# EDGAR Filing Document

**Accession Number:** 0000013386
**File Stem:** 0001145549-23-002481
**Filing Date:** 2023-1
**Character Count:** 538536
**Document Hash:** f068af02769aeaff3caa48a3c7c4a852
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-002481.hdr.sgml**: 20230124

**ACCESSION NUMBER**: 0001145549-23-002481

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230124

**DATE AS OF CHANGE**: 20230124

**PERIOD START**: 20221130

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Federated Hermes Global Allocation Fund
- **CENTRAL INDEX KEY:** 0000013386
- **IRS NUMBER:** 042221910
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1130

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-00001
- **FILM NUMBER:** 23547837

**BUSINESS ADDRESS:**
- **STREET 1:** 4000 ERICSSON DRIVE
- **CITY:** WARRENDALE
- **STATE:** PA
- **ZIP:** 15086-7561
- **BUSINESS PHONE:** 8003417400

**MAIL ADDRESS:**
- **STREET 1:** 4000 ERICSSON DRIVE
- **CITY:** WARRENDALE
- **STATE:** PA
- **ZIP:** 15086-7561

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FEDERATED GLOBAL ALLOCATION FUND
- **DATE OF NAME CHANGE:** 20200616

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FEDERATED HERMES GLOBAL ALLOCATION FUND
- **DATE OF NAME CHANGE:** 20200615

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FEDERATED GLOBAL ALLOCATION FUND
- **DATE OF NAME CHANGE:** 20121212

## Series and Classes Contracts Data

### Federated Hermes Global Allocation Fund (Series ID: S000009117)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000024797 | Class A Shares       | FSTBX           |
| C000024798 | Class B Shares       | FSBBX           |
| C000024799 | Class C Shares       | FSBCX           |
| C000024800 | Class R Shares       | FSBKX           |
| C000077842 | Institutional Shares | SBFIX           |
| C000170844 | Class R6 Shares      | FSBLX           |
| C000188090 | Class T Shares       |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Federated Hermes Global Allocation Fund

- **b. Investment Company Act file number:** 811-00001

- **c. CIK number of Registrant:** 0000013386

- **d. LEI of Registrant:** YB5DXSTD018JWGFOSP60

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

  - **Street Address 1:** Federated Hermes Funds

  - **City:** Warrendale

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 15086-7561

  - **Telephone number:** 8003417400

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

- **a. Name of Series:** Federated Hermes Global Allocation Fund

- **b. EDGAR series identifier (if any):** S000009117

- **c. LEI of Series:** YB5DXSTD018JWGFOSP60

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

- **a. Date of fiscal year-end:** 2022-11-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $315765250.51

**Total Liabilities:** $1201910.63

**Net Assets:** $314563339.88

**Delayed Delivery Securities:** $399940.00

**Cash Not Reported:** $583745.70

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -44.476481000000 | **1-Year:** -1713.207696000000 | **5-Year:** -3845.782391000000 | **10-Year:** -5291.701274000000 | **30-Year:** -3021.523873000000

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

- **3-Month:** -0.028032000000 | **1-Year:** -0.428675000000 | **5-Year:** -1.402129000000 | **10-Year:** -0.743779000000 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000024797 | -6.66%               | 3.08%                | 5.97%                |
| Class ID C000024798 | -6.66%               | 2.98%                | 5.90%                |
| Class ID C000024799 | -6.64%               | 2.93%                | 5.88%                |
| Class ID C000024800 | -6.66%               | 3.04%                | 5.90%                |
| Class ID C000077842 | -6.61%               | 3.05%                | 5.99%                |
| Class ID C000170844 | -6.59%               | 3.08%                | 5.97%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1626666.25             | $-20339928.83                              |
| Month 2  | $-2142290.09             | $11641747.41                               |
| Month 3  | $-2046914.53             | $19056247.39                               |

**Designated Index Information**

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

- **Index Identifier:** 60% MSG7N, 40% LEGATRUU

### Schedule of Portfolio Investments

| Name                                                                     | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ADMA Biologics Inc                                                       | ADMA Biologics Inc                                                              | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $3.34         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                                 | AT&T Inc                                                                        | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     19444 | NS      | $374880.32    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCE AUTO PARTS                                                       | Advance Auto Parts Inc                                                          | CUSIP: 00751YAE6<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    600000 | PA      | $529533.37    | 0.17%             | 2030-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc                                                       | Albertsons Cos Inc                                                              | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |      8881 | NS      | $186056.95    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp                                                               | Alcoa Corp                                                                      | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |      3242 | NS      | $162521.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                                             | Alphabet Inc                                                                    | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     12090 | NS      | $1226530.50   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                                                      | American Tower Corp                                                             | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |      3780 | NS      | $836325.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                                           | Ameris Bancorp                                                                  | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |      1118 | NS      | $59119.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                      | Ashtead Capital Inc                                                             | CUSIP: 045054AP8<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    315000 | PA      | $244297.03    | 0.08%             | 2031-08-12      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                 | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AT8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    155000 | PA      | $153621.31    | 0.05%             | 2025-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                   | Boardwalk Pipelines LP                                                          | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    130000 | PA      | $109149.37    | 0.03%             | 2032-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                | Boeing Co/The                                                                   | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    350000 | PA      | $346955.46    | 0.11%             | 2025-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Brookline Bancorp Inc                                                    | Brookline Bancorp Inc                                                           | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       470 | NS      | $6683.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                      | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $222046.15    | 0.07%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CSG Systems International Inc                                            | CSG Systems International Inc                                                   | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |       613 | NS      | $37907.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMP PENDELTON/QUANTICO                                                  | Camp Pendleton & Quantico Housing LLC                                           | CUSIP: 134011AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $92782.10     | 0.03%             | 2050-10-01      | Fixed         | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Cintas Corp                                                              | Cintas Corp                                                                     | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2091 | NS      | $965581.98    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp                                      | Cognizant Technology Solutions Corp                                             | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      2459 | NS      | $152974.39    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                                                     | Commercial Metals Co                                                            | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |         1 | NS      | $49.22        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED MXN / SOLD USD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | MX        |         1 | NC      | $4722.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                                     | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |         1 | NC      | $10921.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DigitalBridge Group Inc                                                  | DigitalBridge Group Inc                                                         | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |      1835 | NS      | $26479.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                 | Discovery Communications LLC                                                    | CUSIP: 25470DAL3<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19451.34     | 0.01%             | 2026-03-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                        | Eversource Energy                                                               | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495418.75    | 0.16%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 31371LDJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1599 | PA      | $1660.17      | 0.00%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                         | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FQXJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $466034.75    | 0.15%             | 2026-10-25      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Federated Core Trust - Federated Mortgage Core Portfolio                 | FEDERATED CORE TR MTG CORE PORTFOLIO                                            | CUSIP: 31409N200<br>LEI: 254900WC9GWJKY8X3D48 | Long             | EC               | RF                | US        |   2583072 | NS      | $21826959.26  | 6.94%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERATED CORE TR                                                        | FEDERATED CORE TR MUTUAL FUND                                                   | CUSIP: 31409N887<br>LEI: 254900HYFNGKM5PJOV84 | Long             | EC               | RF                | US        |   3461087 | NS      | $27273366.69  | 8.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods Inc                                                        | Flowers Foods Inc                                                               | CUSIP: 343498AB7<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    210000 | PA      | $198075.67    | 0.06%             | 2026-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                              | CUSIP: 36202DC90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2611 | PA      | $2707.72      | 0.00%             | 2029-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                               | CUSIP: 36225AUH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       614 | PA      | $623.69       | 0.00%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                      | General Electric Co                                                             | CUSIP: 36962GXZ2<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     17000 | PA      | $19323.05     | 0.01%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Green Brick Partners Inc                                                 | Green Brick Partners Inc                                                        | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |       348 | NS      | $8414.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                                            | Hilton Worldwide Holdings Inc                                                   | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       731 | NS      | $104255.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                                                               | Intel Corp                                                                      | CUSIP: 458140BP4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    280000 | PA      | $273448.64    | 0.09%             | 2025-03-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                        | Johnson & Johnson                                                               | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       940 | NS      | $167320.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                                    | Keysight Technologies Inc                                                       | CUSIP: 49338LAB9<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296163.99    | 0.09%             | 2024-10-30      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                            | Kroger Co/The                                                                   | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     27656 | NS      | $1360398.64   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc                                              | AMN Healthcare Services Inc                                                     | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |       491 | NS      | $60736.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp                                                      | Addus HomeCare Corp                                                             | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |       187 | NS      | $20622.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources Inc                                        | Alpha Metallurgical Resources Inc                                               | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        57 | NS      | $9760.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Institutional Prime Value Obligations Fund              | Federated Institutional Prime Value Obligations Fund                            | CUSIP: 60934N583<br>LEI: 254900OXLDDVEP8MMK94 | Long             | EC               | RF                | US        |  23484089 | NS      | $23474695.56  | 7.46%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                                                 | Northwestern Mutual Life Insurance Co                                           | CUSIP: 668138AC4<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    105000 | PA      | $74132.25     | 0.02%             | 2059-09-30      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Altria Group Inc                                                         | Altria Group Inc                                                                | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     32745 | NS      | $1525262.10   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises Inc                                                   | Apogee Enterprises Inc                                                          | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |       120 | NS      | $5790.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                  | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCL6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296193.94    | 0.09%             | 2052-09-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| ONE GAS INC                                                              | ONE Gas Inc                                                                     | CUSIP: 68235PAM0<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    230000 | PA      | $220250.05    | 0.07%             | 2032-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                | ONEOK Inc                                                                       | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    190000 | PA      | $193629.32    | 0.06%             | 2032-11-15      | Fixed         | 6.10%                 | 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        |       810 | NS      | $136290.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                                                | Archer-Daniels-Midland Co                                                       | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      5182 | NS      | $505245.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences Inc                                                    | Arcus Biosciences Inc                                                           | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2039 | NS      | $71711.63     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp                                               | Pinnacle West Capital Corp                                                      | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |      5895 | NS      | $461696.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                                             | Prologis Inc                                                                    | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |      2000 | NS      | $235580.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc                                              | Asbury Automotive Group Inc                                                     | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |        25 | NS      | $4690.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc                                                               | Atkore International Group Inc                                                  | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |       473 | NS      | $57776.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc                                                       | Avanos Medical Inc                                                              | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |       402 | NS      | $10813.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank                                                                     | BANK 2017-BNK8                                                                  | CUSIP: 06650AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    255000 | PA      | $235090.70    | 0.07%             | 2050-11-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                           | Public Storage                                                                  | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               |  | US        |      2193 | NS      | $653426.28    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Rock Resorts Inc                                                     | Red Rock Resorts, Inc. Class A                                                  | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       651 | NS      | $29334.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc                                                   | Berkshire Hathaway Inc                                                          | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      3777 | NS      | $1203352.20   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                                                           | BorgWarner Inc                                                                  | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |       638 | NS      | $27121.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                                                           | CBRE Group Inc                                                                  | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |       382 | NS      | $30407.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN GOVERNMENT                                                      | Canadian Government Bond                                                        | CUSIP: 135087M84<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $136815.97    | 0.04%             | 2027-03-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Snowflake Inc                                                            | Snowflake Inc                                                                   | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |       407 | NS      | $58160.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                                         | T-Mobile USA Inc                                                                | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    300000 | PA      | $210005.38    | 0.07%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                                   | Church & Dwight Co Inc                                                          | CUSIP: 17136MAA0<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    220000 | PA      | $178913.57    | 0.06%             | 2031-12-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                              | Compass Bank                                                                    | CUSIP: 20453KAA3<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243335.25    | 0.08%             | 2025-04-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ConnectOne Bancorp Inc                                                   | ConnectOne Bancorp Inc                                                          | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |      1974 | NS      | $51797.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                                                     | PURCHASED GBP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | GB        |         1 | NC      | $7540.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                     | Targa Resources Corp                                                            | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61287.29     | 0.02%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ulta Beauty Inc                                                          | Ulta Beauty Inc                                                                 | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       216 | NS      | $100405.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    370000 | PA      | $347231.79    | 0.11%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CFA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $292933.59    | 0.09%             | 2024-07-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wendy's Co/The                                                           | Wendy's Co/The                                                                  | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |     59351 | NS      | $1338958.56   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| World Omni Auto Receivables Trust                                        | World Omni Auto Receivables Trust 2021-A                                        | CUSIP: 98164EAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    285000 | PA      | $263410.62    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| OMV AG                                                                   | OMV AG                                                                          | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |       397 | NS      | $21059.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| voestalpine AG                                                           | voestalpine AG                                                                  | CUSIP: 000000000<br>LEI: 529900ZAXBMQDIWPNB72 | Long             | EC               | CORP              | AT        |       313 | NS      | $8522.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| South32 Ltd                                                              | South32 Ltd                                                                     | CUSIP: 000000000<br>LEI: 213800LAZNPXSBKVHR17 | Long             | EC               | CORP              | AU        |    201358 | NS      | $556676.94    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                                        | Telstra Group Ltd                                                               | CUSIP: 000000000<br>LEI: PCTXNQGRJVR3OG33JG65 | Long             | EC               | CORP              | AU        |     14174 | NS      | $38289.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Warehouses De Pauw CVA                                                   | Warehouses De Pauw CVA                                                          | CUSIP: 000000000<br>LEI: 549300HWDYC5JXC85138 | Long             | EC               |  | BE        |       435 | NS      | $11664.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JBS SA                                                                   | JBS SA                                                                          | CUSIP: 000000000<br>LEI: 529900RM0MTMZL9O5050 | Long             | EC               | CORP              | BR        |      9769 | NS      | $41509.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TCL Zhonghuan Renewable Energy Technology Co Ltd                         | TCL Zhonghuan Renewable Energy Technology Co Ltd                                | CUSIP: 000000000<br>LEI: 300300Y3UHPAM1FB1Y03 | Long             | EC               | CORP              | CN        |      7000 | NS      | $40947.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China CITIC Bank Corp Ltd                                                | China CITIC Bank Corp Ltd                                                       | CUSIP: 000000000<br>LEI: 300300C1030211000384 | Long             | EC               | CORP              | CN        |     67000 | NS      | $29757.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Communications Co Ltd                                            | Bank of Communications Co Ltd                                                   | CUSIP: 000000000<br>LEI: 549300AX1UM10U30HK09 | Long             | EC               | CORP              | CN        |     91456 | NS      | $51741.22     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PICC Property & Casualty Co Ltd                                          | PICC Property & Casualty Co Ltd                                                 | CUSIP: 000000000<br>LEI: 300300F1000311000017 | Long             | EC               | CORP              | CN        |     58000 | NS      | $58463.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| China National Nuclear Power Co Ltd                                      | China National Nuclear Power Co Ltd                                             | CUSIP: 000000000<br>LEI: 3003003YPVL5EMT5LZ97 | Long             | EC               | CORP              | CN        |     27100 | NS      | $23786.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wens Foodstuffs Group Co Ltd                                             | Wens Foodstuffs Group Co Ltd                                                    | CUSIP: 000000000<br>LEI: 3003005O7DXT61IXLJ96 | Long             | EC               | CORP              | CN        |     16500 | NS      | $41705.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                                     | PURCHASED EUR / SOLD NZD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |         1 | NC      | $-5740.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                                     | PURCHASED USD / SOLD NZD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-21950.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Abercrombie & Fitch Co                                                   | Abercrombie & Fitch Co                                                          | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |       207 | NS      | $4963.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CEZ AS                                                                   | CEZ AS                                                                          | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | EC               | CORP              | CZ        |       942 | NS      | $32377.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                                 | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    500000 | PA      | $503348.65    | 0.16%             | 2025-02-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ArcBest Corp                                                             | ArcBest Corp                                                                    | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |       519 | NS      | $42957.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Resources Inc                                                       | Arch Resources Inc                                                              | CUSIP: 03940R107<br>LEI: W47HVZ7Q6FXL86RELH91 | Long             | EC               | CORP              | US        |       125 | NS      | $19343.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                                 | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    500000 | PA      | $669840.50    | 0.21%             | 2034-07-04      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SAP SE                                                                   | SAP SE                                                                          | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      2154 | NS      | $233128.29    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                            | Automatic Data Processing Inc                                                   | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       847 | NS      | $223726.58    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bowlero Corp                                                             | Bowlero Corp                                                                    | CUSIP: 10258P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       372 | NS      | $5193.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S                                                   | AP Moller - Maersk A/S                                                          | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |        33 | NS      | $70492.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                                 | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    480000 | PA      | $503188.23    | 0.16%             | 2024-10-31      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| CRA International Inc                                                    | CRA International Inc                                                           | CUSIP: 12618T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       377 | NS      | $46469.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                                                      | Cal-Maine Foods Inc                                                             | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |       656 | NS      | $38231.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UPM-Kymmene Oyj                                                          | UPM-Kymmene Oyj                                                                 | CUSIP: 000000000<br>LEI: 213800EC6PW5VU4J9U64 | Long             | EC               | CORP              | FI        |      1439 | NS      | $53088.11     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Oyj                                                                | Orion Oyj                                                                       | CUSIP: 000000000<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |       287 | NS      | $15199.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                                                      | Canadian Government Bond                                                        | CUSIP: 135087D50<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    460000 | PA      | $330646.69    | 0.11%             | 2025-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                            | Citigroup Inc                                                                   | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    300000 | PA      | $262170.32    | 0.08%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| CorVel Corp                                                              | CorVel Corp                                                                     | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       319 | NS      | $48797.43     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                                                     | PURCHASED JPY / SOLD USD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | JP        |         1 | NC      | $3680.20      | 0.00%             |  |  |  | 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        |       923 | NS      | $714642.67    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Aneka Tambang Tbk                                                        | Aneka Tambang Tbk                                                               | CUSIP: 000000000<br>LEI: 529900LRE2NALSSHMB80 | Long             | EC               | CORP              | ID        |    137400 | NS      | $17589.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                        | PURCHASED JPY / SOLD USD                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |         1 | NC      | $1010.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dow Inc                                                                  | Dow Inc                                                                         | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |      2643 | NS      | $134713.71    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Astra International Tbk PT                                               | Astra International Tbk PT                                                      | CUSIP: 000000000<br>LEI: 529900L49TRJOMG4DK47 | Long             | EC               | CORP              | ID        |    143200 | NS      | $55346.15     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingspan Group PLC                                                       | Kingspan Group PLC                                                              | CUSIP: 000000000<br>LEI: 635400HM7V74SUB9OG75 | Long             | EC               | CORP              | IE        |       416 | NS      | $23324.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eicher Motors Ltd                                                        | Eicher Motors Ltd                                                               | CUSIP: 000000000<br>LEI: 25490059S64CN2OY7239 | Long             | EC               | CORP              | IN        |      1129 | NS      | $48796.14     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ICICI Bank Ltd                                                           | ICICI Bank Ltd                                                                  | CUSIP: 000000000<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |     11747 | NS      | $139012.63    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                                     | PURCHASED JPY / SOLD USD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | JP        |         1 | NC      | $192628.45    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                                     | PURCHASED JPY / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | JP        |         1 | NC      | $9716.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Titan Co Ltd                                                             | Titan Co Ltd                                                                    | CUSIP: 000000000<br>LEI: 549300RO9VJWPK37FE54 | Long             | EC               | CORP              | IN        |      2007 | NS      | $65992.30     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                                         | Terna - Rete Elettrica Nazionale                                                | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | EC               | CORP              | IT        |     37730 | NS      | $290907.85    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                                 | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    800000 | PA      | $892959.72    | 0.28%             | 2028-09-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Polymetal International PLC                                              | Polymetal International PLC                                                     | CUSIP: 000000000<br>LEI: 213800JKJ5HJWYS4GR61 | Long             | EC               | CORP              | JE        |         4 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED USD / SOLD CAD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-1491.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED EUR / SOLD NZD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $-4674.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED JPY / SOLD USD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | JP        |         1 | NC      | $574.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-1106.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                 | Electricite de France SA                                                        | CUSIP: 268317AU8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    275000 | PA      | $260221.42    | 0.08%             | 2028-09-21      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Encore Wire Corp                                                         | Encore Wire Corp                                                                | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       183 | NS      | $26738.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED JPY / SOLD USD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | JP        |         1 | NC      | $462.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY                                                       | DIAMONDBACK ENERGY                                                              | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402895.27    | 0.13%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                                 | Agilent Technologies Inc                                                        | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      4259 | NS      | $660059.82    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's Inc                                                            | Dillard's Inc                                                                   | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |        90 | NS      | $32373.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollarama Inc                                                            | Dollarama Inc                                                                   | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |       436 | NS      | $26685.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorman Products Inc                                                      | Dorman Products Inc                                                             | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       103 | NS      | $9232.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc                                                              | Dropbox Inc                                                                     | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |     20515 | NS      | $483333.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| American Vanguard Corp                                                   | American Vanguard Corp                                                          | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |         1 | NS      | $23.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                                                 | Ameriprise Financial Inc                                                        | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      4221 | NS      | $1401160.95   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                                         | Exxon Mobil Corp                                                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     20144 | NS      | $2242832.96   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                           | CUSIP: 31293FUM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       772 | PA      | $798.47       | 0.00%             | 2028-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                     | Bank of America Corp                                                            | CUSIP: 06051GFG9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91407.80     | 0.03%             | 2044-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Boise Cascade Co                                                         | Boise Cascade Co                                                                | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |       788 | NS      | $58343.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN GOVERNMENT                                                      | CANADIAN GOVERNMENT                                                             | CUSIP: 135087WL4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    480000 | PA      | $415223.28    | 0.13%             | 2029-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Canadian Tire Corp Ltd                                                   | Canadian Tire Corp Ltd                                                          | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               | CORP              | CA        |      1486 | NS      | $168291.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 31374S5U1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       109 | PA      | $112.60       | 0.00%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 31385JRN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2600 | PA      | $2689.06      | 0.00%             | 2032-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Gartner Inc                                                              | Gartner Inc                                                                     | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |      3357 | NS      | $1176192.09   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| GrafTech International Ltd                                               | GrafTech International Ltd                                                      | CUSIP: 384313508<br>LEI: 549300GY32W00XP57351 | Long             | EC               | CORP              | US        |      3118 | NS      | $16837.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cass Information Systems Inc                                             | Cass Information Systems Inc                                                    | CUSIP: 14808P109<br>LEI: 549300G7XPIPR7SJ2F38 | Long             | EC               | CORP              | US        |       362 | NS      | $15739.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                                        | Cisco Systems Inc                                                               | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     14643 | NS      | $728049.96    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Group Holdings Ltd                                                 | Asahi Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 353800KAJ02XNHLCJW79 | Long             | EC               | CORP              | JP        |      3100 | NS      | $99691.72     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Denko Corp                                                         | Nitto Denko Corp                                                                | CUSIP: 000000000<br>LEI: 3538009GX5P09USH2J25 | Long             | EC               | CORP              | JP        |      2450 | NS      | $155161.97    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Oil Ltd                                                         | Imperial Oil Ltd                                                                | CUSIP: 453038408<br>LEI: 549300JZNB745JT5WY51 | Long             | EC               | CORP              | CA        |      9672 | NS      | $550271.84    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| KFW                                                                      | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769BN3<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |  30000000 | PA      | $229916.43    | 0.07%             | 2026-02-16      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Concentrix Corp                                                          | Concentrix Corp                                                                 | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        89 | NS      | $10891.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                           | PURCHASED USD / SOLD MXN                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-19034.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                 | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NK7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    140000 | PA      | $125800.85    | 0.04%             | 2046-04-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                               | Navient Student Loan Trust                                                      | CUSIP: 63942KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    259546 | PA      | $219042.73    | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Origin Bancorp Inc                                                       | Origin Bancorp Inc                                                              | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |       171 | NS      | $6997.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ozon Holdings PLC                                                        | Ozon Holdings PLC                                                               | CUSIP: 69269L104<br>LEI: 213800GXSI7E5V776B13 | Long             | EC               | CORP              | CY        |      1945 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Mitsubishi Electric Corp                                                 | Mitsubishi Electric Corp                                                        | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |     37600 | NS      | $379738.27    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Corp                                                                  | LG Corp                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       918 | NS      | $59301.72     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                     | Progressive Corp/The                                                            | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      1321 | NS      | $174570.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International Inc                                            | Robert Half International Inc                                                   | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |      2270 | NS      | $178830.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Cross Corp/South Korea                                             | Green Cross Corp/South Korea                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |         9 | NS      | $894.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Krafton Inc                                                              | Krafton Inc                                                                     | CUSIP: 000000000<br>LEI: 988400CE024EWSCICK17 | Long             | EC               | CORP              | KR        |       293 | NS      | $51696.78     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                            | PURCHASED NZD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NZ        |         1 | NC      | $23977.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole CIB                                                      | PURCHASED CAD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | CA        |         1 | NC      | $4694.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanmina Corp                                                             | Sanmina Corp                                                                    | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |        71 | NS      | $4692.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Wesson Brands Inc                                                | Smith & Wesson Brands Inc                                                       | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Long             | EC               | CORP              | US        |      1916 | NS      | $22551.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Corp/Republic of Korea                                             | Orion Corp/Republic of Korea                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        54 | NS      | $4843.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Queen's Road Capital Investment Ltd                                      | Queen's Road Capital Investment Ltd                                             | CUSIP: 000000000<br>LEI: 529900JA5XZVELG6YM13 | Long             | EC               | CORP              | KY        |      4315 | NS      | $2213.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                                                               | Terex Corp                                                                      | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |       862 | NS      | $39574.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group Inc                                                      | TransDigm Group Inc                                                             | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       362 | NS      | $227517.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JD.com Inc                                                               | JD.com Inc                                                                      | CUSIP: 000000000<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | KY        |      7181 | NS      | $204499.06    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SMART Global Holdings Inc                                                | SMART Global Holdings Inc                                                       | CUSIP: 000000000<br>LEI: 529900RDGHQY8XKXPN14 | Long             | EC               | CORP              | KY        |      2245 | NS      | $37962.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                                                     | PURCHASED JPY / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | JP        |         1 | NC      | $-219.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                            | PURCHASED USD / SOLD MXN                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-2769.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Natural Foods Inc                                                 | United Natural Foods Inc                                                        | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |       438 | NS      | $20883.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                 | Wabtec Corp/DE                                                                  | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      5057 | NS      | $511212.13    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcelorMittal SA                                                         | ArcelorMittal SA                                                                | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |      9952 | NS      | $270018.18    | 0.09%             |  |  |  | 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        |      6003 | NS      | $53222.41     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IMCD NV                                                                  | IMCD NV                                                                         | CUSIP: 000000000<br>LEI: 724500NSJPNFJPDAUP02 | Long             | EC               | CORP              | NL        |      1160 | NS      | $172644.83    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Telenor ASA                                                              | TELENOR ASA                                                                     | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |      1886 | NS      | $18262.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                   | US ULTRA BOND CBT MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         3 | NC      | $4117.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                   | US 10YR NOTE (CBT)MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -5 | NC      | $-4699.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Gjensidige Forsikring ASA                                                | Gjensidige Forsikring ASA                                                       | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6FAO47 | Long             | EC               | CORP              | NO        |       539 | NS      | $10445.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jeronimo Martins SGPS SA                                                 | Jeronimo Martins SGPS SA                                                        | CUSIP: 000000000<br>LEI: 259400A8SZP10GB5IB19 | Long             | EC               | CORP              | PT        |       763 | NS      | $16832.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mouwasat Medical Services Co                                             | Mouwasat Medical Services Co                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |       769 | NS      | $38613.80     | 0.01%             |  |  |  | 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        |     82500 | NS      | $70962.93     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aurizon Holdings Ltd                                                     | Aurizon Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 5299005PC1O6NOWL3H48 | Long             | EC               | CORP              | AU        |     57092 | NS      | $148241.56    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sofina SA                                                                | Sofina SA                                                                       | CUSIP: 000000000<br>LEI: 5493000GMVR38VUO5D39 | Long             | EC               | CORP              | BE        |        42 | NS      | $9194.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Groupe Bruxelles Lambert NV                                              | Groupe Bruxelles Lambert NV                                                     | CUSIP: 000000000<br>LEI: 549300KV0ZEHT2KVU152 | Long             | EC               | CORP              | BE        |       268 | NS      | $21733.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Essent Group Ltd                                                         | Essent Group Ltd                                                                | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |      1488 | NS      | $59653.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Thai Union Group PCL                                                     | Thai Union Group PCL                                                            | CUSIP: 000000000<br>LEI: 25490047VDGNFMEYZW95 | Long             | EC               | CORP              | TH        |     92100 | NS      | $44687.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BIM Birlesik Magazalar AS                                                | BIM Birlesik Magazalar AS                                                       | CUSIP: 000000000<br>LEI: 7890001GCDJQD8DJKE29 | Long             | EC               | CORP              | TR        |      5418 | NS      | $39230.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yuanta Financial Holding Co Ltd                                          | Yuanta Financial Holding Co Ltd                                                 | CUSIP: 000000000<br>LEI: 21380045JG57LJEFFE13 | Long             | EC               | CORP              | TW        |     84151 | NS      | $62047.19     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ambev SA                                                                 | Ambev SA                                                                        | CUSIP: 000000000<br>LEI: 549300TH5Q6VRP8OT012 | Long             | EC               | CORP              | BR        |     24854 | NS      | $76247.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vale SA                                                                  | Vale SA                                                                         | CUSIP: 000000000<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |     13785 | NS      | $227680.22    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                                         | Roche Holding AG                                                                | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      1267 | NS      | $507343.51    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Tsingtao Brewery Co Ltd                                                  | Tsingtao Brewery Co Ltd                                                         | CUSIP: 000000000<br>LEI: 300300OJ7D0Q1ESE8L15 | Long             | EC               | CORP              | CN        |      1200 | NS      | $17135.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ensign Group Inc/The                                                     | Ensign Group Inc/The                                                            | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |       284 | NS      | $26980.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| E2open Parent Holdings Inc                                               | E2open Parent Holdings Inc                                                      | CUSIP: 29788T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         2 | NS      | $11.78        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Beijing Tongrentang Co Ltd                                               | Beijing Tongrentang Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      6100 | NS      | $42011.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aluminum Corp of China Ltd                                               | Aluminum Corp of China Ltd                                                      | CUSIP: 000000000<br>LEI: 529900TKZUWQLIQN6T48 | Long             | EC               | CORP              | CN        |     42000 | NS      | $17815.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolent Health Inc                                                       | Evolent Health Inc                                                              | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |         1 | NS      | $28.79        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                                       | Meta Platforms Inc                                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       977 | NS      | $115383.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EQRx Inc                                                                 | EQRx Inc                                                                        | CUSIP: 26886C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6819 | NS      | $25639.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc                                                      | EAGLE MATERIALS INC                                                             | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |      7295 | NS      | $994600.30    | 0.32%             |  |  |  | No            |                  1 | 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        |      7682 | NS      | $47589.02     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| China Railway Group Ltd                                                  | China Railway Group Ltd                                                         | CUSIP: 000000000<br>LEI: 529900TFRLG8UDJ7QA89 | Long             | EC               | CORP              | CN        |     49100 | NS      | $40602.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                           | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |      1064 | NS      | $610470.15    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                           | CUSIP: 31293PG66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       363 | PA      | $376.79       | 0.00%             | 2029-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 31374TPZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       871 | PA      | $902.30       | 0.00%             | 2029-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                         | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BPVZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     61235 | PA      | $59191.77     | 0.02%             | 2025-04-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| GEA Group AG                                                             | GEA Group AG                                                                    | CUSIP: 000000000<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |      1557 | NS      | $62854.83     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica Deutschland Holding AG                                        | Telefonica Deutschland Holding AG                                               | CUSIP: 000000000<br>LEI: 391200ECRPJ3SWQJUM30 | Long             | EC               | CORP              | DE        |     95009 | NS      | $226520.65    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                                      | Emera US Finance LP                                                             | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $150893.75    | 0.05%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Essential Properties Realty Trust Inc                                    | Essential Properties Realty Trust Inc                                           | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               |  | US        |      2629 | NS      | $61019.09     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Novo Nordisk A/S                                                         | Novo Nordisk A/S                                                                | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      5152 | NS      | $644977.24    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                                             | Iberdrola SA                                                                    | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |      5978 | NS      | $67664.29     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortinet Inc                                                             | Fortinet Inc                                                                    | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      9914 | NS      | $527028.24    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                                                        | General Motors Co                                                               | CUSIP: 37045VAN0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66660.20     | 0.02%             | 2027-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                              | Exelon Corp                                                                     | CUSIP: 30161NAU5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    300000 | PA      | $286928.15    | 0.09%             | 2026-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                           | CUSIP: 31292GUR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       612 | PA      | $633.51       | 0.00%             | 2028-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Neste Oyj                                                                | Neste Oyj                                                                       | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | EC               | CORP              | FI        |      1141 | NS      | $58710.25     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kone Oyj                                                                 | Kone Oyj                                                                        | CUSIP: 000000000<br>LEI: 2138001CNF45JP5XZK38 | Long             | EC               | CORP              | FI        |       917 | NS      | $46097.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GoDaddy Inc                                                              | GoDaddy Inc                                                                     | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |      4694 | NS      | $371436.22    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HPEFS Equipment Trust                                                    | HPEFS Equipment Trust                                                           | CUSIP: 40438PAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $495897.08    | 0.16%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Cie de Saint-Gobain                                                      | Cie de Saint-Gobain                                                             | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |       346 | NS      | $16128.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Publicis Groupe SA                                                       | Publicis Groupe SA                                                              | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |      2499 | NS      | $165282.33    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 31401XRX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2103 | PA      | $2117.25      | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federated Core Trust - Federated Bank Loan Core Fund                     | FEDERATED CORE TR FEDERATED BANK LOAN CORE FUND                                 | CUSIP: 31409N804<br>LEI: 549300FJK5JF0KIC2N83 | Long             | EC               | RF                | US        |     30651 | NS      | $266660.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                                        | HSBC Holdings PLC                                                               | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |     23899 | NS      | $147316.65    | 0.05%             |  |  |  | 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        |     65800 | NS      | $20921.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hecla Mining Co                                                          | Hecla Mining Co                                                                 | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |         1 | NS      | $5.45         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Immunovant Inc                                                           | Immunovant Inc                                                                  | CUSIP: 45258J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4433 | NS      | $58116.63     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit Kappa Group PLC                                                  | SMURFIT KAPPA GROUP PLC                                                         | CUSIP: 000000000<br>LEI: 635400CPLP8H5ITDVT56 | Long             | EC               | CORP              | IE        |       667 | NS      | $24311.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Housing Development Finance Corp Ltd                                     | Housing Development Finance Corp Ltd                                            | CUSIP: 000000000<br>LEI: 335800OX2H9AP7NHLT64 | Long             | EC               | CORP              | IN        |      3832 | NS      | $127804.58    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Inter Parfums Inc                                                        | Inter Parfums Inc                                                               | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       231 | NS      | $22011.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                                                                | Jabil Inc                                                                       | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |       924 | NS      | $66703.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITANNIA INDUSTRIES LTD                                                 | Britannia Industries Ltd                                                        | CUSIP: 000000000<br>LEI: 335800RRN5EVHNNAXN80 | Long             | DBT              | CORP              | IN        |     73689 | PA      | $878.69       | 0.00%             | 2024-06-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nestle India Ltd                                                         | Nestle India Ltd                                                                | CUSIP: 000000000<br>LEI: 3358008SYYY9CPWH5D94 | Long             | EC               | CORP              | IN        |       236 | NS      | $58690.92     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                 | Florida Power & Light Co                                                        | CUSIP: 341081FZ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    160000 | PA      | $153675.80    | 0.05%             | 2025-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                              | CUSIP: 36202DLV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1635 | PA      | $1708.21      | 0.00%             | 2031-02-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Adani Total Gas Ltd                                                      | Adani Total Gas Ltd                                                             | CUSIP: 000000000<br>LEI: 335800XLXJ32DBM6H567 | Long             | EC               | CORP              | IN        |        63 | NS      | $2844.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                                 | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    208000 | PA      | $196051.38    | 0.06%             | 2046-09-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Lattice Semiconductor Corp                                               | Lattice Semiconductor Corp                                                      | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |     23389 | NS      | $1703420.87   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                                           | ELI LILLY & CO                                                                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      3866 | NS      | $1434595.28   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Intecc Co Ltd                                                      | Asahi Intecc Co Ltd                                                             | CUSIP: 000000000<br>LEI: 353800J3AV2SCNIO8L39 | Long             | EC               | CORP              | JP        |       100 | NS      | $1780.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Research Institute Ltd                                            | Nomura Research Institute Ltd                                                   | CUSIP: 000000000<br>LEI: 5299005F1HCVF4M4QN79 | Long             | EC               | CORP              | JP        |     11900 | NS      | $264100.66    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                              | CUSIP: 36202DS44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5383 | PA      | $5628.09      | 0.00%             | 2032-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                               | CUSIP: 36208HSK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       911 | PA      | $942.12       | 0.00%             | 2027-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Z Holdings Corp                                                          | Z Holdings Corp                                                                 | CUSIP: 000000000<br>LEI: 52990078MD2OL792YM35 | Long             | EC               | CORP              | JP        |     25200 | NS      | $68669.66     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Display Co Ltd                                                        | LG Display Co Ltd                                                               | CUSIP: 000000000<br>LEI: 988400P37K91W0SABO95 | Long             | EC               | CORP              | KR        |      3632 | NS      | $40529.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Masonite International Corp                                              | Masonite International Corp                                                     | CUSIP: 575385109<br>LEI: 549300H0H07ZFT4JYM32 | Long             | EC               | CORP              | CA        |       494 | NS      | $37183.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                                           | MasterCard, Inc. Class A                                                        | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      5189 | NS      | $1849359.60   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Wal-Mart de Mexico SAB de CV                                             | Wal-Mart de Mexico SAB de CV                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     17259 | NS      | $68207.67     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbus SE                                                                | Airbus SE                                                                       | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |      1406 | NS      | $162331.90    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                               | CUSIP: 36208VZV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        36 | PA      | $35.56        | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| G-III Apparel Group Ltd                                                  | G-III Apparel Group Ltd                                                         | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |      1216 | NS      | $26302.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corp                                              | Matthews International Corp                                                     | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |         1 | NS      | $31.66        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                                                    | Micron Technology Inc                                                           | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      6125 | NS      | $353106.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                                          | ASML Holding NV                                                                 | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      1217 | NS      | $740265.98    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                              | Aker BP ASA                                                                     | CUSIP: 000000000<br>LEI: 549300NFTY73920OYK69 | Long             | EC               | CORP              | NO        |       855 | NS      | $29828.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                                     | National Fuel Gas Co                                                            | CUSIP: 636180BQ3<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    495000 | PA      | $496342.23    | 0.16%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                               | Navient Private Education Refi Loan Trust 2021-A                                | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     82158 | PA      | $70118.26     | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Bank of the Philippine Islands                                           | Bank of the Philippine Islands                                                  | CUSIP: 000000000<br>LEI: 549300UW4UH6XT2X8C50 | Long             | EC               | CORP              | PH        |     23520 | NS      | $44239.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander Bank Polska SA                                                 | Santander Bank Polska SA                                                        | CUSIP: 000000000<br>LEI: 259400LGXW3K0GDAG361 | Long             | EC               | CORP              | PL        |       222 | NS      | $13853.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GMS Inc                                                                  | GMS Inc                                                                         | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |       122 | NS      | $5990.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp                                                    | General Dynamics Corp                                                           | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      3769 | NS      | $951257.91    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mortgage Trust Inc                                              | New York Mortgage Trust Inc                                                     | CUSIP: 649604501<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               |  | US        |         1 | NS      | $2.81         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                                        | Eversource Energy                                                               | CUSIP: 664397AM8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    400000 | PA      | $384544.19    | 0.12%             | 2025-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Saudi Basic Industries Corp                                              | Saudi Basic Industries Corp                                                     | CUSIP: 000000000<br>LEI: 213800ZCTFZZZJSK8645 | Long             | EC               | CORP              | SA        |      4079 | NS      | $90459.86     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PTT Exploration & Production PCL                                         | PTT Exploration & Production PCL                                                | CUSIP: 000000000<br>LEI: 2549001O8YYGP5N7Q076 | Long             | EC               | CORP              | TH        |      3200 | NS      | $17111.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gentex Corp                                                              | Gentex Corp                                                                     | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |       634 | NS      | $18322.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Geron Corp                                                               | Geron Corp                                                                      | CUSIP: 374163103<br>LEI: 549300T282D7Z2YESL90 | Long             | EC               | CORP              | US        |         3 | NS      | $6.96         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Electronics Thailand PCL                                           | Delta Electronics Thailand PCL                                                  | CUSIP: 000000000<br>LEI: 529900JKLVG9Y2SVWL93 | Long             | EC               | CORP              | TH        |       600 | NS      | $11507.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wan Hai Lines Ltd                                                        | Wan Hai Lines Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     17895 | NS      | $45061.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cathay Financial Holding Co Ltd                                          | Cathay Financial Holding Co Ltd                                                 | CUSIP: 000000000<br>LEI: 5299009XR1QLFAMQ3X77 | Long             | EC               | CORP              | TW        |     49153 | NS      | $70194.91     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Exxaro Resources Ltd                                                     | Exxaro Resources Ltd                                                            | CUSIP: 000000000<br>LEI: 378900BC3D9BFF4E4A37 | Long             | EC               | CORP              | ZA        |      3994 | NS      | $52391.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Harley-Davidson Inc                                                      | Harley-Davidson Inc                                                             | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |       363 | NS      | $17108.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand Inc                                                          | Hillenbrand Inc                                                                 | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |      1283 | NS      | $64150.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Absa Group Ltd                                                           | Absa Group Ltd                                                                  | CUSIP: 000000000<br>LEI: 2138006IPPRD4N6XLT30 | Long             | EC               | CORP              | ZA        |      5748 | NS      | $68617.04     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HomeStreet Inc                                                           | HomeStreet Inc                                                                  | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $27.30        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HubSpot Inc                                                              | HubSpot Inc                                                                     | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |       388 | NS      | $117575.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Inovio Pharmaceuticals Inc                                               | Inovio Pharmaceuticals Inc                                                      | CUSIP: 45773H201<br>LEI: 529900B9W875XDZXTM97 | Long             | EC               | CORP              | US        |         1 | NS      | $2.04         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke & Soffa Industries Inc                                           | Kulicke & Soffa Industries Inc                                                  | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |         1 | NS      | $47.95        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp                                                          | OGE Energy Corp                                                                 | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |      1951 | NS      | $78937.46     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp                                                          | Otter Tail Corp                                                                 | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       751 | NS      | $44782.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                                                                | Lear Corp                                                                       | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |       161 | NS      | $23222.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                                                     | Lockheed Martin Corp                                                            | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      2108 | NS      | $1022780.52   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM Resources Inc                                                        | PNM Resources Inc                                                               | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |      1101 | NS      | $53949.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos                                                        | Piper Sandler Cos                                                               | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |       400 | NS      | $57464.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyell Immunopharma Inc                                                   | Lyell Immunopharma Inc                                                          | CUSIP: 55083R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         2 | NS      | $8.42         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group Inc                                                            | MYR Group Inc                                                                   | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |        27 | NS      | $2579.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Plymouth Industrial REIT Inc                                             | Plymouth Industrial REIT Inc                                                    | CUSIP: 729640102<br>LEI: N/A                  | Long             | EC               |  | US        |       320 | NS      | $6624.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Qurate Retail Inc                                                        | Qurate Retail Inc                                                               | CUSIP: 74915M100<br>LEI: 549300PSXEKU4PHLCR04 | Long             | EC               | CORP              | US        |     18079 | NS      | $42485.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corp                                                  | Magnolia Oil & Gas Corp                                                         | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2465 | NS      | $64287.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Manulife Financial Corp                                                  | Manulife Financial Corp                                                         | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |      9175 | NS      | $165268.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc                                                              | MAXIMUS Inc                                                                     | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |       620 | NS      | $43586.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MEAD JOHNSON NUTRITION C                                                 | Mead Johnson Nutrition Co                                                       | CUSIP: 582839AH9<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118363.12    | 0.04%             | 2025-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ACHILLION PHARMACE                                                       | ACHILLION PHARMACE COMMON STOCK                                                 | CUSIP: 004CVR031<br>LEI: 529900LZPJ796VSWZM38 | N/A              | DE               |  | US        |      9856 | NS      | $4533.76      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Regions Financial Corp                                                   | Regions Financial Corp                                                          | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     30602 | NS      | $710272.42    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyline Champion Corp                                                    | Skyline Champion Corp                                                           | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        41 | NS      | $2131.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                                           | Merck & Co Inc                                                                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     15916 | NS      | $1752669.92   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Methode Electronics Inc                                                  | Methode Electronics Inc                                                         | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |       142 | NS      | $6486.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncor Energy Inc                                                        | Suncor Energy Inc                                                               | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |     11958 | NS      | $393192.09    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                                                             | Synopsys Inc                                                                    | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       304 | NS      | $103220.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                                               | Mondelez International Inc                                                      | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     19585 | NS      | $1324141.85   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                                                         | NMI Holdings Inc                                                                | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |      2344 | NS      | $50466.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp                                                             | Navient Corp                                                                    | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |      3153 | NS      | $52245.21     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NextGen Healthcare Inc                                                   | NextGen Healthcare Inc                                                          | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       954 | NS      | $19843.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp                                                   | Synovus Financial Corp                                                          | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |      2026 | NS      | $85355.38     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International Inc                                                  | Titan International Inc                                                         | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |       840 | NS      | $12037.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR LEASE CORP                                                           | Air Lease Corp                                                                  | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    220000 | PA      | $218620.68    | 0.07%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                    | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAS1<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $197590.10    | 0.06%             | 2023-06-06      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Oscar Health Inc                                                         | Oscar Health Inc                                                                | CUSIP: 687793109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $2.88         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc                                                                  | PTC Inc                                                                         | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |      2263 | NS      | $287876.23    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                      | Toyota Auto Receivables 2020-B Owner Trust                                      | CUSIP: 89239RAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $481818.98    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond                                                | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    510000 | PA      | $379966.98    | 0.12%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                        | Allstate Corp/The                                                               | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     10141 | NS      | $1357879.90   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                                                               | AMETEK Inc                                                                      | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      3004 | NS      | $427829.68    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc                                            | Amphastar Pharmaceuticals Inc                                                   | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |       164 | NS      | $4836.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies Inc                                      | Applied Industrial Technologies Inc                                             | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |       492 | NS      | $65185.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Biosciences of California Inc                                    | Pacific Biosciences of California Inc                                           | CUSIP: 69404D108<br>LEI: 529900F1BWRE1M0KZN89 | Long             | EC               | CORP              | US        |         1 | NS      | $10.75        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services Inc                                          | PennyMac Financial Services Inc                                                 | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |         2 | NS      | $119.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond                                                | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1950000 | PA      | $1284867.29   | 0.41%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond                                                | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    225000 | PA      | $187342.04    | 0.06%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                           | AutoNation Inc                                                                  | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $202943.94    | 0.06%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AvePoint Inc                                                             | AvePoint Inc                                                                    | CUSIP: 053604104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $4.72         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CFN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $149583.90    | 0.05%             | 2024-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $208054.36    | 0.07%             | 2032-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BRP Group Inc                                                            | BRP Group Inc                                                                   | CUSIP: 05589G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1504 | NS      | $45180.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                                     | Bank of America Corp                                                            | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     48910 | NS      | $1851243.50   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc                                          | Philip Morris International Inc                                                 | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       397 | NS      | $39568.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp                                                   | Progress Software Corp                                                          | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |      1066 | NS      | $56839.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals Inc                                                | Vanda Pharmaceuticals Inc                                                       | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |      3610 | NS      | $39385.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                                               | Verizon Communications Inc                                                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     11415 | NS      | $444956.70    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrett Business Services Inc                                            | Barrett Business Services Inc                                                   | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |         2 | NS      | $196.66       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Beacon Roofing Supply Inc                                                | Beacon Roofing Supply Inc                                                       | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |        86 | NS      | $5021.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGENIC PHARMACEUTICALS INC.                                            | PROGENIC PHARMACEUTICALS INC. COMMON STOCK                                      | CUSIP: 743CVR037<br>LEI: 5299005B0KKBVJ0B2156 | N/A              | DE               |  | US        |      6885 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Resolute Forest Products Inc                                             | Resolute Forest Products Inc                                                    | CUSIP: 76117W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $21.10        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                                                 | Visa Inc                                                                        | CUSIP: 92826CAD4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125254.19    | 0.04%             | 2025-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Vishay Intertechnology Inc                                               | VISHAY INTERTECHNOLOGY INC                                                      | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |      2673 | NS      | $61585.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc                                                     | Warrior Met Coal Inc                                                            | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |       954 | NS      | $35126.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLTOWER INC                                                            | Welltower Inc                                                                   | CUSIP: 95040QAP9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    500000 | PA      | $397519.42    | 0.13%             | 2032-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Brigham Minerals Inc                                                     | Brigham Minerals Inc                                                            | CUSIP: 10918L103<br>LEI: 549300IQ6JCXW59RO175 | Long             | EC               | CORP              | US        |       677 | NS      | $23986.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brink's Co/The                                                           | Brink's Co/The                                                                  | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |        64 | NS      | $3824.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Business Corp                                                 | Brookfield Business Corp                                                        | CUSIP: 11259V106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       909 | NS      | $20161.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                    | Camden Property Trust                                                           | CUSIP: 133131AZ5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |     70000 | PA      | $60259.90     | 0.02%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Rivian Automotive Inc                                                    | Rivian Automotive Inc                                                           | CUSIP: 76954A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1407 | NS      | $45080.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Simply Good Foods Co/The                                                 | Simply Good Foods Co/The                                                        | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        74 | NS      | $2952.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                 | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $28562.33     | 0.01%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Chico's FAS Inc                                                          | Chico's FAS Inc                                                                 | CUSIP: 168615102<br>LEI: 5299003ESGN5T1MFXY13 | Long             | EC               | CORP              | US        |         6 | NS      | $35.22        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Co                                                        | STAAR Surgical Co                                                               | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |       237 | NS      | $13535.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                                      | Synchrony Financial                                                             | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     19732 | NS      | $741528.56    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc                                               | Coca-Cola Consolidated Inc                                                      | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |       106 | NS      | $52130.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                 | PURCHASED JPY / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |         1 | NC      | $44884.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Target Corp                                                              | Target Corp                                                                     | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      5231 | NS      | $873943.17    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Hospitality Corp                                                  | Target Hospitality Corp                                                         | CUSIP: 87615L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       408 | NS      | $5899.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc                                                 | Winnebago Industries Inc                                                        | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |         1 | NS      | $58.59        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                                      | AUST 10Y BOND FUT DEC22                                                         | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |        13 | NC      | $5734.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thomson Reuters Corp                                                     | Thomson Reuters Corp                                                            | CUSIP: 884903709<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |      4590 | NS      | $540467.68    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $630067.90    | 0.20%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CEX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1700000 | PA      | $1659991.69   | 0.53%             | 2024-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Vacasa Inc                                                               | Vacasa Inc                                                                      | CUSIP: 91854V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $1.57         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                                                     | PURCHASED GBP / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | GB        |         1 | NC      | $6777.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                      | Dominion Energy Inc                                                             | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    400000 | PA      | $320593.76    | 0.10%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                   | US LONG BOND(CBT) MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         1 | NC      | $1240.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division                         | LONG GILT FUTURE MAR23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         8 | NC      | $-13415.02    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ERAC USA Finance LLC                                                     | ERAC USA Finance LLC                                                            | CUSIP: 26884TAL6<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     62000 | PA      | $60063.39     | 0.02%             | 2024-11-15      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| FNB CORP                                                                 | FNB Corp/PA                                                                     | CUSIP: 302520AC5<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248028.21    | 0.08%             | 2025-08-25      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Valhi Inc                                                                | Valhi Inc                                                                       | CUSIP: 918905209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       998 | NS      | $22215.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey Inc                                                             | WP Carey Inc                                                                    | CUSIP: 92936UAA7<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    160000 | PA      | $159101.63    | 0.05%             | 2024-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                       | Meta Platforms Inc                                                              | CUSIP: 30303M8E5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    500000 | PA      | $411597.51    | 0.13%             | 2052-08-15      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                           | CUSIP: 31283HS97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1059 | PA      | $1111.56      | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| First Merchants Corp                                                     | First Merchants Corp                                                            | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |      1233 | NS      | $54510.93     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                               | CUSIP: 36208YLQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        70 | PA      | $71.12        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                               | CUSIP: 36225ALU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         9 | PA      | $9.49         | 0.00%             | 2023-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                   | General Motors Financial Co Inc                                                 | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    235000 | PA      | $188734.01    | 0.06%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BlueScope Steel Ltd                                                      | BlueScope Steel Ltd                                                             | CUSIP: 000000000<br>LEI: 529900H6UQI16XACWC95 | Long             | EC               | CORP              | AU        |     12697 | NS      | $153014.54    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goodman Group                                                            | Goodman Group                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |     14820 | NS      | $195836.77    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                   | US 2YR NOTE (CBT) MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         9 | NC      | $4207.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verbund AG                                                               | Verbund AG                                                                      | CUSIP: 000000000<br>LEI: 5299006UDSEJCTTEJS30 | Long             | EC               | CORP              | AT        |       183 | NS      | $16611.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Instructure Holdings Inc                                                 | Instructure Holdings Inc                                                        | CUSIP: 457790103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $25.11        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iTeos Therapeutics Inc                                                   | iTeos Therapeutics Inc                                                          | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       237 | NS      | $4775.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Energy Ltd                                                        | Origin Energy Ltd                                                               | CUSIP: 000000000<br>LEI: ZSN2LWNPYW6ISMRUC664 | Long             | EC               | CORP              | AU        |      5235 | NS      | $28397.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WiseTech Global Ltd                                                      | WiseTech Global Ltd                                                             | CUSIP: 000000000<br>LEI: 254900VE3AF301Q85K83 | Long             | EC               | CORP              | AU        |      1424 | NS      | $56626.97     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd                                                  | QBE Insurance Group Ltd                                                         | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |      3383 | NS      | $29980.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                                          | Kingdom of Belgium Government Bond                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    400000 | PA      | $370292.12    | 0.12%             | 2033-04-22      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| LEIDOS INC                                                               | Leidos Inc                                                                      | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    300000 | PA      | $232540.40    | 0.07%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                  | Marathon Petroleum Corp                                                         | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    250000 | PA      | $213344.04    | 0.07%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                               | Anheuser-Busch InBev SA/NV                                                      | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |      2336 | NS      | $137282.26    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Borr Drilling Ltd                                                        | Borr Drilling Ltd                                                               | CUSIP: 000000000<br>LEI: 213800J2JPCTXLHQ5R78 | Long             | EC               | CORP              | BM        |         1 | NS      | $4.67         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UCB SA                                                                   | UCB SA                                                                          | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |       340 | NS      | $27255.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| James River Group Holdings Ltd                                           | James River Group Holdings Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      1582 | NS      | $37999.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| B3 SA - Brasil Bolsa Balcao                                              | B3 SA - Brasil Bolsa Balcao                                                     | CUSIP: 000000000<br>LEI: 4GTK5S46E6H318LMDS44 | Long             | EC               | CORP              | BR        |     29375 | NS      | $72059.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                                              | Novartis AG                                                                     | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |      7364 | NS      | $656544.81    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Matson Inc                                                               | Matson Inc                                                                      | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |       269 | NS      | $17151.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                                           | Microsoft Corp                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     18218 | NS      | $4648140.52   | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                                                                | NESTLE SA                                                                       | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |      5300 | NS      | $630695.73    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| TBEA Co Ltd                                                              | TBEA Co Ltd                                                                     | CUSIP: 000000000<br>LEI: 300300NIEBMOQ4DNLE36 | Long             | EC               | CORP              | CN        |     12000 | NS      | $36331.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ModivCare Inc                                                            | ModivCare Inc                                                                   | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |       346 | NS      | $26642.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvation Bio Inc                                                         | Nuvation Bio Inc                                                                | CUSIP: 67080N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22172 | NS      | $42348.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| New Hope Liuhe Co Ltd                                                    | New Hope Liuhe Co Ltd                                                           | CUSIP: 000000000<br>LEI: 300300F28XODWP5GJF78 | Long             | EC               | CORP              | CN        |     22700 | NS      | $43420.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jiangsu Zhongtian Technology Co Ltd                                      | Jiangsu Zhongtian Technology Co Ltd                                             | CUSIP: 000000000<br>LEI: 3003006LG5TV3D5D3508 | Long             | EC               | CORP              | CN        |      3300 | NS      | $7729.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Old National Bancorp/IN                                                  | Old National Bancorp/IN                                                         | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |      2443 | NS      | $46685.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp                                                                | Olin Corp                                                                       | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |      5952 | NS      | $339144.96    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of China Ltd                                                        | Bank of China Ltd                                                               | CUSIP: 000000000<br>LEI: 54930053HGCFWVHYZX42 | Long             | EC               | CORP              | CN        |    178388 | NS      | $63544.88     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| China Oilfield Services Ltd                                              | China Oilfield Services Ltd                                                     | CUSIP: 000000000<br>LEI: 529900J4X53VL8QQW675 | Long             | EC               | CORP              | CN        |     26000 | NS      | $32571.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ONE Gas Inc                                                              | ONE Gas Inc                                                                     | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |        96 | NS      | $8347.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Text Corp                                                           | Open Text Corp                                                                  | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | CA        |      6041 | NS      | $177392.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Guangzhou Automobile Group Co Ltd                                        | Guangzhou Automobile Group Co Ltd                                               | CUSIP: 000000000<br>LEI: 5299005KY9BJO3ZE6A37 | Long             | EC               | CORP              | CN        |     64000 | NS      | $46092.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bechtle AG                                                               | Bechtle AG                                                                      | CUSIP: 000000000<br>LEI: 529900HA2QT774RUXW59 | Long             | EC               | CORP              | DE        |      3279 | NS      | $117241.75    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                                       | Deutsche Boerse AG                                                              | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |       151 | NS      | $27699.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| adidas AG                                                                | adidas AG                                                                       | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |       430 | NS      | $54832.37     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                              | Oracle Corp                                                                     | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $528087.60    | 0.17%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                        | Petro-Canada                                                                    | CUSIP: 71644EAF9<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $37839.02     | 0.01%             | 2028-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                          | Danske Bank A/S                                                                 | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |      2226 | NS      | $40333.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                                 | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    250000 | PA      | $292711.95    | 0.09%             | 2037-01-31      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                   | Philip Morris International Inc                                                 | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    450000 | PA      | $463744.57    | 0.15%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QCR Holdings Inc                                                         | QCR Holdings Inc                                                                | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |       891 | NS      | $46875.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rent-A-Center Inc/TX                                                     | Rent-A-Center Inc/TX                                                            | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |      1590 | NS      | $38303.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SomaLogic Inc                                                            | SomaLogic Inc                                                                   | CUSIP: 83444K105<br>LEI: 549300D3W3Q8CN30YO25 | Long             | EC               | CORP              | US        |         2 | NS      | $5.60         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                                          | T-MOBILE US INC                                                                 | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      1617 | NS      | $244910.82    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Financial Corp                                                   | Textron Financial Corp                                                          | CUSIP: 883199AR2<br>LEI: 4E8B2CNXPE5P5AY03O18 | Long             | DBT              | CORP              | US        |     90000 | PA      | $63178.24     | 0.02%             | 2042-02-15      | Variable      | 6.34%                 | Yes           |                  2 | On Loan: No      |
| Thor Industries Inc                                                      | Thor Industries Inc                                                             | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |       142 | NS      | $12231.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TriNet Group Inc                                                         | TriNet Group Inc                                                                | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |       364 | NS      | $26379.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Naturgy Energy Group SA                                                  | Naturgy Energy Group SA                                                         | CUSIP: 000000000<br>LEI: TL2N6M87CW970S5SV098 | Long             | EC               | CORP              | ES        |      8940 | NS      | $250347.16    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| L'Oreal SA                                                               | L'Oreal SA                                                                      | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |      1365 | NS      | $516250.84    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| UFP Industries Inc                                                       | UFP Industries Inc                                                              | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |       231 | NS      | $18909.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond - When Issued                                  | CUSIP: 91282CDM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $383464.12    | 0.12%             | 2023-11-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Vivendi SE                                                               | Vivendi SE                                                                      | CUSIP: 000000000<br>LEI: 969500FU4DRAEVJW7U54 | Long             | EC               | CORP              | FR        |        12 | NS      | $108.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                                                 | Engie SA                                                                        | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |      7864 | NS      | $120362.79    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                   | UnitedHealth Group Inc                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      4450 | NS      | $2437532.00   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corp                                                       | Varex Imaging Corp                                                              | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |         1 | NS      | $21.24        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ipsen SA                                                                 | Ipsen SA                                                                        | CUSIP: 000000000<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |      2418 | NS      | $270514.67    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                                                      | Imperial Brands PLC                                                             | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |     17733 | NS      | $455522.11    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Visa Inc                                                                 | Visa Inc                                                                        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      9212 | NS      | $1999004.00   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| XPEL Inc                                                                 | XPEL Inc                                                                        | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |       554 | NS      | $37976.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zuora Inc                                                                | Zuora Inc                                                                       | CUSIP: 98983V106<br>LEI: 549300ISVGC1YZWQJ420 | Long             | EC               | CORP              | US        |       401 | NS      | $3079.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BELGIUM KINGDOM                                                          | Kingdom of Belgium Government Bond                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    390000 | PA      | $406030.44    | 0.13%             | 2023-06-22      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                                          | Kingdom of Belgium Government Bond                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    180000 | PA      | $181241.85    | 0.06%             | 2025-06-22      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| Solvay SA                                                                | Solvay SA                                                                       | CUSIP: 000000000<br>LEI: 549300MMVL80RTBP3O28 | Long             | EC               | CORP              | BE        |       200 | NS      | $19624.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bradesco SA                                                        | Banco Bradesco SA                                                               | CUSIP: 000000000<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EC               | CORP              | BR        |     15849 | NS      | $42024.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CPFL Energia SA                                                          | CPFL Energia SA                                                                 | CUSIP: 000000000<br>LEI: 529900GBWSBDXN8GGM28 | Long             | EC               | CORP              | BR        |      6017 | NS      | $40466.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vibra Energia SA                                                         | Vibra Energia SA                                                                | CUSIP: 000000000<br>LEI: 549300U7VLJ3SYVNY689 | Long             | EC               | CORP              | BR        |     13642 | NS      | $43454.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG                                   | Chocoladefabriken Lindt & Spruengli AG                                          | CUSIP: 000000000<br>LEI: 529900JYJNNOKKAGK736 | Long             | EC               | CORP              | CH        |         4 | NS      | $42324.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SAIC Motor Corp Ltd                                                      | SAIC Motor Corp Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     19600 | NS      | $41846.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Luxshare Precision Industry Co Ltd                                       | Luxshare Precision Industry Co Ltd                                              | CUSIP: 000000000<br>LEI: 300300QLLDUELXN16530 | Long             | EC               | CORP              | CN        |       600 | NS      | $2640.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Logitech International SA                                                | Logitech International SA                                                       | CUSIP: 000000000<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |       298 | NS      | $18082.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gree Electric Appliances Inc of Zhuhai                                   | Gree Electric Appliances Inc of Zhuhai                                          | CUSIP: 000000000<br>LEI: 655600UY069MU9JRAN62 | Long             | EC               | CORP              | CN        |      1400 | NS      | $6329.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMOC Group Ltd                                                           | China Molybdenum Co Ltd                                                         | CUSIP: 000000000<br>LEI: 2549008KG3638J59U652 | Long             | EC               | CORP              | CN        |     36600 | NS      | $24000.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nemetschek SE                                                            | Nemetschek SE                                                                   | CUSIP: 000000000<br>LEI: 529900R0S2IX1S358J38 | Long             | EC               | CORP              | DE        |       653 | NS      | $31776.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                                 | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    600000 | PA      | $599396.87    | 0.19%             | 2027-04-30      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                         | French Republic Government Bond OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    200000 | PA      | $167205.79    | 0.05%             | 2066-05-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Land Securities Group PLC                                                | Land Securities Group PLC                                                       | CUSIP: 000000000<br>LEI: 213800V8IAVKS37D6B88 | Long             | EC               |  | GB        |        81 | NS      | $610.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Ltd                                              | Sun Hung Kai Properties Ltd                                                     | CUSIP: 000000000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |     42500 | NS      | $513935.31    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunzl PLC                                                                | Bunzl PLC                                                                       | CUSIP: 000000000<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |      2043 | NS      | $75039.19     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX PLC                                                                 | RELX PLC                                                                        | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |      8046 | NS      | $225273.06    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CRH PLC                                                                  | CRH PLC                                                                         | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |      2060 | NS      | $82465.26     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerry Group PLC                                                          | Kerry Group PLC                                                                 | CUSIP: 000000000<br>LEI: 635400TLVVBNXLFHWC59 | Long             | EC               | CORP              | IE        |       429 | NS      | $40528.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Flutter Entertainment PLC                                                | Flutter Entertainment PLC                                                       | CUSIP: 000000000<br>LEI: 635400EG4YIJLJMZJ782 | Long             | EC               | CORP              | IE        |       451 | NS      | $67941.03     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tata Consultancy Services Ltd                                            | Tata Consultancy Services Ltd                                                   | CUSIP: 000000000<br>LEI: 335800ZJKU9GPQRE2U66 | Long             | EC               | CORP              | IN        |      3325 | NS      | $140284.12    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| United Utilities Group PLC                                               | United Utilities Group PLC                                                      | CUSIP: 000000000<br>LEI: 2138002IEYQAOC88ZJ59 | Long             | EC               | CORP              | GB        |     16558 | NS      | $205443.95    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                                                  | GSK PLC                                                                         | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     38182 | NS      | $648605.46    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Exchange Group Inc                                                 | Japan Exchange Group Inc                                                        | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | Long             | EC               | CORP              | JP        |      7900 | NS      | $114677.85    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sysmex Corp                                                              | Sysmex Corp                                                                     | CUSIP: 000000000<br>LEI: 5299001ZO4CKWACMZI55 | Long             | EC               | CORP              | JP        |      5500 | NS      | $337059.38    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| KDDI Corp                                                                | KDDI Corp                                                                       | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |       300 | NS      | $8978.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIMB Group Holdings Bhd                                                  | CIMB Group Holdings Bhd                                                         | CUSIP: 000000000<br>LEI: 549300FYDN5UD7USZW18 | Long             | EC               | CORP              | MY        |     50600 | NS      | $66258.24     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| China Power International Development Ltd                                | China Power International Development Ltd                                       | CUSIP: 000000000<br>LEI: 529900MDOW3M0UV2ST42 | Long             | EC               | CORP              | HK        |     37000 | NS      | $14344.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| nVent Electric PLC                                                       | nVent Electric PLC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |         2 | NS      | $80.02        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CMOC Group Ltd                                                           | CMOC Group Ltd                                                                  | CUSIP: 000000000<br>LEI: 2549008KG3638J59U652 | Long             | EC               | CORP              | CN        |     90000 | NS      | $42138.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Merchants Bank Co Ltd                                              | China Merchants Bank Co Ltd                                                     | CUSIP: 000000000<br>LEI: 549300MKO5B60FFIHF58 | Long             | EC               | CORP              | CN        |      3545 | NS      | $18023.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                            | Koninklijke Ahold Delhaize NV                                                   | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |      6697 | NS      | $194165.95    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| QIAGEN NV                                                                | QIAGEN NV                                                                       | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |      2666 | NS      | $131532.75    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                                         | Bank Hapoalim BM                                                                | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |     32160 | NS      | $313798.70    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Tata Steel Ltd                                                           | Tata Steel Ltd                                                                  | CUSIP: 000000000<br>LEI: 335800E6C75YGSGD5T66 | Long             | EC               | CORP              | IN        |     47851 | NS      | $63964.73     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Adyen NV                                                                 | Adyen NV                                                                        | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |        25 | NS      | $38978.36     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Novolipetsk Steel PJSC                                                   | Novolipetsk Steel PJSC                                                          | CUSIP: 000000000<br>LEI: 213800913TPW32I84456 | Long             | EC               | CORP              | RU        |     23929 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| United Co RUSAL International PJSC                                       | United Co RUSAL International PJSC                                              | CUSIP: 000000000<br>LEI: 213800WNO9IQTTI4PG55 | Long             | EC               | CORP              | RU        |     66277 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Minor International PCL                                                  | Minor International PCL                                                         | CUSIP: 000000000<br>LEI: 254900T4WB2UF9XPX041 | Long             | EC               | CORP              | TH        |     56000 | NS      | $49345.98     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ITC Ltd                                                                  | ITC Ltd                                                                         | CUSIP: 000000000<br>LEI: 335800WLOU3OFWFTMP43 | Long             | EC               | CORP              | IN        |     16695 | NS      | $70246.92     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mphasis Ltd                                                              | Mphasis Ltd                                                                     | CUSIP: 000000000<br>LEI: 335800NSYTIQLQKUYP62 | Long             | EC               | CORP              | IN        |      1604 | NS      | $40359.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tsingtao Brewery Co Ltd                                                  | Tsingtao Brewery Co Ltd                                                         | CUSIP: 000000000<br>LEI: 300300OJ7D0Q1ESE8L15 | Long             | EC               | CORP              | CN        |      6000 | NS      | $56675.72     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Huaneng Power International Inc                                          | Huaneng Power International Inc                                                 | CUSIP: 000000000<br>LEI: 529900WU0SMVKMPG4V21 | Long             | EC               | CORP              | CN        |    102000 | NS      | $47101.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Microelectronics Corp                                             | United Microelectronics Corp                                                    | CUSIP: 000000000<br>LEI: 391200YJCAGH9LF96P73 | Long             | EC               | CORP              | TW        |     59568 | NS      | $90724.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Unimicron Technology Corp                                                | Unimicron Technology Corp                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     13000 | NS      | $67598.11     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| China Railway Group Ltd                                                  | China Railway Group Ltd                                                         | CUSIP: 000000000<br>LEI: 529900TFRLG8UDJ7QA89 | Long             | EC               | CORP              | CN        |     34768 | NS      | $19584.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China State Construction Engineering Corp Ltd                            | China State Construction Engineering Corp Ltd                                   | CUSIP: 000000000<br>LEI: 300300CWW8WOEV3BR645 | Long             | EC               | CORP              | CN        |     59000 | NS      | $48739.17     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore PLC                                                             | Glencore PLC                                                                    | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |     40328 | NS      | $272823.75    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                                    | Japan Government Twenty Year Bond                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 122000000 | PA      | $999518.29    | 0.32%             | 2029-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Sanlam Ltd                                                               | Sanlam Ltd                                                                      | CUSIP: 000000000<br>LEI: 37890014418406D9FC23 | Long             | EC               | CORP              | ZA        |      6635 | NS      | $21602.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mr Price Group Ltd                                                       | Mr Price Group Ltd                                                              | CUSIP: 000000000<br>LEI: 378900D3417C35C5D733 | Long             | EC               | CORP              | ZA        |      3799 | NS      | $37336.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| People's Insurance Co Group of China Ltd/The                             | People's Insurance Co Group of China Ltd/The                                    | CUSIP: 000000000<br>LEI: 3003000P2JHYHQ524P66 | Long             | EC               | CORP              | CN        |    162000 | NS      | $54617.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| China Tower Corp Ltd                                                     | China Tower Corp Ltd                                                            | CUSIP: 000000000<br>LEI: 300300T6BNNP0L7O7H91 | Long             | EC               | CORP              | CN        |    502000 | NS      | $54447.52     | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| SG Holdings Co Ltd                                                       | SG Holdings Co Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3900 | NS      | $60781.57     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CyberAgent Inc                                                           | CyberAgent Inc                                                                  | CUSIP: 000000000<br>LEI: 3538006T5KZABPGS8Q08 | Long             | EC               | CORP              | JP        |      4300 | NS      | $39072.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HeidelbergCement AG                                                      | HeidelbergCement AG                                                             | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |      3776 | NS      | $204624.41    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HelloFresh SE                                                            | HelloFresh SE                                                                   | CUSIP: 000000000<br>LEI: 391200ZAF4V6XD2M9G57 | Long             | EC               | CORP              | DE        |      3097 | NS      | $75690.46     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bid Corp Ltd                                                             | Bid Corp Ltd                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |      3122 | NS      | $60191.43     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                           | Commerzbank AG                                                                  | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |     21927 | NS      | $183332.97    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Repsol SA                                                                | Repsol SA                                                                       | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |      1421 | NS      | $21934.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sharp Corp/Japan                                                         | Sharp Corp/Japan                                                                | CUSIP: 000000000<br>LEI: 353800YEPK9PD7QO3449 | Long             | EC               | CORP              | JP        |     19400 | NS      | $138710.20    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEOS Holdings Inc                                                       | ENEOS Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 3538001KQ5SAOZSQTT44 | Long             | EC               | CORP              | JP        |     26700 | NS      | $90384.76     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Pan Pacific International Holdings Corp                                  | Pan Pacific International Holdings Corp                                         | CUSIP: 000000000<br>LEI: 529900QLHJM2E18A5763 | Long             | EC               | CORP              | JP        |     19500 | NS      | $340526.54    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Estate Co Ltd                                                 | Mitsubishi Estate Co Ltd                                                        | CUSIP: 000000000<br>LEI: 353800KOFMRGOXSJ5Z65 | Long             | EC               | CORP              | JP        |      3000 | NS      | $42613.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wartsila OYJ Abp                                                         | Wartsila OYJ Abp                                                                | CUSIP: 000000000<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |      1278 | NS      | $11150.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                                                   | AXA SA                                                                          | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |     16129 | NS      | $461399.26    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| MonotaRO Co Ltd                                                          | MonotaRO Co Ltd                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12700 | NS      | $219285.27    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HMM Co Ltd                                                               | HMM Co Ltd                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       203 | NS      | $3502.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                         | French Republic Government Bond OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      6000 | PA      | $5986.11      | 0.00%             | 2025-05-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                      | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    380000 | PA      | $498540.61    | 0.16%             | 2032-06-07      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Rio Tinto PLC                                                            | Rio Tinto PLC                                                                   | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |      4995 | NS      | $339333.73    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Hargreaves Lansdown PLC                                                  | Hargreaves Lansdown PLC                                                         | CUSIP: 000000000<br>LEI: 2138008ZCE93ZDSESG90 | Long             | EC               | CORP              | GB        |     19956 | NS      | $205946.43    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                | Alibaba Group Holding Ltd                                                       | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |     42208 | NS      | $460647.09    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Alfa SAB de CV                                                           | Alfa SAB de CV                                                                  | CUSIP: 000000000<br>LEI: 549300ZCGJ6T8YDJ4M34 | Long             | EC               | CORP              | MX        |     69588 | NS      | $48690.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Mexico SAB de CV                                                   | Grupo Mexico SAB de CV                                                          | CUSIP: 000000000<br>LEI: 529900JWLZAYET2ZGW20 | Long             | EC               | CORP              | MX        |      4764 | NS      | $19382.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Bimbo SAB de CV                                                    | Grupo Bimbo SAB de CV                                                           | CUSIP: 000000000<br>LEI: 5493000RIXURZEBFEV60 | Long             | EC               | CORP              | MX        |     15919 | NS      | $67548.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tronox Holdings PLC                                                      | Tronox Holdings PLC                                                             | CUSIP: 000000000<br>LEI: 549300NRVC84SGJSXV06 | Long             | EC               | CORP              | GB        |      1375 | NS      | $19428.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| International Game Technology PLC                                        | International Game Technology PLC                                               | CUSIP: 000000000<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               | CORP              | GB        |      1202 | NS      | $29497.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OPAP SA                                                                  | OPAP SA                                                                         | CUSIP: 000000000<br>LEI: 213800M4NRGFJCI34834 | Long             | EC               | CORP              | GR        |      3552 | NS      | $49144.65     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Adaro Energy Indonesia Tbk PT                                            | Adaro Energy Tbk PT                                                             | CUSIP: 000000000<br>LEI: 529900P2WAH7XA87OI24 | Long             | EC               | CORP              | ID        |    185000 | NS      | $45509.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Medtronic PLC                                                            | Medtronic PLC                                                                   | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     11722 | NS      | $926506.88    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Cipla Ltd/India                                                          | Cipla Ltd/India                                                                 | CUSIP: 000000000<br>LEI: 335800KMJJYEDDK82Q34 | Long             | EC               | CORP              | IN        |      3818 | NS      | $53871.30     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Avenue Supermarts Ltd                                                    | Avenue Supermarts Ltd                                                           | CUSIP: 000000000<br>LEI: 335800B2ZPJKOU2ZM776 | Long             | EC               | CORP              | IN        |      1122 | NS      | $56056.36     | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Indraprastha Gas Ltd                                                     | Indraprastha Gas Ltd                                                            | CUSIP: 000000000<br>LEI: 33580033VPD8D168H736 | Long             | EC               | CORP              | IN        |         3 | NS      | $16.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCL Technologies Ltd                                                     | HCL Technologies Ltd                                                            | CUSIP: 000000000<br>LEI: 549300C1F8OLYSOQYB65 | Long             | EC               | CORP              | IN        |      5867 | NS      | $80873.72     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                                    | Japan Government Thirty Year Bond                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  90000000 | PA      | $572880.73    | 0.18%             | 2048-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Kao Corp                                                                 | Kao Corp                                                                        | CUSIP: 000000000<br>LEI: 353800HM38HFCB8RGL63 | Long             | EC               | CORP              | JP        |      8900 | NS      | $355173.55    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Kubota Corp                                                              | Kubota Corp                                                                     | CUSIP: 000000000<br>LEI: 549300CSY4INHEHQQT13 | Long             | EC               | CORP              | JP        |     21200 | NS      | $315074.07    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi HC Capital Inc                                                | Mitsubishi HC Capital Inc                                                       | CUSIP: 000000000<br>LEI: 353800MZ3QX9RLMH7B09 | Long             | EC               | CORP              | JP        |       900 | NS      | $4291.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Gas Co Ltd                                                         | Tokyo Gas Co Ltd                                                                | CUSIP: 000000000<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |      3200 | NS      | $59011.57     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Corp                                                            | SoftBank Corp                                                                   | CUSIP: 000000000<br>LEI: 353800M1YCTS9JRBJ535 | Long             | EC               | CORP              | JP        |     57600 | NS      | $628092.22    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Meritz Fire & Marine Insurance Co Ltd                                    | Meritz Fire & Marine Insurance Co Ltd                                           | CUSIP: 000000000<br>LEI: 9884007PON6UA8YN6V50 | Long             | EC               | CORP              | KR        |      1774 | NS      | $62826.88     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung SDI Co Ltd                                                       | Samsung SDI Co Ltd                                                              | CUSIP: 000000000<br>LEI: 9884002AESDO4YW87G32 | Long             | EC               | CORP              | KR        |        77 | NS      | $43358.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kumho Petrochemical Co Ltd                                               | Kumho Petrochemical Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       451 | NS      | $51854.06     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung SDS Co Ltd                                                       | Samsung SDS Co Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       300 | NS      | $29366.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hankook Tire & Technology Co Ltd                                         | Hankook Tire & Technology Co Ltd                                                | CUSIP: 000000000<br>LEI: 9884001BIEVM09M7AH02 | Long             | EC               | CORP              | KR        |      1337 | NS      | $34968.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HD Hyundai Co Ltd                                                        | HD Hyundai Co Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       233 | NS      | $11520.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuaishou Technology                                                      | Kuaishou Technology                                                             | CUSIP: 000000000<br>LEI: 300300FCDZBE6UP9ED24 | Long             | EC               | CORP              | KY        |     11200 | NS      | $81732.02     | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Meituan                                                                  | Meituan                                                                         | CUSIP: 000000000<br>LEI: 21380033K525E5JLIA77 | Long             | EC               | CORP              | KY        |      9455 | NS      | $203066.81    | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Sino Biopharmaceutical Ltd                                               | Sino Biopharmaceutical Ltd                                                      | CUSIP: 000000000<br>LEI: 529900LPR4ADFEJAR786 | Long             | EC               | CORP              | KY        |    108000 | NS      | $64042.96     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd                                                 | Sunac China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | EC               | CORP              | KY        |     17000 | NS      | $8208.21      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Genco Shipping & Trading Ltd                                             | Genco Shipping & Trading Ltd                                                    | CUSIP: 000000000<br>LEI: 5493003MBZ5GU8QHXZ58 | Long             | EC               | CORP              | MH        |         1 | NS      | $14.83        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aegon NV                                                                 | Aegon NV                                                                        | CUSIP: 000000000<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | NL        |      5317 | NS      | $26286.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mowi ASA                                                                 | Mowi ASA                                                                        | CUSIP: 000000000<br>LEI: 549300W1OGQF5LZIH349 | Long             | EC               | CORP              | NO        |      1116 | NS      | $17671.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Polski Koncern Naftowy ORLEN SA                                          | Polski Koncern Naftowy ORLEN SA                                                 | CUSIP: 000000000<br>LEI: 259400VVMM70CQREJT74 | Long             | EC               | CORP              | PL        |      8388 | NS      | $122924.36    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Alrosa PJSC                                                              | Alrosa PJSC                                                                     | CUSIP: 000000000<br>LEI: 894500DKUWVBYZLLE651 | Long             | EC               | CORP              | RU        |     44236 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Scorpio Tankers Inc                                                      | Scorpio Tankers Inc                                                             | CUSIP: 000000000<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MH        |       604 | NS      | $30816.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Leong Financial Group Bhd                                           | Hong Leong Financial Group Bhd                                                  | CUSIP: 000000000<br>LEI: 549300EGI40XD5GGWS62 | Long             | EC               | CORP              | MY        |      9800 | NS      | $40826.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Leong Bank Bhd                                                      | Hong Leong Bank Bhd                                                             | CUSIP: 000000000<br>LEI: 549300BUPYUQGB5BFX94 | Long             | EC               | CORP              | MY        |     10100 | NS      | $47371.78     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EXOR NV                                                                  | EXOR NV                                                                         | CUSIP: 000000000<br>LEI: 5493002ENHZ6NYET7405 | Long             | EC               | CORP              | NL        |      2188 | NS      | $172707.73    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Inter RAO UES PJSC                                                       | Inter RAO UES PJSC                                                              | CUSIP: 000000000<br>LEI: 253400PMFKF8Q8G1FA17 | Long             | EC               | CORP              | RU        |   1181504 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Savola Group/The                                                         | Savola Group/The                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |      5463 | NS      | $41584.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Meridian Energy Ltd                                                      | Meridian Energy Ltd                                                             | CUSIP: 000000000<br>LEI: 254900IFKXIGNCY3A092 | Long             | EC               | CORP              | NZ        |      3469 | NS      | $10768.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tatneft PJSC                                                             | Tatneft PJSC                                                                    | CUSIP: 000000000<br>LEI: 253400PAT768SVJMV121 | Long             | EC               | CORP              | RU        |     12123 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Saudi Telecom Co                                                         | Saudi Telecom Co                                                                | CUSIP: 000000000<br>LEI: 21380028ATJ79OTA9W17 | Long             | EC               | CORP              | SA        |      7604 | NS      | $78182.90     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mobile Telecommunications Co Saudi Arabia                                | Mobile Telecommunications Co Saudi Arabia                                       | CUSIP: 000000000<br>LEI: 254900XHCET9KD2D4R78 | Long             | EC               | CORP              | SA        |     11922 | NS      | $35625.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT AB                                                                   | EQT AB                                                                          | CUSIP: 000000000<br>LEI: 213800U7P9GOIRKCTB34 | Long             | EC               | CORP              | SE        |     22404 | NS      | $521197.42    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                                                   | DBS Group Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |      9373 | NS      | $243712.05    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Arabian Mining Co                                                  | Saudi Arabian Mining Co                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |       737 | NS      | $13546.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrivarden AB                                                        | Industrivarden AB                                                               | CUSIP: 000000000<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |      1139 | NS      | $29570.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp Ltd                                         | Oversea-Chinese Banking Corp Ltd                                                | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |     30685 | NS      | $281678.27    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SCB X PCL                                                                | SCB X PCL                                                                       | CUSIP: 000000000<br>LEI: 254900TG41KIWX7VDO42 | Long             | EC               | CORP              | TH        |     16100 | NS      | $48185.12     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolution AB                                                             | Evolution AB                                                                    | CUSIP: 000000000<br>LEI: 549300SUH6ZR1RF6TA88 | Long             | EC               | CORP              | SE        |      2128 | NS      | $218026.19    | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Ford Otomotiv Sanayi AS                                                  | Ford Otomotiv Sanayi AS                                                         | CUSIP: 000000000<br>LEI: 7890006XJG6ZE2H34671 | Long             | EC               | CORP              | TR        |      2089 | NS      | $50231.17     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Pou Chen Corp                                                            | Pou Chen Corp                                                                   | CUSIP: 000000000<br>LEI: 25490027LIXQ7W4PBH18 | Long             | EC               | CORP              | TW        |     49000 | NS      | $51769.65     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ruentex Development Co Ltd                                               | Ruentex Development Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     46500 | NS      | $70556.82     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chang Hwa Commercial Bank Ltd                                            | Chang Hwa Commercial Bank Ltd                                                   | CUSIP: 000000000<br>LEI: 549300FHFNGCSKDTHT42 | Long             | EC               | CORP              | TW        |     83000 | NS      | $47376.86     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Cooperative Financial Holding Co Ltd                              | Taiwan Cooperative Financial Holding Co Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     70860 | NS      | $61661.43     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED USD / SOLD MXN                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-2964.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                               | CUSIP: 36209EX49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1236 | PA      | $1272.25      | 0.00%             | 2028-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FirstRand Ltd                                                            | FirstRand Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900XYOP8CUZU7R671 | Long             | EC               | CORP              | ZA        |     24551 | NS      | $95220.13     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Shoprite Holdings Ltd                                                    | Shoprite Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 529900Q4O1EYP6NH5150 | Long             | EC               | CORP              | ZA        |      4295 | NS      | $63356.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ingles Markets Inc                                                       | Ingles Markets Inc                                                              | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |        38 | NS      | $3841.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health Inc                                                   | Option Care Health Inc                                                          | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |       399 | NS      | $12013.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                                                     | Parker-Hannifin Corp                                                            | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      3921 | NS      | $1172143.74   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc                                                   | Patrick Industries Inc                                                          | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |       374 | NS      | $20917.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    175000 | PA      | $162312.50    | 0.05%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $609951.96    | 0.19%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Webster Financial Corp                                                   | Webster Financial Corp                                                          | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |      7088 | NS      | $385161.92    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ageas SA/NV                                                              | Ageas SA/NV                                                                     | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |       435 | NS      | $17550.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lazard Ltd                                                               | Lazard Ltd                                                                      | CUSIP: 000000000<br>LEI: 254900RIBCDJSUFG1A11 | Long             | EC               | CORP              | BM        |      3772 | NS      | $138092.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Clariant AG                                                              | Clariant AG                                                                     | CUSIP: 000000000<br>LEI: 529900VSEKBY7TMPP349 | Long             | EC               | CORP              | CH        |       603 | NS      | $9857.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                                             | Capgemini SE                                                                    | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |       671 | NS      | $122169.20    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Divi's Laboratories Ltd                                                  | Divi's Laboratories Ltd                                                         | CUSIP: 000000000<br>LEI: 335800C1DHFG1C9T1M03 | Long             | EC               | CORP              | IN        |      1161 | NS      | $48917.53     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel SpA                                                                 | Enel SpA                                                                        | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |     54200 | NS      | $295309.76    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| MINEBEA MITSUMI Inc                                                      | MINEBEA MITSUMI Inc                                                             | CUSIP: 000000000<br>LEI: 353800CCB0CZ75YZ4010 | Long             | EC               | CORP              | JP        |     22400 | NS      | $372632.88    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Kongsberg Gruppen ASA                                                    | Kongsberg Gruppen ASA                                                           | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ9HK73 | Long             | EC               | CORP              | NO        |       241 | NS      | $9980.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Epiroc AB                                                                | Epiroc AB                                                                       | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |     11644 | NS      | $195569.52    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Land & Houses PCL                                                        | Land & Houses PCL                                                               | CUSIP: 000000000<br>LEI: 529900O7AEACUWP7KS87 | Long             | EC               | CORP              | TH        |    181000 | NS      | $49403.91     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLEGION PLC                                                             | Allegion PLC                                                                    | CUSIP: 01748TAB7<br>LEI: 984500560CAC2E6FB757 | Long             | DBT              | CORP              | IE        |    125000 | PA      | $108482.86    | 0.03%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alector Inc                                                              | Alector Inc                                                                     | CUSIP: 014442107<br>LEI: 549300Z8RQOIY1JMHC25 | Long             | EC               | CORP              | US        |      5432 | NS      | $46117.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                                                | Apple Inc                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     41842 | NS      | $6193871.26   | 1.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings Inc                                        | Allison Transmission Holdings Inc                                               | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |      2741 | NS      | $122796.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings Inc                                         | BJ's Wholesale Club Holdings Inc                                                | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |        41 | NS      | $3084.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California Inc                                                   | Banc of California Inc                                                          | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |       937 | NS      | $15900.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                                             | Chevron Corp                                                                    | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       572 | NS      | $104853.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp Inc/The                                                          | Bancorp Inc/The                                                                 | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1905 | NS      | $57092.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Knight Inc                                                         | Black Knight Inc                                                                | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |      5439 | NS      | $337163.61    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                                                     | PURCHASED CHF / SOLD USD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CH        |         1 | NC      | $482.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED JPY / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | JP        |         1 | NC      | $-3017.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDW Corp/DE                                                              | CDW Corp/DE                                                                     | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |      3679 | NS      | $694006.56    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus Inc                                                             | Cargurus Inc                                                                    | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |         1 | NS      | $13.08        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-72849.96    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole CIB                                                      | PURCHASED USD / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | US        |         1 | NC      | $-10441.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED USD / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-1755.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED USD / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-322.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                 | PURCHASED JPY / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |         1 | NC      | $34.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Danaher Corp                                                             | Danaher Corp                                                                    | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      6139 | NS      | $1678463.99   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                  | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $326974.55    | 0.10%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                     | Enel Finance International NV                                                   | CUSIP: 29278GAL2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $382478.43    | 0.12%             | 2024-09-10      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| Douglas Elliman Inc                                                      | Douglas Elliman Inc                                                             | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |      5165 | NS      | $21279.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc                                                  | Enova International Inc                                                         | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |       558 | NS      | $22509.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                                                        | General Mills Inc                                                               | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      3954 | NS      | $337276.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Great-West Lifeco Inc                                                    | Great-West Lifeco Inc                                                           | CUSIP: 39138C106<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               | CORP              | CA        |     21997 | NS      | $524598.57    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp                                                 | Fox Factory Holding Corp                                                        | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |       346 | NS      | $36710.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                                               | Korn Ferry                                                                      | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |       920 | NS      | $52467.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IGM Financial Inc                                                        | IGM Financial Inc                                                               | CUSIP: 449586106<br>LEI: 254900RYHLVJNTUFDA95 | Long             | EC               | CORP              | CA        |      5780 | NS      | $167708.73    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                                      | JPMorgan Chase & Co                                                             | CUSIP: 46625HJQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99216.09     | 0.03%             | 2024-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MFA Financial Inc                                                        | MFA Financial Inc                                                               | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               |  | US        |      2052 | NS      | $22941.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear Inc                                                            | MaxLinear Inc                                                                   | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |       732 | NS      | $26791.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corp                                                             | Knowles Corp                                                                    | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |      2631 | NS      | $41043.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                                                           | Lowe's Cos Inc                                                                  | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      4115 | NS      | $874643.25    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank Holding Corp                                           | Metropolitan Bank Holding Corp                                                  | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       364 | NS      | $23128.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp                                                          | Murphy Oil Corp                                                                 | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |       220 | NS      | $10384.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc                                                           | Murphy USA Inc                                                                  | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |        35 | NS      | $10353.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                                                               | NetApp Inc                                                                      | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      4291 | NS      | $290114.51    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp                                              | National Bank Holdings Corp                                                     | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       673 | NS      | $31301.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings Inc                                                     | Palomar Holdings Inc                                                            | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |         5 | NS      | $313.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                            | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      1683 | NS      | $1265111.10   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corp                                                     | Ryerson Holding Corp                                                            | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |      1024 | NS      | $30197.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NuScale Power Corp                                                       | NuScale Power Corp                                                              | CUSIP: 67079K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4264 | NS      | $46477.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                                                    | ON Semiconductor Corp                                                           | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |     17614 | NS      | $1324572.80   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARCEL SERVICE                                                    | United Parcel Service Inc                                                       | CUSIP: 911312BX3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    160000 | PA      | $157989.24    | 0.05%             | 2025-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond                                                | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    910000 | PA      | $658328.13    | 0.21%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                                          | PerkinElmer Inc                                                                 | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    400000 | PA      | $349580.82    | 0.11%             | 2029-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Pitney Bowes Inc                                                         | Pitney Bowes Inc                                                                | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |         1 | NS      | $3.82         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group Inc                                                          | Uniti Group Inc                                                                 | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               |  | US        |      6883 | NS      | $52448.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Erste Group Bank AG                                                      | Erste Group Bank AG                                                             | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |       927 | NS      | $29183.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Veru Inc                                                                 | Veru Inc                                                                        | CUSIP: 92536C103<br>LEI: 529900ER63TFLEIJV631 | Long             | EC               | CORP              | US        |      1353 | NS      | $7685.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Inc                                         | West Pharmaceutical Services Inc                                                | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |      1518 | NS      | $356213.88    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                 | Wisconsin Electric Power Co                                                     | CUSIP: 976656CJ5<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    125000 | PA      | $102392.90    | 0.03%             | 2045-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CCR SA                                                                   | CCR SA                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     18038 | NS      | $41051.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd                                                | Woodside Energy Group Ltd                                                       | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |      8604 | NS      | $217100.60    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                                    | Australia Government Bond                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    650000 | PA      | $430405.97    | 0.14%             | 2027-11-21      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| TIM SA/Brazil                                                            | TIM SA/Brazil                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     16773 | NS      | $42018.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG                                   | Chocoladefabriken Lindt & Spruengli AG                                          | CUSIP: 000000000<br>LEI: 529900JYJNNOKKAGK736 | Long             | EC               | CORP              | CH        |         3 | NS      | $310882.34    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                                              | Cie Financiere Richemont SA                                                     | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |      1848 | NS      | $245822.92    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrial & Commercial Bank of China Ltd                                | Industrial & Commercial Bank of China Ltd                                       | CUSIP: 000000000<br>LEI: 5493002ERZU2K9PZDL40 | Long             | EC               | CORP              | CN        |    242813 | NS      | $122405.77    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                                         | Deutsche Post AG                                                                | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |      9727 | NS      | $383670.27    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                      | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    200000 | PA      | $238489.00    | 0.08%             | 2024-09-07      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Hypera SA                                                                | Hypera SA                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |      3849 | NS      | $32961.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Poly Developments and Holdings Group Co Ltd                              | Poly Developments and Holdings Group Co Ltd                                     | CUSIP: 000000000<br>LEI: 300300W9OF1ZRGUDVU96 | Long             | EC               | CORP              | CN        |     18400 | NS      | $42899.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dongfeng Motor Group Co Ltd                                              | Dongfeng Motor Group Co Ltd                                                     | CUSIP: 000000000<br>LEI: 3003002JNYOYPX54GE50 | Long             | EC               | CORP              | CN        |     80000 | NS      | $45154.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ninestar Corp                                                            | Ninestar Corp                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      3900 | NS      | $29629.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Jiangsu Co Ltd                                                   | Bank of Jiangsu Co Ltd                                                          | CUSIP: 000000000<br>LEI: 300300C1086832000046 | Long             | EC               | CORP              | CN        |       400 | NS      | $416.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellium SE                                                           | Constellium SE                                                                  | CUSIP: 000000000<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               | CORP              | FR        |      1669 | NS      | $20779.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| China Traditional Chinese Medicine Holdings Co Ltd                       | China Traditional Chinese Medicine Holdings Co Ltd                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     84000 | NS      | $42065.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Central Asia Tbk PT                                                 | Bank Central Asia Tbk PT                                                        | CUSIP: 000000000<br>LEI: 254900BR956G2OHVOM21 | Long             | EC               | CORP              | ID        |     88840 | NS      | $52860.55     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                      | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    480000 | PA      | $529509.19    | 0.17%             | 2028-10-22      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| HKT Trust & HKT Ltd                                                      | HKT Trust & HKT Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | XX        |     46000 | NS      | $55932.88     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Mandiri Persero Tbk PT                                              | Bank Mandiri Persero Tbk PT                                                     | CUSIP: 000000000<br>LEI: 549300RSKQN4Z5ZSGH94 | Long             | EC               | CORP              | ID        |    106500 | NS      | $71556.56     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WPP PLC                                                                  | WPP PLC                                                                         | CUSIP: 000000000<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | JE        |      2834 | NS      | $30140.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                | ORIX Corp                                                                       | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |     36400 | NS      | $587542.45    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui House Ltd                                                        | Sekisui House Ltd                                                               | CUSIP: 000000000<br>LEI: 529900GMNDOYQSAJAE76 | Long             | EC               | CORP              | JP        |     16400 | NS      | $307386.79    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Trinseo PLC                                                              | Trinseo PLC                                                                     | CUSIP: 000000000<br>LEI: 549300TJ3HIGDA2Z8315 | Long             | EC               | CORP              | IE        |       310 | NS      | $7641.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State Bank of India                                                      | State Bank of India                                                             | CUSIP: 000000000<br>LEI: 5493001JZ37UBBZF6L49 | Long             | EC               | CORP              | IN        |     10089 | NS      | $75480.26     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Seven & i Holdings Co Ltd                                                | Seven & i Holdings Co Ltd                                                       | CUSIP: 000000000<br>LEI: 52990037G8JRM3TWGY86 | Long             | EC               | CORP              | JP        |      2600 | NS      | $106088.37    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| POSCO Holdings Inc                                                       | POSCO                                                                           | CUSIP: 000000000<br>LEI: 988400E5HRVX81AYLM04 | Long             | EC               | CORP              | KR        |       352 | NS      | $80226.40     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tech Mahindra Ltd                                                        | Tech Mahindra Ltd                                                               | CUSIP: 000000000<br>LEI: 3358005FZUZ1I25XQH69 | Long             | EC               | CORP              | IN        |      4349 | NS      | $58514.28     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresh Del Monte Produce Inc                                              | Fresh Del Monte Produce Inc                                                     | CUSIP: 000000000<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | KY        |       444 | NS      | $12289.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electro-Mechanics Co Ltd                                         | Samsung Electro-Mechanics Co Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       586 | NS      | $64077.27     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Electronics Inc                                                       | LG Electronics Inc                                                              | CUSIP: 000000000<br>LEI: 988400RMQFTGZIOG0609 | Long             | EC               | CORP              | KR        |       124 | NS      | $9363.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhongsheng Group Holdings Ltd                                            | Zhongsheng Group Holdings Ltd                                                   | CUSIP: 000000000<br>LEI: 3003005VYMEBAJNJ2Y26 | Long             | EC               | CORP              | KY        |      9275 | NS      | $47478.23     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Femsa SAB de CV                                                | Coca-Cola Femsa SAB de CV                                                       | CUSIP: 000000000<br>LEI: 5493008KEVFYPMGTXO33 | Long             | EC               | CORP              | MX        |      8393 | NS      | $57359.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                  | Mexican Bonos                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  15000000 | PA      | $693301.03    | 0.22%             | 2026-03-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PPB Group Bhd                                                            | PPB Group Bhd                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |       300 | NS      | $1164.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Greentown China Holdings Ltd                                             | Greentown China Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: 529900BLBC6YDNWS8530 | Long             | EC               | CORP              | KY        |     34411 | NS      | $58728.98     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                                                   | Netherlands Government Bond                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     60000 | PA      | $70698.66     | 0.02%             | 2047-01-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Saudi Arabian Oil Co                                                     | Saudi Arabian Oil Co                                                            | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | EC               | CORP              | SA        |      2751 | NS      | $24588.77     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Krung Thai Bank PCL                                                      | Krung Thai Bank PCL                                                             | CUSIP: 000000000<br>LEI: 54930007ZQMYCRFQGE36 | Long             | EC               | CORP              | TH        |     58200 | NS      | $29121.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lite-On Technology Corp                                                  | Lite-On Technology Corp                                                         | CUSIP: 000000000<br>LEI: 2549005GU1PQ73SZBT32 | Long             | EC               | CORP              | TW        |     23145 | NS      | $49573.69     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Asustek Computer Inc                                                     | Asustek Computer Inc                                                            | CUSIP: 000000000<br>LEI: 254900B3WB4OGRB7HM13 | Long             | EC               | CORP              | TW        |      6783 | NS      | $59271.89     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hua Nan Financial Holdings Co Ltd                                        | Hua Nan Financial Holdings Co Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     77510 | NS      | $57475.41     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SinoPac Financial Holdings Co Ltd                                        | SinoPac Financial Holdings Co Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     98233 | NS      | $58396.27     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| E Ink Holdings Inc                                                       | E Ink Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 529900UOR451FJJYL571 | Long             | EC               | CORP              | TW        |      7000 | NS      | $41940.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                      | Abbott Laboratories                                                             | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      5326 | NS      | $572971.08    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc                                                   | Alarm.com Holdings Inc                                                          | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |       125 | NS      | $6237.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons Inc/The                                                        | Andersons Inc/The                                                               | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |        85 | NS      | $3272.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC Partners Inc                                                         | BGC Partners Inc                                                                | CUSIP: 05541T101<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | EC               | CORP              | US        |      4840 | NS      | $20860.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                                     | Bank of America Corp                                                            | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $483066.83    | 0.15%             | 2033-07-22      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Bionano Genomics Inc                                                     | Bionano Genomics Inc                                                            | CUSIP: 09075F107<br>LEI: 54930086AP7ROH0VJ631 | Long             | EC               | CORP              | US        |         2 | NS      | $4.02         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block Inc                                                            | H&R Block Inc                                                                   | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |      1920 | NS      | $83923.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                                                  | Brandywine Realty Trust                                                         | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               |  | US        |         1 | NS      | $6.91         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBIZ Inc                                                                 | CBIZ Inc                                                                        | CUSIP: 124805102<br>LEI: 529900D5X8CFM8O1N813 | Long             | EC               | CORP              | US        |      1106 | NS      | $54912.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Co                                                         | Campbell Soup Co                                                                | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |      8952 | NS      | $480453.84    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs' Warehouse Inc/The                                                 | Chefs' Warehouse Inc/The                                                        | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |        90 | NS      | $3496.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings Inc                                       | Cogent Communications Holdings Inc                                              | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       334 | NS      | $19388.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherus Biosciences Inc                                                  | Coherus Biosciences Inc                                                         | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |      4067 | NS      | $27899.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                                                         | Crown Castle International Corp                                                 | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |      3583 | NS      | $506743.69    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED CAD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CA        |         1 | NC      | $-3813.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                           | PURCHASED CNY / SOLD USD                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CN        |         1 | NC      | $952.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                          | Deere & Co                                                                      | CUSIP: 244199BH7<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    195000 | PA      | $187655.75    | 0.06%             | 2025-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DigitalOcean Holdings Inc                                                | DigitalOcean Holdings Inc                                                       | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |       507 | NS      | $15123.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                                              | Discover Financial Services                                                     | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |     10202 | NS      | $1105488.72   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| DocuSign Inc                                                             | DocuSign Inc                                                                    | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |       549 | NS      | $25841.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co                                                | Edgewell Personal Care Co                                                       | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |       768 | NS      | $33185.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                                                             | Entergy Corp                                                                    | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      9317 | NS      | $1083287.59   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                                                   | Equitable Holdings Inc                                                          | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |     26117 | NS      | $828953.58    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                  | Exxon Mobil Corp                                                                | CUSIP: 30231GBH4<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    340000 | PA      | $329544.53    | 0.10%             | 2025-03-19      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                   | Federal Home Loan Banks                                                         | CUSIP: 3130AJHU6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    200000 | PA      | $183174.84    | 0.06%             | 2025-04-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 31385W2D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1093 | PA      | $1129.65      | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hancock Whitney Corp                                                     | Hancock Whitney Corp                                                            | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |      1099 | NS      | $60269.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins Inc                                                              | Hawkins Inc                                                                     | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |       646 | NS      | $26873.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                                                              | Incyte Corp                                                                     | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      3172 | NS      | $252713.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp                                                    | Integer Holdings Corp                                                           | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |       104 | NS      | $7729.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNOX INTERNATIONAL INC                                                 | Lennox International Inc                                                        | CUSIP: 526107AF4<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64258.98     | 0.02%             | 2027-08-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                                           | Loblaw Cos Ltd                                                                  | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |      2632 | NS      | $237538.42    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lucid Group Inc                                                          | Lucid Group Inc                                                                 | CUSIP: 549498103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1443 | NS      | $14632.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                                                  | MPLX LP                                                                         | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76395.05     | 0.02%             | 2027-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Merchants Bancorp/IN                                                     | Merchants Bancorp/IN                                                            | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |        49 | NS      | $1253.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                   | Mid-America Apartments LP                                                       | CUSIP: 59523UAL1<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    300000 | PA      | $293342.05    | 0.09%             | 2024-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MOLEX ELECTRONICS TECH                                                   | Molex Electronic Technologies LLC                                               | CUSIP: 60856BAC8<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |    380000 | PA      | $362503.24    | 0.12%             | 2025-04-15      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Oshkosh Corp                                                             | Oshkosh Corp                                                                    | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |      2469 | NS      | $227320.83    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc                                                | Palantir Technologies Inc                                                       | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |     25503 | NS      | $191272.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                                               | Pfizer Inc                                                                      | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     20121 | NS      | $1008665.73   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds American Inc                                                    | Reynolds American Inc                                                           | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175119.79    | 0.06%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Reynolds Consumer Products Inc                                           | Reynolds Consumer Products Inc                                                  | CUSIP: 76171L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37981 | NS      | $1213872.76   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                   | Santander Drive Auto Receivables Trust 2020-2                                   | CUSIP: 80285RAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150015 | PA      | $149159.92    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                    | Southwest Airlines Co                                                           | CUSIP: 844741BJ6<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140890.39    | 0.04%             | 2025-05-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SpartanNash Co                                                           | SpartanNash Co                                                                  | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |        94 | NS      | $3087.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen Finance LLC                                                       | Nuveen Finance LLC                                                              | CUSIP: 87246YAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $68108.68     | 0.02%             | 2024-11-01      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                         | T-Mobile USA Inc                                                                | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $410803.43    | 0.13%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TimkenSteel Corp                                                         | TimkenSteel Corp                                                                | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |       345 | NS      | $6451.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                                                  | UDR Inc                                                                         | CUSIP: 90265EAL4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    140000 | PA      | $128610.24    | 0.04%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UMH Properties Inc                                                       | UMH Properties Inc                                                              | CUSIP: 903002103<br>LEI: 529900OM5K3PJ11F0Q09 | Long             | EC               |  | US        |      2325 | NS      | $40943.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Mexican States                                                    | Mexico Government International Bond                                            | CUSIP: 91086QAS7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     30000 | PA      | $31865.12     | 0.01%             | 2034-09-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond                                                | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    175000 | PA      | $115554.69    | 0.04%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $177767.38    | 0.06%             | 2026-08-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1134530.15   | 0.36%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1770000 | PA      | $1526763.24   | 0.49%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    725000 | PA      | $688817.35    | 0.22%             | 2027-05-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $280240.38    | 0.09%             | 2029-07-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Universal Logistics Holdings Inc                                         | Universal Logistics Holdings Inc                                                | CUSIP: 91388P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       566 | NS      | $21491.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VAALCO Energy Inc                                                        | VAALCO Energy Inc                                                               | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Long             | EC               | CORP              | US        |      1940 | NS      | $10049.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritiv Corp                                                             | Veritiv Corp                                                                    | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |        44 | NS      | $5919.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Weis Markets Inc                                                         | Weis Markets Inc                                                                | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        43 | NS      | $3750.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FERROGLOBE REP + WRNTY INS TRU                                           | FERROGLOBE REP + WRNTY INS TRU NON TRANSFERABLE BENE INT UNIT                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5107 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| World Acceptance Corp                                                    | World Acceptance Corp                                                           | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       248 | NS      | $17585.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncorp Group Ltd                                                        | Suncorp Group Ltd                                                               | CUSIP: 000000000<br>LEI: 549300BVOKRTHDIWVT46 | Long             | EC               | CORP              | AU        |     59369 | NS      | $485916.17    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Ampol Ltd                                                                | Ampol Ltd                                                                       | CUSIP: 000000000<br>LEI: 5493009TD1CGVRZ27U11 | Long             | EC               | CORP              | AU        |       131 | NS      | $2549.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Re AG                                                              | Swiss Re AG                                                                     | CUSIP: 000000000<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |      1116 | NS      | $100705.11    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                             | UBS Group AG                                                                    | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |     31060 | NS      | $577966.91    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| China Construction Bank Corp                                             | China Construction Bank Corp                                                    | CUSIP: 000000000<br>LEI: 5493001KQW6DM7KEDR62 | Long             | EC               | CORP              | CN        |    209501 | NS      | $127264.10    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PetroChina Co Ltd                                                        | PetroChina Co Ltd                                                               | CUSIP: 000000000<br>LEI: 529900RPY4YG47TRSV05 | Long             | EC               | CORP              | CN        |     53177 | NS      | $24198.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yankuang Energy Group Co Ltd                                             | Yanzhou Coal Mining Co Ltd                                                      | CUSIP: 000000000<br>LEI: 3003005N7A6HYZ4Z0K39 | Long             | EC               | CORP              | CN        |     14606 | NS      | $48576.86     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| China Coal Energy Co Ltd                                                 | China Coal Energy Co Ltd                                                        | CUSIP: 000000000<br>LEI: 529900KRC89344UI3Z10 | Long             | EC               | CORP              | CN        |     50000 | NS      | $46074.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Postal Savings Bank of China Co Ltd                                      | Postal Savings Bank of China Co Ltd                                             | CUSIP: 000000000<br>LEI: 300300C1040311005298 | Long             | EC               | CORP              | CN        |     90000 | NS      | $54077.60     | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| China Merchants Shekou Industrial Zone Holdings Co Ltd                   | China Merchants Shekou Industrial Zone Holdings Co Ltd                          | CUSIP: 000000000<br>LEI: 300300T3ACALX7NIPW13 | Long             | EC               | CORP              | CN        |     19400 | NS      | $41780.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                         | Deutsche Bank AG                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |     28189 | NS      | $297640.55    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Brenntag SE                                                              | Brenntag SE                                                                     | CUSIP: 000000000<br>LEI: NNROIXVWJ7CPSR27SV97 | Long             | EC               | CORP              | DE        |      1263 | NS      | $78938.15     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                             | Alphabet Inc                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     13756 | NS      | $1389218.44   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology Inc                                                     | Amkor Technology Inc                                                            | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |      2241 | NS      | $62792.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S                                                   | AP Moller - Maersk A/S                                                          | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |       140 | NS      | $305463.40    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                                 | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    100000 | PA      | $99335.68     | 0.03%             | 2046-10-31      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Appfolio Inc                                                             | Appfolio Inc                                                                    | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |       437 | NS      | $49857.33     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Inc                                                              | Ashland Global Holdings Inc                                                     | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |      4754 | NS      | $531829.98    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                                             | AutoZone Inc                                                                    | CUSIP: 053332AR3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288633.76    | 0.09%             | 2025-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Avantor Inc                                                              | Avantor Inc                                                                     | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1449 | NS      | $32283.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nokia Oyj                                                                | Nokia Oyj                                                                       | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |     14626 | NS      | $71644.74     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortum Oyj                                                               | Fortum Oyj                                                                      | CUSIP: 000000000<br>LEI: 635400IUIZZIUJSAMF76 | Long             | EC               | CORP              | FI        |      1196 | NS      | $18926.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Academy Sports & Outdoors Inc                                            | Academy Sports & Outdoors Inc                                                   | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       568 | NS      | $28672.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi                                                                   | Sanofi                                                                          | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      2163 | NS      | $195419.60    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Klepierre SA                                                             | Klepierre SA                                                                    | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               |  | FR        |      1478 | NS      | $34438.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bloomin' Brands Inc                                                      | Bloomin' Brands Inc                                                             | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |      2213 | NS      | $49836.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                                             | Broadcom Inc                                                                    | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     45000 | PA      | $31832.68     | 0.01%             | 2051-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Elevance Health Inc                                                      | Elevance Health Inc                                                             | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       139 | NS      | $74075.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                                     | Bank of America Corp                                                            | CUSIP: 06051GFM6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294262.01    | 0.09%             | 2025-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Diageo PLC                                                               | DIAGEO PLC                                                                      | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |     17299 | NS      | $803806.05    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| BP PLC                                                                   | BP PLC                                                                          | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |    140482 | NS      | $840458.59    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Corp                                           | Brookfield Infrastructure Corp                                                  | CUSIP: 11275Q107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1277 | NS      | $59865.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp                                                               | Cigna Corp                                                                      | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      1409 | NS      | $463406.01    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Byline Bancorp Inc                                                       | Byline Bancorp Inc                                                              | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |         1 | NS      | $22.79        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                                                       | Coterra Energy Inc                                                              | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |      4881 | NS      | $136228.71    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                                          | AstraZeneca PLC                                                                 | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |        56 | NS      | $7577.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizrahi Tefahot Bank Ltd                                                 | Mizrahi Tefahot Bank Ltd                                                        | CUSIP: 000000000<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | EC               | CORP              | IL        |       291 | NS      | $10839.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSX Corp                                                                 | CSX CORP                                                                        | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     16544 | NS      | $540823.36    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN GOVERNMENT                                                      | Canadian Government Bond                                                        | CUSIP: 135087XG4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    350000 | PA      | $324079.47    | 0.10%             | 2033-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                           | Canadian Natural Resources Ltd                                                  | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |       186 | NS      | $11104.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                                                      | Carrier Global Corp                                                             | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      3499 | NS      | $155075.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Infosys Ltd                                                              | Infosys Ltd                                                                     | CUSIP: 000000000<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               | CORP              | IN        |     10772 | NS      | $220281.57    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Asian Paints Ltd                                                         | Asian Paints Ltd                                                                | CUSIP: 000000000<br>LEI: 335800HEHXGYRUNERD75 | Long             | EC               | CORP              | IN        |       193 | NS      | $7610.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                 | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $181024.86    | 0.06%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cheesecake Factory Inc/The                                               | Cheesecake Factory Inc/The                                                      | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |      1485 | NS      | $52034.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries Inc                                                     | Cavco Industries Inc                                                            | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       120 | NS      | $27555.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Inc                                                              | Compass Inc                                                                     | CUSIP: 20464U100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         3 | NS      | $8.97         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc                                                      | Cheniere Energy Inc                                                             | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      7865 | NS      | $1379206.40   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS BANK NA/RI                                                      | Citizens Bank NA/Providence RI                                                  | CUSIP: 17401QAU5<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239789.83    | 0.08%             | 2026-02-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UltraTech Cement Ltd                                                     | UltraTech Cement Ltd                                                            | CUSIP: 000000000<br>LEI: 335800PC9O9B4BQHG814 | Long             | EC               | CORP              | IN        |       714 | NS      | $62268.25     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Maruti Suzuki India Ltd                                                  | Maruti Suzuki India Ltd                                                         | CUSIP: 000000000<br>LEI: 335800D27PBEESKKD357 | Long             | EC               | CORP              | IN        |        51 | NS      | $5651.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED CAD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CA        |         1 | NC      | $-7480.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                            | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-8867.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Crocs Inc                                                                | Crocs Inc                                                                       | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |       239 | NS      | $24139.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                                                     | PURCHASED GBP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | GB        |         1 | NC      | $4855.93      | 0.00%             |  |  |  | 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      | $-6537.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                                                      | DENTSPLY SIRONA Inc                                                             | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |    180000 | PA      | $149350.01    | 0.05%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ICICI Lombard General Insurance Co Ltd                                   | ICICI Lombard General Insurance Co Ltd                                          | CUSIP: 000000000<br>LEI: 335800ZZITZ7ZZZ2ZX87 | Long             | EC               | CORP              | IN        |      3114 | NS      | $46439.98     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                                              | FinecoBank Banca Fineco SpA                                                     | CUSIP: 000000000<br>LEI: 549300L7YCATGO57ZE10 | Long             | EC               | CORP              | IT        |     19412 | NS      | $318715.68    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU Corp                                                              | ITOCHU Corp                                                                     | CUSIP: 000000000<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |      6700 | NS      | $211088.46    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| TOTO Ltd                                                                 | TOTO Ltd                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       100 | NS      | $3478.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                                     | PURCHASED USD / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-53574.61    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Datadog Inc                                                              | Datadog Inc                                                                     | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |      4426 | NS      | $335402.28    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc                                                 | Encore Capital Group Inc                                                        | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |        64 | NS      | $3225.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc                                                  | Extra Space Storage Inc                                                         | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               |  | US        |       126 | NS      | $20246.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CJ Corp                                                                  | CJ Corp                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       163 | NS      | $9581.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Motor Co                                                         | Hyundai Motor Co                                                                | CUSIP: 000000000<br>LEI: 9884004RQX8PRBXQ8S60 | Long             | EC               | CORP              | KR        |        76 | NS      | $9881.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| S-Oil Corp                                                               | S-Oil Corp                                                                      | CUSIP: 000000000<br>LEI: 988400QTUXYDN8W3MZ32 | Long             | EC               | CORP              | KR        |       220 | NS      | $14526.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Uplus Corp                                                            | LG Uplus Corp                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      4632 | NS      | $42853.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                           | CUSIP: 31288FB60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       614 | PA      | $638.38       | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federated Core Trust III - Federated Project and Trade Finance Core Fund | FEDERATED CORE TR III FEDERATED PROJ+TRADE FIN CORE                             | CUSIP: 31415N103<br>LEI: 549300HEVNTSTCP23713 | Long             | EC               | RF                | US        |    492991 | NS      | $4293951.92   | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| FANNIE MAE                                                               | Federal National Mortgage Association                                           | CUSIP: 3135G03U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    635000 | PA      | $582545.13    | 0.19%             | 2025-04-22      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Federated Core Trust - High Yield Bond Portfolio                         | FED HIGH YLD BOND PORT                                                          | CUSIP: 000000000<br>LEI: 549300FJ1PZWFDNRP685 | Long             | EC               | RF                | US        |    469824 | NS      | $2485367.24   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBALFOUNDRIES Inc                                                      | GLOBALFOUNDRIES Inc                                                             | CUSIP: 000000000<br>LEI: 549300BA76VK784VMX48 | Long             | EC               | CORP              | KY        |      7448 | NS      | $479278.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Want Want China Holdings Ltd                                             | Want Want China Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: 5299005HZCEKX4O1J230 | Long             | EC               | CORP              | KY        |     34000 | NS      | $23084.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orbia Advance Corp SAB de CV                                             | Orbia Advance Corp SAB de CV                                                    | CUSIP: 000000000<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | EC               | CORP              | MX        |     26790 | NS      | $52485.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Financiero Banorte SAB de CV                                       | Grupo Financiero Banorte SAB de CV                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |      7880 | NS      | $63243.39     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                                                            | Ford Motor Co                                                                   | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     10697 | NS      | $148688.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                              | CUSIP: 36202DRH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4079 | PA      | $4254.80      | 0.00%             | 2032-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                               | CUSIP: 36225AQE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       592 | PA      | $603.17       | 0.00%             | 2025-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                      | Gilead Sciences Inc                                                             | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87171.52     | 0.03%             | 2026-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                                                   | Netherlands Government Bond                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |    250000 | PA      | $266128.26    | 0.08%             | 2033-01-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| QIAGEN NV                                                                | QIAGEN NV                                                                       | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |      6119 | NS      | $303135.26    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                                                 | Fox Corp                                                                        | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     11752 | NS      | $381352.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                      | Global Payments Inc                                                             | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    270000 | PA      | $214455.24    | 0.07%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GoPro Inc                                                                | GoPro Inc                                                                       | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |         2 | NS      | $10.96        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc                                                                | Greif Inc                                                                       | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |       138 | NS      | $9702.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DNB Bank ASA                                                             | DNB Bank ASA                                                                    | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |      2514 | NS      | $49230.08     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yara International ASA                                                   | Yara International ASA                                                          | CUSIP: 000000000<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |       447 | NS      | $20464.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Huron Consulting Group Inc                                               | Huron Consulting Group Inc                                                      | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |       321 | NS      | $24993.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ImmunoGen Inc                                                            | ImmunoGen Inc                                                                   | CUSIP: 45253H101<br>LEI: 54930084U0R1OP766Y02 | Long             | EC               | CORP              | US        |         6 | NS      | $31.14        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Integral Ad Science Holding Corp                                         | Integral Ad Science Holding Corp                                                | CUSIP: 45828L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2967 | NS      | $29521.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Finance PLC                                                      | Invesco Finance PLC                                                             | CUSIP: 46132FAD2<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |    140000 | PA      | $134729.21    | 0.04%             | 2026-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fisher & Paykel Healthcare Corp Ltd                                      | Fisher & Paykel Healthcare Corp Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |      1554 | NS      | $23348.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BDO Unibank Inc                                                          | BDO Unibank Inc                                                                 | CUSIP: 000000000<br>LEI: 3FGIIBS1PEI1FYQBGN97 | Long             | EC               | CORP              | PH        |     22160 | NS      | $51259.37     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Severstal PAO                                                            | Severstal PJSC                                                                  | CUSIP: 000000000<br>LEI: 213800OKDPTV6K4ONO53 | Long             | EC               | CORP              | RU        |      3401 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Boliden AB                                                               | Boliden AB                                                                      | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |       753 | NS      | $28489.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                                                   | Lumen Technologies Inc                                                          | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |      2774 | NS      | $15173.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Master Credit Card Trust                                                 | Master Credit Card Trust                                                        | CUSIP: 576339CS2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |    500000 | PA      | $445975.90    | 0.14%             |  |  |  | Yes           |                  2 | On Loan: No      |
| PTT PCL                                                                  | PTT PCL                                                                         | CUSIP: 000000000<br>LEI: 549300QOGMPTKB6W7G56 | Long             | EC               | CORP              | TH        |       600 | NS      | $568.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Bank Group Ltd                                                  | Standard Bank Group Ltd                                                         | CUSIP: 000000000<br>LEI: 2549003PEZXUT7MDBU41 | Long             | EC               | CORP              | ZA        |      7676 | NS      | $80617.18     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Medical REIT Inc                                                  | Global Medical REIT Inc                                                         | CUSIP: 37954A204<br>LEI: 549300HFRIPQDYU3GU60 | Long             | EC               |  | US        |       808 | NS      | $8160.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| H&E Equipment Services Inc                                               | H&E Equipment Services Inc                                                      | CUSIP: 404030108<br>LEI: 254900KVLRCDMQRYY541 | Long             | EC               | CORP              | US        |      1369 | NS      | $57402.17     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc                                                   | Mueller Industries Inc                                                          | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |       810 | NS      | $55703.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                                            | Owens Corning                                                                   | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |         1 | NS      | $88.84        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                                                           | PBF Energy Inc                                                                  | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |      1215 | NS      | $48320.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Group Inc                                                      | Paramount Group Inc                                                             | CUSIP: 69924R108<br>LEI: 5493006GJU1CFI7Z5J17 | Long             | EC               |  | US        |         1 | NS      | $6.52         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                                                       | HCA Healthcare Inc                                                              | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      2444 | NS      | $587097.68    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims & Hers Health Inc                                                   | Hims & Hers Health Inc                                                          | CUSIP: 433000106<br>LEI: 549300ZQ4ZUYSAAX6P59 | Long             | EC               | CORP              | US        |         1 | NS      | $6.19         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc                                                | L3Harris Technologies Inc                                                       | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      1485 | NS      | $337213.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LEIDOS INC                                                               | Leidos Inc                                                                      | CUSIP: 52532XAD7<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    215000 | PA      | $207388.80    | 0.07%             | 2025-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Marathon Oil Corp                                                        | Marathon Oil Corp                                                               | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |      6886 | NS      | $210918.18    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MeridianLink Inc                                                         | MeridianLink Inc                                                                | CUSIP: 58985J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1047 | NS      | $15369.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                           | Morgan Stanley                                                                  | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     70000 | PA      | $53340.83     | 0.02%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Newmark Group Inc                                                        | Newmark Group Inc                                                               | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2849 | NS      | $24159.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson Cos Inc                                                        | Patterson Cos Inc                                                               | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |       130 | NS      | $3697.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co                                             | Portland General Electric Co                                                    | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |      1066 | NS      | $52479.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                                                 | Prudential Financial Inc                                                        | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |     13474 | NS      | $1455596.22   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| RioCan Real Estate Investment Trust                                      | RioCan Real Estate Investment Trust                                             | CUSIP: 766910103<br>LEI: 549300S8HVUSEU3JBY60 | Long             | EC               |  | CA        |       350 | NS      | $5500.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank/Los Angeles CA                                            | Preferred Bank/Los Angeles CA                                                   | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |       487 | NS      | $36812.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE STEEL & ALUM                                                    | Reliance Steel & Aluminum Co                                                    | CUSIP: 759509AE2<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99764.20     | 0.03%             | 2023-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                         | Ryder System Inc                                                                | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |       474 | NS      | $44314.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| John B Sanfilippo & Son Inc                                              | John B Sanfilippo & Son Inc                                                     | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |       263 | NS      | $22273.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp                                                                 | SLM Corp                                                                        | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16229 | NS      | $283358.34    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co                                                             | SM Energy Co                                                                    | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |      1421 | NS      | $61259.31     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical Inc                                                    | Shockwave Medical Inc                                                           | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |       178 | NS      | $45140.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sorrento Therapeutics Inc                                                | Sorrento Therapeutics Inc                                                       | CUSIP: 83587F202<br>LEI: 549300RH23PRR3M13410 | Long             | EC               | CORP              | US        |         6 | NS      | $7.80         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                                                          | TJX Cos Inc/The                                                                 | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      1287 | NS      | $103024.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                                         | T-Mobile USA Inc                                                                | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     80000 | PA      | $63753.68     | 0.02%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Sana Biotechnology Inc                                                   | Sana Biotechnology Inc                                                          | CUSIP: 799566104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $4.99         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Solid Power Inc                                                          | Solid Power Inc                                                                 | CUSIP: 83422N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         2 | NS      | $7.34         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Products Inc                                              | Standard Motor Products Inc                                                     | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |       143 | NS      | $5492.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar Bancorp Inc                                                      | Stellar Bancorp Inc                                                             | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |       736 | NS      | $24884.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc                                                 | Super Micro Computer Inc                                                        | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |       200 | NS      | $18046.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenable Holdings Inc                                                     | Tenable Holdings Inc                                                            | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |       302 | NS      | $11530.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                                                | Tesla Inc                                                                       | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      6910 | NS      | $1345377.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| TG Therapeutics Inc                                                      | TG Therapeutics Inc                                                             | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               | CORP              | US        |         2 | NS      | $17.64        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC Holdings Inc                                                        | TTEC Holdings Inc                                                               | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |       432 | NS      | $20714.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                                                | United Parcel Service Inc                                                       | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      3371 | NS      | $639579.83    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CDD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $960847.90    | 0.31%             | 2023-10-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    650000 | PA      | $630577.03    | 0.20%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond                                                | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     25000 | PA      | $22486.06     | 0.01%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond                                                | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $416500.00    | 0.13%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vicinity Ltd                                                             | Vicinity Ltd                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |     11373 | NS      | $15862.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie Brasil Energia SA                                                  | Engie Brasil Energia SA                                                         | CUSIP: 000000000<br>LEI: 52990057Q0EK2Q9YBC07 | Long             | EC               | CORP              | BR        |      5302 | NS      | $40357.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleo Brasileiro SA                                                   | Petroleo Brasileiro SA                                                          | CUSIP: 000000000<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               | CORP              | BR        |     15919 | NS      | $93225.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cia de Saneamento Basico do Estado de Sao Paulo                          | Cia de Saneamento Basico do Estado de Sao Paulo                                 | CUSIP: 000000000<br>LEI: 254900UOXRZRS2TNWP19 | Long             | EC               | CORP              | BR        |      4109 | NS      | $47738.47     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Givaudan SA                                                              | Givaudan SA                                                                     | CUSIP: 000000000<br>LEI: 213800SVRMQA1TD91D41 | Long             | EC               | CORP              | CH        |        80 | NS      | $272847.00    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                         | Roche Holding AG                                                                | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       520 | NS      | $169019.31    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2400000 | PA      | $2156466.24   | 0.69%             | 2026-10-31      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond - When Issued                                  | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    625000 | PA      | $593036.25    | 0.19%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Sonova Holding AG                                                        | Sonova Holding AG                                                               | CUSIP: 000000000<br>LEI: 5299004A0QNX7FBNHS61 | Long             | EC               | CORP              | CH        |       340 | NS      | $87137.59     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Haier Smart Home Co Ltd                                                  | Haier Smart Home Co Ltd                                                         | CUSIP: 000000000<br>LEI: 3003002BYTNGNJTWSH07 | Long             | EC               | CORP              | CN        |     12800 | NS      | $44218.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $94184.15     | 0.03%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                         | Paramount Global                                                                | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |      9230 | NS      | $185338.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Shanghai Fosun Pharmaceutical Group Co Ltd                               | Shanghai Fosun Pharmaceutical Group Co Ltd                                      | CUSIP: 000000000<br>LEI: 300300DMUYLW3FP1OT73 | Long             | EC               | CORP              | CN        |      1000 | NS      | $3344.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Energy Engineering Corp Ltd                                        | China Energy Engineering Corp Ltd                                               | CUSIP: 000000000<br>LEI: 30030095F4B9XDN9QY57 | Long             | EC               | CORP              | CN        |    121300 | NS      | $41680.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vista Outdoor Inc                                                        | Vista Outdoor Inc                                                               | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |       237 | NS      | $6628.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum China Holdings Inc                                                   | Yum China Holdings Inc                                                          | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |      1958 | NS      | $107924.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carl Zeiss Meditec AG                                                    | Carl Zeiss Meditec AG                                                           | CUSIP: 000000000<br>LEI: 529900GRL4MZ8NMOOK95 | Long             | EC               | CORP              | DE        |       626 | NS      | $84241.22     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                       | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |       130 | NS      | $40960.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonic Healthcare Ltd                                                     | Sonic Healthcare Ltd                                                            | CUSIP: 000000000<br>LEI: 549300NQQ5L2NONWR862 | Long             | EC               | CORP              | AU        |     13384 | NS      | $296909.56    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Endeavour Group Ltd/Australia                                            | Endeavour Group Ltd/Australia                                                   | CUSIP: 000000000<br>LEI: 254900JAN9FOLMWAD533 | Long             | EC               | CORP              | AU        |     33681 | NS      | $160582.71    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                         | TOTAL SE                                                                        | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |      7015 | NS      | $438203.01    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Thales SA                                                                | Thales SA                                                                       | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |      1639 | NS      | $208498.38    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| D'ieteren Group                                                          | D'ieteren Group                                                                 | CUSIP: 000000000<br>LEI: 549300DV5KJ23OKVTW34 | Long             | EC               | CORP              | BE        |        67 | NS      | $12781.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Argo Group International Holdings Ltd                                    | Argo Group International Holdings Ltd                                           | CUSIP: 000000000<br>LEI: 549300M4T8Y5TTWI6O03 | Long             | EC               | CORP              | BM        |       712 | NS      | $19352.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dassault Aviation SA                                                     | Dassault Aviation SA                                                            | CUSIP: 000000000<br>LEI: 969500CVFTUT88V8QN95 | Long             | EC               | CORP              | FR        |      3379 | NS      | $537104.38    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                                       | Smith & Nephew PLC                                                              | CUSIP: 000000000<br>LEI: 213800ZTMDN8S67S1H61 | Long             | EC               | CORP              | GB        |      4676 | NS      | $61197.98     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Next PLC                                                                 | Next PLC                                                                        | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |       404 | NS      | $28829.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                      | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    270000 | PA      | $353322.21    | 0.11%             | 2036-03-07      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Temenos AG                                                               | Temenos AG                                                                      | CUSIP: 000000000<br>LEI: 5067007NW6550481FH64 | Long             | EC               | CORP              | CH        |         9 | NS      | $558.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yankuang Energy Group Co Ltd                                             | Yankuang Energy Group Co Ltd                                                    | CUSIP: 000000000<br>LEI: 3003005N7A6HYZ4Z0K39 | Long             | EC               | CORP              | CN        |       500 | NS      | $2842.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                              | Ameren Corp                                                                     | CUSIP: 023608AL6<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    185000 | PA      | $163013.55    | 0.05%             | 2027-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Armada Hoffler Properties Inc                                            | Armada Hoffler Properties Inc                                                   | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               |  | US        |      4324 | NS      | $52536.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AIA Group Ltd                                                            | AIA Group Ltd                                                                   | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |     31400 | NS      | $320248.13    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijing Enterprises Holdings Ltd                                         | Beijing Enterprises Holdings Ltd                                                | CUSIP: 000000000<br>LEI: 529900896ODARUEY2V26 | Long             | EC               | CORP              | HK        |     12000 | NS      | $38231.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Huadong Medicine Co Ltd                                                  | Huadong Medicine Co Ltd                                                         | CUSIP: 000000000<br>LEI: 300300WEZ30P69YUQZ42 | Long             | EC               | CORP              | CN        |      7200 | NS      | $41619.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Huaneng Power International Inc                                          | Huaneng Power International Inc                                                 | CUSIP: 000000000<br>LEI: 529900WU0SMVKMPG4V21 | Long             | EC               | CORP              | CN        |     18400 | NS      | $20048.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BlueLinx Holdings Inc                                                    | BlueLinx Holdings Inc                                                           | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |        31 | NS      | $2151.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc                                               | CF Industries Holdings Inc                                                      | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      1988 | NS      | $215081.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LARSEN + TOUBRO INFOTECH LTD                                             | LARSEN + TOUBRO INFOTECH LTD                                                    | CUSIP: 000000000<br>LEI: 335800DY1I1WFHVV6T22 | Long             | EC               | CORP              | IN        |       734 | NS      | $43589.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hindalco Industries Ltd                                                  | Hindalco Industries Ltd                                                         | CUSIP: 000000000<br>LEI: 335800KXLE5NO5B4GF90 | Long             | EC               | CORP              | IN        |     10925 | NS      | $61284.05     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chemours Co/The                                                          | Chemours Co/The                                                                 | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |     11914 | NS      | $369929.70    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimera Investment Corp                                                  | Chimera Investment Corp                                                         | CUSIP: 16934Q208<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               |  | US        |      7803 | NS      | $53450.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ZTE Corp                                                                 | ZTE Corp                                                                        | CUSIP: 000000000<br>LEI: 3003004FBGVVG1CW5U45 | Long             | EC               | CORP              | CN        |     23400 | NS      | $51315.01     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| China Pacific Insurance Group Co Ltd                                     | China Pacific Insurance Group Co Ltd                                            | CUSIP: 000000000<br>LEI: 529900BA5ILEL308WX03 | Long             | EC               | CORP              | CN        |     31200 | NS      | $71204.58     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mahindra & Mahindra Ltd                                                  | Mahindra & Mahindra Ltd                                                         | CUSIP: 000000000<br>LEI: 3358003B573EV4KB4Z02 | Long             | EC               | CORP              | IN        |       408 | NS      | $6615.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharat Electronics Ltd                                                   | Bharat Electronics Ltd                                                          | CUSIP: 000000000<br>LEI: 335800HS8AOTM9W1F335 | Long             | EC               | CORP              | IN        |     37107 | NS      | $48278.45     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                             | Citizens Financial Group Inc                                                    | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     19649 | NS      | $832724.62    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                                           | ConocoPhillips                                                                  | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     14459 | NS      | $1785831.09   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinopharm Group Co Ltd                                                   | Sinopharm Group Co Ltd                                                          | CUSIP: 000000000<br>LEI: 529900N54X78YH9JYK92 | Long             | EC               | CORP              | CN        |     23739 | NS      | $56115.11     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanghai Pharmaceuticals Holding Co Ltd                                  | Shanghai Pharmaceuticals Holding Co Ltd                                         | CUSIP: 000000000<br>LEI: 30030029J1KKCBY19820 | Long             | EC               | CORP              | CN        |     30800 | NS      | $51413.64     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Indian Railway Catering & Tourism Corp Ltd                               | Indian Railway Catering & Tourism Corp Ltd                                      | CUSIP: 000000000<br>LEI: 335800TVHEFK23CTJG98 | Long             | EC               | CORP              | IN        |      4532 | NS      | $41469.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICICI Prudential Life Insurance Co Ltd                                   | ICICI Prudential Life Insurance Co Ltd                                          | CUSIP: 000000000<br>LEI: 2138006W2MGOSH69C607 | Long             | EC               | CORP              | IN        |      6389 | NS      | $37633.46     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED NZD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | NZ        |         1 | NC      | $19082.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                                     | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |         1 | NC      | $25344.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                                 | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    600000 | PA      | $582554.13    | 0.19%             | 2027-02-15      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| EDP Renovaveis SA                                                        | EDP Renovaveis SA                                                               | CUSIP: 000000000<br>LEI: 529900MUFAH07Q1TAX06 | Long             | EC               | CORP              | ES        |       777 | NS      | $17828.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trent Ltd                                                                | Trent Ltd                                                                       | CUSIP: 000000000<br>LEI: 335800IYA8EHI7MW7G59 | Long             | EC               | CORP              | IN        |      2378 | NS      | $43348.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                                    | Japan Government Twenty Year Bond                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 185000000 | PA      | $1448409.73   | 0.46%             | 2035-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                        | PURCHASED USD / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-747.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED JPY / SOLD USD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | JP        |         1 | NC      | $1171.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stora Enso Oyj                                                           | Stora Enso Oyj                                                                  | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | EC               | CORP              | FI        |      1486 | NS      | $22017.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Elisa Oyj                                                                | Elisa Oyj                                                                       | CUSIP: 000000000<br>LEI: 743700TU2S3DXWGU7H32 | Long             | EC               | CORP              | FI        |       383 | NS      | $19933.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Definitive Healthcare Corp                                               | Definitive Healthcare Corp                                                      | CUSIP: 24477E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1221 | NS      | $13882.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                                                          | EMCOR Group Inc                                                                 | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |       474 | NS      | $73422.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANCE (GOVT OF)                                                         | French Republic Government Bond OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    450000 | PA      | $395764.03    | 0.13%             | 2036-05-25      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Yuexiu Property Co Ltd                                                   | Yuexiu Property Co Ltd                                                          | CUSIP: 000000000<br>LEI: 529900GASK6R1FD08W10 | Long             | EC               | CORP              | HK        |     37000 | NS      | $46813.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                      | Emerson Electric Co                                                             | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      3945 | NS      | $377812.65    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                                       | Energy Transfer Partners LP                                                     | CUSIP: 29273RBD0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    325000 | PA      | $315784.81    | 0.10%             | 2025-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Everi Holdings Inc                                                       | Everi Holdings Inc                                                              | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |      2264 | NS      | $37854.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                           | CUSIP: 31292G7H3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       494 | PA      | $520.91       | 0.00%             | 2029-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Forestar Group Inc                                                       | Forestar Group Inc                                                              | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |      2752 | NS      | $40812.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor Inc                                                            | Frontdoor Inc                                                                   | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |         3 | NS      | $70.11        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Larsen & Toubro Infotech Ltd                                             | Larsen & Toubro Infotech Ltd                                                    | CUSIP: 000000000<br>LEI: 335800DY1I1WFHVV6T22 | Long             | EC               | CORP              | IN        |       320 | NS      | $19272.12     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| DLF Ltd                                                                  | DLF Ltd                                                                         | CUSIP: 000000000<br>LEI: 335800PJLUEOB8914F48 | Long             | EC               | CORP              | IN        |         3 | NS      | $14.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Page Industries Ltd                                                      | Page Industries Ltd                                                             | CUSIP: 000000000<br>LEI: 335800D6UFCCKUP3KD53 | Long             | EC               | CORP              | IN        |        74 | NS      | $43325.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                                 | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1250000 | PA      | $1237877.01   | 0.39%             | 2026-06-01      | Fixed         | 1.60%                 | Yes           |                  2 | On Loan: No      |
| Fulgent Genetics Inc                                                     | Fulgent Genetics Inc                                                            | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |       303 | NS      | $10989.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                               | CUSIP: 36210AWV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1112 | PA      | $1142.10      | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SCSK Corp                                                                | SCSK Corp                                                                       | CUSIP: 000000000<br>LEI: 529900SNGFXMSUBB7864 | Long             | EC               | CORP              | JP        |     18800 | NS      | $303846.21    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Toray Industries Inc                                                     | Toray Industries Inc                                                            | CUSIP: 000000000<br>LEI: 35380099TCYR5FHT0A11 | Long             | EC               | CORP              | JP        |     14400 | NS      | $78101.91     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                                    | HPEFS Equipment Trust                                                           | CUSIP: 40441RAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $506019.53    | 0.16%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Insight Enterprises Inc                                                  | Insight Enterprises Inc                                                         | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |       352 | NS      | $36576.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Omron Corp                                                               | OMRON CORP                                                                      | CUSIP: 000000000<br>LEI: 549300ZHW0TR2QZ0NY83 | Long             | EC               | CORP              | JP        |       300 | NS      | $15653.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa Securities Group Inc                                               | Daiwa Securities Group Inc                                                      | CUSIP: 000000000<br>LEI: 353800WRC7Y23PWFJG38 | Long             | EC               | CORP              | JP        |     32800 | NS      | $145852.03    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Azbil Corp                                                               | Azbil Corp                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8000 | NS      | $245818.58    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Astellas Pharma Inc                                                      | Astellas Pharma Inc                                                             | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |      4100 | NS      | $63790.17     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                      | JPMorgan Chase & Co                                                             | CUSIP: 46625HJJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49676.10     | 0.02%             | 2023-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JELD-WEN Holding Inc                                                     | JELD-WEN Holding Inc                                                            | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |       314 | NS      | $3246.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Terumo Corp                                                              | Terumo Corp                                                                     | CUSIP: 000000000<br>LEI: 353800JX1R4582QVK932 | Long             | EC               | CORP              | JP        |     14200 | NS      | $420499.28    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Ricoh Co Ltd                                                             | Ricoh Co Ltd                                                                    | CUSIP: 000000000<br>LEI: 549300HFIB2GRUMDID72 | Long             | EC               | CORP              | JP        |     34400 | NS      | $274027.88    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                     | Lockheed Martin Corp                                                            | CUSIP: 539830BH1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88012.56     | 0.03%             | 2026-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| MaxCyte Inc                                                              | MaxCyte Inc                                                                     | CUSIP: 57777K106<br>LEI: 54930053YHXULRFCU991 | Long             | EC               | CORP              | US        |      3321 | NS      | $19892.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Recruit Holdings Co Ltd                                                  | Recruit Holdings Co Ltd                                                         | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |      7200 | NS      | $229812.40    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Innotek Co Ltd                                                        | LG Innotek Co Ltd                                                               | CUSIP: 000000000<br>LEI: 988400KTHH2LMUX7EB48 | Long             | EC               | CORP              | KR        |        93 | NS      | $22495.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kia Corp                                                                 | Kia Motors Corp                                                                 | CUSIP: 000000000<br>LEI: 988400V8MJK9N7OI5X76 | Long             | EC               | CORP              | KR        |      1500 | NS      | $79048.28     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                                               | SAMSUNG ELECTRONICS CO LTD                                                      | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     13667 | NS      | $656340.18    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Nektar Therapeutics                                                      | Nektar Therapeutics                                                             | CUSIP: 640268108<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |         3 | NS      | $8.40         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp                                                             | Nordson Corp                                                                    | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |      2299 | NS      | $543690.51    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| S-1 Corp                                                                 | S-1 Corp                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       889 | NS      | $43590.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Woori Financial Group Inc                                                | Woori Financial Group Inc                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      3377 | NS      | $33727.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China State Construction International Holdings Ltd                      | China State Construction International Holdings Ltd                             | CUSIP: 000000000<br>LEI: 529900QVUUH13RIZIR85 | Long             | EC               | CORP              | KY        |     44000 | NS      | $53147.36     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NetEase Inc                                                              | NetEase Inc                                                                     | CUSIP: 000000000<br>LEI: 5299004AF4DSJDB0PA32 | Long             | EC               | CORP              | KY        |      2478 | NS      | $35012.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OFG Bancorp                                                              | OFG Bancorp                                                                     | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |      1844 | NS      | $53420.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp                                                     | Pilgrim's Pride Corp                                                            | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |      5690 | NS      | $148850.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Baidu Inc                                                                | Baidu Inc                                                                       | CUSIP: 000000000<br>LEI: 254900AL64IANZYI1E02 | Long             | EC               | CORP              | KY        |      7300 | NS      | $98644.07     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fabrinet                                                                 | Fabrinet                                                                        | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |       413 | NS      | $55098.33     | 0.02%             |  |  |  | No            |                  1 | 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        |      4113 | NS      | $66806.94     | 0.02%             |  |  |  | No            |                  1 | 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        |       348 | NS      | $8630.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| America Movil SAB de CV                                                  | America Movil SAB de CV                                                         | CUSIP: 000000000<br>LEI: 5493000FNR3UCEAONM59 | Long             | EC               | CORP              | MX        |     94990 | NS      | $92311.73     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Philips NV                                                   | Koninklijke Philips NV                                                          | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |       829 | NS      | $12487.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Progyny Inc                                                              | Progyny Inc                                                                     | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1057 | NS      | $38717.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                                                    | Quest Diagnostics Inc                                                           | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      2375 | NS      | $360596.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Just Eat Takeaway.com NV                                                 | Just Eat Takeaway.com NV                                                        | CUSIP: 000000000<br>LEI: 724500FVZIBSSQ7SHI95 | Long             | EC               | CORP              | NL        |      5024 | NS      | $117604.58    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Equinor ASA                                                              | Equinor ASA                                                                     | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |      2644 | NS      | $101839.75    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                     | Royal Bank of Canada                                                            | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |      2065 | NS      | $205371.67    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National Inc                                                   | Schneider National Inc                                                          | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |     25974 | NS      | $669090.24    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Music Group NV                                                 | Universal Music Group NV                                                        | CUSIP: 000000000<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | EC               | CORP              | NL        |      4219 | NS      | $101072.99    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Orkla ASA                                                                | Orkla ASA                                                                       | CUSIP: 000000000<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |      2027 | NS      | $14419.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Scholastic Corp                                                          | Scholastic Corp                                                                 | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       269 | NS      | $11061.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TFI International Inc                                                    | TFI International Inc                                                           | CUSIP: 87241L109<br>LEI: 5493007R9W7KO7SJN678 | Long             | EC               | CORP              | CA        |       535 | NS      | $58067.87     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Salmar ASA                                                               | Salmar ASA                                                                      | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGDBK67 | Long             | EC               | CORP              | NO        |       159 | NS      | $5658.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spark New Zealand Ltd                                                    | Spark New Zealand Ltd                                                           | CUSIP: 000000000<br>LEI: 529900HUN51H3Y7QBB66 | Long             | EC               | CORP              | NZ        |      5042 | NS      | $16432.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $190752.24    | 0.06%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                     | WEC Energy Group Inc                                                            | CUSIP: 92939UAG1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    155000 | PA      | $131592.87    | 0.04%             | 2028-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Auckland International Airport Ltd                                       | Auckland International Airport Ltd                                              | CUSIP: 000000000<br>LEI: 549300HFZIZDJWB7AK60 | Long             | EC               | CORP              | NZ        |      3373 | NS      | $17100.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SABIC Agri-Nutrients Co                                                  | SABIC Agri-Nutrients Co                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |      1472 | NS      | $56836.69     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Galp Energia SGPS SA                                                     | Galp Energia SGPS SA                                                            | CUSIP: 000000000<br>LEI: 2138003319Y7NM75FG53 | Long             | EC               | CORP              | PT        |      1351 | NS      | $16567.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MMC Norilsk Nickel PJSC                                                  | MMC Norilsk Nickel PJSC                                                         | CUSIP: 000000000<br>LEI: 253400JPTEEW143W3E47 | Long             | EC               | CORP              | RU        |       362 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| George Weston Ltd                                                        | George Weston Ltd                                                               | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |       154 | NS      | $19285.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                                                               | Zoetis Inc                                                                      | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      3005 | NS      | $463190.70    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Compal Electronics Inc                                                   | Compal Electronics Inc                                                          | CUSIP: 000000000<br>LEI: 529900ZPKWFDL21LW166 | Long             | EC               | CORP              | TW        |     66537 | NS      | $46926.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Synnex Technology International Corp                                     | Synnex Technology International Corp                                            | CUSIP: 000000000<br>LEI: 529900GMBJ3R4A2WBC71 | Long             | EC               | CORP              | TW        |     25655 | NS      | $48867.92     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Micro-Star International Co Ltd                                          | Micro-Star International Co Ltd                                                 | CUSIP: 000000000<br>LEI: 254900F4E0BDGJSSD870 | Long             | EC               | CORP              | TW        |     12000 | NS      | $48568.09     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MediaTek Inc                                                             | MediaTek Inc                                                                    | CUSIP: 000000000<br>LEI: 254900UEGBK1I4DM4E14 | Long             | EC               | CORP              | TW        |      1197 | NS      | $29056.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lottery Corp Ltd/The                                                     | Lottery Corp Ltd/The                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     51611 | NS      | $163414.60    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC Group NV                                                             | KBC Group NV                                                                    | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |       675 | NS      | $37776.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Umicore SA                                                               | Umicore SA                                                                      | CUSIP: 000000000<br>LEI: 529900F3AIQECS8ZSV61 | Long             | EC               | CORP              | BE        |       565 | NS      | $20516.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Swisscom AG                                                              | Swisscom AG                                                                     | CUSIP: 000000000<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |       100 | NS      | $53753.63     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Acer Inc                                                                 | Acer Inc                                                                        | CUSIP: 000000000<br>LEI: 2549006Z3IVAZIQEUM25 | Long             | EC               | CORP              | TW        |     60658 | NS      | $48783.99     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco de Chile                                                           | Banco de Chile                                                                  | CUSIP: 000000000<br>LEI: 8B4EZFY8IHJC44TT2K84 | Long             | EC               | CORP              | CL        |    536682 | NS      | $50775.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JA Solar Technology Co Ltd                                               | JA Solar Technology Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      4900 | NS      | $40143.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Construction Corp of China Ltd                                     | Power Construction Corp of China Ltd                                            | CUSIP: 000000000<br>LEI: 300300MX911UESD4EH33 | Long             | EC               | CORP              | CN        |     12600 | NS      | $13520.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhejiang Jingsheng Mechanical & Electrical Co Ltd                        | Zhejiang Jingsheng Mechanical & Electrical Co Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      4100 | NS      | $37389.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Everbright Bank Co Ltd                                             | China Everbright Bank Co Ltd                                                    | CUSIP: 000000000<br>LEI: 549300U6PKQ4H1P34E17 | Long             | EC               | CORP              | CN        |     19000 | NS      | $5662.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Hangzhou Co Ltd                                                  | Bank of Hangzhou Co Ltd                                                         | CUSIP: 000000000<br>LEI: 300300C1092033000075 | Long             | EC               | CORP              | CN        |     20700 | NS      | $38451.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Haier Smart Home Co Ltd                                                  | Haier Smart Home Co Ltd                                                         | CUSIP: 000000000<br>LEI: 3003002BYTNGNJTWSH07 | Long             | EC               | CORP              | CN        |     20800 | NS      | $68940.34     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                                 | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    300000 | PA      | $438147.77    | 0.14%             | 2040-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                                   | RWE AG                                                                          | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |      3539 | NS      | $155166.58    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sampo Oyj                                                                | Sampo Oyj                                                                       | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |      1291 | NS      | $65668.36     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                         | French Republic Government Bond OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    400000 | PA      | $538961.73    | 0.17%             | 2032-10-25      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                         | French Republic Government Bond OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    300000 | PA      | $277951.35    | 0.09%             | 2039-06-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Legal & General Group PLC                                                | Legal & General Group PLC                                                       | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | EC               | CORP              | GB        |     24465 | NS      | $75440.21     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Pearson PLC                                                              | Pearson PLC                                                                     | CUSIP: 000000000<br>LEI: 2138004JBXWWJKIURC57 | Long             | EC               | CORP              | GB        |     17560 | NS      | $211134.56    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                      | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    430000 | PA      | $493236.25    | 0.16%             | 2044-01-22      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Cushman & Wakefield PLC                                                  | Cushman & Wakefield PLC                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      4623 | NS      | $52794.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Tractors Tbk PT                                                   | United Tractors Tbk PT                                                          | CUSIP: 000000000<br>LEI: 529900N9ELYOWQV4FW14 | Long             | EC               | CORP              | ID        |     22500 | NS      | $44045.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Reliance Industries Ltd                                                  | Reliance Industries Ltd                                                         | CUSIP: 000000000<br>LEI: 5493003UOETFYRONLG31 | Long             | EC               | CORP              | IN        |      7684 | NS      | $259153.12    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Pharmaceutical Industries Ltd                                        | Sun Pharmaceutical Industries Ltd                                               | CUSIP: 000000000<br>LEI: 335800KJ7GE29LB4SS73 | Long             | EC               | CORP              | IN        |      5548 | NS      | $71922.10     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kotak Mahindra Bank Ltd                                                  | Kotak Mahindra Bank Ltd                                                         | CUSIP: 000000000<br>LEI: 335800E6GTTXKHXE2I75 | Long             | EC               | CORP              | IN        |       111 | NS      | $2677.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Axis Bank Ltd                                                            | Axis Bank Ltd                                                                   | CUSIP: 000000000<br>LEI: 549300HVNWMJPOFVNI41 | Long             | EC               | CORP              | IN        |      3412 | NS      | $38101.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Colgate-Palmolive India Ltd                                              | Colgate-Palmolive India Ltd                                                     | CUSIP: 000000000<br>LEI: 335800YWKI47DGFKWB26 | Long             | EC               | CORP              | IN        |       476 | NS      | $9582.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                                 | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    680000 | PA      | $696693.89    | 0.22%             | 2023-10-15      | Fixed         | 0.65%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                                                    | Japan Government Ten Year Bond                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  90000000 | PA      | $650021.72    | 0.21%             | 2028-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                                    | Japan Government Thirty Year Bond                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 155000000 | PA      | $1226777.46   | 0.39%             | 2044-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Sekisui Chemical Co Ltd                                                  | Sekisui Chemical Co Ltd                                                         | CUSIP: 000000000<br>LEI: 529900KQIVT7NWFNMI70 | Long             | EC               | CORP              | JP        |     20100 | NS      | $284079.91    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp                                                  | Panasonic Corp                                                                  | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |     61700 | NS      | $576148.81    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Cheil Worldwide Inc                                                      | Cheil Worldwide Inc                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |         1 | NS      | $18.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KT&G Corp                                                                | KT&G Corp                                                                       | CUSIP: 000000000<br>LEI: 988400ZJV6ISYBLQX875 | Long             | EC               | CORP              | KR        |       843 | NS      | $63935.22     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Chem Ltd                                                              | LG Chem Ltd                                                                     | CUSIP: 000000000<br>LEI: 988400IES4EIG7O06940 | Long             | EC               | CORP              | KR        |        48 | NS      | $27447.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KB Financial Group Inc                                                   | KB Financial Group Inc                                                          | CUSIP: 000000000<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |      2146 | NS      | $86194.60     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Yadea Group Holdings Ltd                                                 | Yadea Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     30000 | NS      | $56510.83     | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Fomento Economico Mexicano SAB de CV                                     | Fomento Economico Mexicano SAB de CV                                            | CUSIP: 000000000<br>LEI: 549300A8MDWDJNMLV153 | Long             | EC               | CORP              | MX        |      4176 | NS      | $33327.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gruma SAB de CV                                                          | Gruma SAB de CV                                                                 | CUSIP: 000000000<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | EC               | CORP              | MX        |      4187 | NS      | $51835.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury NZ Ltd                                                           | Mercury NZ Ltd                                                                  | CUSIP: 000000000<br>LEI: 254900XLT925U953KK55 | Long             | EC               | CORP              | NZ        |      1861 | NS      | $6475.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Metropolitan Bank & Trust Co                                             | Metropolitan Bank & Trust Co                                                    | CUSIP: 000000000<br>LEI: 549300SQYI82RVWFN715 | Long             | EC               | CORP              | PH        |     46130 | NS      | $47090.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Polska Kasa Opieki SA                                               | Bank Polska Kasa Opieki SA                                                      | CUSIP: 000000000<br>LEI: 5493000LKS7B3UTF7H35 | Long             | EC               | CORP              | PL        |       279 | NS      | $5342.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Polyus PJSC                                                              | Polyus PJSC                                                                     | CUSIP: 000000000<br>LEI: 549300FUXVT7TF6ZKV71 | Long             | EC               | CORP              | RU        |       274 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Al Rajhi Bank                                                            | Al Rajhi Bank                                                                   | CUSIP: 000000000<br>LEI: 558600BQZS4Y1DTU8589 | Long             | EC               | CORP              | SA        |      3822 | NS      | $82449.20     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sahara International Petrochemical Co                                    | Sahara International Petrochemical Co                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |      1252 | NS      | $12040.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bupa Arabia for Cooperative Insurance Co                                 | Bupa Arabia for Cooperative Insurance Co                                        | CUSIP: 000000000<br>LEI: 558600B2WJHD5P31XS68 | Long             | EC               | CORP              | SA        |       885 | NS      | $41977.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                          | Telefonaktiebolaget LM Ericsson                                                 | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |     16914 | NS      | $106517.72    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bangkok Commercial Asset Management PCL                                  | Bangkok Commercial Asset Management PCL                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |     97800 | NS      | $41764.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                                | Taiwan Semiconductor Manufacturing Co Ltd                                       | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     56122 | NS      | $896616.24    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| China Airlines Ltd                                                       | China Airlines Ltd                                                              | CUSIP: 000000000<br>LEI: 25490032B2A0G6D0JP27 | Long             | EC               | CORP              | TW        |     46000 | NS      | $27443.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fubon Financial Holding Co Ltd                                           | Fubon Financial Holding Co Ltd                                                  | CUSIP: 000000000<br>LEI: 549300G7Y2TS2XNIB476 | Long             | EC               | CORP              | TW        |     36535 | NS      | $72724.62     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AdvanSix Inc                                                             | AdvanSix Inc                                                                    | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |      1250 | NS      | $51450.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                                           | Amazon.com Inc                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     20056 | NS      | $1936206.24   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc                                                  | Comfort Systems USA Inc                                                         | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |       316 | NS      | $40056.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions Inc                                        | Donnelley Financial Solutions Inc                                               | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |       286 | NS      | $10919.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries Inc                                         | Hawaiian Electric Industries Inc                                                | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |       386 | NS      | $15856.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hydro One Ltd                                                            | Hydro One Ltd                                                                   | CUSIP: 448811208<br>LEI: 5493007QZDXTP1W2VL44 | Long             | EC               | CORP              | CA        |      6535 | NS      | $182765.27    | 0.06%             |  |  |  | Yes           |                  1 | On Loan: No      |
| MannKind Corp                                                            | MannKind Corp                                                                   | CUSIP: 56400P706<br>LEI: 213800GFBCNY1ZFST722 | Long             | EC               | CORP              | US        |         2 | NS      | $9.36         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                                                             | NiSource Inc                                                                    | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    200000 | PA      | $158171.36    | 0.05%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Brambles Ltd                                                             | Brambles Ltd                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      1612 | NS      | $13191.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Postal Savings Bank of China Co Ltd                                      | Postal Savings Bank of China Co Ltd                                             | CUSIP: 000000000<br>LEI: 300300C1040311005298 | Long             | EC               | CORP              | CN        |     60600 | NS      | $38030.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Puma SE                                                                  | Puma SE                                                                         | CUSIP: 000000000<br>LEI: 529900GRZ2BQY5ZM9N49 | Long             | EC               | CORP              | DE        |      5423 | NS      | $274986.37    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Smiths Group PLC                                                         | Smiths Group PLC                                                                | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |      9056 | NS      | $174116.27    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                      | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    600000 | PA      | $484431.18    | 0.15%             | 2047-07-22      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Aviva PLC                                                                | Aviva PLC                                                                       | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |    110340 | NS      | $598546.25    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| OTP Bank Nyrt                                                            | OTP Bank Nyrt                                                                   | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | EC               | CORP              | HU        |       943 | NS      | $25912.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Kasei Corp                                                         | Asahi Kasei Corp                                                                | CUSIP: 000000000<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |     22900 | NS      | $170677.27    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Electric Power Corp                                                | Korea Electric Power Corp                                                       | CUSIP: 000000000<br>LEI: 988400QG33WS7JEIV602 | Long             | EC               | CORP              | KR        |        57 | NS      | $903.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVER Corp                                                               | NAVER Corp                                                                      | CUSIP: 000000000<br>LEI: 988400ULUQYDB2HQYJ61 | Long             | EC               | CORP              | KR        |        57 | NS      | $8287.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Doosan Bobcat Inc                                                        | Doosan Bobcat Inc                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1707 | NS      | $46756.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Hongqiao Group Ltd                                                 | China Hongqiao Group Ltd                                                        | CUSIP: 000000000<br>LEI: 3003009Q4IBFSDE24571 | Long             | EC               | CORP              | KY        |     21877 | NS      | $20580.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                                     | Tencent Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |     15396 | NS      | $578530.99    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Costamare Inc                                                            | Costamare Inc                                                                   | CUSIP: 000000000<br>LEI: 5299003L6NPTZ25LN818 | Long             | EC               | CORP              | MH        |      1275 | NS      | $12291.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodacom Group Ltd                                                        | Vodacom Group Ltd                                                               | CUSIP: 000000000<br>LEI: 37890012A8DC24B8D663 | Long             | EC               | CORP              | ZA        |      3319 | NS      | $24276.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ACI Worldwide Inc                                                        | ACI Worldwide Inc                                                               | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |       934 | NS      | $19520.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries Inc                                           | Advanced Energy Industries Inc                                                  | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |       539 | NS      | $49932.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Agenus Inc                                                               | Agenus Inc                                                                      | CUSIP: 00847G705<br>LEI: 529900NDQQGU5H4UJK81 | Long             | EC               | CORP              | US        |     20064 | NS      | $54172.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALABAMA POWER CO                                                         | Alabama Power Co                                                                | CUSIP: 010392FW3<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    150000 | PA      | $103308.69    | 0.03%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc                                                 | Builders FirstSource Inc                                                        | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |       490 | NS      | $31325.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Equipment Trust                                                      | CNH Equipment Trust 2020-A                                                      | CUSIP: 12597PAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120066 | PA      | $118023.56    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CTI BioPharma Corp                                                       | CTI BioPharma Corp                                                              | CUSIP: 12648L601<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         2 | NS      | $12.04        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy Inc                                                           | CVR Energy Inc                                                                  | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |      1285 | NS      | $47352.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc                                             | Catalyst Pharmaceuticals Inc                                                    | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |         4 | NS      | $67.08        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED AUD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $-486.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED EUR / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $-2093.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                                     | PURCHASED EUR / SOLD CAD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |         1 | NC      | $13269.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $-3865.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Customers Bancorp Inc                                                    | Customers Bancorp Inc                                                           | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |       620 | NS      | $20007.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Co                                                        | DXC Technology Co                                                               | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |       498 | NS      | $14775.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DraftKings Inc                                                           | DraftKings Inc                                                                  | CUSIP: 26142V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46015 | NS      | $704949.80    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                                              | Equinix Inc                                                                     | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |      1425 | NS      | $984176.25    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 31371LJU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       489 | PA      | $486.75       | 0.00%             | 2024-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 31401PFP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       575 | PA      | $590.85       | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| First American Financial Corp                                            | FIRST AMERICAN FINANCIAL                                                        | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |     10889 | NS      | $595083.85    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico                                                | First BanCorp/Puerto Rico                                                       | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      3568 | NS      | $54875.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstService Corp                                                        | FirstService Corp                                                               | CUSIP: 33767E202<br>LEI: 5493000XUDIV75BCF118 | Long             | EC               | CORP              | CA        |        13 | NS      | $1684.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent Inc                                       | Frontier Communications Parent Inc                                              | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       660 | NS      | $17008.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                               | CUSIP: 36208WBG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       175 | PA      | $180.69       | 0.00%             | 2028-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE HLDG LLC                                                   | GE Healthcare Holding LLC                                                       | CUSIP: 36267VAL7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    105000 | PA      | $117005.14    | 0.04%             | 2052-11-22      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Golden Entertainment Inc                                                 | Golden Entertainment Inc                                                        | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |       177 | NS      | $7842.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive Inc                                                   | Group 1 Automotive Inc                                                          | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |       243 | NS      | $46981.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Televisa SAB                                                       | Grupo Televisa SAB                                                              | CUSIP: 40049JBC0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |     70000 | PA      | $69687.33     | 0.02%             | 2046-01-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                    | Helmerich & Payne Inc                                                           | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |      1335 | NS      | $68191.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HilleVax Inc                                                             | HilleVax Inc                                                                    | CUSIP: 43157M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1744 | NS      | $34880.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                                       | Home Depot Inc/The                                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      5065 | NS      | $1641009.35   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp                                                                | IDEX Corp                                                                       | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |       259 | NS      | $61509.91     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Inari Medical Inc                                                        | Inari Medical Inc                                                               | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       723 | NS      | $53198.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intrepid Potash Inc                                                      | Intrepid Potash Inc                                                             | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |       520 | NS      | $18746.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                                                  | KB Home                                                                         | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |       342 | NS      | $10735.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc                                                | Kinsale Capital Group Inc                                                       | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |       129 | NS      | $39759.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Latham Group Inc                                                         | Latham Group Inc                                                                | CUSIP: 51819L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         2 | NS      | $6.90         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                 | Estee Lauder Cos Inc/The                                                        | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |       923 | NS      | $217634.17    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co                                                     | Matador Resources Co                                                            | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |      1112 | NS      | $73792.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc                                                     | Medpace Holdings Inc                                                            | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |       286 | NS      | $60028.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Bioscience Inc                                                  | Meridian Bioscience Inc                                                         | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Long             | EC               | CORP              | US        |       294 | NS      | $9408.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd                                                              | Nutrien Ltd                                                                     | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |      5678 | NS      | $456342.10    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc                                            | Old Dominion Freight Line Inc                                                   | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |       258 | NS      | $78073.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PagerDuty Inc                                                            | PagerDuty Inc                                                                   | CUSIP: 69553P100<br>LEI: 549300U1SB749EDAGH21 | Long             | EC               | CORP              | US        |      2086 | NS      | $46392.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc                                            | Principal Financial Group Inc                                                   | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |     10423 | NS      | $934734.64    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Rackspace Technology Inc                                                 | Rackspace Technology Inc                                                        | CUSIP: 750102105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $4.88         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc                                                               | Rambus Inc                                                                      | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |      1385 | NS      | $53156.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REG DIVERSIFIED FUNDING                                                  | Regional Diversified Funding 2005-1 Ltd                                         | CUSIP: 75902AAA6<br>LEI: 54930070N77H6NE83R38 | Long             | DBT              | CORP              | KY        |     13486 | PA      | $5663.91      | 0.00%             | 2030-03-15      | Fixed         | 9.25%                 | Yes           |                  3 | On Loan: No      |
| SPS Commerce Inc                                                         | SPS Commerce Inc                                                                | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |         1 | NS      | $142.26       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sangamo Therapeutics Inc                                                 | Sangamo Therapeutics Inc                                                        | CUSIP: 800677106<br>LEI: 2549006WMRKRC4G32Z67 | Long             | EC               | CORP              | US        |         5 | NS      | $18.30        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc                                                           | ScanSource Inc                                                                  | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |        65 | NS      | $1940.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                                                     | TRI Pointe Group Inc                                                            | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       161 | NS      | $2968.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery Inc                                                      | Titan Machinery Inc                                                             | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |       414 | NS      | $18228.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Travere Therapeutics Inc                                                 | Travere Therapeutics Inc                                                        | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $20.13        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc                                                          | Tyson Foods Inc                                                                 | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |      2564 | NS      | $169941.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $141775.62    | 0.05%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                         | ViacomCBS Inc                                                                   | CUSIP: 92556HAA5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    178000 | PA      | $176484.38    | 0.06%             | 2025-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                     | WEC Energy Group Inc                                                            | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |     13521 | NS      | $1340471.94   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                        | EURO-BUND FUTURE DEC22                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         7 | NC      | $4068.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                                           | JPN 10Y BOND(OSE) DEC22                                                         | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |         1 | NC      | $-6809.45     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                   | US 10YR ULTRA FUT MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        16 | NC      | $19225.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Medibank Pvt Ltd                                                         | Medibank Pvt Ltd                                                                | CUSIP: 000000000<br>LEI: BDYVSUPTML83OLINBJ17 | Long             | EC               | CORP              | AU        |    280899 | NS      | $562255.20    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| SiriusPoint Ltd                                                          | SiriusPoint Ltd                                                                 | CUSIP: 000000000<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | BM        |         1 | NS      | $6.52         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BB Seguridade Participacoes SA                                           | BB Seguridade Participacoes SA                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |      8341 | NS      | $50341.59     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Raia Drogasil SA                                                         | Raia Drogasil SA                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     10190 | NS      | $45261.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chongqing Changan Automobile Co Ltd                                      | Chongqing Changan Automobile Co Ltd                                             | CUSIP: 000000000<br>LEI: 300300WKFSBX9P5ZOM25 | Long             | EC               | CORP              | CN        |     24726 | NS      | $47142.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BYD Co Ltd                                                               | BYD Co Ltd                                                                      | CUSIP: 000000000<br>LEI: 5299005557VL7ULJ7A69 | Long             | EC               | CORP              | CN        |      3570 | NS      | $89674.82     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| COSCO SHIPPING Holdings Co Ltd                                           | COSCO SHIPPING Holdings Co Ltd                                                  | CUSIP: 000000000<br>LEI: 3003009XI0QGYYA29S17 | Long             | EC               | CORP              | CN        |     43049 | NS      | $46672.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China National Building Material Co Ltd                                  | China National Building Material Co Ltd                                         | CUSIP: 000000000<br>LEI: 52990085PGF8YEPLBZ26 | Long             | EC               | CORP              | CN        |     22000 | NS      | $19627.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zijin Mining Group Co Ltd                                                | Zijin Mining Group Co Ltd                                                       | CUSIP: 000000000<br>LEI: 529900ABI5CBFXD01Q05 | Long             | EC               | CORP              | CN        |     31054 | NS      | $40542.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rongsheng Petrochemical Co Ltd                                           | Rongsheng Petrochemical Co Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     22500 | NS      | $39255.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                                              | Bayerische Motoren Werke AG                                                     | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |      1768 | NS      | $158795.93    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                                        | LEG Immobilien SE                                                               | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | EC               | CORP              | DE        |       749 | NS      | $47118.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                                            | Industria de Diseno Textil SA                                                   | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |     24658 | NS      | $639305.55    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Kesko Oyj                                                                | Kesko OYJ                                                                       | CUSIP: 000000000<br>LEI: 743700OX6HSVMCAHPB95 | Long             | EC               | CORP              | FI        |       737 | NS      | $15916.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                         | French Republic Government Bond OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    850000 | PA      | $1054431.50   | 0.34%             | 2029-04-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Sage Group PLC/The                                                       | Sage Group PLC/The                                                              | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |      9514 | NS      | $91756.57     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                                                | Shell PLC                                                                       | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      2264 | NS      | $66235.83     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JUMBO SA                                                                 | JUMBO SA                                                                        | CUSIP: 000000000<br>LEI: 549300TGIVUUMY40MZ05 | Long             | EC               | CORP              | GR        |       745 | NS      | $11786.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd                                       | Hong Kong Exchanges & Clearing Ltd                                              | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |      5019 | NS      | $200303.01    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Lenovo Group Ltd                                                         | Lenovo Group Ltd                                                                | CUSIP: 000000000<br>LEI: 254900VUZRGD5U73RE46 | Long             | EC               | CORP              | HK        |     70000 | NS      | $60291.63     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Telkom Indonesia Persero Tbk PT                                          | Telekomunikasi Indonesia Persero Tbk PT                                         | CUSIP: 000000000<br>LEI: 529900M5SQZAOKV1PC81 | Long             | EC               | CORP              | ID        |     64900 | NS      | $16688.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Linde PLC                                                                | Linde PLC                                                                       | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |       802 | NS      | $269856.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Larsen & Toubro Ltd                                                      | Larsen & Toubro Ltd                                                             | CUSIP: 000000000<br>LEI: 3358003FR3JIC5FRXA90 | Long             | EC               | CORP              | IN        |       582 | NS      | $14941.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hindustan Unilever Ltd                                                   | Hindustan Unilever Ltd                                                          | CUSIP: 000000000<br>LEI: 5493007IW5N37IKRPM32 | Long             | EC               | CORP              | IN        |      1259 | NS      | $41638.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GAIL India Ltd                                                           | GAIL India Ltd                                                                  | CUSIP: 000000000<br>LEI: 335800N82LJD42ZA5L32 | Long             | EC               | CORP              | IN        |     37733 | NS      | $44007.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Godrej Properties Ltd                                                    | Godrej Properties Ltd                                                           | CUSIP: 000000000<br>LEI: 335800KM3Y5NZWXOE183 | Long             | EC               | CORP              | IN        |      2607 | NS      | $42303.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Coal India Ltd                                                           | Coal India Ltd                                                                  | CUSIP: 000000000<br>LEI: 335800NLJQZNHM9LBB31 | Long             | EC               | CORP              | IN        |     16037 | NS      | $45263.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SRF Ltd                                                                  | SRF Ltd                                                                         | CUSIP: 000000000<br>LEI: 335800436F28GT8ZW506 | Long             | EC               | CORP              | IN        |      1527 | NS      | $44922.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Info Edge India Ltd                                                      | Info Edge India Ltd                                                             | CUSIP: 000000000<br>LEI: 335800MXUVHTBF9DEC78 | Long             | EC               | CORP              | IN        |       929 | NS      | $46124.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zomato Ltd                                                               | Zomato Ltd                                                                      | CUSIP: 000000000<br>LEI: 335800T4VOF9ETHF8W59 | Long             | EC               | CORP              | IN        |     51877 | NS      | $42614.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferguson PLC                                                             | Ferguson PLC                                                                    | CUSIP: 000000000<br>LEI: 213800DU1LGY3R2S2X42 | Long             | EC               | CORP              | JE        |      1322 | NS      | $149897.14    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)                                                    | Japan Government Forty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  80000000 | PA      | $411974.80    | 0.13%             | 2059-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Daifuku Co Ltd                                                           | Daifuku Co Ltd                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2300 | NS      | $119629.44    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa House Industry Co Ltd                                              | Daiwa House Industry Co Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12200 | NS      | $282419.51    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Fire & Marine Insurance Co Ltd                                   | Samsung Fire & Marine Insurance Co Ltd                                          | CUSIP: 000000000<br>LEI: 988400JMBDK47EW0Z936 | Long             | EC               | CORP              | KR        |       171 | NS      | $26771.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Steel Co                                                         | Hyundai Steel Co                                                                | CUSIP: 000000000<br>LEI: 9884006EYA94IB2C3132 | Long             | EC               | CORP              | KR        |      1793 | NS      | $46998.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pan Ocean Co Ltd                                                         | Pan Ocean Co Ltd                                                                | CUSIP: 000000000<br>LEI: 988400HGOJIHDWPIAT45 | Long             | EC               | CORP              | KR        |     10758 | NS      | $44775.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Evergrande Group                                                   | China Evergrande Group                                                          | CUSIP: 000000000<br>LEI: 549300CUF7B1LAB15T90 | Long             | EC               | CORP              | KY        |    285000 | NS      | $24014.59     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| CK Hutchison Holdings Ltd                                                | CK Hutchison Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | KY        |      3500 | NS      | $20515.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tingyi Cayman Islands Holding Corp                                       | Tingyi Cayman Islands Holding Corp                                              | CUSIP: 000000000<br>LEI: 5299009MPI9B60VN4P25 | Long             | EC               | CORP              | KY        |     29166 | NS      | $47645.31     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Financiero Inbursa SAB de CV                                       | Grupo Financiero Inbursa SAB de CV                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     30457 | NS      | $57428.51     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Petronas Chemicals Group Bhd                                             | Petronas Chemicals Group Bhd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |     26700 | NS      | $51459.78     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                                                   | Netherlands Government Bond                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     80000 | PA      | $103458.12    | 0.03%             | 2042-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| OCI NV                                                                   | OCI NV                                                                          | CUSIP: 000000000<br>LEI: 549300NCMRGIBJYUOE57 | Long             | EC               | CORP              | NL        |      3038 | NS      | $128858.43    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                                          | Norsk Hydro ASA                                                                 | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |      3629 | NS      | $27382.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Adevinta ASA                                                             | Adevinta ASA                                                                    | CUSIP: 000000000<br>LEI: 529900W8V3YLHRSZH763 | Long             | EC               | CORP              | NO        |       787 | NS      | $6366.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alinma Bank                                                              | Alinma Bank                                                                     | CUSIP: 000000000<br>LEI: 558600HPAUTN6XSVBK93 | Long             | EC               | CORP              | SA        |      6425 | NS      | $59456.38     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi National Bank/The                                                  | Saudi National Bank/The                                                         | CUSIP: 000000000<br>LEI: 5586006ZEFQ542K7CY16 | Long             | EC               | CORP              | SA        |      3766 | NS      | $51821.90     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nibe Industrier AB                                                       | Nibe Industrier AB                                                              | CUSIP: 000000000<br>LEI: 549300ZQH0FIF1P0MX67 | Long             | EC               | CORP              | SE        |     22098 | NS      | $210914.99    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Asset World Corp PCL                                                     | Asset World Corp PCL                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    257100 | NS      | $45982.55     | 0.01%             |  |  |  | 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        |     22367 | NS      | $73448.92     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CTBC Financial Holding Co Ltd                                            | CTBC Financial Holding Co Ltd                                                   | CUSIP: 000000000<br>LEI: 549300IWDYIFW6JXM387 | Long             | EC               | CORP              | TW        |    100422 | NS      | $75504.01     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nedbank Group Ltd                                                        | Nedbank Group Ltd                                                               | CUSIP: 000000000<br>LEI: 3789009E42FA3CB31065 | Long             | EC               | CORP              | ZA        |      4395 | NS      | $58168.06     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bidvest Group Ltd/The                                                    | Bidvest Group Ltd/The                                                           | CUSIP: 000000000<br>LEI: 5299002ARE4TRMIRGM72 | Long             | EC               | CORP              | ZA        |      3996 | NS      | $53772.12     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                                                 | AT&T Inc                                                                        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    364000 | PA      | $255882.31    | 0.08%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                 | Agilent Technologies Inc                                                        | CUSIP: 00846UAL5<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    210000 | PA      | $183915.87    | 0.06%             | 2029-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AvidXchange Holdings Inc                                                 | AvidXchange Holdings Inc                                                        | CUSIP: 05368X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2534 | NS      | $21843.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackline Inc                                                            | Blackline Inc                                                                   | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               | CORP              | US        |       765 | NS      | $51782.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Health Group Inc                                                  | Bright Health Group Inc                                                         | CUSIP: 10920V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $0.99         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CGI Inc                                                                  | CGI Inc                                                                         | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |      1003 | NS      | $87568.17     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                                          | CVS Health Corp                                                                 | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      7253 | NS      | $738935.64    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Pass-Through Trust                                                   | CVS Pass-Through Trust                                                          | CUSIP: 126650AW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55812 | PA      | $55358.86     | 0.02%             | 2027-01-11      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Chegg Inc                                                                | Chegg Inc                                                                       | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Long             | EC               | CORP              | US        |       497 | NS      | $14830.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc                                                         | Cirrus Logic Inc                                                                | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      3672 | NS      | $274335.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                            | Citigroup Inc                                                                   | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    115000 | PA      | $94612.92     | 0.03%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Clearwater Paper Corp                                                    | Clearwater Paper Corp                                                           | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |       115 | NS      | $4488.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Biosciences Inc                                                   | Cogent Biosciences Inc                                                          | CUSIP: 19240Q201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2944 | NS      | $37035.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                                                     | PURCHASED CAD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CA        |         1 | NC      | $-6166.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DocGo Inc                                                                | DocGo Inc                                                                       | CUSIP: 256086109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2581 | NS      | $18970.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire Co Ltd                                                            | Empire Co Ltd                                                                   | CUSIP: 291843407<br>LEI: 549300TX0ZUSTEF7C719 | Long             | EC               | CORP              | CA        |       264 | NS      | $7189.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmland Partners Inc                                                    | Farmland Partners Inc                                                           | CUSIP: 31154R109<br>LEI: 549300LB188CHPZ4IL37 | Long             | EC               |  | US        |      3588 | NS      | $47648.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 31371GRS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       601 | PA      | $615.48       | 0.00%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 31371HHK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2337 | PA      | $2387.43      | 0.00%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 31373TW55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        86 | PA      | $88.02        | 0.00%             | 2025-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                        | General Motors Co                                                               | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      3947 | NS      | $160090.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                 | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AS5<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    145000 | PA      | $139948.95    | 0.04%             | 2025-05-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Independence Realty Trust Inc                                            | Independence Realty Trust Inc                                                   | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               |  | US        |       659 | NS      | $11941.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                               | JPMDB Commercial Mortgage Securities Trust 2016-C4                              | CUSIP: 46646RAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $275571.75    | 0.09%             | 2049-12-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| MRC Global Inc                                                           | MRC Global Inc                                                                  | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |       624 | NS      | $7338.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                                                      | Meritage Homes Corp                                                             | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |       591 | NS      | $51068.31     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                                              | MetLife Inc                                                                     | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     10000 | PA      | $13225.70     | 0.00%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Modine Manufacturing Co                                                  | Modine Manufacturing Co                                                         | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |         1 | NS      | $21.17        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONWIDE MUTUAL INSURA                                                 | Nationwide Mutual Insurance Co                                                  | CUSIP: 638671AN7<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |     75000 | PA      | $57650.17     | 0.02%             | 2050-04-30      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Chord Energy Corp                                                        | Oasis Petroleum Inc                                                             | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |       425 | NS      | $64825.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor Inc                                                        | Owens & Minor Inc                                                               | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |      1140 | NS      | $23495.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PAM Transportation Services Inc                                          | PAM Transportation Services Inc                                                 | CUSIP: 693149106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       317 | NS      | $8885.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PFS Financing Corp.                                                      | PFS Financing Corp                                                              | CUSIP: 69335PDX0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $281867.22    | 0.09%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Power Corp of Canada                                                     | Power Corp of Canada                                                            | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |      4999 | NS      | $125760.07    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                                                               | Qualys Inc                                                                      | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |       129 | NS      | $15908.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QuantumScape Corp                                                        | QuantumScape Corp                                                               | CUSIP: 74767V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       674 | NS      | $5048.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Province of Quebec                                                       | Province of Quebec Canada                                                       | CUSIP: 74815HCD2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     50000 | PA      | $53383.47     | 0.02%             | 2026-03-10      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| Quebecor Inc                                                             | Quebecor Inc                                                                    | CUSIP: 748193208<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      7184 | NS      | $154825.97    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC Inc                                                                  | RPC Inc                                                                         | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4610 | NS      | $42688.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial Inc                                                      | STAG Industrial Inc                                                             | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               |  | US        |         1 | NS      | $32.91        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP                                                     | Targa Resources Corp                                                            | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242041.79    | 0.08%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                               | US Bancorp                                                                      | CUSIP: 91159HJA9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    300000 | PA      | $234082.49    | 0.07%             | 2030-07-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond                                                | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3000 | PA      | $2529.12      | 0.00%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    675000 | PA      | $621983.27    | 0.20%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                               | Vertex Pharmaceuticals Inc                                                      | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      2051 | NS      | $648936.40    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Yext Inc                                                                 | Yext Inc                                                                        | CUSIP: 98585N106<br>LEI: 5299008ZQSBBVH7K0589 | Long             | EC               | CORP              | US        |         1 | NS      | $5.33         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                        | EURO-BTP FUTURE DEC22                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         8 | NC      | $12225.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                   | US 5YR NOTE (CBT) MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        32 | NC      | $17431.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Proximus SADP                                                            | Proximus SADP                                                                   | CUSIP: 000000000<br>LEI: 549300CWRXC5EP004533 | Long             | EC               | CORP              | BE        |       410 | NS      | $4268.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ultrapar Participacoes SA                                                | Ultrapar Participacoes SA                                                       | CUSIP: 000000000<br>LEI: 529900FU4XBXGQMLRE72 | Long             | EC               | CORP              | BR        |     16211 | NS      | $44359.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kuehne + Nagel International AG                                          | Kuehne + Nagel International AG                                                 | CUSIP: 000000000<br>LEI: 529900Q0YED3805QXQ66 | Long             | EC               | CORP              | CH        |      1470 | NS      | $357399.88    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander Chile                                                    | Banco Santander Chile                                                           | CUSIP: 000000000<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | EC               | CORP              | CL        |   1109362 | NS      | $43128.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tongwei Co Ltd                                                           | Tongwei Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 3003009CW4QYMCG0BH89 | Long             | EC               | CORP              | CN        |      6700 | NS      | $40851.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BYD Co Ltd                                                               | BYD Co Ltd                                                                      | CUSIP: 000000000<br>LEI: 5299005557VL7ULJ7A69 | Long             | EC               | CORP              | CN        |      1500 | NS      | $55222.83     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| China Cinda Asset Management Co Ltd                                      | China Cinda Asset Management Co Ltd                                             | CUSIP: 000000000<br>LEI: 3003008W60YAHL9CQE51 | Long             | EC               | CORP              | CN        |    410000 | NS      | $54111.95     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck KGaA                                                               | Merck KGaA                                                                      | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | EC               | CORP              | DE        |      1004 | NS      | $181910.55    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                                 | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    340000 | PA      | $335192.51    | 0.11%             | 2030-07-30      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Hermes International                                                     | Hermes International                                                            | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |       177 | NS      | $290933.47    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                         | French Republic Government Bond OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    150000 | PA      | $196587.87    | 0.06%             | 2041-04-25      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| British Land Co PLC/The                                                  | British Land Co PLC/The                                                         | CUSIP: 000000000<br>LEI: RV5B68J2GV3QGMRPW209 | Long             | EC               |  | GB        |      7554 | NS      | $36476.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Burberry Group PLC                                                       | Burberry Group PLC                                                              | CUSIP: 000000000<br>LEI: 213800PE1KEFCNFR1R50 | Long             | EC               | CORP              | GB        |      9456 | NS      | $249561.10    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkeley Group Holdings PLC                                              | Berkeley Group Holdings PLC                                                     | CUSIP: 000000000<br>LEI: 2138009OQSSLVVHQAL78 | Long             | EC               | CORP              | GB        |       985 | NS      | $45434.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Jinmao Holdings Group Ltd                                          | China Jinmao Holdings Group Ltd                                                 | CUSIP: 000000000<br>LEI: 3003000CW9WBO3PJ7R66 | Long             | EC               | CORP              | HK        |     36000 | NS      | $8471.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Negara Indonesia Persero Tbk PT                                     | Bank Negara Indonesia Persero Tbk PT                                            | CUSIP: 000000000<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | EC               | CORP              | ID        |     25900 | NS      | $16413.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oil & Natural Gas Corp Ltd                                               | Oil & Natural Gas Corp Ltd                                                      | CUSIP: 000000000<br>LEI: 335800FPDZ9MRSNO7N41 | Long             | EC               | CORP              | IN        |     28476 | NS      | $49508.05     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bajaj Finance Ltd                                                        | Bajaj Finance Ltd                                                               | CUSIP: 000000000<br>LEI: 335800YTEXC3DO4Z6F68 | Long             | EC               | CORP              | IN        |       390 | NS      | $32685.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tata Elxsi Ltd                                                           | Tata Elxsi Ltd                                                                  | CUSIP: 000000000<br>LEI: 335800OWLDKWXSI48N33 | Long             | EC               | CORP              | IN        |       502 | NS      | $43146.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Balkrishna Industries Ltd                                                | Balkrishna Industries Ltd                                                       | CUSIP: 000000000<br>LEI: 3358006BD9NZGXG1I436 | Long             | EC               | CORP              | IN        |      1661 | NS      | $42112.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aptiv PLC                                                                | Aptiv PLC                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |       733 | NS      | $78189.11     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                                    | Japan Government Twenty Year Bond                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 100000000 | PA      | $809776.23    | 0.26%             | 2030-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| SK Hynix Inc                                                             | SK Hynix Inc                                                                    | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |      1494 | NS      | $98822.65     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanon Systems                                                            | Hanon Systems                                                                   | CUSIP: 000000000<br>LEI: 5493004WIDNO4WOEYG91 | Long             | EC               | CORP              | KR        |         1 | NS      | $6.70         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coway Co Ltd                                                             | Coway Co Ltd                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       692 | NS      | $30352.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kangwon Land Inc                                                         | Kangwon Land Inc                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |         1 | NS      | $19.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CJ ENM Co Ltd                                                            | CJ ENM Co Ltd                                                                   | CUSIP: 000000000<br>LEI: 9884005N1TS61ILH6840 | Long             | EC               | CORP              | KR        |       748 | NS      | $48338.71     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Seegene Inc                                                              | Seegene Inc                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1936 | NS      | $45346.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SD Biosensor Inc                                                         | SD Biosensor Inc                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1882 | NS      | $47736.64     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Bioscience Co Ltd                                                     | SK Bioscience Co Ltd                                                            | CUSIP: 000000000<br>LEI: 988400F5SGZAXEGIAM36 | Long             | EC               | CORP              | KR        |       441 | NS      | $28305.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wuxi Biologics Cayman Inc                                                | Wuxi Biologics Cayman Inc                                                       | CUSIP: 000000000<br>LEI: 5493001TD2TH6VDTJU11 | Long             | EC               | CORP              | KY        |      1000 | NS      | $6547.87      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Malayan Banking Bhd                                                      | Malayan Banking Bhd                                                             | CUSIP: 000000000<br>LEI: 5493004OT3TOY404V310 | Long             | EC               | CORP              | MY        |      2200 | NS      | $4268.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Bank Bhd                                                          | Public Bank Bhd                                                                 | CUSIP: 000000000<br>LEI: 549300L2RSQCVMOHGM20 | Long             | EC               | CORP              | MY        |     53600 | NS      | $54330.82     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                                                    | STMicroelectronics NV                                                           | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |      5181 | NS      | $200477.30    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrari NV                                                               | Ferrari NV                                                                      | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | NL        |       475 | NS      | $105277.35    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP - Energias de Portugal SA                                            | EDP - Energias de Portugal SA                                                   | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | EC               | CORP              | PT        |      7486 | NS      | $35202.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Electricity Co                                                     | Saudi Electricity Co                                                            | CUSIP: 000000000<br>LEI: 549300FXO4ZXUIAXGP41 | Long             | EC               | CORP              | SA        |      7474 | NS      | $49412.71     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Etihad Etisalat Co                                                       | Etihad Etisalat Co                                                              | CUSIP: 000000000<br>LEI: 2549007BA9ABDE3HVK79 | Long             | EC               | CORP              | SA        |      4836 | NS      | $47115.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd                                                 | United Overseas Bank Ltd                                                        | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |      2700 | NS      | $62290.49     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PTT Oil & Retail Business PCL                                            | PTT Oil & Retail Business PCL                                                   | CUSIP: 000000000<br>LEI: 254900E86F1OANU6B371 | Long             | EC               | CORP              | TH        |     68400 | NS      | $47392.83     | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Formosa Plastics Corp                                                    | Formosa Plastics Corp                                                           | CUSIP: 000000000<br>LEI: 254900KM6G17UTG1QN82 | Long             | EC               | CORP              | TW        |      5000 | NS      | $14700.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Quanta Computer Inc                                                      | Quanta Computer Inc                                                             | CUSIP: 000000000<br>LEI: 529900DE8BIV3XOXIK04 | Long             | EC               | CORP              | TW        |     24000 | NS      | $56128.52     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                   | Philip Morris International Inc                                                 | CUSIP: 000000000<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    520000 | PA      | $503530.11    | 0.16%             | 2029-05-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Naspers Ltd                                                              | NASPERS LTD                                                                     | CUSIP: 000000000<br>LEI: 21380044BQ8812EEKT59 | Long             | EC               | CORP              | ZA        |       248 | NS      | $38188.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-24

**Name of Applicant:** Federated Hermes Global Allocation Fund

**Signature:** Stephen Van Meter

**Name of Signer:** Federated Hermes Global Allocation Fund

**Title:** Chief Compliance Officer