illinois Tool Works Inc                                                                             | Illinois Tool Works Inc                                                                                                          | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |       620 | NS      | $146344.80    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S9315152  CDS USD R F  5.00000 29315152_FEE CCPCDX / Short: S9315152  CDS USD P V 03MEVENT 29315152_PRO CCPCDX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    173000 | OU      | $4773.77      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                                | CUSIP: 3136B47M4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1083990 | PA      | $95554.57     | 0.01%             | 2049-08-25      | Floating      | 1.54%                 | No            | 2                  | On Loan: No      |
| Kasikornbank PCL                                                                                    | Kasikornbank PCL                                                                                                                 | CUSIP: 000000000<br>LEI: 5493004COSQ54937AW41 | Long             | EC               | CORP              | TH        |     65800 | NS      | $289748.98    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38382PB43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1733087 | PA      | $251656.95    | 0.04%             | 2051-03-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Aflac Inc                                                                                           | Aflac Inc                                                                                                                        | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      3357 | NS      | $246739.50    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                                            | Altice France Holding SA                                                                                                         | CUSIP: 000000000<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |    307000 | PA      | $224617.21    | 0.03%             | 2028-02-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| HOPE BANCORP INC                                                                                    | Hope Bancorp Inc                                                                                                                 | CUSIP: 43940TAB5<br>LEI: 549300UTF4QGMBHIZ219 | Long             | DBT              | CORP              | US        |   2247000 | PA      | $2199813.00   | 0.34%             | 2038-05-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Silergy Corp                                                                                        | Silergy Corp                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      6000 | NS      | $122280.33    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| NexGen Energy Ltd                                                                                   | NexGen Energy Ltd                                                                                                                | CUSIP: 65340P106<br>LEI: 529900N0IXNXB3IP7F06 | Long             | EC               | CORP              | CA        |     70640 | NS      | $340843.11    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Eversource Energy                                                                                   | Eversource Energy                                                                                                                | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |      1588 | NS      | $130740.04    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| UMBS, TBA                                                                                           | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F050635<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  44000000 | PA      | $44137499.56  | 6.84%             | 2053-03-13      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Duke Energy Corp                                                                                    | Duke Energy Corp                                                                                                                 | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      7622 | NS      | $780873.90    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Allianz SE                                                                                          | Allianz SE                                                                                                                       | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |       764 | NS      | $182262.21    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                                | CUSIP: 3136B9YF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3820145 | PA      | $679177.11    | 0.11%             | 2050-05-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Meta Platforms Inc                                                                                  | Meta Platforms Inc                                                                                                               | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      1774 | NS      | $264272.78    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| MARKS & SPENCER PLC                                                                                 | Marks & Spencer PLC                                                                                                              | CUSIP: 000000000<br>LEI: 213800CN1RI3UCIZWB95 | Long             | DBT              | CORP              | GB        |    267000 | PA      | $301103.75    | 0.05%             | 2027-07-10      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Pfizer Inc                                                                                          | Pfizer Inc                                                                                                                       | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      9564 | NS      | $422346.24    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| E.ON SE                                                                                             | E.ON SE                                                                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |     13569 | NS      | $147434.55    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Hera SpA                                                                                            | Hera SpA                                                                                                                         | CUSIP: 000000000<br>LEI: 8156009414FD99443B48 | Long             | EC               | CORP              | IT        |     16895 | NS      | $48521.60     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38379HFK6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2274700 | PA      | $446328.86    | 0.07%             | 2044-12-16      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Aena SME SA                                                                                         | Aena SME SA                                                                                                                      | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |      5607 | NS      | $841020.28    | 0.13%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Bank of America N.A.                                                                                | PURCHASED CAD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CA        |         1 | NC      | $440.22       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Avnet Inc                                                                                           | Avnet Inc                                                                                                                        | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |      3370 | NS      | $154615.60    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                               | CUSIP: 3137FVLY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1364139 | PA      | $193962.67    | 0.03%             | 2050-08-25      | Floating      | 1.59%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                                                                        | UBS Group AG                                                                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |     44342 | NS      | $944144.54    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Verizon Communications Inc                                                                          | Verizon Communications Inc                                                                                                       | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     11622 | NS      | $483126.54    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Assicurazioni Generali SpA                                                                          | Assicurazioni Generali SpA                                                                                                       | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |      6918 | NS      | $134845.27    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| ONE Gas Inc                                                                                         | ONE Gas Inc                                                                                                                      | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |       552 | NS      | $45462.72     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                                | CUSIP: 3136BCFW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3758435 | PA      | $577556.38    | 0.09%             | 2050-10-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Oracle Corp                                                                                         | Oracle Corp                                                                                                                      | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      1911 | NS      | $169047.06    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| UCB SA                                                                                              | UCB SA                                                                                                                           | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |      1830 | NS      | $150130.25    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Experian PLC                                                                                        | Experian PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | JE        |      4117 | NS      | $150519.35    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                                | CUSIP: 3136BAML5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3092577 | PA      | $336915.80    | 0.05%             | 2050-06-25      | Floating      | 1.56%                 | No            | 2                  | On Loan: No      |
| Makita Corp                                                                                         | Makita Corp                                                                                                                      | CUSIP: 000000000<br>LEI: 529900CDR9E94BCM6294 | Long             | EC               | CORP              | JP        |     33200 | NS      | $886831.06    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| CELLNEX TELECOM SA                                                                                  | Cellnex Telecom SA                                                                                                               | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |    300000 | PA      | $270746.61    | 0.04%             | 2031-11-20      | Fixed         | 0.75%                 | Yes           | 2                  | On Loan: No      |
| LAGARDERE SCA                                                                                       | Lagardere SA                                                                                                                     | CUSIP: 000000000<br>LEI: 969500VX2NV2AQQ65G45 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $104600.17    | 0.02%             | 2027-10-07      | Fixed         | 1.75%                 | Yes           | 2                  | On Loan: No      |
| Shanghai Electric Group Co Ltd                                                                      | Shanghai Electric Group Co Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 529900WHVV4GODE91T37 | Long             | EC               | CORP              | CN        |    600000 | NS      | $141819.73    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Aoyama Trading Co Ltd                                                                               | Aoyama Trading Co Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 549300FYZLM486BSOQ14 | Long             | EC               | CORP              | JP        |     15600 | NS      | $109126.67    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B9314535  CDS USD R V 03MEVENT 29314535_PRO CCPCORPORATE / Short: B9314535  CDS USD P F  5.00000 29314535_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    150000 | OU      | $-4287.42     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EQT AB                                                                                              | EQT AB                                                                                                                           | CUSIP: 000000000<br>LEI: 213800U7P9GOIRKCTB34 | Long             | EC               | CORP              | SE        |     26065 | NS      | $587884.18    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| North Pacific Bank Ltd                                                                              | North Pacific Bank Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 549300A1ZLTL4KX3DZ92 | Long             | EC               | CORP              | JP        |     72600 | NS      | $157303.96    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| NUVASIVE INC                                                                                        | NuVasive Inc                                                                                                                     | CUSIP: 670704AJ4<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | DBT              | CORP              | US        |   2058000 | PA      | $1836765.00   | 0.28%             | 2025-03-15      | Fixed         | 0.38%                 | No            | 2                  | On Loan: —       |
| CF Industries Inc                                                                                   | CF Industries Inc                                                                                                                | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27695.93     | 0.00%             | 2034-03-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| VTR COMUNICACIONES SPA                                                                              | VTR Comunicaciones SpA                                                                                                           | CUSIP: 000000000<br>LEI: 213800XDZJKMC1AEUV94 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $131704.00    | 0.02%             | 2029-04-15      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| Euronext Eqf, Equities And Indices Derivatives                                                      | AMSTERDAM IDX FUT FEB23                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | NL        |         4 | NC      | $-3064.32     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Globe Life Inc                                                                                      | Globe Life Inc                                                                                                                   | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |      1420 | NS      | $171607.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| EMS-Chemie Holding AG                                                                               | EMS-Chemie Holding AG                                                                                                            | CUSIP: 000000000<br>LEI: 529900G1XFTGSE0DIX60 | Long             | EC               | CORP              | CH        |       200 | NS      | $148766.63    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B0059422  CDS USD R V 03MEVENT 30059422_PRO CCPCORPORATE / Short: B0059422  CDS USD P F  5.00000 30059422_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    125000 | OU      | $-4075.44     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8561957  CDS USD R F  5.00000 28561957_FEE CCPCORPORATE / Short: S8561957  CDS USD P V 03MEVENT 28561957_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    400000 | OU      | $-92660.29    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Hyundai Motor Co                                                                                    | Hyundai Motor Co                                                                                                                 | CUSIP: 000000000<br>LEI: 9884004RQX8PRBXQ8S60 | Long             | EP               | CORP              | KR        |      1074 | NS      | $75250.17     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Avery Dennison Corp                                                                                 | Avery Dennison Corp                                                                                                              | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |       818 | NS      | $154961.92    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38382DTH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2159560 | PA      | $259089.06    | 0.04%             | 2050-03-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| LANXESS AG                                                                                          | LANXESS AG                                                                                                                       | CUSIP: 000000000<br>LEI: 529900PTLRE72EMYIJ77 | Long             | EC               | CORP              | DE        |      6687 | NS      | $332137.27    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Eiffage SA                                                                                          | Eiffage SA                                                                                                                       | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |      1422 | NS      | $151679.11    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B0077538  CDS USD R V 03MEVENT 30077538_PRO CCPCORPORATE / Short: B0077538  CDS USD P F  1.00000 30077538_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    324000 | OU      | $-4444.29     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Nippon Steel Corp                                                                                   | Nippon Steel Corp                                                                                                                | CUSIP: 000000000<br>LEI: 35380065QWQ4U2V3PA33 | Long             | EC               | CORP              | JP        |     51400 | NS      | $1069809.62   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Autodesk Inc                                                                                        | Autodesk Inc                                                                                                                     | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      1623 | NS      | $349204.68    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Nasdaq Stockholm AB                                                                                 | OMXS30 IND FUTURE FEB23                                                                                                          | CUSIP: 000000000<br>LEI: 549300KBQIVNEJEZVL96 | N/A              | DE               |  | SE        |        16 | NC      | $-3102.94     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MTN Group Ltd                                                                                       | MTN Group Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 2549009JD6Q6XHZS5E05 | Long             | EC               | CORP              | ZA        |     29257 | NS      | $247489.49    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                                | CUSIP: 3136AEHN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    221158 | PA      | $8489.76      | 0.00%             | 2041-06-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| IQVIA INC                                                                                           | IQVIA Inc                                                                                                                        | CUSIP: 000000000<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    248000 | PA      | $226165.10    | 0.04%             | 2029-03-15      | Fixed         | 2.25%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                                | CUSIP: 3136B5VK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1382487 | PA      | $166018.67    | 0.03%             | 2049-08-25      | Floating      | 1.54%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8695507  CDS USD R V 03MEVENT 28695507_PRO CCPCDX / Short: B8695507  CDS USD P F  5.00000 28695507_FEE CCPCDX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    341550 | OU      | $-13490.64    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Ivanhoe Mines Ltd                                                                                   | Ivanhoe Mines Ltd                                                                                                                | CUSIP: 46579R104<br>LEI: 5299006XZISURYIA4G32 | Long             | EC               | CORP              | CA        |     90590 | NS      | $851057.83    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Softcat PLC                                                                                         | Softcat PLC                                                                                                                      | CUSIP: 000000000<br>LEI: 213800N42YZLR9GLVC42 | Long             | EC               | CORP              | GB        |     24374 | NS      | $363827.01    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B9OG909T0 IRS USD R V 12MSOFR 99OG909T0_FLO CCPOIS / Short: B9OG909T0 IRS USD P F  3.00700 99OG909T0_FIX CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    674000 | OU      | $-6975.51     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Aalberts NV                                                                                         | Aalberts NV                                                                                                                      | CUSIP: 000000000<br>LEI: 549300EMP9DT6Q35HZ31 | Long             | EC               | CORP              | NL        |      3483 | NS      | $164799.30    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Ferrari NV                                                                                          | Ferrari NV                                                                                                                       | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | NL        |       627 | NS      | $156352.84    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Flowers Foods Inc                                                                                   | Flowers Foods Inc                                                                                                                | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |      4941 | NS      | $136816.29    | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Allstate Corp/The                                                                                   | Allstate Corp/The                                                                                                                | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      1249 | NS      | $160459.03    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America N.A.                                                                                | PURCHASED USD / SOLD JPY                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-33483.14    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                                                                   | EURO STOXX 50 MAR23                                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        26 | NC      | $55373.58     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Moncler SpA                                                                                         | Moncler SpA                                                                                                                      | CUSIP: 000000000<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |     12463 | NS      | $780800.97    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Red Electrica Corp SA                                                                               | Red Electrica Corp SA                                                                                                            | CUSIP: 000000000<br>LEI: 5493009HMD0C90GUV498 | Long             | EC               | CORP              | ES        |      7131 | NS      | $126385.94    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Landstar System Inc                                                                                 | Landstar System Inc                                                                                                              | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |       974 | NS      | $168336.42    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Hyster-Yale Materials Handling Inc                                                                  | Hyster-Yale Materials Handling Inc                                                                                               | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1973 | NS      | $63984.39     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| HUNGARY                                                                                             | Hungary Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    259000 | PA      | $200155.20    | 0.03%             | 2031-09-22      | Fixed         | 2.13%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38376R7A8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    323489 | PA      | $27435.76     | 0.00%             | 2067-09-20      | Variable      | 0.57%                 | No            | 2                  | On Loan: No      |
| Dover Corp                                                                                          | Dover Corp                                                                                                                       | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |       991 | NS      | $150463.53    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Royal Bank of Canada                                                                                | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | XX        |         1 | NC      | $59045.15     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Sendas Distribuidora SA                                                                             | Sendas Distribuidora SA                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     11167 | NS      | $43226.67     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| AmerisourceBergen Corp                                                                              | AmerisourceBergen Corp                                                                                                           | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       832 | NS      | $140574.72    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Assura PLC                                                                                          | Assura PLC                                                                                                                       | CUSIP: 000000000<br>LEI: 21380026T19N2Y52XF72 | Long             | EC               |  | GB        |    116188 | NS      | $80130.19     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Boyd Gaming Corp                                                                                    | Boyd Gaming Corp                                                                                                                 | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |      2321 | NS      | $144621.51    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B0059175  CDS EUR R V 03MEVENT 30059175_PRO CCPCORPORATE / Short: B0059175  CDS EUR P F  5.00000 30059175_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    250000 | OU      | $-45021.29    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S0041489  CDS EUR R F  5.00000 30041489_FEE CCPCORPORATE / Short: S0041489  CDS EUR P V 03MEVENT 30041489_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    508000 | OU      | $86031.81     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ILLUMINA INC                                                                                        | Illumina Inc                                                                                                                     | CUSIP: 452327AK5<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1602880.79   | 0.25%             | 2023-08-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| OSG Corp                                                                                            | OSG Corp                                                                                                                         | CUSIP: 000000000<br>LEI: 353800IWJAOVAFO6X450 | Long             | EC               | CORP              | JP        |     23000 | NS      | $361024.86    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| TAYLOR MORRISON COMM                                                                                | Taylor Morrison Communities Inc                                                                                                  | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    255000 | PA      | $233197.50    | 0.04%             | 2030-08-01      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| Republic of Turkey                                                                                  | Turkey Government International Bond                                                                                             | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    571000 | PA      | $381002.03    | 0.06%             | 2047-05-11      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B7833219  CDS USD R V 03MEVENT 27833219_PRO CCPCORPORATE / Short: B7833219  CDS USD P F  5.00000 27833219_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    100000 | OU      | $-15688.62    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B0077807  CDS USD R V 03MEVENT 30077807_PRO CCPCORPORATE / Short: B0077807  CDS USD P F  5.00000 30077807_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    843000 | OU      | $-91703.24    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| VZ VENDOR FINANCING                                                                                 | VZ Vendor Financing II BV                                                                                                        | CUSIP: 000000000<br>LEI: 724500DRKUUR3GFOSK76 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $256023.90    | 0.04%             | 2029-01-15      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38376R2C9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1151158 | PA      | $53668.12     | 0.01%             | 2067-02-20      | Variable      | 2.42%                 | No            | 2                  | On Loan: No      |
| Bank of America N.A.                                                                                | 99P479LB4 PUTNAM                                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   5220700 | OU      | $230962.25    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| SPCM SA                                                                                             | SPCM SA                                                                                                                          | CUSIP: 7846ELAE7<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $169300.00    | 0.03%             | 2030-03-15      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38381XAJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2528502 | PA      | $226340.16    | 0.04%             | 2049-07-20      | Floating      | 1.61%                 | No            | 2                  | On Loan: No      |
| Roper Technologies Inc                                                                              | Roper Technologies Inc                                                                                                           | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       302 | NS      | $128878.50    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| LyondellBasell Industries NV                                                                        | LyondellBasell Industries NV                                                                                                     | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |      1791 | NS      | $173171.79    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38375BFJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1758099 | PA      | $60478.59     | 0.01%             | 2060-08-20      | Variable      | 1.41%                 | No            | 2                  | On Loan: No      |
| UNITE Group PLC/The                                                                                 | UNITE Group PLC/The                                                                                                              | CUSIP: 000000000<br>LEI: 213800BBUUWVDH9YI827 | Long             | EC               |  | GB        |      4548 | NS      | $56080.78     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8562038  CDS USD R V 03MEVENT 28562038_PRO CCPCORPORATE / Short: B8562038  CDS USD P F  5.00000 28562038_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    180000 | OU      | $-22748.69    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Sanofi                                                                                              | Sanofi                                                                                                                           | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      3588 | NS      | $352580.89    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Northern Dynasty Minerals Ltd                                                                       | Northern Dynasty Minerals Ltd                                                                                                    | CUSIP: 66510M204<br>LEI: 529900HEIYP56LE0EJ17 | Long             | EC               | CORP              | CA        |    168443 | NS      | $36080.01     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Intercontinental Exchange, Inc.                                                                     | Long: B0041887  CDS EUR R V 03MEVENT 30041887_PRO CCPCORPORATE / Short: B0041887  CDS EUR P F  5.00000 30041887_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     95000 | OU      | $-15727.58    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| VMED O2 UK FINAN                                                                                    | Vmed O2 UK Financing I PLC                                                                                                       | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    308000 | PA      | $302919.76    | 0.05%             | 2031-07-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Skyworks Solutions Inc                                                                              | Skyworks Solutions Inc                                                                                                           | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      1550 | NS      | $169988.50    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Altria Group Inc                                                                                    | Altria Group Inc                                                                                                                 | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      2753 | NS      | $123995.12    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| LKQ Corp                                                                                            | LKQ Corp                                                                                                                         | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      2576 | NS      | $151880.96    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| IVORY COAST                                                                                         | Ivory Coast Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    136103 | PA      | $125065.47    | 0.02%             | 2032-12-31      | Variable      | 5.75%                 | Yes           | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B9OG909J2 IRS USD R V 12MSOFR 99OG909J2_FLO CCPOIS / Short: B9OG909J2 IRS USD P F  4.08200 99OG909J2_FIX CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   9432000 | OU      | $29097.25     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GALAXY PIPELINE ASSETS                                                                              | Galaxy Pipeline Assets Bidco Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    574119 | PA      | $468978.86    | 0.07%             | 2040-09-30      | Fixed         | 2.94%                 | Yes           | 2                  | On Loan: No      |
| GRIFOLS ESCROW ISSUER                                                                               | Grifols Escrow Issuer SA                                                                                                         | CUSIP: 000000000<br>LEI: 959800HLB3PGTGSLVV62 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $92089.46     | 0.01%             | 2028-10-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6244058  CDS EUR R F  5.00000 26244058_FEE CCPCORPORATE / Short: S6244058  CDS EUR P V 03MEVENT 26244058_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    120000 | OU      | $17245.40     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38380GPZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    179476 | PA      | $3091.40      | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Bank of America N.A.                                                                                | PURCHASED CAD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CA        |         1 | NC      | $36380.76     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 2YR NOTE (CBT) MAR23                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       494 | NC      | $-103108.66   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                     | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $270741.25    | 0.04%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| LUKOIL PJSC                                                                                         | LUKOIL PJSC                                                                                                                      | CUSIP: 000000000<br>LEI: 549300LCJ1UJXHYBWI24 | Long             | EC               | CORP              | RU        |      8302 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| SMURFIT KAPPA TREASURY                                                                              | Smurfit Kappa Treasury ULC                                                                                                       | CUSIP: 000000000<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    113000 | PA      | $91349.76     | 0.01%             | 2033-09-22      | Fixed         | 1.00%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6207457  CDS USD R F  5.00000 26207457_FEE CCPCORPORATE / Short: S6207457  CDS USD P V 03MEVENT 26207457_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    180000 | OU      | $22748.69     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Emerson Electric Co                                                                                 | Emerson Electric Co                                                                                                              | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      1447 | NS      | $130548.34    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                                | CUSIP: 3136B2RW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1894016 | PA      | $173431.25    | 0.03%             | 2048-07-25      | Floating      | 1.74%                 | No            | 2                  | On Loan: No      |
| JB Hunt Transport Services Inc                                                                      | JB Hunt Transport Services Inc                                                                                                   | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |       828 | NS      | $156533.40    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                                | CUSIP: 3136B7QD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1942243 | PA      | $227756.32    | 0.04%             | 2049-12-25      | Floating      | 1.54%                 | No            | 2                  | On Loan: No      |
| Vinci SA                                                                                            | Vinci SA                                                                                                                         | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |      4147 | NS      | $467843.40    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank                                                                               | PURCHASED CAD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | CA        |         1 | NC      | $37397.91     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6697557  CDS USD R F  5.00000 26697557_FEE CCPCORPORATE / Short: S6697557  CDS USD P V 03MEVENT 26697557_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     97000 | OU      | $3358.31      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ZhongAn Online P&C Insurance Co Ltd                                                                 | ZhongAn Online P&C Insurance Co Ltd                                                                                              | CUSIP: 000000000<br>LEI: 5299006845ISFI2WAI41 | Long             | EC               | CORP              | CN        |    121900 | NS      | $405729.56    | 0.06%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38382YGH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4716184 | PA      | $260127.48    | 0.04%             | 2071-09-20      | Variable      | 0.02%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                               | CUSIP: 3137FPA47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3198516 | PA      | $377661.56    | 0.06%             | 2049-09-25      | Floating      | 1.54%                 | No            | 2                  | On Loan: No      |
| Simon Property Group Inc                                                                            | Simon Property Group Inc                                                                                                         | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |      8667 | NS      | $1113362.82   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S7548185  CDS USD R F  5.00000 27548185_FEE CCPCDX / Short: S7548185  CDS USD P V 03MEVENT 27548185_PRO CCPCDX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    178200 | OU      | $7038.60      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TC Energy Corp                                                                                      | TC Energy Corp                                                                                                                   | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |      4387 | NS      | $189024.62    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| APOLLO CMMRL REAL EST FI                                                                            | Apollo Commercial Real Estate Finance Inc                                                                                        | CUSIP: 03762UAC9<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              | CORP              | US        |   2549000 | PA      | $2509171.88   | 0.39%             | 2023-10-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                                                              | PURCHASED USD / SOLD AUD                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-92531.46    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OH079E5 IRS USD R F  4.18850 99OH079E5_FIX CCPOIS / Short: S9OH079E5 IRS USD P V 12MSOFR 99OH079E5_FLO CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |  10501000 | OU      | $-10301.90    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| VERALLIA SA                                                                                         | Verallia SA                                                                                                                      | CUSIP: 000000000<br>LEI: 5299007YZU978DE0ZY32 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $173791.85    | 0.03%             | 2031-11-10      | Fixed         | 1.88%                 | Yes           | 2                  | On Loan: No      |
| Sampo Oyj                                                                                           | Sampo Oyj                                                                                                                        | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |      3103 | NS      | $162783.83    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 5YR NOTE (CBT) MAR23                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -29 | NC      | $15794.10     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kingdom of Jordan                                                                                   | Jordan Government International Bond                                                                                             | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    299000 | PA      | $268510.37    | 0.04%             | 2047-10-10      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| Sociedad Quimica y Minera de Chile SA                                                               | Sociedad Quimica y Minera de Chile SA                                                                                            | CUSIP: 833635105<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | EC               | CORP              | CL        |      2920 | NS      | $284816.80    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38380WG94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2018775 | PA      | $322272.45    | 0.05%             | 2045-05-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Shenzhou International Group Holdings Ltd                                                           | Shenzhou International Group Holdings Ltd                                                                                        | CUSIP: 000000000<br>LEI: 529900B4W41TCUKJFM73 | Long             | EC               | CORP              | KY        |     26100 | NS      | $327017.95    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38375UD23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1834640 | PA      | $58981.84     | 0.01%             | 2067-08-20      | Variable      | 0.33%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8171289  CDS USD R V 03MEVENT 28171289_PRO CCPCORPORATE / Short: B8171289  CDS USD P F  1.00000 28171289_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    150000 | OU      | $3108.66      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8579350  CDS USD R F  1.00000 28579350_FEE CCPCORPORATE / Short: S8579350  CDS USD P V 03MEVENT 28579350_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    410000 | OU      | $-11161.88    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Country Garden Services Holdings Co Ltd                                                             | Country Garden Services Holdings Co Ltd                                                                                          | CUSIP: 000000000<br>LEI: 549300P2JRKENZSEBB42 | Long             | EC               | CORP              | KY        |    153000 | NS      | $414039.82    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Housing Development Finance Corp Ltd                                                                | Housing Development Finance Corp Ltd                                                                                             | CUSIP: 000000000<br>LEI: 335800OX2H9AP7NHLT64 | Long             | EC               | CORP              | IN        |     18621 | NS      | $597837.47    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Toyota Industries Corp                                                                              | Toyota Industries Corp                                                                                                           | CUSIP: 000000000<br>LEI: 35380000WKGEAHEMW830 | Long             | EC               | CORP              | JP        |      3500 | NS      | $212994.70    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Shiseido Co Ltd                                                                                     | Shiseido Co Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 5299008QCD0YDT5OF506 | Long             | EC               | CORP              | JP        |      4000 | NS      | $208723.37    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38380K3J2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1238193 | PA      | $253813.79    | 0.04%             | 2048-02-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| STARWOOD PROPERTY TRUST                                                                             | Starwood Property Trust Inc                                                                                                      | CUSIP: 85571BAH8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   1483000 | PA      | $1472804.38   | 0.23%             | 2023-04-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF SERBIA                                                                                  | Serbia International Bond                                                                                                        | CUSIP: 817477AH5<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    271000 | PA      | $271514.90    | 0.04%             | 2033-09-26      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Schindler Holding AG                                                                                | Schindler Holding AG                                                                                                             | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |       729 | NS      | $155295.23    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Infrastrutture Wireless Italiane SpA                                                                | Infrastrutture Wireless Italiane SpA                                                                                             | CUSIP: 000000000<br>LEI: 81560066183FE361C071 | Long             | EC               | CORP              | IT        |     11854 | NS      | $129959.32    | 0.02%             |  |  |  | Yes           | 2                  | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                                            | Saudi Government International Bond                                                                                              | CUSIP: 80413TBC2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    276000 | PA      | $279532.80    | 0.04%             | 2028-01-18      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| CK Hutchison Holdings Ltd                                                                           | CK Hutchison Holdings Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | KY        |     70000 | NS      | $446868.55    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                                | CUSIP: 3136B5TC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2319652 | PA      | $290479.15    | 0.05%             | 2049-08-25      | Floating      | 1.54%                 | No            | 2                  | On Loan: No      |
| TERRAFORM POWER OPERATIN                                                                            | TerraForm Power Operating LLC                                                                                                    | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    307000 | PA      | $276294.63    | 0.04%             | 2030-01-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38375UZE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2857103 | PA      | $156366.36    | 0.02%             | 2067-03-20      | Variable      | 1.83%                 | No            | 2                  | On Loan: No      |
| Sabre Corp                                                                                          | Sabre Corp                                                                                                                       | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |     12546 | NS      | $85438.26     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| KYORIN Holdings Inc                                                                                 | KYORIN Holdings Inc                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     37000 | NS      | $490679.48    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Royal Unibrew A/S                                                                                   | Royal Unibrew A/S                                                                                                                | CUSIP: 000000000<br>LEI: 529900D69KFL8IAP8Q63 | Long             | EC               | CORP              | DK        |      4087 | NS      | $286566.13    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Thai Life Insurance PCL                                                                             | Thai Life Insurance PCL                                                                                                          | CUSIP: 000000000<br>LEI: 549300KV400XOCIS7Q68 | Long             | EC               | CORP              | TH        |    209200 | NS      | $85523.72     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Aurizon Holdings Ltd                                                                                | Aurizon Holdings Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 5299005PC1O6NOWL3H48 | Long             | EC               | CORP              | AU        |     74687 | NS      | $195270.38    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Fresnillo PLC                                                                                       | Fresnillo PLC                                                                                                                    | CUSIP: 000000000<br>LEI: 549300JXWH1UV5J0XV81 | Long             | EC               | CORP              | GB        |     27101 | NS      | $275618.48    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Republic of Sri Lanka                                                                               | Sri Lanka Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |    669000 | PA      | $227346.79    | 0.04%             | 2023-04-18      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Stanley Electric Co Ltd                                                                             | Stanley Electric Co Ltd                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     22900 | NS      | $492516.41    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| INTERDIGITAL INC                                                                                    | InterDigital Inc                                                                                                                 | CUSIP: 45867GAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    603000 | PA      | $621466.88    | 0.10%             | 2024-06-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| REPAY HOLDINGS                                                                                      | Repay Holdings Corp                                                                                                              | CUSIP: 76029LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    922000 | PA      | $739328.75    | 0.11%             | 2026-02-01      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Klepierre SA                                                                                        | Klepierre SA                                                                                                                     | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               |  | FR        |     11289 | NS      | $286654.93    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OG139H8 IRS USD R F  3.67500 99OG139H8_FIX CCPOIS / Short: S9OG139H8 IRS USD P V 12MSOFR 99OG139H8_FLO CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   7191000 | OU      | $88872.13     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Laboratory Corp of America Holdings                                                                 | Laboratory Corp of America Holdings                                                                                              | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |       573 | NS      | $144464.76    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| PATRICK INDUSTRIES INC                                                                              | Patrick Industries Inc                                                                                                           | CUSIP: 703343AB9<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |   2153000 | PA      | $2152723.43   | 0.33%             | 2023-02-01      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Sberbank of Russia PJSC                                                                             | Sberbank of Russia PJSC                                                                                                          | CUSIP: 000000000<br>LEI: 549300WE6TAF5EEWQS81 | Long             | EC               | CORP              | RU        |    334627 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Epiroc AB                                                                                           | Epiroc AB                                                                                                                        | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |     33711 | NS      | $655800.70    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| ASHLAND LLC                                                                                         | Ashland LLC                                                                                                                      | CUSIP: 04433LAA0<br>LEI: 6O4MRU8C1MS0K34UQF79 | Long             | DBT              | CORP              | US        |    151000 | PA      | $125330.00    | 0.02%             | 2031-09-01      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| Medipal Holdings Corp                                                                               | Medipal Holdings Corp                                                                                                            | CUSIP: 000000000<br>LEI: 353800PJDODZEA4NP730 | Long             | EC               | CORP              | JP        |      5000 | NS      | $66677.51     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of New York Mellon Corp/The                                                                    | Bank of New York Mellon Corp/The                                                                                                 | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      3102 | NS      | $156868.14    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| GREENBRIER COS INC                                                                                  | Greenbrier Cos Inc/The                                                                                                           | CUSIP: 393657AK7<br>LEI: 5493001GAGGFR30BP390 | Long             | DBT              | CORP              | US        |    564000 | PA      | $548828.40    | 0.09%             | 2024-02-01      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                                      | Morgan Stanley                                                                                                                   | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      1729 | NS      | $168283.57    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38382QX21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2077432 | PA      | $245504.84    | 0.04%             | 2051-05-20      | Floating      | 1.81%                 | No            | 2                  | On Loan: No      |
| UKRAINE GOVERNMENT                                                                                  | Ukraine Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   1290000 | PA      | $278356.20    | 0.04%             | 2030-11-01      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| Toagosei Co Ltd                                                                                     | Toagosei Co Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17900 | NS      | $162305.81    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Westrock Co                                                                                         | Westrock Co                                                                                                                      | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |      3473 | NS      | $136280.52    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B0041534  CDS EUR R V 03MEVENT 30041534_PRO CCPCORPORATE / Short: B0041534  CDS EUR P F  5.00000 30041534_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    100000 | OU      | $-13402.01    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8619355  CDS USD R V 03MEVENT 28619355_PRO CCPCORPORATE / Short: B8619355  CDS USD P F  5.00000 28619355_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    150000 | OU      | $-9974.63     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Caterpillar Inc                                                                                     | Caterpillar Inc                                                                                                                  | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       761 | NS      | $191992.69    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                                             | Philippine Government International Bond                                                                                         | CUSIP: 718286CW5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $203217.77    | 0.03%             | 2033-07-17      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Baloise Holding AG                                                                                  | Baloise Holding AG                                                                                                               | CUSIP: 000000000<br>LEI: 529900G5XKBZN48T6283 | Long             | EC               | CORP              | CH        |       879 | NS      | $144319.45    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Petroleo Brasileiro SA                                                                              | Petroleo Brasileiro SA                                                                                                           | CUSIP: 71654V408<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               | CORP              | BR        |     43423 | NS      | $503706.80    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Range Resources Corp                                                                                | Range Resources Corp                                                                                                             | CUSIP: 75281AAS8<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    132000 | PA      | $127347.98    | 0.02%             | 2025-05-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                                                                           | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F022626<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $875497.83    | 0.14%             | 2053-02-13      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Flughafen Zurich AG                                                                                 | Flughafen Zurich AG                                                                                                              | CUSIP: 000000000<br>LEI: 529900PFO97GCN5SYB55 | Long             | EC               | CORP              | CH        |      1866 | NS      | $339508.19    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Merck KGaA                                                                                          | Merck KGaA                                                                                                                       | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | EC               | CORP              | DE        |      3278 | NS      | $681547.54    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Alibaba Group Holding Ltd                                                                           | Alibaba Group Holding Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |    100108 | NS      | $1383319.72   | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38382GK68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2025357 | PA      | $182170.91    | 0.03%             | 2049-08-20      | Floating      | 1.61%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8468882  CDS EUR R V 03MEVENT 28468882_PRO CCPCORPORATE / Short: B8468882  CDS EUR P F  5.00000 28468882_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     95000 | OU      | $-14918.90    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                               | CUSIP: 3137AFE65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    134129 | PA      | $3517.77      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OG679V3 IRS USD R F  4.19000 99OG679V3_FIX CCPOIS / Short: S9OG679V3 IRS USD P V 12MSOFR 99OG679V3_FLO CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   5589000 | OU      | $-6226.31     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Japan Lifeline Co Ltd                                                                               | Japan Lifeline Co Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 353800QUW6LROZVA6765 | Long             | EC               | CORP              | JP        |     31100 | NS      | $228307.62    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                                | CUSIP: 3136B4VY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1586223 | PA      | $196872.80    | 0.03%             | 2049-06-25      | Floating      | 1.54%                 | No            | 2                  | On Loan: No      |
| Centrais Eletricas Brasileiras SA                                                                   | Centrais Eletricas Brasileiras SA                                                                                                | CUSIP: 000000000<br>LEI: 254900I8KYDELP4B4Z08 | Long             | EC               | CORP              | BR        |    128184 | NS      | $1026471.96   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                                                             | Veolia Environnement SA                                                                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $90505.26     | 0.01%             | 2027-11-15      | Fixed         | 2.00%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38376RV94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3499447 | PA      | $155952.88    | 0.02%             | 2067-02-20      | Variable      | 1.70%                 | No            | 2                  | On Loan: No      |
| Diageo PLC                                                                                          | Diageo PLC                                                                                                                       | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |      5386 | NS      | $234008.76    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| SHAKE SHACK INC                                                                                     | Shake Shack Inc                                                                                                                  | CUSIP: 819047AB7<br>LEI: 529900J74GJAHYP80N79 | Long             | DBT              | CORP              | US        |    359000 | PA      | $266938.27    | 0.04%             | 2028-03-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Siemens AG                                                                                          | Siemens AG                                                                                                                       | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |      1182 | NS      | $183642.31    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Wheaton Precious Metals Corp                                                                        | Wheaton Precious Metals Corp                                                                                                     | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |     18953 | NS      | $866910.22    | 0.13%             |  |  |  | No            | 1                  | On Loan: —       |
| PolyPeptide Group AG                                                                                | PolyPeptide Group AG                                                                                                             | CUSIP: 000000000<br>LEI: 5067007JCKTPOX4G9758 | Long             | EC               | CORP              | CH        |      2509 | NS      | $72889.66     | 0.01%             |  |  |  | Yes           | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                                | OneMain Finance Corp                                                                                                             | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7560.00      | 0.00%             | 2028-09-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | E-MINI RUSS 2000 MAR23                                                                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |      -748 | NC      | $-4322665.50  | -0.67%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S0025640  CDS USD R F  5.00000 30025640_FEE CCPCDX / Short: S0025640  CDS USD P V 03MEVENT 30025640_PRO CCPCDX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    160000 | OU      | $4415.04      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bear Creek Mining Corp                                                                              | Bear Creek Mining Corp                                                                                                           | CUSIP: 07380N104<br>LEI: 549300C9IY653M7KMK88 | Long             | EC               | CORP              | CA        |    109903 | NS      | $63601.75     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S9138100  CDS USD R F  5.00000 29138100_FEE CCPCORPORATE / Short: S9138100  CDS USD P V 03MEVENT 29138100_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    150000 | OU      | $9769.27      | 0.00%             |  |  |  | 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        |     41126 | NS      | $1305147.27   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| NN Group NV                                                                                         | NN Group NV                                                                                                                      | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |      3220 | NS      | $139840.63    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Kraft Heinz Foods Co                                                                                | Kraft Heinz Foods Co                                                                                                             | CUSIP: 000000000<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    324000 | PA      | $390406.42    | 0.06%             | 2027-07-01      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| UGI Corp                                                                                            | UGI Corp                                                                                                                         | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |      3252 | NS      | $129527.16    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| SK Hynix Inc                                                                                        | SK Hynix Inc                                                                                                                     | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |     21849 | NS      | $1590184.48   | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| Ingenia Communities Group                                                                           | Ingenia Communities Group                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |     38677 | NS      | $127302.33    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| QuakeSafe Technologies Co Ltd                                                                       | QuakeSafe Technologies Co Ltd                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     23451 | NS      | $179330.11    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| AutoZone Inc                                                                                        | AutoZone Inc                                                                                                                     | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        65 | NS      | $158525.25    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| ALTERYX INC                                                                                         | Alteryx Inc                                                                                                                      | CUSIP: 02156BAD5<br>LEI: 549300XWZG0JHL7I0827 | Long             | DBT              | CORP              | US        |   1353000 | PA      | $1251525.00   | 0.19%             | 2024-08-01      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| BANDWIDTH INC                                                                                       | Bandwidth Inc                                                                                                                    | CUSIP: 05988JAD5<br>LEI: 549300QC70JB7MUGXM66 | Long             | DBT              | CORP              | US        |    103000 | PA      | $66435.00     | 0.01%             | 2028-04-01      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| HSBC Bank USA N.A.                                                                                  | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | XX        |         1 | NC      | $-1720.39     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LEVI STRAUSS & CO                                                                                   | Levi Strauss & Co                                                                                                                | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |    561000 | PA      | $468435.00    | 0.07%             | 2031-03-01      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: —       |
| EssilorLuxottica SA                                                                                 | EssilorLuxottica SA                                                                                                              | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |       727 | NS      | $133029.59    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| iRay Technology Co Ltd                                                                              | iRay Technology Co Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 30030001U2KA1D3CS476 | Long             | EC               | CORP              | CN        |      5393 | NS      | $373684.57    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38379FE47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    759042 | PA      | $37142.82     | 0.01%             | 2041-07-16      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Commonwealth Bank of Australia                                                                      | PURCHASED CHF / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | N/A              | DFE              |  | CH        |         1 | NC      | $2420.10      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Haleon PLC                                                                                          | Haleon PLC                                                                                                                       | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |    145282 | NS      | $581326.63    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| ON24 Inc                                                                                            | ON24 Inc                                                                                                                         | CUSIP: 68339B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     90782 | NS      | $842456.96    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| HCA Healthcare Inc                                                                                  | HCA Healthcare Inc                                                                                                               | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       573 | NS      | $146155.11    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38381XK39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3037446 | PA      | $302937.57    | 0.05%             | 2049-08-20      | Floating      | 1.61%                 | No            | 2                  | On Loan: No      |
| CAISSE NAT REASSURANCE                                                                              | Caisse Nationale de Reassurance Mutuelle Agricole Groupama                                                                       | CUSIP: 000000000<br>LEI: 969500P4HYOPYINEPE06 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $331037.27    | 0.05%             | 2024-05-28      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Lotte Chemical Corp                                                                                 | Lotte Chemical Corp                                                                                                              | CUSIP: 000000000<br>LEI: 988400TPNFJZDPI94Y56 | Long             | EC               | CORP              | KR        |      1064 | NS      | $153511.20    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Skshu Paint Co Ltd                                                                                  | Skshu Paint Co Ltd                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     11000 | NS      | $202320.79    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Promotora y Operadora de Infraestructura SAB de CV                                                  | Promotora y Operadora de Infraestructura SAB de CV                                                                               | CUSIP: 000000000<br>LEI: 52990035X6RK8DBUWA73 | Long             | EC               | CORP              | MX        |     14183 | NS      | $137435.12    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| INTL CONSOLIDATED AIRLIN                                                                            | International Consolidated Airlines Group SA                                                                                     | CUSIP: 000000000<br>LEI: 959800TZHQRUSH1ESL13 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $92462.13     | 0.01%             | 2028-05-18      | Fixed         | 1.13%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                               | CUSIP: 3137ALXZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    156634 | PA      | $15660.62     | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Morinaga Milk Industry Co Ltd                                                                       | Morinaga Milk Industry Co Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 529900FB91P7MVO08949 | Long             | EC               | CORP              | JP        |     15626 | NS      | $577344.56    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OF549M3 IRS USD R F  3.30000 99OF549M3_FIX CCPOIS / Short: S9OF549M3 IRS USD P V 12MSOFR 99OF549M3_FLO CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |  15506000 | OU      | $156224.66    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38375UU99<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4545611 | PA      | $357716.89    | 0.06%             | 2067-10-20      | Variable      | 0.21%                 | No            | 2                  | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                                              | Egypt Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    506000 | PA      | $384956.70    | 0.06%             | 2032-05-29      | Fixed         | 7.63%                 | Yes           | 2                  | On Loan: No      |
| Transurban Group                                                                                    | Transurban Group                                                                                                                 | CUSIP: 000000000<br>LEI: 549300ZR71SUQ4VUTM79 | Long             | EC               | CORP              | AU        |     88461 | NS      | $866863.01    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Copart Inc                                                                                          | Copart Inc                                                                                                                       | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |      2672 | NS      | $177981.92    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6283311  CDS USD R F  1.00000 26283311_FEE CCPCORPORATE / Short: S6283311  CDS USD P V 03MEVENT 26283311_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    324000 | OU      | $4646.35      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Northrop Grumman Corp                                                                               | Northrop Grumman Corp                                                                                                            | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       322 | NS      | $144268.88    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6187646  CDS USD R F  5.00000 26187646_FEE CCPCORPORATE / Short: S6187646  CDS USD P V 03MEVENT 26187646_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    506000 | OU      | $78184.40     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Hartford Financial Services Group Inc/The                                                           | Hartford Financial Services Group Inc/The                                                                                        | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      2282 | NS      | $177106.02    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                                        | Takeda Pharmaceutical Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |     18100 | NS      | $570009.37    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                                | CUSIP: 3136A8H52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2411481 | PA      | $339395.17    | 0.05%             | 2042-10-25      | Floating      | 2.69%                 | No            | 2                  | On Loan: No      |
| Commonwealth Bank of Australia                                                                      | PURCHASED AUD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | N/A              | DFE              |  | AU        |         1 | NC      | $27363.37     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NVR Inc                                                                                             | NVR Inc                                                                                                                          | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |        30 | NS      | $158100.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Electronic Arts Inc                                                                                 | Electronic Arts Inc                                                                                                              | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      5285 | NS      | $680073.80    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Petroleos Mexicanos                                                                                 | Petroleos Mexicanos                                                                                                              | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    425000 | PA      | $294869.37    | 0.05%             | 2047-09-21      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| KAMAN CORP                                                                                          | Kaman Corp                                                                                                                       | CUSIP: 483548AF0<br>LEI: 5493003YK076OLTEQF95 | Long             | DBT              | CORP              | US        |    976000 | PA      | $914512.00    | 0.14%             | 2024-05-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| McKesson Corp                                                                                       | McKesson Corp                                                                                                                    | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       368 | NS      | $139354.24    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                                    | Skandinaviska Enskilda Banken AB                                                                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EC               | CORP              | SE        |     12102 | NS      | $146342.45    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                               | CUSIP: 3137FVT28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3674380 | PA      | $491004.78    | 0.08%             | 2050-09-25      | Floating      | 1.74%                 | No            | 2                  | On Loan: No      |
| CACI International Inc                                                                              | CACI International Inc                                                                                                           | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |       549 | NS      | $169141.41    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38379EZ54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1860041 | PA      | $251797.48    | 0.04%             | 2044-09-16      | Floating      | 1.74%                 | No            | 2                  | On Loan: No      |
| Northern Dynasty Minerals Ltd                                                                       | Northern Dynasty Minerals Ltd                                                                                                    | CUSIP: 66510M204<br>LEI: 529900HEIYP56LE0EJ17 | Long             | EC               | CORP              | CA        |    134384 | NS      | $29564.48     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                                                                              | Republic of Uzbekistan International Bond                                                                                        | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    200000 | PA      | $163904.80    | 0.03%             | 2031-10-19      | Fixed         | 3.90%                 | Yes           | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                                                               | Mexico Government International Bond                                                                                             | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1251000 | PA      | $1048607.32   | 0.16%             | 2031-05-24      | Fixed         | 2.66%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | S+P500 EMINI FUT MAR23                                                                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       644 | NC      | $3192673.47   | 0.49%             |  |  |  | No            | 1                  | On Loan: No      |
| Kroger Co/The                                                                                       | Kroger Co/The                                                                                                                    | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      2837 | NS      | $126615.31    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38379YFD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    824104 | PA      | $95531.77     | 0.01%             | 2045-08-20      | Fixed         | 3.50%                 | 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      | $59691.29     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Shanghai International Airport Co Ltd                                                               | Shanghai International Airport Co Ltd                                                                                            | CUSIP: 000000000<br>LEI: 3003000CIJ7O6AOQF345 | Long             | EC               | CORP              | CN        |     40519 | NS      | $364142.73    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Fortive Corp                                                                                        | Fortive Corp                                                                                                                     | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |      2075 | NS      | $141162.25    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF PANAMA                                                                                  | Panama Government International Bond                                                                                             | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    215000 | PA      | $143724.30    | 0.02%             | 2060-07-23      | Fixed         | 3.87%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                                                | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | XX        |         1 | NC      | $2889.71      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                                                    | T-Mobile USA Inc                                                                                                                 | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     32000 | PA      | $26169.62     | 0.00%             | 2031-11-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8619435  CDS USD R V 03MEVENT 28619435_PRO CCPCORPORATE / Short: B8619435  CDS USD P F  5.00000 28619435_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    300000 | OU      | $-23472.91    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UPM-Kymmene Oyj                                                                                     | UPM-Kymmene Oyj                                                                                                                  | CUSIP: 000000000<br>LEI: 213800EC6PW5VU4J9U64 | Long             | EC               | CORP              | FI        |      4217 | NS      | $152934.27    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38375UD64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9996807 | PA      | $384242.26    | 0.06%             | 2067-08-20      | Variable      | 0.80%                 | No            | 2                  | On Loan: No      |
| Indian Hotels Co Ltd                                                                                | Indian Hotels Co Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 33580076CH5SBY5HWA22 | Long             | EC               | CORP              | IN        |     19431 | NS      | $71654.08     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Canadian National Railway Co                                                                        | Canadian National Railway Co                                                                                                     | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |      2675 | NS      | $318414.57    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38380LZZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4741478 | PA      | $187847.79    | 0.03%             | 2069-07-20      | Variable      | 0.02%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                                             | Philippine Government International Bond                                                                                         | CUSIP: 718286CX3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $208349.09    | 0.03%             | 2048-01-17      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B7457717  CDS USD R V 03MEVENT 27457717_PRO CCPCORPORATE / Short: B7457717  CDS USD P F  5.00000 27457717_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    150000 | OU      | $-23532.93    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Apple Inc                                                                                           | Apple Inc                                                                                                                        | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     21762 | NS      | $3140038.98   | 0.49%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S0078275  CDS USD R F  5.00000 30078275_FEE CCPCORPORATE / Short: S0078275  CDS USD P V 03MEVENT 30078275_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    225000 | OU      | $18691.10     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| United Microelectronics Corp                                                                        | United Microelectronics Corp                                                                                                     | CUSIP: 000000000<br>LEI: 391200YJCAGH9LF96P73 | Long             | EC               | CORP              | TW        |    164000 | NS      | $267870.64    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8562058  CDS USD R V 03MEVENT 28562058_PRO CCPCORPORATE / Short: B8562058  CDS USD P F  5.00000 28562058_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    393000 | OU      | $-13100.49    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HEALTH CATALYST INC                                                                                 | Health Catalyst Inc                                                                                                              | CUSIP: 42225TAB3<br>LEI: 549300223PL6GWKVJG92 | Long             | DBT              | CORP              | US        |    409000 | PA      | $382169.60    | 0.06%             | 2025-04-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Kernel Holding SA                                                                                   | Kernel Holding SA                                                                                                                | CUSIP: 000000000<br>LEI: 5493003GR6L4DZOS2U12 | Long             | EC               | CORP              | LU        |     26409 | NS      | $113280.16    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8543282  CDS EUR R F  1.00000 28543282_FEE CCPCORPORATE / Short: S8543282  CDS EUR P V 03MEVENT 28543282_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    100000 | OU      | $-1277.02     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Eurofins Scientific SE                                                                              | Eurofins Scientific SE                                                                                                           | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | EC               | CORP              | LU        |      3290 | NS      | $235955.19    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Danaher Corp                                                                                        | Danaher Corp                                                                                                                     | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      3214 | NS      | $849717.32    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B0060179  CDS USD R V 03MEVENT 30060179_PRO CCPCORPORATE / Short: B0060179  CDS USD P F  1.00000 30060179_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    500000 | OU      | $6818.35      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Korea Electric Power Corp                                                                           | Korea Electric Power Corp                                                                                                        | CUSIP: 000000000<br>LEI: 988400QG33WS7JEIV602 | Long             | EC               | CORP              | KR        |     26216 | NS      | $422718.67    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| NEXI SPA                                                                                            | Nexi SpA                                                                                                                         | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $81148.92     | 0.01%             | 2028-02-24      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| MATTERHORN TELECOM SA                                                                               | Matterhorn Telecom SA                                                                                                            | CUSIP: 000000000<br>LEI: 549300MTB0YI26SMUT22 | Long             | DBT              | CORP              | LU        |    109000 | PA      | $108130.69    | 0.02%             | 2026-09-15      | Fixed         | 3.13%                 | Yes           | 2                  | On Loan: No      |
| Commerce Bancshares Inc/MO                                                                          | Commerce Bancshares Inc/MO                                                                                                       | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2408 | NS      | $160276.48    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                                                           | Taiwan Semiconductor Manufacturing Co Ltd                                                                                        | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |    207000 | NS      | $3651933.70   | 0.57%             |  |  |  | No            | 2                  | On Loan: No      |
| Rumo SA                                                                                             | Rumo SA                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     34531 | NS      | $125028.03    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Apartment Income REIT Corp                                                                          | Apartment Income REIT Corp                                                                                                       | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               |  | US        |      5940 | NS      | $227264.40    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Auckland International Airport Ltd                                                                  | Auckland International Airport Ltd                                                                                               | CUSIP: 000000000<br>LEI: 549300HFZIZDJWB7AK60 | Long             | EC               | CORP              | NZ        |     35979 | NS      | $198036.23    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OG289F0 IRS USD R F  4.35600 99OG289F0_FIX CCPOIS / Short: S9OG289F0 IRS USD P V 12MSOFR 99OG289F0_FLO CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   6069000 | OU      | $9395.72      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA N.A.                                                                                  | PURCHASED JPY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | JP        |         1 | NC      | $-3009.77     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Hyundai Motor Co                                                                                    | Hyundai Motor Co                                                                                                                 | CUSIP: 000000000<br>LEI: 9884004RQX8PRBXQ8S60 | Long             | EP               | CORP              | KR        |      6254 | NS      | $438572.83    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| ANSYS Inc                                                                                           | ANSYS Inc                                                                                                                        | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |       997 | NS      | $265560.92    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                                            | Long: 30042689  CDS EUR R F  5.00000 CDS JPM 20280620 L / Short: 30042689  CDS EUR P V 03MEVENT CDS JPM 20280620 S               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |    176000 | OU      | $10948.77     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TECHTARGET INC                                                                                      | TechTarget Inc                                                                                                                   | CUSIP: 87874RAD2<br>LEI: 529900YQA5JL2H2VMB84 | Long             | DBT              | CORP              | US        |    692000 | PA      | $549448.00    | 0.09%             | 2026-12-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Poste Italiane SpA                                                                                  | Poste Italiane SpA                                                                                                               | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | EC               | CORP              | IT        |     13002 | NS      | $138575.07    | 0.02%             |  |  |  | Yes           | 2                  | On Loan: No      |
| UltraTech Cement Ltd                                                                                | UltraTech Cement Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 335800PC9O9B4BQHG814 | Long             | EC               | CORP              | IN        |      2766 | NS      | $239674.13    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                                                       | Regeneron Pharmaceuticals Inc                                                                                                    | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       188 | NS      | $142592.36    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| UMBS, TBA                                                                                           | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F060626<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4000000 | PA      | $4107656.24   | 0.64%             | 2053-02-13      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6283778  CDS USD R F  1.00000 26283778_FEE CCPCORPORATE / Short: S6283778  CDS USD P V 03MEVENT 26283778_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    625000 | OU      | $-1134.96     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B0077865  CDS USD R V 03MEVENT 30077865_PRO CCPCORPORATE / Short: B0077865  CDS USD P F  5.00000 30077865_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    578000 | OU      | $-15127.62    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6263728  CDS EUR R F  1.00000 26263728_FEE CCPCORPORATE / Short: S6263728  CDS EUR P V 03MEVENT 26263728_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    100000 | OU      | $-1083.73     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Saudi National Bank/The                                                                             | Saudi National Bank/The                                                                                                          | CUSIP: 000000000<br>LEI: 5586006ZEFQ542K7CY16 | Long             | EC               | CORP              | SA        |     14271 | NS      | $180515.50    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Credicorp Ltd                                                                                       | Credicorp Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 529900UYAEYQCQ2BKB17 | Long             | EC               | CORP              | BM        |      2238 | NS      | $300563.40    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Petroleos del Peru SA                                                                               | Petroleos del Peru SA                                                                                                            | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |    216000 | PA      | $144102.24    | 0.02%             | 2047-06-19      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8171416  CDS USD R V 03MEVENT 28171416_PRO CCPCORPORATE / Short: B8171416  CDS USD P F  1.00000 28171416_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     75000 | OU      | $1554.33      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SkyWest Inc                                                                                         | SkyWest Inc                                                                                                                      | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |     17295 | NS      | $359044.20    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| NOVELIS CORP                                                                                        | Novelis Corp                                                                                                                     | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     81000 | PA      | $68364.00     | 0.01%             | 2031-08-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                               | CUSIP: 3137BRPB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1004172 | PA      | $178579.25    | 0.03%             | 2046-07-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38380QA36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12567521 | PA      | $485156.09    | 0.08%             | 2071-02-20      | Variable      | 0.31%                 | No            | 2                  | On Loan: No      |
| UNIPOLSAI ASSICURAZIONI                                                                             | UnipolSai Assicurazioni SpA                                                                                                      | CUSIP: 000000000<br>LEI: 815600E31C4E7006AB54 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $195821.86    | 0.03%             | 2030-04-27      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Encore Capital Group Inc                                                                            | Encore Capital Group Inc                                                                                                         | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |      9553 | NS      | $532293.16    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Enovis Corp                                                                                         | Enovis Corp                                                                                                                      | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |      2970 | NS      | $186961.50    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                                                           | Taiwan Semiconductor Manufacturing Co Ltd                                                                                        | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      9797 | NS      | $908475.81    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Globalwafers Co Ltd                                                                                 | Globalwafers Co Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 529900V6RTNF3U5EGX67 | Long             | EC               | CORP              | TW        |      6000 | NS      | $105992.50    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S9991140  CDS USD R F  5.00000 29991140_FEE CCPCDX / Short: S9991140  CDS USD P V 03MEVENT 29991140_PRO CCPCDX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    100000 | OU      | $2759.40      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ABN AMRO Bank NV                                                                                    | ABN AMRO Bank NV                                                                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $384826.86    | 0.06%             | 2027-09-22      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Avangrid Inc                                                                                        | Avangrid Inc                                                                                                                     | CUSIP: 05351W103<br>LEI: 549300OX0Q38NLSKPB49 | Long             | EC               | CORP              | US        |      3155 | NS      | $133046.35    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| UNICREDIT SPA                                                                                       | UniCredit SpA                                                                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $171028.31    | 0.03%             | 2027-06-03      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8619272  CDS USD R F  1.00000 28619272_FEE CCPCORPORATE / Short: S8619272  CDS USD P V 03MEVENT 28619272_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    500000 | OU      | $-6818.35     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Automatic Data Processing Inc                                                                       | Automatic Data Processing Inc                                                                                                    | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       526 | NS      | $118776.06    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Southwestern Energy Co                                                                              | Southwestern Energy Co                                                                                                           | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |    114580 | NS      | $632481.60    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Vonovia SE                                                                                          | Vonovia SE                                                                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | EC               | CORP              | DE        |     19764 | NS      | $556317.18    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| UMBS, TBA                                                                                           | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F022626<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -4000000 | PA      | $-3501991.32  | -0.54%            | 2053-02-13      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                                                | Colombia Government International Bond                                                                                           | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    407000 | PA      | $402199.91    | 0.06%             | 2034-02-02      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38375UU57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4442337 | PA      | $303615.98    | 0.05%             | 2067-11-20      | Variable      | 0.12%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B9OG289W3 IRS USD R V 12MSOFR 99OG289W3_FLO CCPOIS / Short: B9OG289W3 IRS USD P F  3.38650 99OG289W3_FIX CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   1328000 | OU      | $-20595.58    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Russell Investments Trust Company Commingled Employee Benefit Funds Trust-U.S. Cash Management Fund | U.S. Cash Management Fund                                                                                                        | CUSIP: 000000000<br>LEI: 845SLB3N6EI7ZN7PZ398 | Long             | STIV             | PF                | US        |  71367032 | NS      | $71352758.17  | 11.06%            |  |  |  | No            | N/A                | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B0025432  CDS USD R V 03MEVENT 30025432_PRO CCPCORPORATE / Short: B0025432  CDS USD P F  5.00000 30025432_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    120000 | OU      | $-3692.12     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Mid-America Apartment Communities Inc                                                               | Mid-America Apartment Communities Inc                                                                                            | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               |  | US        |      3847 | NS      | $641371.84    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Doosan Fuel Cell Co Ltd                                                                             | Doosan Fuel Cell Co Ltd                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      3427 | NS      | $93513.89     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MercadoLibre Inc                                                                                    | MercadoLibre Inc                                                                                                                 | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |       351 | NS      | $414773.19    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| STATE OF QATAR                                                                                      | Qatar Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    294000 | PA      | $277574.22    | 0.04%             | 2050-04-16      | Fixed         | 4.40%                 | Yes           | 2                  | On Loan: No      |
| Sands China Ltd                                                                                     | Sands China Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 549300EVO6UZDGY05787 | Long             | EC               | CORP              | KY        |    417618 | NS      | $1563596.96   | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| ArcelorMittal                                                                                       | ArcelorMittal SA                                                                                                                 | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |     34186 | NS      | $1057017.66   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| SFL CORP LTD                                                                                        | SFL Corp Ltd                                                                                                                     | CUSIP: 824689AG8<br>LEI: 549300RLYYPSB0C7RH77 | Long             | DBT              | CORP              | BM        |   1355000 | PA      | $1339417.50   | 0.21%             | 2023-05-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                                                              | Long: 99NP739D2 IRS USD R V 00MSOFR FLO VANILLA / Short: 99NP739D2 IRS USD P F  3.40000 FIX VANILLA                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | GB        | 290000000 | OU      | $4886508.70   | 0.76%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6963281  CDS USD R F  5.00000 26963281_FEE CCPCORPORATE / Short: S6963281  CDS USD P V 03MEVENT 26963281_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    119000 | OU      | $3879.82      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TENNET HOLDING BV                                                                                   | TenneT Holding BV                                                                                                                | CUSIP: 000000000<br>LEI: 724500LTUWK3JQG63903 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $101376.77    | 0.02%             | 2025-07-22      | Fixed         | 2.37%                 | Yes           | 2                  | On Loan: No      |
| Digital Realty Trust Inc                                                                            | Digital Realty Trust Inc                                                                                                         | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               |  | US        |      9975 | NS      | $1143334.50   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Moscow Exchange MICEX-RTS PJSC                                                                      | Moscow Exchange MICEX-RTS PJSC                                                                                                   | CUSIP: 000000000<br>LEI: 253400M5M1222KPNWE87 | Long             | EC               | CORP              | RU        |    182429 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| ICICI Bank Ltd                                                                                      | ICICI Bank Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |     23121 | NS      | $236567.45    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| ICICI Bank Ltd                                                                                      | ICICI Bank Ltd                                                                                                                   | CUSIP: 45104G104<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |     53179 | NS      | $1107718.57   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| HSBC Bank USA N.A.                                                                                  | PURCHASED USD / SOLD HKD                                                                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $47517.49     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Univar Solutions Inc                                                                                | Univar Solutions Inc                                                                                                             | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |     32528 | NS      | $1121565.44   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures Europe                                                                                  | FTSE 100 IDX FUT MAR23                                                                                                           | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | GB        |       -13 | NC      | $-44639.18    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8452618  CDS EUR R V 03MEVENT 28452618_PRO CCPCORPORATE / Short: B8452618  CDS EUR P F  1.00000 28452618_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    100000 | OU      | $1083.73      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Aluminum Corp of China Ltd                                                                          | Aluminum Corp of China Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 529900TKZUWQLIQN6T48 | Long             | EC               | CORP              | CN        |   1018000 | NS      | $541363.89    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Eurocommercial Properties NV                                                                        | Eurocommercial Properties NV                                                                                                     | CUSIP: 000000000<br>LEI: 724500SFK53FPNM68L95 | Long             | EC               |  | NL        |      3075 | NS      | $76971.05     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| OMAN GOV INTERNTL BOND                                                                              | Oman Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    342000 | PA      | $353942.64    | 0.05%             | 2031-01-25      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Invincible Investment Corp                                                                          | Invincible Investment Corp                                                                                                       | CUSIP: 000000000<br>LEI: 353800JY6M2692VAV685 | Long             | EC               |  | JP        |       395 | NS      | $168298.74    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Airtac International Group                                                                          | Airtac International Group                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     10000 | NS      | $342963.24    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Republic of Azerbaijan                                                                              | Republic of Azerbaijan International Bond                                                                                        | CUSIP: 000000000<br>LEI: 549300P74FF45UQVU281 | Long             | DBT              | NUSS              | AZ        |    351000 | PA      | $304251.01    | 0.05%             | 2032-09-01      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                                                          | S+P/TSX 60 IX FUT MAR23                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |        24 | NC      | $157642.82    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| IAMGOLD Corp                                                                                        | IAMGOLD Corp                                                                                                                     | CUSIP: 450913108<br>LEI: 254900E7II30XAB9LA72 | Long             | EC               | CORP              | CA        |    124163 | NS      | $348898.03    | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| UMBS, TBA                                                                                           | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F042624<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  16000000 | PA      | $15800000.00  | 2.45%             | 2053-02-13      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                                | OneMain Finance Corp                                                                                                             | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     71000 | PA      | $61749.85     | 0.01%             | 2027-01-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Warehouses De Pauw CVA                                                                              | Warehouses De Pauw CVA                                                                                                           | CUSIP: 000000000<br>LEI: 549300HWDYC5JXC85138 | Long             | EC               |  | BE        |      2230 | NS      | $70801.04     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| WW Grainger Inc                                                                                     | WW Grainger Inc                                                                                                                  | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |       234 | NS      | $137938.32    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| WAYFAIR INC                                                                                         | Wayfair Inc                                                                                                                      | CUSIP: 94419LAF8<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |   2564000 | PA      | $1948640.00   | 0.30%             | 2026-08-15      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| HELIX ENERGY SOLUTIONS                                                                              | Helix Energy Solutions Group Inc                                                                                                 | CUSIP: 42330PAJ6<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | DBT              | CORP              | US        |    460000 | PA      | $476100.00    | 0.07%             | 2023-09-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| K's Holdings Corp                                                                                   | K's Holdings Corp                                                                                                                | CUSIP: 000000000<br>LEI: 3538003LJ09YLR6NHG27 | Long             | EC               | CORP              | JP        |     19900 | NS      | $175724.39    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38379V6K5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    137543 | PA      | $23934.67     | 0.00%             | 2046-02-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| QATAR ENERGY                                                                                        | QatarEnergy                                                                                                                      | CUSIP: 000000000<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    478000 | PA      | $406008.42    | 0.06%             | 2031-07-12      | Fixed         | 2.25%                 | Yes           | 2                  | On Loan: No      |
| T-Mobile US Inc                                                                                     | T-Mobile US Inc                                                                                                                  | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      4537 | NS      | $677419.47    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Novartis AG                                                                                         | Novartis AG                                                                                                                      | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |      3825 | NS      | $345935.49    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Segro PLC                                                                                           | Segro PLC                                                                                                                        | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | EC               |  | GB        |     27081 | NS      | $278805.04    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| DOMINICAN REPUBLIC                                                                                  | Dominican Republic International Bond                                                                                            | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1106000 | PA      | $1020054.85   | 0.16%             | 2033-02-22      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6264797  CDS USD R F  5.00000 26264797_FEE CCPCORPORATE / Short: S6264797  CDS USD P V 03MEVENT 26264797_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    150000 | OU      | $9974.63      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kimberly-Clark Corp                                                                                 | Kimberly-Clark Corp                                                                                                              | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      1603 | NS      | $208406.03    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Nordea Bank Abp                                                                                     | Nordea Bank Abp                                                                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |     13443 | NS      | $156767.63    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Lenta International Co PJSC                                                                         | Lenta International Co PJSC                                                                                                      | CUSIP: 52634T200<br>LEI: 213800OMCE8QATH73N15 | Long             | EC               | CORP              | RU        |    105913 | NS      | $0.00         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                                            | Republic of South Africa Government International Bond                                                                           | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    515000 | PA      | $477662.50    | 0.07%             | 2032-04-20      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Aris Mining Corp                                                                                    | Aris Mining Corp                                                                                                                 | CUSIP: 000000000<br>LEI: 5493001GJ5TILX6L1F82 | Long             | EC               | CORP              | CA        |     51834 | NS      | $178811.81    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| National Grid PLC                                                                                   | National Grid PLC                                                                                                                | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |     58634 | NS      | $745815.31    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Koninklijke DSM NV                                                                                  | Koninklijke DSM NV                                                                                                               | CUSIP: 000000000<br>LEI: 724500SNT1MK246AHP04 | Long             | EC               | CORP              | NL        |      2115 | NS      | $271943.94    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| EVENTBRITE INC                                                                                      | Eventbrite Inc                                                                                                                   | CUSIP: 29975EAD1<br>LEI: 549300N6XBV2B1FAUF55 | Long             | DBT              | CORP              | US        |   1098000 | PA      | $849852.00    | 0.13%             | 2026-09-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S7565059  CDS EUR R F  5.00000 27565059_FEE CCPITRAXX / Short: S7565059  CDS EUR P V 03MEVENT 27565059_PRO CCPITRAXX       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    200000 | OU      | $9436.41      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sumitomo Electric Industries Ltd                                                                    | Sumitomo Electric Industries Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 5493005SP87FL5TOS202 | Long             | EC               | CORP              | JP        |     78900 | NS      | $947886.59    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6106532  CDS USD R F  5.00000 26106532_FEE CCPCORPORATE / Short: S6106532  CDS USD P V 03MEVENT 26106532_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    200000 | OU      | $15648.61     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Travelers Companies Inc/The                                                                         | Travelers Cos Inc/The                                                                                                            | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |       955 | NS      | $182519.60    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| AIA Group Ltd                                                                                       | AIA Group Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |    166400 | NS      | $1879073.99   | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| TURNING POINT BRANDS INC                                                                            | Turning Point Brands Inc                                                                                                         | CUSIP: 90041LAE5<br>LEI: 549300IYG00QF0VVP302 | Long             | DBT              | CORP              | US        |    580000 | PA      | $537848.09    | 0.08%             | 2024-07-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Kraft Heinz Co/The                                                                                  | Kraft Heinz Co/The                                                                                                               | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |      3366 | NS      | $136423.98    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Encompass Health Corp                                                                               | Encompass Health Corp                                                                                                            | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |      2456 | NS      | $153377.20    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Jiangsu Expressway Co Ltd                                                                           | Jiangsu Expressway Co Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 529900UWWTWZ6AKLYD43 | Long             | EC               | CORP              | CN        |    162000 | NS      | $159701.05    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Weyerhaeuser Co                                                                                     | Weyerhaeuser Co                                                                                                                  | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |      5076 | NS      | $174766.68    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OG459R8 IRS USD R F  4.14450 99OG459R8_FIX CCPOIS / Short: S9OG459R8 IRS USD P V 12MSOFR 99OG459R8_FLO CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   2340000 | OU      | $-4813.17     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B9OG139E5 IRS USD R V 12MSOFR 99OG139E5_FLO CCPOIS / Short: B9OG139E5 IRS USD P F  3.52350 99OG139E5_FIX CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   1975000 | OU      | $-53236.82    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Extra Space Storage Inc                                                                             | Extra Space Storage Inc                                                                                                          | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               |  | US        |       714 | NS      | $112690.62    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| BERRY GLOBAL INC                                                                                    | Berry Global Inc                                                                                                                 | CUSIP: 000000000<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101648.55    | 0.02%             | 2025-01-15      | Fixed         | 1.00%                 | Yes           | 2                  | On Loan: No      |
| CK Asset Holdings Ltd                                                                               | CK Asset Holdings Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | KY        |     34000 | NS      | $217234.63    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38375BHE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    502339 | PA      | $21273.07     | 0.00%             | 2060-10-20      | Variable      | 2.30%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                                             | Philippine Government International Bond                                                                                         | CUSIP: 718286CV7<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $205822.74    | 0.03%             | 2027-10-13      | Fixed         | 5.17%                 | No            | 2                  | On Loan: No      |
| Hon Hai Precision Industry Co Ltd                                                                   | Hon Hai Precision Industry Co Ltd                                                                                                | CUSIP: 000000000<br>LEI: 30030004CM3GSZXX7O56 | Long             | EC               | CORP              | TW        |    161000 | NS      | $537060.21    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                                                                | CUSIP: 3136B0WV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2111039 | PA      | $402203.30    | 0.06%             | 2048-02-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| JOYY INC                                                                                            | JOYY Inc                                                                                                                         | CUSIP: 98426TAF3<br>LEI: 549300N6CHVU5CQZPW24 | Long             | DBT              | CORP              | KY        |    102000 | PA      | $91290.00     | 0.01%             | 2026-06-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8468876  CDS EUR R F  5.00000 28468876_FEE CCPCORPORATE / Short: S8468876  CDS EUR P V 03MEVENT 28468876_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     95000 | OU      | $15727.58     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Korean Reinsurance Co                                                                               | Korean Reinsurance Co                                                                                                            | CUSIP: 000000000<br>LEI: 988400GFST66YNV5UF89 | Long             | EC               | CORP              | KR        |     23301 | NS      | $143035.22    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Tencent Holdings Ltd                                                                                | Tencent Holdings Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |     46166 | NS      | $2250152.16   | 0.35%             |  |  |  | No            | 2                  | On Loan: No      |
| SEB SA                                                                                              | SEB SA                                                                                                                           | CUSIP: 000000000<br>LEI: 969500WP61NBK098AC47 | Long             | EC               | CORP              | FR        |      1642 | NS      | $171846.37    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Spectris PLC                                                                                        | Spectris PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 213800Z4CO2CZO3M3T10 | Long             | EC               | CORP              | GB        |      9928 | NS      | $393455.81    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| BALL CORP                                                                                           | Ball Corp                                                                                                                        | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     39000 | PA      | $31972.00     | 0.00%             | 2030-08-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Daqo New Energy Corp                                                                                | Daqo New Energy Corp                                                                                                             | CUSIP: 23703Q203<br>LEI: 529900711JBZ5O7VA827 | Long             | EC               | CORP              | KY        |      2176 | NS      | $99029.76     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Yellow Cake PLC                                                                                     | Yellow Cake PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 213800CVMYUGOA9EZY95 | Long             | EC               | CORP              | JE        |     62031 | NS      | $319044.52    | 0.05%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Barnes & Noble Education Inc                                                                        | Barnes & Noble Education Inc                                                                                                     | CUSIP: 06777U101<br>LEI: 549300JQGDS5THBPED41 | Long             | EC               | CORP              | US        |     46196 | NS      | $106712.76    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Shenzhen Mindray Bio-Medical Electronics Co Ltd                                                     | Shenzhen Mindray Bio-Medical Electronics Co Ltd                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      7949 | NS      | $391374.67    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Puma SE                                                                                             | Puma SE                                                                                                                          | CUSIP: 000000000<br>LEI: 529900GRZ2BQY5ZM9N49 | Long             | EC               | CORP              | DE        |      1827 | NS      | $123780.89    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Commonwealth Bank of Australia                                                                      | PURCHASED USD / SOLD JPY                                                                                                         | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | N/A              | DFE              |  | US        |         1 | NC      | $-32611.28    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8924709  CDS EUR R F  5.00000 28924709_FEE CCPCORPORATE / Short: S8924709  CDS EUR P V 03MEVENT 28924709_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    140000 | OU      | $5116.55      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Muyuan Foods Co Ltd                                                                                 | Muyuan Foods Co Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 3003006NCTDQW4KZR676 | Long             | EC               | CORP              | CN        |     27574 | NS      | $204282.56    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| EZCORP INC                                                                                          | EZCORP Inc                                                                                                                       | CUSIP: 302301AE6<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |   1433000 | PA      | $1304030.00   | 0.20%             | 2025-05-01      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Pandox AB                                                                                           | Pandox AB                                                                                                                        | CUSIP: 000000000<br>LEI: 549300K4HA8EBLSL3B97 | Long             | EC               | CORP              | SE        |      6603 | NS      | $91058.44     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Singapore Exchange Derivatives Clearing Limited                                                     | MSCI SING IX ETS FEB23                                                                                                           | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |       496 | NC      | $-3825.36     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6188044  CDS USD R F  1.00000 26188044_FEE CCPCORPORATE / Short: S6188044  CDS USD P V 03MEVENT 26188044_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    500000 | OU      | $-4139.37     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6477169  CDS USD R F  5.00000 26477169_FEE CCPCORPORATE / Short: S6477169  CDS USD P V 03MEVENT 26477169_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     83000 | OU      | $2873.60      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EIG PEARL HOLDINGS SARL                                                                             | EIG Pearl Holdings Sarl                                                                                                          | CUSIP: 000000000<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |    257000 | PA      | $223209.64    | 0.03%             | 2036-08-31      | Fixed         | 3.55%                 | Yes           | 2                  | On Loan: No      |
| Sabina Gold & Silver Corp                                                                           | Sabina Gold & Silver Corp                                                                                                        | CUSIP: 785246109<br>LEI: 529900MU3GT5P0ZH7V65 | Long             | EC               | CORP              | CA        |    166124 | NS      | $168552.40    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B7783935  CDS USD R V 03MEVENT 27783935_PRO CCPCORPORATE / Short: B7783935  CDS USD P F  5.00000 27783935_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     75000 | OU      | $-11766.47    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B0094850  CDS USD R V 03MEVENT 30094850_PRO CCPCORPORATE / Short: B0094850  CDS USD P F  5.00000 30094850_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    427000 | OU      | $-21384.23    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Booking Holdings Inc                                                                                | Booking Holdings Inc                                                                                                             | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       451 | NS      | $1097779.10   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| T Rowe Price Group Inc                                                                              | T Rowe Price Group Inc                                                                                                           | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      1150 | NS      | $133940.50    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| SAMHALLSBYGGNADSBOLAGET                                                                             | Samhallsbyggnadsbolaget i Norden AB                                                                                              | CUSIP: 000000000<br>LEI: 549300HX9MRFY47AH564 | Long             | DBT              | CORP              | SE        |    100000 | PA      | $41918.34     | 0.01%             | 2025-12-14      | Fixed         | 2.63%                 | Yes           | 2                  | On Loan: No      |
| Mercialys SA                                                                                        | Mercialys SA                                                                                                                     | CUSIP: 000000000<br>LEI: 969500081CGAXB7YS433 | Long             | EC               |  | FR        |      4691 | NS      | $52124.39     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Volvo Car AB                                                                                        | Volvo Car AB                                                                                                                     | CUSIP: 000000000<br>LEI: 5299000EAMGGBEYP7J33 | Long             | DBT              | CORP              | SE        |    200000 | PA      | $206867.31    | 0.03%             | 2025-01-24      | Fixed         | 2.00%                 | Yes           | 2                  | On Loan: No      |
| Fanniemae Strip                                                                                     | Fannie Mae Interest Strip                                                                                                        | CUSIP: 3136FGJ81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    157053 | PA      | $33309.64     | 0.01%             | 2040-05-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Ryanair Holdings PLC                                                                                | Ryanair Holdings PLC                                                                                                             | CUSIP: 783513203<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |     10296 | NS      | $932096.88    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Healthcare Realty Trust Inc                                                                         | Healthcare Realty Trust Inc                                                                                                      | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               |  | US        |     17032 | NS      | $366698.96    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B9OG909V5 IRS USD R V 12MSOFR 99OG909V5_FLO CCPOIS / Short: B9OG909V5 IRS USD P F  2.99450 99OG909V5_FIX CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    974000 | OU      | $-7710.90     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Merck & Co Inc                                                                                      | Merck & Co Inc                                                                                                                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      4223 | NS      | $453592.43    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Hong Kong Futures Exchange Ltd.                                                                     | HANG SENG IDX FUT FEB23                                                                                                          | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | N/A              | DE               |  | HK        |         3 | NC      | $-12857.59    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Equinix Inc                                                                                         | Equinix Inc                                                                                                                      | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |       932 | NS      | $687937.16    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Trusco Nakayama Corp                                                                                | Trusco Nakayama Corp                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17700 | NS      | $289783.35    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of Hawaii Corp                                                                                 | Bank of Hawaii Corp                                                                                                              | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |      1874 | NS      | $143342.26    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| NUVASIVE INC                                                                                        | NuVasive Inc                                                                                                                     | CUSIP: 670704AL9<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | DBT              | CORP              | US        |   1158000 | PA      | $1141353.75   | 0.18%             | 2023-06-01      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Healthpeak Properties Inc                                                                           | Healthpeak Properties Inc                                                                                                        | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               |  | US        |      6387 | NS      | $175514.76    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Cooper Cos Inc/The                                                                                  | Cooper Cos Inc/The                                                                                                               | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |      1189 | NS      | $414877.77    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| ADM AG HOLDING LTD                                                                                  | ADM Ag Holding Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 254900F9FYTK7ZOY3Y61 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $393200.00    | 0.06%             | 2023-08-26      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Cousins Properties Inc                                                                              | Cousins Properties Inc                                                                                                           | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               |  | US        |      7959 | NS      | $218235.78    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Colgate-Palmolive Co                                                                                | Colgate-Palmolive Co                                                                                                             | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      1771 | NS      | $131992.63    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Cemex SAB de CV                                                                                     | Cemex SAB de CV                                                                                                                  | CUSIP: 151290889<br>LEI: 549300RIG2CXWN6IV731 | Long             | EC               | CORP              | MX        |     25537 | NS      | $136367.58    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Quest Diagnostics Inc                                                                               | Quest Diagnostics Inc                                                                                                            | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |       933 | NS      | $138531.84    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Swiss Prime Site AG                                                                                 | Swiss Prime Site AG                                                                                                              | CUSIP: 000000000<br>LEI: 506700XI9H64OPR34158 | Long             | EC               | CORP              | CH        |      1455 | NS      | $129618.46    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| S&P Global Inc                                                                                      | S&P Global Inc                                                                                                                   | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      2058 | NS      | $771626.52    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| West Pharmaceutical Services Inc                                                                    | West Pharmaceutical Services Inc                                                                                                 | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |       985 | NS      | $261616.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase & Co                                                                                 | JPMorgan Chase & Co                                                                                                              | CUSIP: 48128BAD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49750.00     | 0.01%             | 2023-05-01      | Variable      | 7.39%                 | No            | 2                  | On Loan: No      |
| ORSTED A/S                                                                                          | Orsted AS                                                                                                                        | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |    100000 | PA      | $86607.68     | 0.01%             | 3021-02-18      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S0059994  CDS USD R F  5.00000 30059994_FEE CCPCORPORATE / Short: S0059994  CDS USD P V 03MEVENT 30059994_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    300000 | OU      | $24125.55     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S0041540  CDS EUR R F  5.00000 30041540_FEE CCPCORPORATE / Short: S0041540  CDS EUR P V 03MEVENT 30041540_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    100000 | OU      | $13796.31     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Davide Campari-Milano NV                                                                            | Davide Campari-Milano NV                                                                                                         | CUSIP: 000000000<br>LEI: 213800ED5AN2J56N6Z02 | Long             | EC               | CORP              | NL        |     32228 | NS      | $344954.80    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Eli Lilly & Co                                                                                      | Eli Lilly & Co                                                                                                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      1237 | NS      | $425713.55    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                                             | Philippine Government International Bond                                                                                         | CUSIP: 718286CN5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    865000 | PA      | $704237.79    | 0.11%             | 2032-01-06      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| NOVELIS CORP                                                                                        | Novelis Corp                                                                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    197000 | PA      | $178285.00    | 0.03%             | 2030-01-30      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| TreeHouse Foods Inc                                                                                 | TreeHouse Foods Inc                                                                                                              | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |     28550 | NS      | $1382676.50   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B9OF549L5 IRS USD R V 12MSOFR 99OF549L5_FLO CCPOIS / Short: B9OF549L5 IRS USD P F  3.70000 99OF549L5_FIX CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |  70208000 | OU      | $-1132655.83  | -0.18%            |  |  |  | No            | 2                  | On Loan: No      |
| SPOTIFY USA INC                                                                                     | Spotify USA Inc                                                                                                                  | CUSIP: 84921RAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2405000 | PA      | $2005770.00   | 0.31%             | 2026-03-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Henry Schein Inc                                                                                    | Henry Schein Inc                                                                                                                 | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      1648 | NS      | $141975.20    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase & Co                                                                                 | JPMorgan Chase & Co                                                                                                              | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      4224 | NS      | $591191.04    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Amazon.com Inc                                                                                      | Amazon.com Inc                                                                                                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     14179 | NS      | $1462280.27   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Schneider Electric SE                                                                               | Schneider Electric SE                                                                                                            | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |       963 | NS      | $156157.51    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| ARDAGH METAL PACKAGING                                                                              | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    100000 | PA      | $84413.96     | 0.01%             | 2029-09-01      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| HP Inc                                                                                              | HP Inc                                                                                                                           | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      7371 | NS      | $214790.94    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Saudi Arabian Oil Co                                                                                | Saudi Arabian Oil Co                                                                                                             | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | EC               | CORP              | SA        |     47988 | NS      | $421980.23    | 0.07%             |  |  |  | Yes           | 2                  | On Loan: No      |
| CGN Power Co Ltd                                                                                    | CGN Power Co Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 529900D2UINCGWQYBK45 | Long             | EC               | CORP              | CN        |   2392000 | NS      | $558924.75    | 0.09%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Infineon Technologies AG                                                                            | Infineon Technologies AG                                                                                                         | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |     20593 | NS      | $736612.90    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OG459O5 IRS USD R F  2.92950 99OG459O5_FIX CCPOIS / Short: S9OG459O5 IRS USD P V 12MSOFR 99OG459O5_FLO CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   1163000 | OU      | $-5654.39     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                                            | Westinghouse Air Brake Technologies Corp                                                                                         | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      1348 | NS      | $139935.88    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8487327  CDS EUR R V 03MEVENT 28487327_PRO CCPCORPORATE / Short: B8487327  CDS EUR P F  5.00000 28487327_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    508000 | OU      | $-78370.07    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Yara International ASA                                                                              | Yara International ASA                                                                                                           | CUSIP: 000000000<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |      3252 | NS      | $144438.40    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Recordati Industria Chimica e Farmaceutica SpA                                                      | Recordati Industria Chimica e Farmaceutica SpA                                                                                   | CUSIP: 000000000<br>LEI: 815600FBF92FD3531704 | Long             | EC               | CORP              | IT        |      3154 | NS      | $137783.24    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6246016  CDS USD R F  5.00000 26246016_FEE CCPCORPORATE / Short: S6246016  CDS USD P V 03MEVENT 26246016_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    793000 | OU      | $124410.76    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Telenor ASA                                                                                         | Telenor ASA                                                                                                                      | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |     15238 | NS      | $159430.68    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| DTE Energy Co                                                                                       | DTE Energy Co                                                                                                                    | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      1059 | NS      | $123235.83    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8562331  CDS USD R F  5.00000 28562331_FEE CCPCORPORATE / Short: S8562331  CDS USD P V 03MEVENT 28562331_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    506000 | OU      | $84101.99     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| NATWEST GROUP PLC                                                                                   | NatWest Group PLC                                                                                                                | CUSIP: 639057AD0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $153250.00    | 0.02%             | 2031-06-28      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B9OG289X1 IRS USD R V 12MSOFR 99OG289X1_FLO CCPOIS / Short: B9OG289X1 IRS USD P F  3.68600 99OG289X1_FIX CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   1081000 | OU      | $-14133.43    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WESTERN DIGITAL CORP                                                                                | Western Digital Corp                                                                                                             | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     74000 | PA      | $60315.92     | 0.01%             | 2029-02-01      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| Meituan                                                                                             | Meituan                                                                                                                          | CUSIP: 000000000<br>LEI: 21380033K525E5JLIA77 | Long             | EC               | CORP              | KY        |     26356 | NS      | $587177.38    | 0.09%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Obayashi Corp                                                                                       | Obayashi Corp                                                                                                                    | CUSIP: 000000000<br>LEI: 529900YT4O5S0LCXWD54 | Long             | EC               | CORP              | JP        |     30600 | NS      | $237203.17    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Motorola Solutions Inc                                                                              | Motorola Solutions Inc                                                                                                           | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       649 | NS      | $166799.49    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Anhui Conch Cement Co Ltd                                                                           | Anhui Conch Cement Co Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 300300JVKW56SSAEQZ33 | Long             | EC               | CORP              | CN        |    108000 | NS      | $409056.69    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8504902  CDS EUR R V 03MEVENT 28504902_PRO CCPCORPORATE / Short: B8504902  CDS EUR P F  5.00000 28504902_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    100000 | OU      | $-12924.20    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38379HTX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1545112 | PA      | $193957.11    | 0.03%             | 2044-12-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| MAGNITE INC                                                                                         | Magnite Inc                                                                                                                      | CUSIP: 55955DAB6<br>LEI: 54930018FR2YX1HHSB02 | Long             | DBT              | CORP              | US        |   2365000 | PA      | $1899331.50   | 0.29%             | 2026-03-15      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                                                | PURCHASED USD / SOLD JPY                                                                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-55.69       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8561942  CDS USD R F  1.00000 28561942_FEE CCPCORPORATE / Short: S8561942  CDS USD P V 03MEVENT 28561942_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    324000 | OU      | $4444.29      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| PLAINS ALL AMERICAN PIPE                                                                            | Plains All American Pipeline LP                                                                                                  | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    756000 | PA      | $684180.00    | 0.11%             | 2023-03-03      | Variable      | 8.72%                 | No            | 2                  | On Loan: No      |
| Maxar Technologies Inc                                                                              | Maxar Technologies Inc                                                                                                           | CUSIP: 57778K105<br>LEI: 549300OEN2G821MIJ922 | Long             | EC               | CORP              | US        |     56120 | NS      | $2899720.40   | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| SAMHALLSBYGGNADSBOLAGET                                                                             | Samhallsbyggnadsbolaget i Norden AB                                                                                              | CUSIP: 000000000<br>LEI: 549300HX9MRFY47AH564 | Long             | DBT              | CORP              | SE        |    100000 | PA      | $41529.14     | 0.01%             | 2025-01-30      | Fixed         | 2.62%                 | Yes           | 2                  | On Loan: No      |
| Linde PLC                                                                                           | Linde PLC                                                                                                                        | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |      1861 | NS      | $611814.14    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Sprott Inc                                                                                          | Sprott Inc                                                                                                                       | CUSIP: 852066208<br>LEI: 254900QHJAD5TP2JNM15 | Long             | EC               | CORP              | CA        |      3603 | NS      | $142516.92    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                                                                               | CUSIP: 3137FPW35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1162940 | PA      | $135683.15    | 0.02%             | 2049-11-25      | Floating      | 1.49%                 | No            | 2                  | On Loan: No      |
| JETBLUE AIRWAYS CORP                                                                                | JetBlue Airways Corp                                                                                                             | CUSIP: 477143AP6<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |   2282000 | PA      | $1803921.00   | 0.28%             | 2026-04-01      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S9OG459L1 IRS USD R F  4.24900 99OG459L1_FIX CCPOIS / Short: S9OG459L1 IRS USD P V 12MSOFR 99OG459L1_FLO CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   3433000 | OU      | $-758.42      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Reliance Steel & Aluminum Co                                                                        | Reliance Steel & Aluminum Co                                                                                                     | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |       914 | NS      | $207889.30    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8636191  CDS USD R V 03MEVENT 28636191_PRO CCPCORPORATE / Short: B8636191  CDS USD P F  1.00000 28636191_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    250000 | OU      | $36415.75     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                                            | 99P487AC7 PUTNAM                                                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |   2642200 | OU      | $129120.61    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                                            | Saudi Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    621000 | PA      | $621111.78    | 0.10%             | 2029-04-16      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| HONG KONG                                                                                           | Hong Kong Government International Bond                                                                                          | CUSIP: 43858AAF7<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |    200000 | PA      | $200438.16    | 0.03%             | 2026-01-11      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| Samsung Electronics Co Ltd                                                                          | Samsung Electronics Co Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EP               | CORP              | KR        |      8191 | NS      | $369096.65    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Ryosan Co Ltd                                                                                       | Ryosan Co Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $47610.12     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bharti Airtel Ltd                                                                                   | Bharti Airtel Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $195577.25    | 0.03%             | 2025-06-10      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| Bristol-Myers Squibb Co                                                                             | Bristol-Myers Squibb Co                                                                                                          | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      3201 | NS      | $232552.65    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38376RYY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6642521 | PA      | $345152.04    | 0.05%             | 2066-09-20      | Variable      | 0.37%                 | No            | 2                  | On Loan: No      |
| MDGH GMTN RSC LTD                                                                                   | MDGH GMTN RSC Ltd                                                                                                                | CUSIP: 55285GAB0<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    230000 | PA      | $245652.88    | 0.04%             | 2033-04-28      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Invitation Homes Inc                                                                                | Invitation Homes Inc                                                                                                             | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               |  | US        |     31793 | NS      | $1033272.50   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Impala Platinum Holdings Ltd                                                                        | Impala Platinum Holdings Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 254900BZFIFB4PD2Z778 | Long             | EC               | CORP              | ZA        |     53188 | NS      | $617134.32    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S0078270  CDS USD R F  5.00000 30078270_FEE CCPCORPORATE / Short: S0078270  CDS USD P V 03MEVENT 30078270_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    150000 | OU      | $9241.65      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                                | OneMain Finance Corp                                                                                                             | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     14000 | PA      | $11164.16     | 0.00%             | 2030-09-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| VTB Bank PJSC                                                                                       | VTB Bank PJSC                                                                                                                    | CUSIP: 000000000<br>LEI: 253400V1H6ART1UQ0N98 | Long             | EC               | CORP              | RU        | 294650000 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| American Express Co                                                                                 | American Express Co                                                                                                              | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |       884 | NS      | $154638.12    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| HERBALIFE LTD                                                                                       | Herbalife Nutrition Ltd                                                                                                          | CUSIP: 42703MAD5<br>LEI: 549300BA7TYPBSZZIA41 | Long             | DBT              | CORP              | KY        |    664000 | PA      | $621836.00    | 0.10%             | 2024-03-15      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| SILGAN HOLDINGS INC                                                                                 | Silgan Holdings Inc                                                                                                              | CUSIP: 000000000<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |    300000 | PA      | $280641.33    | 0.04%             | 2028-06-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| CH Robinson Worldwide Inc                                                                           | CH Robinson Worldwide Inc                                                                                                        | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |      1739 | NS      | $174195.63    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| FIVERR INTERNATIONAL LTD                                                                            | Fiverr International Ltd                                                                                                         | CUSIP: 33835LAA3<br>LEI: 549300Z8OREY6THCPF67 | Long             | DBT              | CORP              | IL        |   1226000 | PA      | $1031433.80   | 0.16%             | 2025-11-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Teleperformance                                                                                     | Teleperformance                                                                                                                  | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | EC               | CORP              | FR        |      2013 | NS      | $559964.68    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Hanover Insurance Group Inc/The                                                                     | Hanover Insurance Group Inc/The                                                                                                  | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |      1181 | NS      | $158938.98    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Equinox Gold Corp                                                                                   | Equinox Gold Corp                                                                                                                | CUSIP: 29446Y502<br>LEI: 5493005IN4V1SNP9PN75 | Long             | EC               | CORP              | CA        |    122239 | NS      | $559494.58    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Semen Indonesia Persero Tbk PT                                                                      | Semen Indonesia Persero Tbk PT                                                                                                   | CUSIP: 000000000<br>LEI: 2549006ADJYJS2SD8T24 | Long             | EC               | CORP              | ID        |    373846 | NS      | $185054.05    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38376RU53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1660134 | PA      | $95323.25     | 0.01%             | 2067-02-20      | Variable      | 0.07%                 | No            | 2                  | On Loan: No      |
| National Fuel Gas Co                                                                                | National Fuel Gas Co                                                                                                             | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |      2892 | NS      | $167909.52    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| First Quantum Minerals Ltd                                                                          | First Quantum Minerals Ltd                                                                                                       | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |     42773 | NS      | $992373.46    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Yoma Strategic Holdings Ltd                                                                         | Yoma Strategic Holdings Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 529900WRBT4SP5D5ZN49 | Long             | EC               | CORP              | SG        |    978808 | NS      | $92901.83     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| DIGITALBRIDGE GROUP INC                                                                             | DigitalBridge Group Inc                                                                                                          | CUSIP: 19624RAA4<br>LEI: 549300XG87L902AGBO89 | Long             | DBT              |  | US        |   1187000 | PA      | $1175871.88   | 0.18%             | 2023-04-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B9OG139J4 IRS USD R V 12MSOFR 99OG139J4_FLO CCPOIS / Short: B9OG139J4 IRS USD P F  3.24800 99OG139J4_FIX CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    898000 | OU      | $-51069.38    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Artemis Gold Inc                                                                                    | Artemis Gold Inc                                                                                                                 | CUSIP: 04302L100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     80314 | NS      | $286113.53    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Arrow Electronics Inc                                                                               | Arrow Electronics Inc                                                                                                            | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |      1129 | NS      | $132646.21    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Equity Commonwealth                                                                                 | Equity Commonwealth                                                                                                              | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               |  | US        |     43531 | NS      | $1110911.12   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Toronto-Dominion Bank                                                                               | PURCHASED AUD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | AU        |         1 | NC      | $28286.56     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TERNA RETE ELETTRICA                                                                                | Terna - Rete Elettrica Nazionale                                                                                                 | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $91976.18     | 0.01%             | 2027-11-09      | Fixed         | 2.38%                 | Yes           | 2                  | On Loan: No      |
| Ternium SA                                                                                          | Ternium SA                                                                                                                       | CUSIP: 880890108<br>LEI: 529900QG4KU23TEI2E46 | Long             | EC               | CORP              | LU        |      1918 | NS      | $77391.30     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS AG                                                                                              | PURCHASED AUD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |         1 | NC      | $-127.45      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                                                                   | EURO-BUND FUTURE MAR23                                                                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -2 | NC      | $8827.66      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Alpha Services and Holdings SA                                                                      | Alpha Services and Holdings SA                                                                                                   | CUSIP: 000000000<br>LEI: 5299009N55YRQC69CN08 | Long             | EC               | CORP              | GR        |    317704 | NS      | $432505.39    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF TURKEY                                                                                  | Turkey Government International Bond                                                                                             | CUSIP: 900123DB3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    631000 | PA      | $568672.34    | 0.09%             | 2026-01-26      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Kirin Holdings Co Ltd                                                                               | Kirin Holdings Co Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |     71700 | NS      | $1104315.56   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Eaton Corp PLC                                                                                      | Eaton Corp PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |        44 | NS      | $7137.24      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gilead Sciences Inc                                                                                 | Gilead Sciences Inc                                                                                                              | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      3331 | NS      | $279604.14    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| BLACKSTONE MORTGAGE TR                                                                              | Blackstone Mortgage Trust Inc                                                                                                    | CUSIP: 09257WAC4<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |   1424000 | PA      | $1412384.40   | 0.22%             | 2023-03-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Mitsubishi Corp                                                                                     | Mitsubishi Corp                                                                                                                  | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |      9200 | NS      | $308007.32    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| LG Chem Ltd                                                                                         | LG Chem Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 988400IES4EIG7O06940 | Long             | EC               | CORP              | KR        |       391 | NS      | $221017.10    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| NEOGENOMICS INC                                                                                     | NeoGenomics Inc                                                                                                                  | CUSIP: 64049MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1095450.00   | 0.17%             | 2028-01-15      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B0077965  CDS USD R V 03MEVENT 30077965_PRO CCPCORPORATE / Short: B0077965  CDS USD P F  5.00000 30077965_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    506000 | OU      | $-84101.99    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Svenska Handelsbanken AB                                                                            | Svenska Handelsbanken AB                                                                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |     14034 | NS      | $146038.71    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| ILIAD SA                                                                                            | iliad SA                                                                                                                         | CUSIP: 000000000<br>LEI: 969500FZ9BTRZS3JNB97 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $276551.47    | 0.04%             | 2028-02-11      | Fixed         | 1.88%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                                                                         | CUSIP: 38376RQ41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3407496 | PA      | $134216.44    | 0.02%             | 2066-12-20      | Variable      | 4.12%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8619360  CDS USD R V 03MEVENT 28619360_PRO CCPCORPORATE / Short: B8619360  CDS USD P F  1.00000 28619360_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    500000 | OU      | $4139.37      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Li Auto Inc                                                                                         | Li Auto Inc                                                                                                                      | CUSIP: 000000000<br>LEI: 2549003R73Q70J5H4I65 | Long             | EC               | CORP              | KY        |     19000 | NS      | $236483.17    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF GHANA                                                                                   | Ghana Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    200000 | PA      | $73500.00     | 0.01%             | 2034-04-07      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S0042280  CDS EUR R F  1.00000 30042280_FEE CCPCORPORATE / Short: S0042280  CDS EUR P V 03MEVENT 30042280_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    200000 | OU      | $-20873.54    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6946176  CDS USD R F  5.00000 26946176_FEE CCPCORPORATE / Short: S6946176  CDS USD P V 03MEVENT 26946176_PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     83000 | OU      | $2706.09      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Cars.com Inc                                                                                        | Cars.com Inc                                                                                                                     | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |     34096 | NS      | $583041.60    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B0078409  CDS USD R V 03MEVENT 30078409_PRO CCPCORPORATE / Short: B0078409  CDS USD P F  5.00000 30078409_FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    180000 | OU      | $-24302.80    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                                   | HSBC Holdings PLC                                                                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |     62809 | NS      | $463045.06    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| UPC BROADBAND FINCO BV                                                                              | UPC Broadband Finco BV                                                                                                           | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $175954.00    | 0.03%             | 2031-07-15      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Bank of America N.A.                                                                                | PURCHASED AUD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | AU        |         1 | NC      | $28517.42     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Heineken NV                                                                                         | Heineken NV                                                                                                                      | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |      4736 | NS      | $471969.73    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |

### Signature

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

**Name of Applicant:** RUSSELL INVESTMENT CO

**Signature:** Kari Seabrands

**Name of Signer:** Kari Seabrands

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