# EDGAR Filing Document

**Accession Number:** 0000892538
**File Stem:** 0001752724-23-070727
**Filing Date:** 2023-3
**Character Count:** 396104
**Document Hash:** ca88062d52c322ee072cc1f6f99c6eae
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-070727.hdr.sgml**: 20230329

**ACCESSION NUMBER**: 0001752724-23-070727

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230329

**DATE AS OF CHANGE**: 20230329

**PERIOD START**: 20230131

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SUNAMERICA SERIES TRUST
- **CENTRAL INDEX KEY:** 0000892538
- **IRS NUMBER:** 137002445
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0131

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07238
- **FILM NUMBER:** 23772264

**BUSINESS ADDRESS:**
- **STREET 1:** 21650 OXNARD STREET, 10TH FLOOR
- **CITY:** WOODLAND HILLS
- **STATE:** CA
- **ZIP:** 91367
- **BUSINESS PHONE:** 201-324-6378

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

## Series and Classes Contracts Data

### SA Schroders VCP Global Allocation Portfolio (Series ID: S000052511)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000164959 | Class 3      |  |
| C000171604 | Class 1      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SUNAMERICA SERIES TRUST

- **b. Investment Company Act file number:** 811-07238

- **c. CIK number of Registrant:** 0000892538

- **d. LEI of Registrant:** 549300YDIAXUNCUXFM44

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

  - **Street Address 1:** 21650 Oxnard Street, 10th Floor

  - **City:** Woodland Hills

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 91367

  - **Telephone number:** 800-445-7862

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

- **a. Name of Series:** SA Schroders VCP Global Allocation Portfolio

- **b. EDGAR series identifier (if any):** S000052511

- **c. LEI of Series:** 5493000JF5O0V70QEH55

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

- **a. Date of fiscal year-end:** 2023-01-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $483177126.64

**Total Liabilities:** $2293463.37

**Net Assets:** $480883663.27

**Delayed Delivery Securities:** $354000.00

**Cash Not Reported:** $4132613.65

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -120.94000000 | **1-Year:** -5011.15000000 | **5-Year:** -38439.35000000 | **10-Year:** -51148.80000000 | **30-Year:** -23378.65000000

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

- **3-Month:** -3.33000000 | **1-Year:** -526.96000000 | **5-Year:** -444.78000000 | **10-Year:** -0.05000000 | **30-Year:** -0.05000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000171604 | 4.81%                | -2.03%               | 5.53%                |
| Class ID C000164959 | 4.77%                | -2.03%               | 5.54%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3262860.15             | $28688105.07                               |
| Month 2  | $-59496.36               | $-11868562.60                              |
| Month 3  | $-127806.28              | $23351981.68                               |

**Designated Index Information**

- **Index Name:** 60%World,40%B US Corp IG

- **Index Identifier:** 60% NDDUWI, 40% LUACTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| WESCO International Inc                                   | WESCO International Inc                                                         | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |       608 | NS      | $90598.08     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Honeywell International Inc                               | Honeywell International Inc                                                     | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      1254 | NS      | $261433.92    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Discover Financial Services                               | Discover Financial Services                                                     | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |       883 | NS      | $103072.59    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| B2Gold Corp                                               | B2Gold Corp                                                                     | CUSIP: 11777Q209<br>LEI: 549300F7OK456M5NLM05 | Long             | EC               | CORP              | CA        |      6140 | NS      | $24319.12     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| HelloFresh SE                                             | HelloFresh SE                                                                   | CUSIP: 000000000<br>LEI: 391200ZAF4V6XD2M9G57 | Long             | EC               | CORP              | DE        |       266 | NS      | $6436.63      | 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        |       900 | NS      | $40451.51     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| EQUINIX INC                                               | Equinix Inc                                                                     | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |   1157000 | PA      | $961100.89    | 0.20%             | 2030-07-15      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| Advantage Energy Ltd                                      | Advantage Energy Ltd                                                            | CUSIP: 00791P107<br>LEI: 549300WK5YRPOB2DTT64 | Long             | EC               | CORP              | CA        |      4498 | NS      | $28058.62     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Nexstar Media Group Inc                                   | Nexstar Media Group Inc                                                         | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |       423 | NS      | $86617.71     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| AMERICAN TOWER CORP                                       | American Tower Corp                                                             | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   2096000 | PA      | $1717260.09   | 0.36%             | 2030-06-15      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| ZOZO, Ltd.                                                | ZOZO, Ltd.                                                                      | CUSIP: 000000000<br>LEI: 549300GC7XPQMZA0OW13 | Long             | EC               | CORP              | JP        |      2000 | NS      | $51843.63     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| EQT Corp                                                  | EQT Corp                                                                        | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |       683 | NS      | $22313.61     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Pure Storage Inc                                          | Pure Storage Inc                                                                | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |      4218 | NS      | $122068.92    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| EPAM Systems Inc                                          | EPAM Systems Inc                                                                | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |       176 | NS      | $58546.40     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                       | LVMH Moet Hennessy Louis Vuitton SE                                             | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |       806 | NS      | $704109.03    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Cisco Systems Inc                                         | Cisco Systems Inc                                                               | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     10533 | NS      | $512641.11    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Mazda Motor Corp                                          | Mazda Motor Corp                                                                | CUSIP: 000000000<br>LEI: 52990044YZJLICDQKK92 | Long             | EC               | CORP              | JP        |     10800 | NS      | $87169.17     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Albemarle Corp                                            | Albemarle Corp                                                                  | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       941 | NS      | $264844.45    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| HCA INC                                                   | HCA Inc                                                                         | CUSIP: 404119CG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1277000 | PA      | $1077114.15   | 0.22%             | 2052-03-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                  | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3503000 | PA      | $3148665.77   | 0.65%             | 2026-01-30      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| OMV AG                                                    | OMV AG                                                                          | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |      1850 | NS      | $92331.36     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Salesforce Inc                                            | Salesforce Inc                                                                  | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      2827 | NS      | $474851.19    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Intuit Inc                                                | Intuit Inc                                                                      | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      1881 | NS      | $795042.27    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Dynatrace Inc                                             | Dynatrace Inc                                                                   | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2728 | NS      | $104837.04    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Dow Inc                                                   | Dow Inc                                                                         | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |       650 | NS      | $38577.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank OZK                                                  | Bank OZK                                                                        | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |      1091 | NS      | $49825.97     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BHP Group Ltd                                             | BHP Group Ltd                                                                   | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |      2354 | NS      | $82349.65     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Imperial Brands PLC                                       | Imperial Brands PLC                                                             | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |       803 | NS      | $20131.03     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BlackRock Inc                                             | BlackRock Inc                                                                   | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |       599 | NS      | $454766.79    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Hargreaves Lansdown PLC                                   | Hargreaves Lansdown PLC                                                         | CUSIP: 000000000<br>LEI: 2138008ZCE93ZDSESG90 | Long             | EC               | CORP              | GB        |      4170 | NS      | $45950.58     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Zebra Technologies Corp                                   | Zebra Technologies Corp                                                         | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |        73 | NS      | $23081.14     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Warner Bros Discovery Inc                                 | Warner Bros Discovery Inc                                                       | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |      1816 | NS      | $26913.12     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| United Parcel Service Inc                                 | United Parcel Service Inc                                                       | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      2585 | NS      | $478819.55    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Nokia Oyj                                                 | Nokia Oyj                                                                       | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |      4479 | NS      | $21344.91     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Dollar General Corp                                       | Dollar General Corp                                                             | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      2179 | NS      | $509014.40    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| ITOCHU Corp                                               | ITOCHU Corp                                                                     | CUSIP: 000000000<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |      3700 | NS      | $119616.17    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Accenture PLC                                             | Accenture PLC                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      2981 | NS      | $831848.05    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| L'Oreal SA                                                | L'Oreal SA                                                                      | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |       925 | NS      | $382101.01    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Telecom Italia SpA/Milano                                 | Telecom Italia SpA/Milano                                                       | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | EC               | CORP              | IT        |     37774 | NS      | $10897.61     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AMETEK Inc                                                | AMETEK Inc                                                                      | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      2729 | NS      | $395486.68    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Stifel Financial Corp                                     | Stifel Financial Corp                                                           | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |       626 | NS      | $42198.66     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS AG                                                    | PURCHASED NOK / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NO        |         1 | NC      | $-24208.18    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| SMC Corp                                                  | SMC Corp                                                                        | CUSIP: 000000000<br>LEI: 353800O40V08DOZ70X62 | Long             | EC               | CORP              | JP        |      2000 | NS      | $1016742.88   | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| General Motors Co                                         | General Motors Co                                                               | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |       944 | NS      | $37118.08     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Alnylam Pharmaceuticals Inc                               | Alnylam Pharmaceuticals Inc                                                     | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |       108 | NS      | $24451.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| DoubleVerify Holdings Inc                                 | DoubleVerify Holdings Inc                                                       | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1055 | NS      | $28685.45     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Welltower Inc                                             | Welltower Inc                                                                   | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               |  | US        |       381 | NS      | $28590.24     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chugai Pharmaceutical Co Ltd                              | Chugai Pharmaceutical Co Ltd                                                    | CUSIP: 000000000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |       600 | NS      | $15563.70     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Acerinox SA                                               | Acerinox SA                                                                     | CUSIP: 000000000<br>LEI: 95980020140005582721 | Long             | EC               | CORP              | ES        |      2393 | NS      | $25884.34     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| KBC Group NV                                              | KBC Group NV                                                                    | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |      1092 | NS      | $80749.10     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| MSCI Inc                                                  | MSCI Inc                                                                        | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |        54 | NS      | $28704.24     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Yamaha Motor Co Ltd                                       | Yamaha Motor Co Ltd                                                             | CUSIP: 000000000<br>LEI: 3538004LR5NXILJDHY88 | Long             | EC               | CORP              | JP        |      2800 | NS      | $68888.01     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Chipotle Mexican Grill Inc                                | Chipotle Mexican Grill Inc                                                      | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        17 | NS      | $27988.46     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Viatris Inc                                               | Viatris Inc                                                                     | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |       700 | NS      | $8512.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Volvo AB                                                  | Volvo AB                                                                        | CUSIP: 000000000<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |      1552 | NS      | $30760.93     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Progressive Corp/The                                      | Progressive Corp/The                                                            | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       366 | NS      | $49904.10     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                    | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    864000 | PA      | $869841.67    | 0.18%             | 2028-08-09      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Jack Henry & Associates Inc                               | Jack Henry & Associates Inc                                                     | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |       565 | NS      | $101750.85    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| American Water Works Co Inc                               | American Water Works Co Inc                                                     | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      1639 | NS      | $256487.11    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Vertex Pharmaceuticals Inc                                | Vertex Pharmaceuticals Inc                                                      | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      1216 | NS      | $392889.60    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Evercore Inc                                              | Evercore Inc                                                                    | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |       795 | NS      | $103198.95    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Broadband Corp                                    | Liberty Broadband Corp                                                          | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |       249 | NS      | $22355.22     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Osaka Exchange                                            | TOPIX INDX FUTR MAR23                                                           | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |       -15 | NC      | $-59832.42    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Dominion Energy Inc                                       | Dominion Energy Inc                                                             | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |       604 | NS      | $38438.56     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Mondelez International Inc                                | Mondelez International Inc                                                      | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      6995 | NS      | $457752.80    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD CHF                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-205.93      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Okta Inc                                                  | Okta Inc                                                                        | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |       142 | NS      | $10452.62     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Union Pacific Corp                                        | Union Pacific Corp                                                              | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      4538 | NS      | $926614.22    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Aristocrat Leisure Ltd                                    | Aristocrat Leisure Ltd                                                          | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |      1166 | NS      | $28106.47     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Toro Co/The                                               | Toro Co/The                                                                     | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |      1077 | NS      | $120107.04    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Marubeni Corp                                             | Marubeni Corp                                                                   | CUSIP: 000000000<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |      8900 | NS      | $109094.43    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Johnson & Johnson                                         | Johnson & Johnson                                                               | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     15101 | NS      | $2467805.42   | 0.51%             |  |  |  | No            | 1                  | On Loan: No      |
| McDonald's Corp                                           | McDonald's Corp                                                                 | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      4460 | NS      | $1192604.00   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    483000 | PA      | $483144.90    | 0.10%             | 2027-09-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| NetApp Inc                                                | NetApp Inc                                                                      | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      1566 | NS      | $103716.18    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                                               | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |     13600 | NS      | $101378.27    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| BAE Systems PLC                                           | BAE Systems PLC                                                                 | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |      2129 | NS      | $22500.37     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                  | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   3547000 | PA      | $2945998.16   | 0.61%             | 2052-03-15      | Fixed         | 5.14%                 | No            | 2                  | On Loan: No      |
| Sempra Energy                                             | Sempra Energy                                                                   | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    887000 | PA      | $776653.05    | 0.16%             | 2038-02-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Hess Corp                                                 | Hess Corp                                                                       | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |       338 | NS      | $50754.08     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| UnitedHealth Group Inc                                    | UnitedHealth Group Inc                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      4691 | NS      | $2341700.29   | 0.49%             |  |  |  | No            | 1                  | On Loan: No      |
| Exact Sciences Corp                                       | Exact Sciences Corp                                                             | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |       248 | NS      | $16744.96     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Aisin Corp                                                | Aisin Corp                                                                      | CUSIP: 000000000<br>LEI: 3538004IOK08PDY6I723 | Long             | EC               | CORP              | JP        |      1400 | NS      | $40867.62     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED ZAR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |         1 | NC      | $-789.68      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BP PLC                                                    | BP PLC                                                                          | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |     57442 | NS      | $347538.24    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp                                                                    | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2920000 | PA      | $2038456.12   | 0.42%             | 2051-11-01      | Fixed         | 2.89%                 | No            | 2                  | On Loan: No      |
| SWAP CITIBANK BOC                                         | SWAP CITIBANK BOC                                                               | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |    -50000 | NS      | $-50000.00    | -0.01%            |  |  |  | No            | N/A                | On Loan: No      |
| National Bank of Canada                                   | National Bank of Canada                                                         | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |      2523 | NS      | $189526.02    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Clorox Co/The                                             | Clorox Co/The                                                                   | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |       123 | NS      | $17796.87     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of Montreal                                          | Bank of Montreal                                                                | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | EC               | CORP              | CA        |      3591 | NS      | $361380.56    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| TRANSURBAN FINANCE CO                                     | Transurban Finance Co Pty Ltd                                                   | CUSIP: 89400PAK9<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |    419000 | PA      | $339889.05    | 0.07%             | 2031-03-16      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Toromont Industries Ltd                                   | Toromont Industries Ltd                                                         | CUSIP: 891102105<br>LEI: 5493008W5EPRSLQ0B737 | Long             | EC               | CORP              | CA        |      2444 | NS      | $195237.13    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| ASML Holding NV                                           | ASML Holding NV                                                                 | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      2957 | NS      | $1958313.02   | 0.41%             |  |  |  | No            | 2                  | On Loan: No      |
| Philip Morris International Inc                           | Philip Morris International Inc                                                 | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       655 | NS      | $68277.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| United Rentals Inc                                        | United Rentals Inc                                                              | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       345 | NS      | $152127.75    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| MID-AMERICA APARTMENTS                                    | Mid-America Apartments LP                                                       | CUSIP: 59523UAR8<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    894000 | PA      | $797675.03    | 0.17%             | 2030-03-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Brookfield Corp                                           | Brookfield Corp                                                                 | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |       944 | NS      | $35119.31     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Pinduoduo Inc                                             | Pinduoduo Inc                                                                   | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | KY        |      1234 | NS      | $120907.32    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Kia Corp                                                  | Kia Corp                                                                        | CUSIP: 000000000<br>LEI: 988400V8MJK9N7OI5X76 | Long             | EC               | CORP              | KR        |       728 | NS      | $39762.75     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| International Business Machines Corp                      | International Business Machines Corp                                            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       402 | NS      | $54161.46     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| British American Tobacco PLC                              | British American Tobacco PLC                                                    | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |      1060 | NS      | $40538.83     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| DELL INT LLC / EMC CORP                                   | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1481635.10   | 0.31%             | 2026-10-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG                    | Chocoladefabriken Lindt & Spruengli AG                                          | CUSIP: 000000000<br>LEI: 529900JYJNNOKKAGK736 | Long             | EC               | CORP              | CH        |       104 | NS      | $1142925.79   | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| Macquarie Group Ltd                                       | Macquarie Group Ltd                                                             | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |       320 | NS      | $42689.21     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                    | S+P 500 INDEX                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        68 | NC      | $34000.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                             | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1165000 | PA      | $1049799.78   | 0.22%             | 2028-01-19      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Valero Energy Corp                                        | Valero Energy Corp                                                              | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       241 | NS      | $33747.23     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Amphenol Corp                                             | Amphenol Corp                                                                   | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      4081 | NS      | $325541.37    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo & Co                                          | Wells Fargo & Co                                                                | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     10602 | NS      | $496915.74    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Northern Trust Corp                                       | Northern Trust Corp                                                             | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |       870 | NS      | $84363.90     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| IGO Ltd                                                   | IGO Ltd                                                                         | CUSIP: 000000000<br>LEI: 2549005DZO8VGXM5QN07 | Long             | EC               | CORP              | AU        |      6938 | NS      | $72504.62     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| ICE Futures Europe - Financial Products Division          | FTSE 100 IDX FUT MAR23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |        22 | NC      | $81050.22     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Marathon Petroleum Corp                                   | Marathon Petroleum Corp                                                         | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |       431 | NS      | $55392.12     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                        | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |    210200 | NS      | $1542854.61   | 0.32%             |  |  |  | No            | 2                  | On Loan: No      |
| NextEra Energy Inc                                        | NextEra Energy Inc                                                              | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10099 | NS      | $753688.37    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| SOITEC                                                    | SOITEC                                                                          | CUSIP: 000000000<br>LEI: 969500ZR92SQCU9TST26 | Long             | EC               | CORP              | FR        |       492 | NS      | $74637.28     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| General Mills Inc                                         | General Mills Inc                                                               | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |       417 | NS      | $32676.12     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| DR Horton Inc                                             | DR Horton Inc                                                                   | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |       340 | NS      | $33554.60     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Paychex Inc                                               | Paychex Inc                                                                     | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      2138 | NS      | $247708.68    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Rohto Pharmaceutical Co Ltd                               | Rohto Pharmaceutical Co Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $44185.87     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                               | PURCHASED NZD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | NZ        |         1 | NC      | $643.19       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BRP Inc                                                   | BRP Inc                                                                         | CUSIP: 05577W200<br>LEI: 529900EPQGESIRCPY551 | Long             | EC               | CORP              | CA        |       480 | NS      | $40054.41     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| EQT Corp                                                  | EQT Corp                                                                        | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1972000 | PA      | $1870796.96   | 0.39%             | 2027-10-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Reinsurance Group of America Inc                          | Reinsurance Group of America Inc                                                | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |       429 | NS      | $65109.33     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| QUALCOMM INC                                              | QUALCOMM Inc                                                                    | CUSIP: 747525BS1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1697946.37   | 0.35%             | 2033-05-20      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Terna - Rete Elettrica Nazionale                          | Terna - Rete Elettrica Nazionale                                                | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | EC               | CORP              | IT        |     16545 | NS      | $131285.09    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Schlumberger Ltd                                          | Schlumberger Ltd                                                                | CUSIP: 000000000<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |     14225 | NS      | $810540.50    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| PRUDENTIAL PLC                                            | Prudential PLC                                                                  | CUSIP: 74435KAB1<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | DBT              | CORP              | GB        |   1076000 | PA      | $989693.09    | 0.21%             | 2032-03-24      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Catalyst Pharmaceuticals Inc                              | Catalyst Pharmaceuticals Inc                                                    | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |      2181 | NS      | $33783.69     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Zscaler Inc                                               | Zscaler Inc                                                                     | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |       861 | NS      | $106901.76    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| AbbVie Inc                                                | AbbVie Inc                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      4331 | NS      | $639905.25    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| SWAP CITIGROUP COC                                        | SWAP CITIGROUP COC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |    -40000 | NS      | $-40000.00    | -0.01%            |  |  |  | No            | N/A                | On Loan: No      |
| Tractor Supply Co                                         | Tractor Supply Co                                                               | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      2189 | NS      | $499070.11    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Kakaku.com Inc                                            | Kakaku.com Inc                                                                  | CUSIP: 000000000<br>LEI: 353800KA15Y0DCPWYY65 | Long             | EC               | CORP              | JP        |      2200 | NS      | $36716.81     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Super Micro Computer Inc                                  | Super Micro Computer Inc                                                        | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |       152 | NS      | $10994.16     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Wesfarmers Ltd                                            | Wesfarmers Ltd                                                                  | CUSIP: 000000000<br>LEI: 5493003L32ZX9557ST85 | Long             | EC               | CORP              | AU        |      1190 | NS      | $41990.33     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LP                                      | Boston Properties LP                                                            | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |   2234000 | PA      | $1920592.50   | 0.40%             | 2031-01-30      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Check Point Software Technologies Ltd                     | Check Point Software Technologies Ltd                                           | CUSIP: 000000000<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | IL        |      1188 | NS      | $151113.60    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Unilever PLC                                              | Unilever PLC                                                                    | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      5752 | NS      | $293863.05    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Air Products and Chemicals Inc                            | Air Products and Chemicals Inc                                                  | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      1738 | NS      | $557046.38    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Commonwealth Bank of Australia                            | Commonwealth Bank of Australia                                                  | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |       858 | NS      | $67002.78     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America N.A.                                      | PURCHASED DKK / SOLD USD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | DK        |         1 | NC      | $1118.78      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ventas Inc                                                | Ventas Inc                                                                      | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               |  | US        |       442 | NS      | $22900.02     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ARC Resources Ltd                                         | ARC Resources Ltd                                                               | CUSIP: 00208D408<br>LEI: FIR47I6FEYKYNJBYW622 | Long             | EC               | CORP              | CA        |      7624 | NS      | $88585.20     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Rio Tinto Ltd                                             | Rio Tinto Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |      2382 | NS      | $214558.57    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                  | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    792000 | PA      | $676236.12    | 0.14%             | 2042-03-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Daiwa House REIT Investment Corp                          | Daiwa House REIT Investment Corp                                                | CUSIP: 000000000<br>LEI: 3538001FWU534P8JMO05 | Long             | EC               |  | JP        |        18 | NS      | $39155.98     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SAP SE                                                    | SAP SE                                                                          | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |     14247 | NS      | $1676831.39   | 0.35%             |  |  |  | No            | 2                  | On Loan: No      |
| Amadeus IT Group SA                                       | Amadeus IT Group SA                                                             | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |       378 | NS      | $23778.84     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                    | S+P 500 INDEX                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        10 | NC      | $4100.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Olympus Corp                                              | Olympus Corp                                                                    | CUSIP: 000000000<br>LEI: 5299000Y52IFDI1I2A21 | Long             | EC               | CORP              | JP        |      1000 | NS      | $18787.18     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Italgas SpA                                               | Italgas SpA                                                                     | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | EC               | CORP              | IT        |      6101 | NS      | $35662.03     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Primerica Inc                                             | Primerica Inc                                                                   | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |       543 | NS      | $87830.25     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| ASR Nederland NV                                          | ASR Nederland NV                                                                | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | EC               | CORP              | NL        |      2712 | NS      | $128083.92    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Sumitomo Metal Mining Co Ltd                              | Sumitomo Metal Mining Co Ltd                                                    | CUSIP: 000000000<br>LEI: 353800CF81IXL9974H84 | Long             | EC               | CORP              | JP        |      1700 | NS      | $68760.44     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| PHILLIPS 66 CO                                            | Phillips 66 Co                                                                  | CUSIP: 718547AG7<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   1789000 | PA      | $1693615.19   | 0.35%             | 2028-03-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Thermo Fisher Scientific Inc                              | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      1588 | NS      | $905684.04    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Costco Wholesale Corp                                     | Costco Wholesale Corp                                                           | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      2093 | NS      | $1069816.02   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Expedia Group Inc                                         | Expedia Group Inc                                                               | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       567 | NS      | $64808.10     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ONEOK Inc                                                 | ONEOK Inc                                                                       | CUSIP: 682680AW3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238533.82    | 0.05%             | 2029-03-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| XYLEM INC                                                 | Xylem Inc/NY                                                                    | CUSIP: 98419MAL4<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    680000 | PA      | $570932.18    | 0.12%             | 2031-01-30      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                                  | Equitable Financial Life Global Funding                                         | CUSIP: 29449WAF4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   1632000 | PA      | $1403670.58   | 0.29%             | 2028-03-08      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| Ferguson PLC                                              | Ferguson PLC                                                                    | CUSIP: 000000000<br>LEI: 213800DU1LGY3R2S2X42 | Long             | EC               | CORP              | JE        |       204 | NS      | $28703.14     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Cloudflare Inc                                            | Cloudflare Inc                                                                  | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |      1338 | NS      | $70793.58     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Everest Re Group Ltd                                      | Everest Re Group Ltd                                                            | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |       381 | NS      | $133231.89    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Carrefour SA                                              | Carrefour SA                                                                    | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |     47844 | NS      | $909125.88    | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Constellation Software Inc/Canada                         | Constellation Software Inc/Canada                                               | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |        58 | NS      | $102472.41    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Uber Technologies Inc                                     | Uber Technologies Inc                                                           | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |       797 | NS      | $24651.21     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Brown-Forman Corp                                         | Brown-Forman Corp                                                               | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |      1711 | NS      | $113918.38    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| TSMC GLOBAL LTD                                           | TSMC Global Ltd                                                                 | CUSIP: 872882AH8<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |   2396000 | PA      | $2142599.04   | 0.45%             | 2026-04-23      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                              | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    750000 | PA      | $757014.83    | 0.16%             | 2029-04-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Rexel SA                                                  | Rexel SA                                                                        | CUSIP: 000000000<br>LEI: 969500N6AVPA51648T62 | Long             | EC               | CORP              | FR        |      2026 | NS      | $44709.94     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Cognizant Technology Solutions Corp                       | Cognizant Technology Solutions Corp                                             | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |       283 | NS      | $18890.25     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Keyera Corp                                               | Keyera Corp                                                                     | CUSIP: 493271100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1039 | NS      | $23699.71     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Masco Corp                                                | Masco Corp                                                                      | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      2052 | NS      | $109166.40    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |      3190 | NS      | $218658.93    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Toyota Tsusho Corp                                        | Toyota Tsusho Corp                                                              | CUSIP: 000000000<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |      1300 | NS      | $55002.59     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| eBay Inc                                                  | eBay Inc                                                                        | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      2872 | NS      | $142164.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| CRH PLC                                                   | CRH PLC                                                                         | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |       842 | NS      | $39171.67     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| WEC Energy Group Inc                                      | WEC Energy Group Inc                                                            | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |       340 | NS      | $31956.60     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| EOG Resources Inc                                         | EOG Resources Inc                                                               | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      1237 | NS      | $163593.25    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Arch Capital Group Ltd                                    | Arch Capital Group Ltd                                                          | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |      1334 | NS      | $85842.90     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| 3M Co                                                     | 3M Co                                                                           | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      1821 | NS      | $209560.68    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Sony Group Corp                                           | Sony Group Corp                                                                 | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |       700 | NS      | $62489.03     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| NIKE Inc                                                  | NIKE Inc                                                                        | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      5396 | NS      | $687072.68    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Airbus SE                                                 | Airbus SE                                                                       | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |       341 | NS      | $42727.91     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Agilent Technologies Inc                                  | Agilent Technologies Inc                                                        | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |       934 | NS      | $142042.72    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Shell PLC                                                 | Shell PLC                                                                       | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     17019 | NS      | $499886.25    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| TFI International Inc                                     | TFI International Inc                                                           | CUSIP: 87241L109<br>LEI: 5493007R9W7KO7SJN678 | Long             | EC               | CORP              | CA        |       122 | NS      | $13587.75     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Owens Corning                                             | Owens Corning                                                                   | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |       925 | NS      | $89401.25     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| CREDIT SUISSE GROUP AG                                    | Credit Suisse Group AG                                                          | CUSIP: 225401AU2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   4619000 | PA      | $3491991.07   | 0.73%             | 2032-05-14      | Fixed         | 3.09%                 | No            | 2                  | On Loan: No      |
| Splunk Inc                                                | Splunk Inc                                                                      | CUSIP: 848637104<br>LEI: 549300XGDSGBP6UEI867 | Long             | EC               | CORP              | US        |       101 | NS      | $9672.77      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                    | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    494000 | PA      | $412562.05    | 0.09%             | 2032-01-15      | Fixed         | 2.44%                 | No            | 2                  | On Loan: No      |
| Micron Technology Inc                                     | Micron Technology Inc                                                           | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      1514 | NS      | $91294.20     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| H&R Block Inc                                             | H&R Block Inc                                                                   | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |      4293 | NS      | $167341.14    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| HubSpot Inc                                               | HubSpot Inc                                                                     | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |       172 | NS      | $59685.72     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Mitsui Fudosan Co Ltd                                     | Mitsui Fudosan Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |      1200 | NS      | $22521.10     | 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      | $61212.93     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Snap-on Inc                                               | Snap-on Inc                                                                     | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      1060 | NS      | $263653.80    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                                                   | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      4911 | NS      | $256452.42    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Novo Nordisk A/S                                          | Novo Nordisk A/S                                                                | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      4182 | NS      | $579138.48    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Linde PLC                                                 | Linde PLC                                                                       | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |       359 | NS      | $118807.46    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Walgreens Boots Alliance Inc                              | Walgreens Boots Alliance Inc                                                    | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |       614 | NS      | $22632.04     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chubb Ltd                                                 | Chubb Ltd                                                                       | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      1894 | NS      | $430866.06    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Affiliated Managers Group Inc                             | Affiliated Managers Group Inc                                                   | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |       720 | NS      | $124372.80    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Omnicom Group Inc                                         | Omnicom Group Inc                                                               | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      2344 | NS      | $201560.56    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Samsung Electronics Co Ltd                                | Samsung Electronics Co Ltd                                                      | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     35465 | NS      | $1772678.98   | 0.37%             |  |  |  | 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        |       947 | NS      | $156662.21    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Caesars Entertainment Inc                                 | Caesars Entertainment Inc                                                       | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |       345 | NS      | $17960.70     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                    | S+P 500 INDEX                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        13 | NC      | $682.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Iberdrola SA                                              | Iberdrola SA                                                                    | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |     97680 | NS      | $1142263.00   | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| General Dynamics Corp                                     | General Dynamics Corp                                                           | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       329 | NS      | $76676.74     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Sumitomo Heavy Industries Ltd                             | Sumitomo Heavy Industries Ltd                                                   | CUSIP: 000000000<br>LEI: 353800VSTEIRMBC3S374 | Long             | EC               | CORP              | JP        |      1200 | NS      | $26661.87     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| DBS Group Holdings Ltd                                    | DBS Group Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |      8700 | NS      | $238165.27    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                       | CUSIP: 775109CD1<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   4548000 | PA      | $3822958.48   | 0.79%             | 2052-03-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| GoodRx Holdings Inc                                       | GoodRx Holdings Inc                                                             | CUSIP: 38246G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6345 | NS      | $35468.55     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Mosaic Co/The                                             | Mosaic Co/The                                                                   | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |      1476 | NS      | $73121.04     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD MXN                                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-832.40      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Allegion plc                                              | Allegion plc                                                                    | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |       820 | NS      | $96391.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Comcast Corp                                              | Comcast Corp                                                                    | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     13117 | NS      | $516153.95    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Fujitsu Ltd                                               | Fujitsu Ltd                                                                     | CUSIP: 000000000<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |       100 | NS      | $14321.08     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NRG ENERGY INC                                            | NRG Energy Inc                                                                  | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   2326000 | PA      | $1996929.15   | 0.42%             | 2027-12-02      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Celanese Corp                                             | Celanese Corp                                                                   | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |       273 | NS      | $33633.60     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Toronto-Dominion Bank/The                                 | Toronto-Dominion Bank/The                                                       | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |     23566 | NS      | $1630518.18   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Amdocs Ltd                                                | Amdocs Ltd                                                                      | CUSIP: 000000000<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | GG        |      3047 | NS      | $280110.71    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                               | XAP CONS STAPLES MAR23                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |      -130 | NC      | $-5745.80     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| James Hardie Industries PLC                               | James Hardie Industries PLC                                                     | CUSIP: 000000000<br>LEI: 635400NSGXKTVOO7JU45 | Long             | EC               | CORP              | IE        |       658 | NS      | $14761.22     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ICL Group Ltd                                             | ICL Group Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900FQVQD88SHIGM04 | Long             | EC               | CORP              | IL        |      3607 | NS      | $28654.75     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Marriott International Inc/MD                             | Marriott International Inc/MD                                                   | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |       250 | NS      | $43545.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Moody's Corp                                              | Moody's Corp                                                                    | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |       911 | NS      | $294025.25    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| AGCO Corp                                                 | AGCO Corp                                                                       | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |       225 | NS      | $31079.25     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Bill.com Holdings Inc                                     | Bill.com Holdings Inc                                                           | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |        96 | NS      | $11099.52     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fox Corp                                                  | Fox Corp                                                                        | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      2944 | NS      | $99919.36     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Dropbox Inc                                               | Dropbox Inc                                                                     | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |      2161 | NS      | $50200.03     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America N.A.                                      | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-21497.70    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| USS Co Ltd                                                | USS Co Ltd                                                                      | CUSIP: 000000000<br>LEI: 5299000RRQD6UZXG4W72 | Long             | EC               | CORP              | JP        |      3400 | NS      | $55724.37     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| AES CORP/THE                                              | AES Corp/The                                                                    | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1179000 | PA      | $974745.76    | 0.20%             | 2031-01-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| KT Corp                                                   | KT Corp                                                                         | CUSIP: 000000000<br>LEI: 9884005ACF8449EANY26 | Long             | EC               | CORP              | KR        |      1211 | NS      | $34568.66     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Exelon Corp                                               | Exelon Corp                                                                     | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |       832 | NS      | $35102.08     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ABB Ltd                                                   | ABB Ltd                                                                         | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |      1656 | NS      | $57665.18     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Nucor Corp                                                | Nucor Corp                                                                      | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |       824 | NS      | $139272.48    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of Nova Scotia/The                                   | Bank of Nova Scotia/The                                                         | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |       706 | NS      | $38219.67     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Societe Generale SA                                       | Societe Generale SA                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |      3286 | NS      | $97678.76     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank N.A.                                             | PURCHASED NOK / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $-2899.03     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Graphic Packaging Holding Co                              | Graphic Packaging Holding Co                                                    | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2169 | NS      | $52251.21     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Hitachi Ltd                                               | Hitachi Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |       700 | NS      | $36756.00     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Visional Inc                                              | Visional Inc                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $14476.10     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Horizon Therapeutics Plc                                  | Horizon Therapeutics Plc                                                        | CUSIP: 000000000<br>LEI: 529900P0GSQ79OOZEV53 | Long             | EC               | CORP              | IE        |       242 | NS      | $26552.24     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Cintas Corp                                               | Cintas Corp                                                                     | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       401 | NS      | $177939.74    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Medtronic PLC                                             | Medtronic PLC                                                                   | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      2186 | NS      | $182946.34    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Paycom Software Inc                                       | Paycom Software Inc                                                             | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |       309 | NS      | $100097.46    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Qualys Inc                                                | Qualys Inc                                                                      | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |       495 | NS      | $57103.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Truist Financial Corp                                     | Truist Financial Corp                                                           | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      4978 | NS      | $245863.42    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Corteva Inc                                               | Corteva Inc                                                                     | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     13107 | NS      | $844746.15    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Alfen N.V.                                                | Alfen N.V.                                                                      | CUSIP: 000000000<br>LEI: 724500HDW6IWR9J5YT90 | Long             | EC               | CORP              | NL        |       521 | NS      | $48380.58     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Reckitt Benckiser Group PLC                               | Reckitt Benckiser Group PLC                                                     | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |     20977 | NS      | $1493808.78   | 0.31%             |  |  |  | No            | 2                  | On Loan: No      |
| Advanced Micro Devices Inc                                | Advanced Micro Devices Inc                                                      | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     11450 | NS      | $860467.50    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Enphase Energy Inc                                        | Enphase Energy Inc                                                              | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |      2393 | NS      | $529762.34    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Coterra Energy, Inc.                                      | Coterra Energy, Inc.                                                            | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     33971 | NS      | $850294.13    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| PepsiCo Inc                                               | PepsiCo Inc                                                                     | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     12099 | NS      | $2069170.98   | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| Just Eat Takeaway.com NV                                  | Just Eat Takeaway.com NV                                                        | CUSIP: 000000000<br>LEI: 724500FVZIBSSQ7SHI95 | Long             | EC               | CORP              | NL        |       586 | NS      | $15092.02     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Texas Instruments Inc                                     | Texas Instruments Inc                                                           | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      9789 | NS      | $1734708.69   | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| CME Group Inc                                             | CME Group Inc                                                                   | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       190 | NS      | $33565.40     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Britvic PLC                                               | Britvic PLC                                                                     | CUSIP: 000000000<br>LEI: 635400L3NVMYD4BVCI53 | Long             | EC               | CORP              | GB        |      3823 | NS      | $36697.28     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Vulcan Materials Co                                       | Vulcan Materials Co                                                             | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      2316 | NS      | $424592.28    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs International                               | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $8305.74      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Tokyo Electron Ltd                                        | Tokyo Electron Ltd                                                              | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |       300 | NS      | $105276.17    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| MGIC Investment Corp                                      | MGIC Investment Corp                                                            | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |      2754 | NS      | $38886.48     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| PayPal Holdings Inc                                       | PayPal Holdings Inc                                                             | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      2666 | NS      | $217252.34    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Centene Corp                                              | Centene Corp                                                                    | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |       396 | NS      | $30191.04     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Lincoln Electric Holdings Inc                             | Lincoln Electric Holdings Inc                                                   | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |       256 | NS      | $42718.72     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Alphabet Inc                                              | Alphabet Inc                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     39846 | NS      | $3938378.64   | 0.82%             |  |  |  | No            | 1                  | On Loan: No      |
| Estee Lauder Cos Inc/The                                  | Estee Lauder Cos Inc/The                                                        | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      1394 | NS      | $386249.52    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Phillips 66                                               | Phillips 66                                                                     | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       310 | NS      | $31083.70     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Microchip Technology Inc                                  | Microchip Technology Inc                                                        | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      1266 | NS      | $98266.92     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Prologis Inc                                              | Prologis Inc                                                                    | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |       912 | NS      | $117903.36    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Institutional Liquid Reserves Fund           | State Street Institutional Liquid Reserves Fund                                 | CUSIP: 85749P101<br>LEI: 5493000HFJPORCLSV250 | Long             | STIV             | RF                | US        |  58265929 | NS      | $58289235.59  | 12.12%            |  |  |  | No            | 1                  | On Loan: No      |
| Henkel AG & Co KGaA                                       | Henkel AG & Co KGaA                                                             | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |       381 | NS      | $27089.14     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| TechnoPro Holdings Inc                                    | TechnoPro Holdings Inc                                                          | CUSIP: 000000000<br>LEI: 3538001DJ8I5PJQNHU53 | Long             | EC               | CORP              | JP        |      1000 | NS      | $31099.85     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Lloyds Banking Group PLC                                  | Lloyds Banking Group PLC                                                        | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |    237404 | NS      | $154809.62    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Hong Kong & China Gas Co Ltd                              | Hong Kong & China Gas Co Ltd                                                    | CUSIP: 000000000<br>LEI: 254900P7BETXGC7YU827 | Long             | EC               | CORP              | HK        |     16735 | NS      | $16839.23     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                                    | UnitedHealth Group Inc                                                          | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1107000 | PA      | $1267514.68   | 0.26%             | 2053-02-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                  | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAH4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    303000 | PA      | $284164.22    | 0.06%             | 2025-02-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Visa Inc                                                  | Visa Inc                                                                        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     10896 | NS      | $2508368.16   | 0.52%             |  |  |  | No            | 1                  | On Loan: No      |
| Ageas SA/NV                                               | Ageas SA/NV                                                                     | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |       753 | NS      | $36699.29     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Southern Co/The                                           | Southern Co/The                                                                 | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |       723 | NS      | $48932.64     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Enbridge Inc                                              | Enbridge Inc                                                                    | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |      1290 | NS      | $52819.66     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Pandora A/S                                               | Pandora A/S                                                                     | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |       405 | NS      | $33722.54     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Telkom Indonesia Persero Tbk PT                           | Telkom Indonesia Persero Tbk PT                                                 | CUSIP: 000000000<br>LEI: 529900M5SQZAOKV1PC81 | Long             | EC               | CORP              | ID        |    362200 | NS      | $93731.18     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Roche Holding AG                                          | Roche Holding AG                                                                | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      6491 | NS      | $2028654.04   | 0.42%             |  |  |  | No            | 2                  | On Loan: No      |
| Woolworths Group Ltd                                      | Woolworths Group Ltd                                                            | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | EC               | CORP              | AU        |       849 | NS      | $21713.78     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Zoetis Inc                                                | Zoetis Inc                                                                      | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       489 | NS      | $80924.61     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Allison Transmission Holdings Inc                         | Allison Transmission Holdings Inc                                               | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |      1293 | NS      | $58288.44     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS AG                                                    | PURCHASED GBP / SOLD AUD                                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |         1 | NC      | $-62483.97    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Halozyme Therapeutics Inc                                 | Halozyme Therapeutics Inc                                                       | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |       758 | NS      | $39241.66     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Boston Scientific Corp                                    | Boston Scientific Corp                                                          | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     10911 | NS      | $504633.75    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Zimmer Biomet Holdings Inc                                | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |       193 | NS      | $24576.62     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                    | US 10YR NOTE (CBT)MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -723 | NC      | $-745028.34   | -0.15%            |  |  |  | No            | 1                  | On Loan: No      |
| Archer-Daniels-Midland Co                                 | Archer-Daniels-Midland Co                                                       | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      2917 | NS      | $241673.45    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Daimler Truck Holding AG                                  | Daimler Truck Holding AG                                                        | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |       666 | NS      | $22312.88     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Daikin Industries Ltd                                     | Daikin Industries Ltd                                                           | CUSIP: 000000000<br>LEI: 549300Y7FWSTSHMW5Y57 | Long             | EC               | CORP              | JP        |       300 | NS      | $52234.63     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ResMed Inc                                                | ResMed Inc                                                                      | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |       333 | NS      | $76047.21     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Swedbank AB                                               | Swedbank AB                                                                     | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |      1532 | NS      | $29381.12     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Elevance Health Inc                                       | Elevance Health Inc                                                             | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       124 | NS      | $61998.76     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Lennar Corp                                               | Lennar Corp                                                                     | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |       302 | NS      | $30924.80     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Nippon Telegraph & Telephone Corp                         | Nippon Telegraph & Telephone Corp                                               | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |      5800 | NS      | $173677.37    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| NXP Semiconductors NV                                     | NXP Semiconductors NV                                                           | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |       196 | NS      | $36124.76     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Vontier Corp                                              | Vontier Corp                                                                    | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |      2006 | NS      | $46198.18     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Essity AB                                                 | Essity AB                                                                       | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |       922 | NS      | $24096.26     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                  | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2318000 | PA      | $1946213.92   | 0.40%             | 2032-01-30      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Brenntag SE                                               | Brenntag SE                                                                     | CUSIP: 000000000<br>LEI: NNROIXVWJ7CPSR27SV97 | Long             | EC               | CORP              | DE        |      1353 | NS      | $100690.87    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Biogen Inc                                                | Biogen Inc                                                                      | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |        74 | NS      | $21526.60     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dollarama Inc                                             | Dollarama Inc                                                                   | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |      2998 | NS      | $179287.41    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Block Inc                                                 | Block Inc                                                                       | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |       226 | NS      | $18468.72     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fiserv Inc                                                | Fiserv Inc                                                                      | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       296 | NS      | $31577.28     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Edison International                                      | Edison International                                                            | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       424 | NS      | $29213.60     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Procter & Gamble Co/The                                   | Procter & Gamble Co/The                                                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      9286 | NS      | $1322140.68   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| NISOURCE INC                                              | NiSource Inc                                                                    | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    879000 | PA      | $698959.00    | 0.15%             | 2031-02-15      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| TotalEnergies SE                                          | TotalEnergies SE                                                                | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |      6851 | NS      | $425634.31    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| IBERDROLA SOCIEDAD ANONIMA                                | IBERDROLA SOCIEDAD ANONIMA                                                      | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |      1568 | NS      | $18316.52     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AT&T Inc                                                  | AT&T Inc                                                                        | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    990000 | PA      | $946728.33    | 0.20%             | 2039-03-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| SABINE PASS LIQUEFACTION                                  | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1462000 | PA      | $1416891.41   | 0.29%             | 2028-03-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Generac Holdings Inc                                      | Generac Holdings Inc                                                            | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |        81 | NS      | $9768.60      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                               | S+P500 EMINI FUT MAR23                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |      -206 | NC      | $-1183629.53  | -0.25%            |  |  |  | No            | 1                  | On Loan: No      |
| State Street Corp                                         | State Street Corp                                                               | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      2450 | NS      | $223758.50    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Lockheed Martin Corp                                      | Lockheed Martin Corp                                                            | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      1430 | NS      | $662461.80    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Tenaris SA                                                | Tenaris SA                                                                      | CUSIP: 000000000<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |      4254 | NS      | $75432.75     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Chemours Co/The                                           | Chemours Co/The                                                                 | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |      2023 | NS      | $73616.97     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America N.A.                                      | PURCHASED CHF / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CH        |         1 | NC      | $10189.42     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| H & M Hennes & Mauritz AB                                 | H & M Hennes & Mauritz AB                                                       | CUSIP: 000000000<br>LEI: 529900O5RR7R39FRDM42 | Long             | EC               | CORP              | SE        |      1000 | NS      | $12289.44     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NatWest Group PLC                                         | NatWest Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |     32025 | NS      | $121845.11    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| OCI NV                                                    | OCI NV                                                                          | CUSIP: 000000000<br>LEI: 549300NCMRGIBJYUOE57 | Long             | EC               | CORP              | NL        |      1981 | NS      | $67377.28     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Delivery Hero SE                                          | Delivery Hero SE                                                                | CUSIP: 000000000<br>LEI: 529900C3EX1FZGE48X78 | Long             | EC               | CORP              | DE        |       210 | NS      | $12637.29     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Lowe's Cos Inc                                            | Lowe's Cos Inc                                                                  | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |       504 | NS      | $104958.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Old Dominion Freight Line Inc                             | Old Dominion Freight Line Inc                                                   | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |       148 | NS      | $49319.52     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Daiichi Sankyo Co Ltd                                     | Daiichi Sankyo Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |       800 | NS      | $25142.21     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| United Therapeutics Corp                                  | United Therapeutics Corp                                                        | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |       368 | NS      | $96846.56     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Darling Ingredients Inc                                   | Darling Ingredients Inc                                                         | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |       851 | NS      | $56412.79     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| RELX PLC                                                  | RELX PLC                                                                        | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |     51209 | NS      | $1522010.71   | 0.32%             |  |  |  | No            | 2                  | On Loan: No      |
| Koninklijke Philips NV                                    | Koninklijke Philips NV                                                          | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |       842 | NS      | $14587.17     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Oriental Land Co Ltd/Japan                                | Oriental Land Co Ltd/Japan                                                      | CUSIP: 000000000<br>LEI: 353800PIFKBZ6KTU5994 | Long             | EC               | CORP              | JP        |       200 | NS      | $33281.83     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| VMWARE INC                                                | VMware Inc                                                                      | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   4549000 | PA      | $3835718.16   | 0.80%             | 2028-08-15      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| Marathon Petroleum Corp                                   | Marathon Petroleum Corp                                                         | CUSIP: 56585ABE1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    864000 | PA      | $733276.89    | 0.15%             | 2048-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| APTIV PLC / APTIV CORP                                    | Aptiv PLC / Aptiv Corp                                                          | CUSIP: 00217GAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    248000 | PA      | $214103.83    | 0.04%             | 2032-03-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| ICE Futures U.S., Inc.                                    | MSCI EMGMKT MAR23                                                               | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |        93 | NC      | $69480.93     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Workday Inc                                               | Workday Inc                                                                     | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |       145 | NS      | $26307.35     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Sartorius AG                                              | Sartorius AG                                                                    | CUSIP: 000000000<br>LEI: 529900EQV2DY4FOAMU38 | Long             | EC               | CORP              | DE        |        44 | NS      | $19650.57     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| IDEX Corp                                                 | IDEX Corp                                                                       | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |       765 | NS      | $183355.20    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Kao Corp                                                  | Kao Corp                                                                        | CUSIP: 000000000<br>LEI: 353800HM38HFCB8RGL63 | Long             | EC               | CORP              | JP        |       500 | NS      | $20387.52     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JYP Entertainment Corp                                    | JYP Entertainment Corp                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       518 | NS      | $30747.57     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2066000 | PA      | $1904593.75   | 0.40%             | 2026-03-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Norfolk Southern Corp                                     | Norfolk Southern Corp                                                           | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       181 | NS      | $44491.61     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Sealed Air Corp                                           | Sealed Air Corp                                                                 | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |      9275 | NS      | $507899.00    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Microsoft Corp                                            | Microsoft Corp                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     28230 | NS      | $6995676.30   | 1.45%             |  |  |  | No            | 1                  | On Loan: No      |
| Suncor Energy Inc                                         | Suncor Energy Inc                                                               | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |      6416 | NS      | $222683.01    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Nomura Holdings Inc                                       | Nomura Holdings Inc                                                             | CUSIP: 000000000<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |      5200 | NS      | $20737.45     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Enel SpA                                                  | Enel SpA                                                                        | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |      4921 | NS      | $28965.09     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Dr Ing hc F Porsche AG                                    | Dr Ing hc F Porsche AG                                                          | CUSIP: 000000000<br>LEI: 529900EWEX125AULXI58 | Long             | EP               | CORP              | DE        |      9470 | NS      | $1123506.63   | 0.23%             |  |  |  | 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      | $-75278.54    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Align Technology Inc                                      | Align Technology Inc                                                            | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |        45 | NS      | $12137.85     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Industria de Diseno Textil SA                             | Industria de Diseno Textil SA                                                   | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |      5047 | NS      | $157607.54    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                              | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    712000 | PA      | $694796.61    | 0.14%             | 2027-03-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Becton Dickinson and Co                                   | Becton Dickinson and Co                                                         | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |       181 | NS      | $45651.82     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| American Tower Corp                                       | American Tower Corp                                                             | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |      1960 | NS      | $437844.40    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Neste Oyj                                                 | Neste Oyj                                                                       | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | EC               | CORP              | FI        |       906 | NS      | $43203.61     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Kering SA                                                 | Kering SA                                                                       | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |        43 | NS      | $26844.73     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Evolution AB                                              | Evolution AB                                                                    | CUSIP: 000000000<br>LEI: 549300SUH6ZR1RF6TA88 | Long             | EC               | CORP              | SE        |      1566 | NS      | $175986.35    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Dollar Tree Inc                                           | Dollar Tree Inc                                                                 | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |       148 | NS      | $22226.64     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MPLX LP                                                   | MPLX LP                                                                         | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1037000 | PA      | $919083.12    | 0.19%             | 2052-03-14      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Packaging Corp of America                                 | Packaging Corp of America                                                       | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       748 | NS      | $106739.60    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| IQVIA Holdings Inc                                        | IQVIA Holdings Inc                                                              | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |       138 | NS      | $31658.58     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CONTINENTAL RESOURCES                                     | Continental Resources Inc/OK                                                    | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    812000 | PA      | $772596.09    | 0.16%             | 2028-01-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Houlihan Lokey Inc                                        | Houlihan Lokey Inc                                                              | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |      1021 | NS      | $101150.47    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Veeva Systems Inc                                         | Veeva Systems Inc                                                               | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |        79 | NS      | $13473.45     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange Inc                             | Intercontinental Exchange Inc                                                   | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |       304 | NS      | $32695.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Applied Materials Inc                                     | Applied Materials Inc                                                           | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      2069 | NS      | $230672.81    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Trade Desk Inc/The                                        | Trade Desk Inc/The                                                              | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |      2344 | NS      | $118840.80    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Rockwell Automation Inc                                   | Rockwell Automation Inc                                                         | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       742 | NS      | $209266.26    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Array Technologies Inc                                    | Array Technologies Inc                                                          | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Long             | EC               | CORP              | US        |      1865 | NS      | $41458.95     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                            | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2582000 | PA      | $2263222.43   | 0.47%             | 2030-10-22      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Moderna Inc                                               | Moderna Inc                                                                     | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |       138 | NS      | $24296.28     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Constellation Energy Corp                                 | Constellation Energy Corp                                                       | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |       345 | NS      | $29449.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Stryker Corp                                              | Stryker Corp                                                                    | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       917 | NS      | $232743.77    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Huntington Ingalls Industries Inc                         | Huntington Ingalls Industries Inc                                               | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |       103 | NS      | $22715.62     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Trane Technologies PLC                                    | Trane Technologies PLC                                                          | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      2383 | NS      | $426842.96    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                    | S+P 500 INDEX                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        69 | NC      | $5002.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Newmont Goldcorp Corp.                                    | Newmont Goldcorp Corp.                                                          | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |       539 | NS      | $28529.27     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED JPY / SOLD CHF                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |         1 | NC      | $-21182.81    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Adyen NV                                                  | Adyen NV                                                                        | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |        59 | NS      | $89193.24     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                  | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    699000 | PA      | $476966.35    | 0.10%             | 2052-06-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Willis Towers Watson PLC                                  | Willis Towers Watson PLC                                                        | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |       273 | NS      | $69393.87     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| NVIDIA Corp                                               | NVIDIA Corp                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      7951 | NS      | $1553386.87   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Chevron Corp                                              | Chevron Corp                                                                    | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2861 | NS      | $497871.22    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Johnson Controls International plc                        | Johnson Controls International plc                                              | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |      4660 | NS      | $324196.20    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Citibank N.A.                                             | PURCHASED USD / SOLD CNH                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $12118.33     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    635000 | PA      | $640522.54    | 0.13%             | 2034-01-24      | Fixed         | 5.07%                 | No            | 2                  | On Loan: No      |
| Adobe, Inc.                                               | Adobe, Inc.                                                                     | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      2301 | NS      | $852152.34    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| KeyCorp                                                   | KeyCorp                                                                         | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |      7399 | NS      | $141986.81    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Woodside Energy Group Ltd                                 | Woodside Energy Group Ltd                                                       | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |      7532 | NS      | $195520.36    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| STAAR Surgical Co                                         | STAAR Surgical Co                                                               | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |       232 | NS      | $16367.60     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Infosys Ltd                                               | Infosys Ltd                                                                     | CUSIP: 456788108<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               | CORP              | IN        |      2076 | NS      | $39028.80     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Osaka Exchange                                            | TOPIX INDX FUTR MAR23                                                           | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |        24 | NC      | $86359.77     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Take-Two Interactive Software Inc                         | Take-Two Interactive Software Inc                                               | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |       141 | NS      | $15965.43     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                          | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |      1879 | NS      | $58574.91     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Waste Management Inc                                      | Waste Management Inc                                                            | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      4467 | NS      | $691178.91    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| GSK PLC                                                   | GSK PLC                                                                         | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     63039 | NS      | $1100850.46   | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| PG&E ENERGY RECOVERY FND                                  | PG&E Energy Recovery Funding LLC                                                | CUSIP: 71710TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    644000 | PA      | $508716.99    | 0.11%             | 2036-01-15      | Fixed         | 2.28%                 | No            | 2                  | On Loan: No      |
| Elisa Oyj                                                 | Elisa Oyj                                                                       | CUSIP: 000000000<br>LEI: 743700TU2S3DXWGU7H32 | Long             | EC               | CORP              | FI        |       704 | NS      | $40133.05     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Danske Bank A/S                                           | Danske Bank A/S                                                                 | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |      1825 | NS      | $37964.37     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Hubbell Inc                                               | Hubbell Inc                                                                     | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |       399 | NS      | $91335.09     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                  | Discovery Communications LLC                                                    | CUSIP: 25470DAR0<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    561000 | PA      | $524317.69    | 0.11%             | 2028-03-20      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Alphabet Inc                                              | Alphabet Inc                                                                    | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     15045 | NS      | $1502544.15   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                            | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2482000 | PA      | $2006327.38   | 0.42%             | 2031-07-23      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| Cigna Corp                                                | Cigna Corp                                                                      | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      2364 | NS      | $748607.88    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Allkem Ltd                                                | Allkem Ltd                                                                      | CUSIP: 000000000<br>LEI: 2138006SR6M416DVKM86 | Long             | EC               | CORP              | AU        |     12669 | NS      | $117546.38    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Cie Financiere Richemont SA                               | Cie Financiere Richemont SA                                                     | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |       326 | NS      | $50264.54     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    419000 | PA      | $300714.02    | 0.06%             | 2040-08-01      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK NY                                          | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1050000 | PA      | $928012.10    | 0.19%             | 2027-11-16      | Fixed         | 2.31%                 | No            | 2                  | On Loan: No      |
| Sempra Energy                                             | Sempra Energy                                                                   | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |       279 | NS      | $44732.07     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Mitsui Mining & Smelting Co Ltd                           | Mitsui Mining & Smelting Co Ltd                                                 | CUSIP: 000000000<br>LEI: 35380021EYAHSQM25559 | Long             | EC               | CORP              | JP        |       500 | NS      | $13334.19     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| O'Reilly Automotive Inc                                   | O'Reilly Automotive Inc                                                         | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       930 | NS      | $736885.50    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| iShares iBoxx $ Investment Grade Corporate Bond ETF       | iShares iBoxx $ Investment Grade Corporate Bond ETF                             | CUSIP: 464287242<br>LEI: 549300FYCXFXG8POR355 | Long             | EC               | RF                | US        |    193620 | NS      | $21466649.40  | 4.46%             |  |  |  | No            | 1                  | On Loan: No      |
| Osaka Exchange                                            | NIKKEI 225 (OSE) MAR23                                                          | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |       -24 | NC      | $-259570.51   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| CVS Health Corp                                           | CVS Health Corp                                                                 | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      3117 | NS      | $274981.74    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Crown Castle Inc                                          | Crown Castle Inc                                                                | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |       193 | NS      | $28585.23     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| DuPont de Nemours, Inc.                                   | DuPont de Nemours, Inc.                                                         | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |       410 | NS      | $30319.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| adidas AG                                                 | adidas AG                                                                       | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |        86 | NS      | $13784.40     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ELECTRONIC ARTS INC                                       | Electronic Arts Inc                                                             | CUSIP: 285512AE9<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |   2147000 | PA      | $1753698.54   | 0.36%             | 2031-02-15      | Fixed         | 1.85%                 | No            | 2                  | On Loan: No      |
| Illumina Inc                                              | Illumina Inc                                                                    | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |        63 | NS      | $13494.60     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bureau Veritas SA                                         | Bureau Veritas SA                                                               | CUSIP: 000000000<br>LEI: 969500TPU5T3HA5D1F11 | Long             | EC               | CORP              | FR        |      5533 | NS      | $158114.98    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                         | EURO-SCHATZ FUT MAR23                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |      -161 | NC      | $25895.25     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Walt Disney Co/The                                        | Walt Disney Co/The                                                              | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      3356 | NS      | $364092.44    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| TARGA RESOURCES CORP                                      | Targa Resources Corp                                                            | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1034000 | PA      | $937062.76    | 0.19%             | 2033-02-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| GMexico Transportes SAB de CV                             | GMexico Transportes SAB de CV                                                   | CUSIP: 000000000<br>LEI: 4469000001BXJ8FN4U73 | Long             | EC               | CORP              | MX        |     11500 | NS      | $24831.52     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Santos Ltd                                                | Santos Ltd                                                                      | CUSIP: 000000000<br>LEI: 5299000RK70B5O2M7077 | Long             | EC               | CORP              | AU        |      9194 | NS      | $46404.40     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Iluka Resources Ltd                                       | Iluka Resources Ltd                                                             | CUSIP: 000000000<br>LEI: 2549009N2Y1F4YNB0955 | Long             | EC               | CORP              | AU        |      3957 | NS      | $30487.16     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Subaru Corp                                               | Subaru Corp                                                                     | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |      2800 | NS      | $46253.97     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Target Corp                                               | Target Corp                                                                     | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       519 | NS      | $89340.66     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Endeavour Group Ltd/Australia                             | Endeavour Group Ltd/Australia                                                   | CUSIP: 000000000<br>LEI: 254900JAN9FOLMWAD533 | Long             | EC               | CORP              | AU        |      1510 | NS      | $7084.33      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Gartner Inc                                               | Gartner Inc                                                                     | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |      1472 | NS      | $497742.08    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Marsh & McLennan Cos Inc                                  | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      4289 | NS      | $750188.99    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Walmart Inc                                               | Walmart Inc                                                                     | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |       653 | NS      | $93947.11     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Mitsui & Co Ltd                                           | Mitsui & Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |      2500 | NS      | $73871.80     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                   | CUSIP: 904678AY5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   4615000 | PA      | $3742467.10   | 0.78%             | 2032-06-03      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Compass Group PLC                                         | Compass Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |       944 | NS      | $22506.74     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                               | PURCHASED CNH / SOLD USD                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CN        |         1 | NC      | $-25162.16    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Astellas Pharma Inc                                       | Astellas Pharma Inc                                                             | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |     17200 | NS      | $253865.80    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Coca-Cola Co/The                                          | Coca-Cola Co/The                                                                | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     11885 | NS      | $728788.20    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Fortinet Inc                                              | Fortinet Inc                                                                    | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      5334 | NS      | $279181.56    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Azimut Holding SpA                                        | Azimut Holding SpA                                                              | CUSIP: 000000000<br>LEI: 81560025690EF8540635 | Long             | EC               | CORP              | IT        |      1811 | NS      | $45159.47     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Beazley PLC                                               | Beazley PLC                                                                     | CUSIP: 000000000<br>LEI: 213800VTOMUWD41GIT12 | Long             | EC               | CORP              | GB        |      4299 | NS      | $35337.65     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Eisai Co Ltd                                              | Eisai Co Ltd                                                                    | CUSIP: 000000000<br>LEI: 353800HDEE0ZYEX4QV91 | Long             | EC               | CORP              | JP        |       100 | NS      | $6203.61      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LAS VEGAS SANDS CORP                                      | Las Vegas Sands Corp                                                            | CUSIP: 517834AG2<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1509000 | PA      | $1452233.56   | 0.30%             | 2024-08-08      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Shopify Inc                                               | Shopify Inc                                                                     | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |       459 | NS      | $22619.69     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MongoDB Inc                                               | MongoDB Inc                                                                     | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |        57 | NS      | $12209.97     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Royal Bank of Canada                                      | Royal Bank of Canada                                                            | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |      3632 | NS      | $371675.72    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Public Storage                                            | Public Storage                                                                  | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               |  | US        |       134 | NS      | $40781.56     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED BRL / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | BR        |         1 | NC      | $5701.30      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Eramet SA                                                 | Eramet SA                                                                       | CUSIP: 000000000<br>LEI: 549300LUH78PG2MP6N64 | Long             | EC               | CORP              | FR        |       299 | NS      | $29850.85     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Techtronic Industries Co Ltd                              | Techtronic Industries Co Ltd                                                    | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |      1000 | NS      | $12892.76     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NGK Insulators Ltd                                        | NGK Insulators Ltd                                                              | CUSIP: 000000000<br>LEI: 353800701BNCL25VYY16 | Long             | EC               | CORP              | JP        |      2500 | NS      | $34531.15     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD KRW                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-17744.86    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Huntsman Corp                                             | Huntsman Corp                                                                   | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |      1254 | NS      | $39739.26     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Nice Ltd                                                  | Nice Ltd                                                                        | CUSIP: 653656108<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |        74 | NS      | $15349.82     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Airbnb Inc                                                | Airbnb Inc                                                                      | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |      1654 | NS      | $183775.94    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Exxon Mobil Corp                                          | Exxon Mobil Corp                                                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      6357 | NS      | $737475.57    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Cellnex Telecom SA                                        | Cellnex Telecom SA                                                              | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |       428 | NS      | $16795.43     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Corning Inc                                               | Corning Inc                                                                     | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      1040 | NS      | $35994.40     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Sekisui Chemical Co Ltd                                   | Sekisui Chemical Co Ltd                                                         | CUSIP: 000000000<br>LEI: 529900KQIVT7NWFNMI70 | Long             | EC               | CORP              | JP        |      2700 | NS      | $37805.86     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Lynas Rare Earths Ltd                                     | Lynas Rare Earths Ltd                                                           | CUSIP: 000000000<br>LEI: 529900SGT9M1FJPXXI35 | Long             | EC               | CORP              | AU        |      2723 | NS      | $18248.40     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Air Liquide SA                                            | Air Liquide SA                                                                  | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |      1487 | NS      | $236974.03    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| RingCentral Inc                                           | RingCentral Inc                                                                 | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |       738 | NS      | $28804.14     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Franklin Resources Inc                                    | Franklin Resources Inc                                                          | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |      1400 | NS      | $43680.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Etsy Inc                                                  | Etsy Inc                                                                        | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |        58 | NS      | $7979.64      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nestle SA                                                 | Nestle SA                                                                       | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |     20834 | NS      | $2542403.25   | 0.53%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                    | PURCHASED NOK / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NO        |         1 | NC      | $-9741.42     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Axis Capital Holdings Ltd                                 | Axis Capital Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       535 | NS      | $33474.95     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Spark New Zealand Ltd                                     | Spark New Zealand Ltd                                                           | CUSIP: 000000000<br>LEI: 529900HUN51H3Y7QBB66 | Long             | EC               | CORP              | NZ        |     25321 | NS      | $85384.21     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| PG&E ENERGY RECOVERY FND                                  | PG&E Energy Recovery Funding LLC                                                | CUSIP: 71710TAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    853000 | PA      | $635644.39    | 0.13%             | 2046-07-15      | Fixed         | 2.82%                 | No            | 2                  | On Loan: No      |
| Plug Power Inc                                            | Plug Power Inc                                                                  | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Long             | EC               | CORP              | US        |       251 | NS      | $4272.02      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bachem Holding AG                                         | Bachem Holding AG                                                               | CUSIP: 000000000<br>LEI: 506700S81111XI7TG884 | Long             | EC               | CORP              | CH        |       170 | NS      | $15037.77     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| M&T BANK CORPORATION                                      | M&T Bank Corp                                                                   | CUSIP: 55261FAH7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    617000 | PA      | $572576.34    | 0.12%             | 2026-11-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Galaxy Entertainment Group Ltd                            | Galaxy Entertainment Group Ltd                                                  | CUSIP: 000000000<br>LEI: 549300ZSEBV3HR826S10 | Long             | EC               | CORP              | HK        |      3000 | NS      | $20960.67     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Keyence Corp                                              | Keyence Corp                                                                    | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |      2700 | NS      | $1247202.24   | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                          | Deutsche Bank AG                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |      1112 | NS      | $14771.20     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Agnico Eagle Mines Ltd                                    | Agnico Eagle Mines Ltd                                                          | CUSIP: 008474108<br>LEI: YGE0EUBRF7IJOB3QRX76 | Long             | EC               | CORP              | CA        |       328 | NS      | $18523.11     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Steel Dynamics Inc                                        | Steel Dynamics Inc                                                              | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      4824 | NS      | $581967.36    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Kesko Oyj                                                 | Kesko Oyj                                                                       | CUSIP: 000000000<br>LEI: 743700OX6HSVMCAHPB95 | Long             | EC               | CORP              | FI        |       494 | NS      | $11506.25     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Wolters Kluwer NV                                         | Wolters Kluwer NV                                                               | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |      2054 | NS      | $223858.82    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| CONTINENTAL RESOURCES                                     | Continental Resources Inc/OK                                                    | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    981000 | PA      | $770783.46    | 0.16%             | 2032-04-01      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Sagax AB                                                  | Sagax AB                                                                        | CUSIP: 000000000<br>LEI: 549300LJX28T6OM8DT95 | Long             | EC               | CORP              | SE        |       661 | NS      | $16461.68     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Geberit AG                                                | Geberit AG                                                                      | CUSIP: 000000000<br>LEI: 52990093Z5OHD6T7BS47 | Long             | EC               | CORP              | CH        |       267 | NS      | $152633.51    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| BE Semiconductor Industries NV                            | BE Semiconductor Industries NV                                                  | CUSIP: 000000000<br>LEI: 7245007A1YFLI2GNYX06 | Long             | EC               | CORP              | NL        |       504 | NS      | $35968.23     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Palantir Technologies Inc                                 | Palantir Technologies Inc                                                       | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      1602 | NS      | $12463.56     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| WiseTech Global Ltd                                       | WiseTech Global Ltd                                                             | CUSIP: 000000000<br>LEI: 254900VE3AF301Q85K83 | Long             | EC               | CORP              | AU        |      1289 | NS      | $55841.54     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Assured Guaranty Ltd                                      | Assured Guaranty Ltd                                                            | CUSIP: 000000000<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |       612 | NS      | $38311.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Activision Blizzard Inc                                   | Activision Blizzard Inc                                                         | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |       352 | NS      | $26952.64     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Marvell Technology Inc                                    | Marvell Technology Inc                                                          | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1320 | NS      | $56958.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS AG                                                    | PURCHASED NOK / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NO        |         1 | NC      | $-5480.88     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $159.35       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Marathon Oil Corp                                         | Marathon Oil Corp                                                               | CUSIP: 565849AE6<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1888977.82   | 0.39%             | 2037-10-01      | Fixed         | 6.60%                 | No            | 2                  | On Loan: No      |
| Secom Co Ltd                                              | Secom Co Ltd                                                                    | CUSIP: 000000000<br>LEI: 529900TYCL9N3E9PGE47 | Long             | EC               | CORP              | JP        |       600 | NS      | $35737.16     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF IRELAND GROUP                                     | Bank of Ireland Group PLC                                                       | CUSIP: 06279JAB5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   2190000 | PA      | $1911729.84   | 0.40%             | 2027-09-30      | Fixed         | 2.03%                 | No            | 2                  | On Loan: No      |
| ASX Clear (Futures)                                       | SPI 200 FUTURES MAR23                                                           | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DE               |  | AU        |        20 | NC      | $116539.13    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Outokumpu Oyj                                             | Outokumpu Oyj                                                                   | CUSIP: 000000000<br>LEI: 5493009YRUJJDCFF0R80 | Long             | EC               | CORP              | FI        |      5133 | NS      | $29342.65     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Murata Manufacturing Co Ltd                               | Murata Manufacturing Co Ltd                                                     | CUSIP: 000000000<br>LEI: 529900QZG6DL8ZRI7140 | Long             | EC               | CORP              | JP        |       400 | NS      | $22981.62     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ATI Inc                                                   | ATI Inc                                                                         | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |      1881 | NS      | $68449.59     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Assa Abloy AB                                             | Assa Abloy AB                                                                   | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |      1081 | NS      | $25477.50     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| London Stock Exchange Group PLC                           | London Stock Exchange Group PLC                                                 | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |       178 | NS      | $16308.13     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Carlisle Cos Inc                                          | Carlisle Cos Inc                                                                | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |       826 | NS      | $207210.36    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| CoStar Group Inc                                          | CoStar Group Inc                                                                | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       363 | NS      | $28277.70     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                        | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $999511.55    | 0.21%             | 2041-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| TJX Cos Inc/The                                           | TJX Cos Inc/The                                                                 | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       674 | NS      | $55173.64     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Nitto Denko Corp                                          | Nitto Denko Corp                                                                | CUSIP: 000000000<br>LEI: 3538009GX5P09USH2J25 | Long             | EC               | CORP              | JP        |      1400 | NS      | $90599.74     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Engie SA                                                  | Engie SA                                                                        | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |      8621 | NS      | $122643.75    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| DUKE ENERGY CAROLINAS                                     | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    305000 | PA      | $246674.55    | 0.05%             | 2052-03-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Incyte Corp                                               | Incyte Corp                                                                     | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |       228 | NS      | $19411.92     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Repsol SA                                                 | Repsol SA                                                                       | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |      8541 | NS      | $140210.37    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Monster Beverage Corp                                     | Monster Beverage Corp                                                           | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      2327 | NS      | $242194.16    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                            | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2251000 | PA      | $2043007.60   | 0.42%             | 2027-01-27      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Berkshire Hathaway Inc                                    | Berkshire Hathaway Inc                                                          | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      1499 | NS      | $466968.48    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Markel Corp                                               | Markel Corp                                                                     | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |        30 | NS      | $42269.40     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED SEK / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | SE        |         1 | NC      | $-10149.99    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                              | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $806307.98    | 0.17%             | 2030-12-03      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Nutrien Ltd                                               | Nutrien Ltd                                                                     | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |      1825 | NS      | $151069.48    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Vestas Wind Systems A/S                                   | Vestas Wind Systems A/S                                                         | CUSIP: 000000000<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |     43855 | NS      | $1281216.10   | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| DSV A/S                                                   | DSV A/S                                                                         | CUSIP: 000000000<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |       250 | NS      | $41285.23     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank N.A.                                             | PURCHASED GBP / SOLD CHF                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $-103.51      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Hershey Co/The                                            | Hershey Co/The                                                                  | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       960 | NS      | $215616.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Intesa Sanpaolo SpA                                       | Intesa Sanpaolo SpA                                                             | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |     14923 | NS      | $39189.67     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Recruit Holdings Co Ltd                                   | Recruit Holdings Co Ltd                                                         | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |     29100 | NS      | $934093.15    | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Atlas Copco AB                                            | Atlas Copco AB                                                                  | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |      9139 | NS      | $108091.03    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Sabra Health Care REIT Inc                                | Sabra Health Care REIT Inc                                                      | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               |  | US        |      3385 | NS      | $45697.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                         | EURO STOXX 50 MAR23                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |      -251 | NC      | $-473529.88   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| TransDigm Group Inc                                       | TransDigm Group Inc                                                             | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       167 | NS      | $119864.25    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Netflix Inc                                               | Netflix Inc                                                                     | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      2359 | NS      | $834755.74    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Hess Corp                                                 | Hess Corp                                                                       | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   2965000 | PA      | $2904207.98   | 0.60%             | 2027-04-01      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Cadence Design Systems Inc                                | Cadence Design Systems Inc                                                      | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      3440 | NS      | $628935.20    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| AstraZeneca PLC                                           | AstraZeneca PLC                                                                 | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     15650 | NS      | $2047619.23   | 0.43%             |  |  |  | No            | 2                  | On Loan: No      |
| Koninklijke KPN NV                                        | Koninklijke KPN NV                                                              | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |     28979 | NS      | $99004.30     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LP                                      | Boston Properties LP                                                            | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    750000 | PA      | $666378.17    | 0.14%             | 2029-06-21      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                        | CUSIP: 74977RDR2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    974000 | PA      | $964401.25    | 0.20%             | 2028-08-22      | Fixed         | 4.66%                 | No            | 2                  | On Loan: No      |
| SPDR Bloomberg Emerging Markets Local Bond ETF            | SPDR Bloomberg Emerging Markets Local Bond ETF                                  | CUSIP: 78464A391<br>LEI: 549300UZIXAGB0EPMT96 | Long             | EC               | RF                | US        |    240321 | NS      | $5174111.13   | 1.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Intuitive Surgical Inc                                    | Intuitive Surgical Inc                                                          | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       193 | NS      | $47418.17     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chr Hansen Holding A/S                                    | Chr Hansen Holding A/S                                                          | CUSIP: 000000000<br>LEI: 549300MKPW8ZF3E8MW37 | Long             | EC               | CORP              | DK        |       159 | NS      | $11724.47     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Dexerials Corp                                            | Dexerials Corp                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $23473.01     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FANUC Corp                                                | FANUC Corp                                                                      | CUSIP: 000000000<br>LEI: 529900QTSW745LOKW705 | Long             | EC               | CORP              | JP        |       200 | NS      | $35399.75     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Essent Group Ltd                                          | Essent Group Ltd                                                                | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |      1554 | NS      | $68422.62     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD IDR                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-5379.13     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                             | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1327000 | PA      | $1066395.75   | 0.22%             | 2032-02-04      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                    | US 5YR NOTE (CBT) MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        27 | NC      | $34339.09     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Sika AG                                                   | Sika AG                                                                         | CUSIP: 000000000<br>LEI: 549300R3N69ECGYPU434 | Long             | EC               | CORP              | CH        |      2584 | NS      | $735668.63    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Axcelis Technologies Inc                                  | Axcelis Technologies Inc                                                        | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |       315 | NS      | $34634.25     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Ecolab Inc                                                | Ecolab Inc                                                                      | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |       140 | NS      | $21676.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mastercard Inc                                            | Mastercard Inc                                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      4107 | NS      | $1522054.20   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                    | US LONG BOND(CBT) MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       290 | NC      | $905836.75    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Republic Services Inc                                     | Republic Services Inc                                                           | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      1092 | NS      | $136303.44    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| AT&T Inc                                                  | AT&T Inc                                                                        | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     32727 | NS      | $666648.99    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Pernod Ricard SA                                          | Pernod Ricard SA                                                                | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | EC               | CORP              | FR        |       683 | NS      | $141317.15    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Southwest Airlines Co                                     | Southwest Airlines Co                                                           | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |      8282 | NS      | $296247.14    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Shin-Etsu Chemical Co Ltd                                 | Shin-Etsu Chemical Co Ltd                                                       | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |      1100 | NS      | $163840.01    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Broadcom Inc                                              | Broadcom Inc                                                                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      1041 | NS      | $608995.41    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Amgen Inc                                                 | Amgen Inc                                                                       | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      1988 | NS      | $501771.20    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Westpac Banking Corp                                      | Westpac Banking Corp                                                            | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | EC               | CORP              | AU        |      2178 | NS      | $36634.64     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                                            | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     18703 | NS      | $663582.44    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| SolarEdge Technologies Inc                                | SolarEdge Technologies Inc                                                      | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |       535 | NS      | $170734.55    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Unum Group                                                | Unum Group                                                                      | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |      2426 | NS      | $101964.78    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Toyota Motor Corp                                         | Toyota Motor Corp                                                               | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |     21200 | NS      | $307582.94    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| HEICO Corp                                                | HEICO Corp                                                                      | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |       447 | NS      | $76414.65     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Snap Inc                                                  | Snap Inc                                                                        | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |       510 | NS      | $5895.60      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Volkswagen AG                                             | Volkswagen AG                                                                   | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EC               | CORP              | DE        |       242 | NS      | $33434.23     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SWAP CITIBANK COC                                         | SWAP CITIBANK COC                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     90000 | NS      | $90000.00     | 0.02%             |  |  |  | No            | N/A                | On Loan: No      |
| Stellantis NV                                             | Stellantis NV                                                                   | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |      5226 | NS      | $81892.11     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Nippon Building Fund Inc                                  | Nippon Building Fund Inc                                                        | CUSIP: 000000000<br>LEI: 52990053R8NL2MB32172 | Long             | EC               |  | JP        |         8 | NS      | $34996.43     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                                       | Southern California Edison Co                                                   | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $973542.36    | 0.20%             | 2029-03-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Tesla Inc                                                 | Tesla Inc                                                                       | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      9315 | NS      | $1613544.30   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| US Bancorp                                                | US Bancorp                                                                      | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     20339 | NS      | $1012882.20   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Nippon Prologis REIT Inc                                  | Nippon Prologis REIT Inc                                                        | CUSIP: 000000000<br>LEI: 353800PHBMSDLAFURY41 | Long             | EC               |  | JP        |        16 | NS      | $36331.90     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Inpex Corp                                                | Inpex Corp                                                                      | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |     20100 | NS      | $221516.09    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| NMI Holdings Inc                                          | NMI Holdings Inc                                                                | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |       827 | NS      | $19211.21     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Deutsche Telekom AG                                       | Deutsche Telekom AG                                                             | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |      2224 | NS      | $49479.12     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Aviva PLC                                                 | Aviva PLC                                                                       | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |      4132 | NS      | $23252.37     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Swissquote Group Holding SA                               | Swissquote Group Holding SA                                                     | CUSIP: 000000000<br>LEI: 549300O3WME82RDPEN66 | Long             | EC               | CORP              | CH        |       151 | NS      | $27234.90     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ING Groep NV                                              | ING Groep NV                                                                    | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |     11142 | NS      | $160816.90    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Home Depot Inc/The                                        | Home Depot Inc/The                                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      4040 | NS      | $1309646.80   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| CANADIAN NATL RESOURCES                                   | Canadian Natural Resources Ltd                                                  | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    904000 | PA      | $790571.42    | 0.16%             | 2030-07-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Intel Corp                                                | Intel Corp                                                                      | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      1682 | NS      | $47533.32     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Viscofan SA                                               | Viscofan SA                                                                     | CUSIP: 000000000<br>LEI: 95980020140005684765 | Long             | EC               | CORP              | ES        |       580 | NS      | $37372.58     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Crocs Inc                                                 | Crocs Inc                                                                       | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |       654 | NS      | $79637.58     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Mitsui OSK Lines Ltd                                      | Mitsui OSK Lines Ltd                                                            | CUSIP: 000000000<br>LEI: 353800P8O843TMAZ6S09 | Long             | EC               | CORP              | JP        |       200 | NS      | $4946.05      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Dillard's Inc                                             | Dillard's Inc                                                                   | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |       106 | NS      | $41690.86     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| SS&C Technologies Holdings Inc                            | SS&C Technologies Holdings Inc                                                  | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |       407 | NS      | $24562.45     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8895000 | PA      | $8855389.50   | 1.84%             | 2028-01-31      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| REPUBLIC SERVICES INC                                     | Republic Services Inc                                                           | CUSIP: 760759AX8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    686000 | PA      | $549095.86    | 0.11%             | 2031-02-15      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1269000 | PA      | $1119006.28   | 0.23%             | 2033-03-02      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| Rio Tinto PLC                                             | Rio Tinto PLC                                                                   | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |      5100 | NS      | $398699.36    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Ono Pharmaceutical Co Ltd                                 | Ono Pharmaceutical Co Ltd                                                       | CUSIP: 000000000<br>LEI: 529900G26L4NG4GFJZ86 | Long             | EC               | CORP              | JP        |      8600 | NS      | $186768.18    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Silgan Holdings Inc                                       | Silgan Holdings Inc                                                             | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |      1181 | NS      | $63644.09     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Honda Motor Co Ltd                                        | Honda Motor Co Ltd                                                              | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |      7500 | NS      | $186028.11    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Evergy Inc                                                | Evergy Inc                                                                      | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |       690 | NS      | $43228.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Conagra Brands Inc                                        | Conagra Brands Inc                                                              | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |       500 | NS      | $18595.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TRUIST FINANCIAL CORP                                     | Truist Financial Corp                                                           | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   3592000 | PA      | $3441908.42   | 0.72%             | 2024-09-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                | Anheuser-Busch InBev SA/NV                                                      | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |       556 | NS      | $33469.02     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| APERAM SA                                                 | APERAM SA                                                                       | CUSIP: 000000000<br>LEI: 5493001136GE6L4R7M63 | Long             | EC               | CORP              | LU        |       510 | NS      | $20158.05     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Koninklijke Ahold Delhaize NV                             | Koninklijke Ahold Delhaize NV                                                   | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |       883 | NS      | $26314.41     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BCE Inc                                                   | BCE Inc                                                                         | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Long             | EC               | CORP              | CA        |      1809 | NS      | $85518.09     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Verbund AG                                                | Verbund AG                                                                      | CUSIP: 000000000<br>LEI: 5299006UDSEJCTTEJS30 | Long             | EC               | CORP              | AT        |      1506 | NS      | $128505.91    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Odakyu Electric Railway Co Ltd                            | Odakyu Electric Railway Co Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $15745.27     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Radian Group Inc                                          | Radian Group Inc                                                                | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |      2746 | NS      | $60686.60     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BorgWarner Inc                                            | BorgWarner Inc                                                                  | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |      1894 | NS      | $89548.32     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                  | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |   2500000 | PA      | $2022748.28   | 0.42%             | 2031-02-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Arista Networks Inc                                       | Arista Networks Inc                                                             | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      2140 | NS      | $269682.80    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Abbott Laboratories                                       | Abbott Laboratories                                                             | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      3454 | NS      | $381839.70    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Legrand SA                                                | Legrand SA                                                                      | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |     10035 | NS      | $896952.76    | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| FedEx Corp                                                | FedEx Corp                                                                      | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       157 | NS      | $30436.02     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Ford Motor Co                                             | Ford Motor Co                                                                   | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      2385 | NS      | $32221.35     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Kajima Corp                                               | Kajima Corp                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $17199.32     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Mineral Resources Ltd                                     | Mineral Resources Ltd                                                           | CUSIP: 000000000<br>LEI: 5299007V1ACKFFX2P066 | Long             | EC               | CORP              | AU        |      1879 | NS      | $119153.79    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC                                          | Crown Castle Inc                                                                | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   3419000 | PA      | $2853632.45   | 0.59%             | 2031-01-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Paylocity Holding Corp                                    | Paylocity Holding Corp                                                          | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |       385 | NS      | $80191.65     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Match Group Inc                                           | Match Group Inc                                                                 | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |       308 | NS      | $16668.96     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SBA Communications Corp                                   | SBA Communications Corp                                                         | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |        69 | NS      | $20529.57     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Antero Midstream Corp                                     | Antero Midstream Corp                                                           | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3910 | NS      | $42619.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BASF SE                                                   | BASF SE                                                                         | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | EC               | CORP              | DE        |       709 | NS      | $40405.41     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Progress Software Corp                                    | Progress Software Corp                                                          | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |      1005 | NS      | $53305.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Parker-Hannifin Corp                                      | Parker-Hannifin Corp                                                            | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      1943 | NS      | $633418.00    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| IG Group Holdings PLC                                     | IG Group Holdings PLC                                                           | CUSIP: 000000000<br>LEI: 2138003A5Q1M7ANOUD76 | Long             | EC               | CORP              | GB        |      8832 | NS      | $86876.18     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Lonza Group AG                                            | Lonza Group AG                                                                  | CUSIP: 000000000<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |      2039 | NS      | $1164014.04   | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| GE HealthCare Technologies Inc                            | GE HealthCare Technologies Inc                                                  | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |       192 | NS      | $13347.84     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Global PLC                                        | Liberty Global PLC                                                              | CUSIP: 000000000<br>LEI: 549300BSGXG3QLIQYT84 | Long             | EC               | CORP              | GB        |      1246 | NS      | $27025.74     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CSX Corp                                                  | CSX Corp                                                                        | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      3486 | NS      | $107787.12    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Brookfield Asset Management Ltd                           | Brookfield Asset Management Ltd                                                 | CUSIP: 113004105<br>LEI: 549300CZ84WPNJZKY093 | Long             | EC               | CORP              | CA        |       236 | NS      | $7704.96      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nidec Corp                                                | Nidec Corp                                                                      | CUSIP: 000000000<br>LEI: 353800IF171MZTNL6Y31 | Long             | EC               | CORP              | JP        |       400 | NS      | $22133.30     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kinder Morgan Inc                                         | Kinder Morgan Inc                                                               | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      2057 | NS      | $37643.10     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs Group Inc/The                               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       315 | NS      | $115230.15    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America N.A.                                      | PURCHASED NOK / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | NO        |         1 | NC      | $-2129.58     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JDE PEET'S NV                                             | JDE Peet's NV                                                                   | CUSIP: 47216QAB9<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |   1213000 | PA      | $1052390.70   | 0.22%             | 2027-01-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| FinecoBank Banca Fineco SpA                               | FinecoBank Banca Fineco SpA                                                     | CUSIP: 000000000<br>LEI: 549300L7YCATGO57ZE10 | Long             | EC               | CORP              | IT        |     64457 | NS      | $1155315.96   | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| Ipsen SA                                                  | Ipsen SA                                                                        | CUSIP: 000000000<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |       396 | NS      | $41582.78     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Freeport-McMoRan Inc                                      | Freeport-McMoRan Inc                                                            | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     15399 | NS      | $687103.38    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| ServiceNow Inc                                            | ServiceNow Inc                                                                  | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       571 | NS      | $259879.23    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| NGK Spark Plug Co Ltd                                     | NGK Spark Plug Co Ltd                                                           | CUSIP: 000000000<br>LEI: 549300RG3XQGTFM4HH31 | Long             | EC               | CORP              | JP        |      2300 | NS      | $44900.82     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Sysco Corp                                                | Sysco Corp                                                                      | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |       392 | NS      | $30364.32     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CSL Ltd                                                   | CSL Ltd                                                                         | CUSIP: 000000000<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |       255 | NS      | $53824.41     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| QUANTA SERVICES INC                                       | Quanta Services Inc                                                             | CUSIP: 74762EAJ1<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    259000 | PA      | $184189.27    | 0.04%             | 2041-10-01      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| Canadian Natural Resources Ltd                            | Canadian Natural Resources Ltd                                                  | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |      4139 | NS      | $254054.43    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| National Australia Bank Ltd                               | National Australia Bank Ltd                                                     | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | EC               | CORP              | AU        |      2201 | NS      | $49609.42     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Gildan Activewear Inc                                     | Gildan Activewear Inc                                                           | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Long             | EC               | CORP              | CA        |      1028 | NS      | $32233.41     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| FactSet Research Systems Inc                              | FactSet Research Systems Inc                                                    | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |       340 | NS      | $143799.60    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |      4200 | NS      | $182759.87    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Fidelity National Information Services Inc                | Fidelity National Information Services Inc                                      | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |       387 | NS      | $29040.48     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Ashtead Group PLC                                         | Ashtead Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138007UTBN8X9K1A235 | Long             | EC               | CORP              | GB        |       543 | NS      | $35747.85     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Watsco Inc                                                | Watsco Inc                                                                      | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |       483 | NS      | $138799.71    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Julius Baer Group Ltd                                     | Julius Baer Group Ltd                                                           | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |      1093 | NS      | $70037.08     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Sherwin-Williams Co/The                                   | Sherwin-Williams Co/The                                                         | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      1379 | NS      | $326257.61    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Boliden AB                                                | Boliden AB                                                                      | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |      2536 | NS      | $114037.25    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Dexcom Inc                                                | Dexcom Inc                                                                      | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      1708 | NS      | $182909.72    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Givaudan SA                                               | Givaudan SA                                                                     | CUSIP: 000000000<br>LEI: 213800SVRMQA1TD91D41 | Long             | EC               | CORP              | CH        |        11 | NS      | $35702.88     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                             | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1348650.00   | 0.28%             | 2026-06-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Prosus NV                                                 | Prosus NV                                                                       | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |       487 | NS      | $39388.08     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Komatsu Ltd                                               | Komatsu Ltd                                                                     | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |      1600 | NS      | $39213.69     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| International Paper Co                                    | International Paper Co                                                          | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |       795 | NS      | $33246.90     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| UniCredit SpA                                             | UniCredit SpA                                                                   | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |      1509 | NS      | $29407.23     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| General Electric Co                                       | General Electric Co                                                             | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       577 | NS      | $46436.96     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Suzuki Motor Corp                                         | Suzuki Motor Corp                                                               | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |       300 | NS      | $11297.61     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deere & Co                                                | Deere & Co                                                                      | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      1315 | NS      | $556034.60    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Zurich Insurance Group AG                                 | Zurich Insurance Group AG                                                       | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |       140 | NS      | $69240.49     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Analog Devices Inc                                        | Analog Devices Inc                                                              | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      1184 | NS      | $203020.48    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Danone SA                                                 | Danone SA                                                                       | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |       430 | NS      | $23531.91     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                                      | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    354000 | PA      | $356253.36    | 0.07%             | 2029-02-01      | Fixed         | 5.47%                 | No            | 2                  | On Loan: No      |
| Charles Schwab Corp/The                                   | Charles Schwab Corp/The                                                         | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     13880 | NS      | $1074589.60   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| MetLife Inc                                               | MetLife Inc                                                                     | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      1569 | NS      | $114568.38    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Illinois Tool Works Inc                                   | Illinois Tool Works Inc                                                         | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      1214 | NS      | $286552.56    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| WESTLAKE CORP                                             | Westlake Corp                                                                   | CUSIP: 960413AW2<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    385000 | PA      | $345457.14    | 0.07%             | 2030-06-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Aflac Inc                                                 | Aflac Inc                                                                       | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      1203 | NS      | $88420.50     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                    | S+P 500 INDEX                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        40 | NC      | $58800.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Burberry Group PLC                                        | Burberry Group PLC                                                              | CUSIP: 000000000<br>LEI: 213800PE1KEFCNFR1R50 | Long             | EC               | CORP              | GB        |     40702 | NS      | $1237972.43   | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| Eversource Energy                                         | Eversource Energy                                                               | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |       356 | NS      | $29309.48     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1658000 | PA      | $1651571.72   | 0.34%             | 2033-07-25      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Duke Energy Corp                                          | Duke Energy Corp                                                                | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       589 | NS      | $60343.05     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Allianz SE                                                | Allianz SE                                                                      | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |       261 | NS      | $62264.97     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CEZ AS                                                    | CEZ AS                                                                          | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | EC               | CORP              | CZ        |       948 | NS      | $38512.22     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SHERWIN-WILLIAMS CO                                       | Sherwin-Williams Co/The                                                         | CUSIP: 824348BL9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    750000 | PA      | $641074.08    | 0.13%             | 2030-05-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Snowflake Inc                                             | Snowflake Inc                                                                   | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |       144 | NS      | $22527.36     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Meta Platforms Inc                                        | Meta Platforms Inc                                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      5202 | NS      | $774941.94    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2171000 | PA      | $1921319.37   | 0.40%             | 2030-10-30      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Pfizer Inc                                                | Pfizer Inc                                                                      | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     22070 | NS      | $974611.20    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Hoya Corp                                                 | Hoya Corp                                                                       | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |       300 | NS      | $33034.78     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| VeriSign Inc                                              | VeriSign Inc                                                                    | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       143 | NS      | $31181.15     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                         | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |      1726 | NS      | $18753.93     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ESSEX PORTFOLIO LP                                        | Essex Portfolio LP                                                              | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |   1119000 | PA      | $922926.27    | 0.19%             | 2032-03-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Ross Stores Inc                                           | Ross Stores Inc                                                                 | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |       235 | NS      | $27774.65     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Oracle Corp Japan                                         | Oracle Corp Japan                                                               | CUSIP: 000000000<br>LEI: 529900MIMKY9RU60Z323 | Long             | EC               | CORP              | JP        |       900 | NS      | $61569.89     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Liberty Media Corp-Liberty Formula One                    | Liberty Media Corp-Liberty Formula One                                          | CUSIP: 531229854<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4019 | NS      | $284545.20    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Bio-Techne Corp                                           | Bio-Techne Corp                                                                 | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |       680 | NS      | $54168.80     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Lululemon Athletica Inc                                   | Lululemon Athletica Inc                                                         | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |      3693 | NS      | $1133307.84   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Jazz Pharmaceuticals PLC                                  | Jazz Pharmaceuticals PLC                                                        | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |       342 | NS      | $53577.72     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Argenx SE                                                 | Argenx SE                                                                       | CUSIP: 000000000<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |        51 | NS      | $19388.21     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| First Solar Inc                                           | First Solar Inc                                                                 | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |      5688 | NS      | $1010188.80   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                                                    | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |     16479 | NS      | $350876.33    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Nibe Industrier AB                                        | Nibe Industrier AB                                                              | CUSIP: 000000000<br>LEI: 549300ZQH0FIF1P0MX67 | Long             | EC               | CORP              | SE        |     21700 | NS      | $234297.30    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Verizon Communications Inc                                | Verizon Communications Inc                                                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     11075 | NS      | $460387.75    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| BHP Group Ltd                                             | BHP Group Ltd                                                                   | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |     13563 | NS      | $475444.82    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Oracle Corp                                               | Oracle Corp                                                                     | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     12440 | NS      | $1100442.40   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Lasertec Corp                                             | Lasertec Corp                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $59610.34     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered PLC                                    | Standard Chartered PLC                                                          | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |     16741 | NS      | $140210.57    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Experian PLC                                              | Experian PLC                                                                    | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | JE        |       498 | NS      | $18207.10     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Raytheon Technologies Corp                                | Raytheon Technologies Corp                                                      | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |       970 | NS      | $96854.50     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Edwards Lifesciences Corp                                 | Edwards Lifesciences Corp                                                       | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      1286 | NS      | $98636.20     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| George Weston Ltd                                         | George Weston Ltd                                                               | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |       625 | NS      | $80403.78     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Fairfax Financial Holdings Ltd                            | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |        86 | NS      | $56934.97     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Vipshop Holdings Ltd                                      | Vipshop Holdings Ltd                                                            | CUSIP: 92763W103<br>LEI: 549300I9F52K06HPZX60 | Long             | EC               | CORP              | KY        |      2690 | NS      | $41614.30     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Eni SpA                                                   | Eni SpA                                                                         | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |     13321 | NS      | $205448.42    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Man Group PLC/Jersey                                      | Man Group PLC/Jersey                                                            | CUSIP: 000000000<br>LEI: 2549003YWC1DW6LALB09 | Long             | EC               | CORP              | JE        |     15717 | NS      | $48434.59     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Boeing Co/The                                             | Boeing Co/The                                                                   | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |       278 | NS      | $59214.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Nissan Chemical Corp                                      | Nissan Chemical Corp                                                            | CUSIP: 000000000<br>LEI: 3538002E4L1CUGJFFU25 | Long             | EC               | CORP              | JP        |      1900 | NS      | $89928.04     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Autodesk Inc                                              | Autodesk Inc                                                                    | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       146 | NS      | $31413.36     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Orsted AS                                                 | Orsted AS                                                                       | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | EC               | CORP              | DK        |       198 | NS      | $17648.68     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Prudential Financial Inc                                  | Prudential Financial Inc                                                        | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    642000 | PA      | $602099.06    | 0.13%             | 2047-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Crowdstrike Holdings Inc                                  | Crowdstrike Holdings Inc                                                        | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |      3556 | NS      | $376580.40    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Aon PLC                                                   | Aon PLC                                                                         | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |       925 | NS      | $294779.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Blackstone Inc                                            | Blackstone Inc                                                                  | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |       369 | NS      | $35409.24     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Gen Digital Inc                                           | Gen Digital Inc                                                                 | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      4173 | NS      | $96020.73     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| AMG Advanced Metallurgical Group NV                       | AMG Advanced Metallurgical Group NV                                             | CUSIP: 000000000<br>LEI: 5493006MN6OH67U2YI74 | Long             | EC               | CORP              | NL        |       877 | NS      | $34178.59     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Ferrari NV                                                | Ferrari NV                                                                      | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | NL        |      1129 | NS      | $281534.85    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| MonotaRO Co Ltd                                           | MonotaRO Co Ltd                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4400 | NS      | $66720.85     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Allstate Corp/The                                         | Allstate Corp/The                                                               | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |       182 | NS      | $23381.54     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                         | EURO STOXX 50 MAR23                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |       177 | NC      | $530331.64    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Moncler SpA                                               | Moncler SpA                                                                     | CUSIP: 000000000<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |      3570 | NS      | $223658.78    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Red Electrica Corp SA                                     | Red Electrica Corp SA                                                           | CUSIP: 000000000<br>LEI: 5493009HMD0C90GUV498 | Long             | EC               | CORP              | ES        |      3277 | NS      | $58079.76     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                    | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3955000 | PA      | $3482662.54   | 0.72%             | 2027-08-10      | Fixed         | 1.49%                 | No            | 2                  | On Loan: No      |
| Tianqi Lithium Corp                                       | Tianqi Lithium Corp                                                             | CUSIP: 000000000<br>LEI: 300300IZ1J0MQ8YVEG66 | Long             | EC               | CORP              | CN        |      8200 | NS      | $76150.24     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| B3 SA - Brasil Bolsa Balcao                               | B3 SA - Brasil Bolsa Balcao                                                     | CUSIP: 000000000<br>LEI: 4GTK5S46E6H318LMDS44 | Long             | EC               | CORP              | BR        |    258478 | NS      | $659904.83    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                               | EMINI S+P REESTATEMAR23                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       199 | NC      | $270325.26    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED INR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | IN        |         1 | NC      | $-1558.31     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bridgestone Corp                                          | Bridgestone Corp                                                                | CUSIP: 000000000<br>LEI: 549300DHPOF90OYYD780 | Long             | EC               | CORP              | JP        |     29600 | NS      | $1107637.47   | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| SoftBank Group Corp                                       | SoftBank Group Corp                                                             | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |       700 | NS      | $33364.48     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Euronext NV                                               | Euronext NV                                                                     | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | Long             | EC               | CORP              | NL        |       605 | NS      | $49031.43     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Federated Hermes Inc                                      | Federated Hermes Inc                                                            | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |      1867 | NS      | $73373.10     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Bayer AG                                                  | Bayer AG                                                                        | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |       447 | NS      | $27726.15     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ICE Futures U.S., Inc.                                    | MSCI EMGMKT MAR23                                                               | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |       -57 | NC      | $-185599.87   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD BRL                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-5553.18     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Roper Technologies Inc                                    | Roper Technologies Inc                                                          | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       150 | NS      | $64012.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Devon Energy Corp                                         | Devon Energy Corp                                                               | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |       309 | NS      | $19541.16     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hermes International                                      | Hermes International                                                            | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |       154 | NS      | $288611.10    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Sanofi                                                    | Sanofi                                                                          | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     15537 | NS      | $1526769.63   | 0.32%             |  |  |  | No            | 2                  | On Loan: No      |
| Isuzu Motors Ltd                                          | Isuzu Motors Ltd                                                                | CUSIP: 000000000<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |      6000 | NS      | $75786.27     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Altria Group Inc                                          | Altria Group Inc                                                                | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |       857 | NS      | $38599.28     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Plus500 Ltd                                               | Plus500 Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300X8NGW9C5OJZU13 | Long             | EC               | CORP              | IL        |      2026 | NS      | $46433.74     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Jiumaojiu International Holdings Ltd                      | Jiumaojiu International Holdings Ltd                                            | CUSIP: 000000000<br>LEI: 6556009ZSGTEPL7MEK84 | Long             | EC               | CORP              | KY        |     11000 | NS      | $28055.51     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Palo Alto Networks Inc                                    | Palo Alto Networks Inc                                                          | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      1979 | NS      | $313948.56    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Next Fifteen Communications Group PLC                     | Next Fifteen Communications Group PLC                                           | CUSIP: 000000000<br>LEI: 213800BK9MBUZUUPMZ63 | Long             | EC               | CORP              | GB        |      2048 | NS      | $25260.09     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                    | PURCHASED CAD / SOLD AUD                                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CA        |         1 | NC      | $-2027.40     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Starbucks Corp                                            | Starbucks Corp                                                                  | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |       808 | NS      | $88185.12     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                    | US 2YR NOTE (CBT) MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       149 | NC      | $145274.10    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| RWE AG                                                    | RWE AG                                                                          | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |       752 | NS      | $33376.53     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ROSS STORES INC                                           | Ross Stores Inc                                                                 | CUSIP: 778296AG8<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |   2408000 | PA      | $1952097.00   | 0.41%             | 2031-04-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Emerson Electric Co                                       | Emerson Electric Co                                                             | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      9410 | NS      | $848970.20    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Vinci SA                                                  | Vinci SA                                                                        | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |       483 | NS      | $54489.59     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays PLC                                              | Barclays PLC                                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |     68779 | NS      | $157735.54    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD KRW                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-51303.71    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Simon Property Group Inc                                  | Simon Property Group Inc                                                        | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |       552 | NS      | $70909.92     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| TC Energy Corp                                            | TC Energy Corp                                                                  | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |       750 | NS      | $32315.58     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Smurfit Kappa Group PLC                                   | Smurfit Kappa Group PLC                                                         | CUSIP: 000000000<br>LEI: 635400CPLP8H5ITDVT56 | Long             | EC               | CORP              | IE        |       680 | NS      | $28555.47     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Yum! Brands Inc                                           | Yum! Brands Inc                                                                 | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |       743 | NS      | $96968.93     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| DIGITAL REALTY TRUST LP                                   | Digital Realty Trust LP                                                         | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |   3230000 | PA      | $2968475.88   | 0.62%             | 2029-07-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Sociedad Quimica y Minera de Chile SA                     | Sociedad Quimica y Minera de Chile SA                                           | CUSIP: 833635105<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | EC               | CORP              | CL        |      1442 | NS      | $140652.68    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| QUANTA SERVICES INC                                       | Quanta Services Inc                                                             | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    885000 | PA      | $759917.29    | 0.16%             | 2030-10-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Zoom Video Communications Inc                             | Zoom Video Communications Inc                                                   | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |        91 | NS      | $6825.00      | 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        |        20 | NS      | $43497.86     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Sumitomo Corp                                             | Sumitomo Corp                                                                   | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |      6900 | NS      | $123860.42    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Datadog Inc                                               | Datadog Inc                                                                     | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |      2229 | NS      | $166751.49    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                  | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    700000 | PA      | $657369.67    | 0.14%             | 2029-11-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Grupo Aeroportuario del Pacifico SAB de CV                | Grupo Aeroportuario del Pacifico SAB de CV                                      | CUSIP: 400506101<br>LEI: 4469000001BZ368XFI90 | Long             | EC               | CORP              | MX        |       230 | NS      | $39691.10     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Shiseido Co Ltd                                           | Shiseido Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 5299008QCD0YDT5OF506 | Long             | EC               | CORP              | JP        |       300 | NS      | $15654.25     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DocuSign Inc                                              | DocuSign Inc                                                                    | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |       120 | NS      | $7276.80      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| STANLEY BLACK & DECKER I                                  | Stanley Black & Decker Inc                                                      | CUSIP: 854502AM3<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    813000 | PA      | $716387.15    | 0.15%             | 2060-03-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Shell PLC                                                 | Shell PLC                                                                       | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     56764 | NS      | $1665430.81   | 0.35%             |  |  |  | No            | 2                  | On Loan: No      |
| International Flavors & Fragrances Inc                    | International Flavors & Fragrances Inc                                          | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      2057 | NS      | $231330.22    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| AGC Inc                                                   | AGC Inc                                                                         | CUSIP: 000000000<br>LEI: JE4WFFEELMVPFZ0G1E77 | Long             | EC               | CORP              | JP        |       900 | NS      | $33142.25     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Harmony Biosciences Holdings Inc                          | Harmony Biosciences Holdings Inc                                                | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       477 | NS      | $22977.09     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Epiroc AB                                                 | Epiroc AB                                                                       | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |      1750 | NS      | $34043.82     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of New York Mellon Corp/The                          | Bank of New York Mellon Corp/The                                                | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      4683 | NS      | $236819.31    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Fortescue Metals Group Ltd                                | Fortescue Metals Group Ltd                                                      | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |      8241 | NS      | $130726.27    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                                                  | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     14777 | NS      | $1438245.41   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                    | Motorola Solutions Inc                                                          | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   2313000 | PA      | $1915540.88   | 0.40%             | 2031-05-24      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Pioneer Natural Resources Co                              | Pioneer Natural Resources Co                                                    | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |       170 | NS      | $39159.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Caterpillar Inc                                           | Caterpillar Inc                                                                 | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      2343 | NS      | $591115.47    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Koei Tecmo Holdings Co Ltd                                | Koei Tecmo Holdings Co Ltd                                                      | CUSIP: 000000000<br>LEI: 353800RQ25FIYLPYXP11 | Long             | EC               | CORP              | JP        |      1000 | NS      | $18193.74     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Banco Santander SA                                        | Banco Santander SA                                                              | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |     11353 | NS      | $39613.91     | 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        |     23800 | NS      | $234877.07    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| CF Industries Holdings Inc                                | CF Industries Holdings Inc                                                      | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       314 | NS      | $26595.80     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| QUALCOMM Inc                                              | QUALCOMM Inc                                                                    | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      2833 | NS      | $377383.93    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Alibaba Group Holding Ltd                                 | Alibaba Group Holding Ltd                                                       | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |     88000 | NS      | $1216008.07   | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| FLOWERS FOODS INC                                         | Flowers Foods Inc                                                               | CUSIP: 343498AC5<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    496000 | PA      | $411704.18    | 0.09%             | 2031-03-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                  | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    501000 | PA      | $450597.28    | 0.09%             | 2029-12-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Sysmex Corp                                               | Sysmex Corp                                                                     | CUSIP: 000000000<br>LEI: 5299001ZO4CKWACMZI55 | Long             | EC               | CORP              | JP        |       200 | NS      | $13282.01     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Diageo PLC                                                | Diageo PLC                                                                      | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |     38792 | NS      | $1685419.19   | 0.35%             |  |  |  | No            | 2                  | On Loan: No      |
| Siemens AG                                                | Siemens AG                                                                      | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |     10333 | NS      | $1605394.21   | 0.33%             |  |  |  | No            | 2                  | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                    | Anglo American Capital PLC                                                      | CUSIP: 034863AX8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   2653000 | PA      | $2254324.62   | 0.47%             | 2030-09-10      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| Triton International Ltd                                  | Triton International Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       336 | NS      | $23735.04     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ANZ Group Holdings Ltd                                    | ANZ Group Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 9845005D9C6BAA10BK72 | Long             | EC               | CORP              | AU        |      2084 | NS      | $36907.16     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Neurocrine Biosciences Inc                                | Neurocrine Biosciences Inc                                                      | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |       497 | NS      | $55132.21     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| DEUTSCHE BANK NY                                          | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    349000 | PA      | $367229.75    | 0.08%             | 2029-01-18      | Fixed         | 6.72%                 | No            | 2                  | On Loan: No      |
| NN Group NV                                               | NN Group NV                                                                     | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |       953 | NS      | $41387.62     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Lam Research Corp                                         | Lam Research Corp                                                               | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      1461 | NS      | $730646.10    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                  | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2944000 | PA      | $1955871.60   | 0.41%             | 2051-04-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Itochu Techno-Solutions Corp                              | Itochu Techno-Solutions Corp                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $42081.64     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| AutoZone Inc                                              | AutoZone Inc                                                                    | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        96 | NS      | $234129.60    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| EssilorLuxottica SA                                       | EssilorLuxottica SA                                                             | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |       199 | NS      | $36413.87     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Sonoco Products Co                                        | Sonoco Products Co                                                              | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |      2156 | NS      | $131753.16    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Haleon PLC                                                | Haleon PLC                                                                      | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |      4419 | NS      | $17682.05     | 0.00%             |  |  |  | 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        |        95 | NS      | $34215.25     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Ameriprise Financial Inc                                  | Ameriprise Financial Inc                                                        | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       424 | NS      | $148450.88    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| HCA Healthcare Inc                                        | HCA Healthcare Inc                                                              | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      3065 | NS      | $781789.55    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| XPO Inc                                                   | XPO Inc                                                                         | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |      4736 | NS      | $188776.96    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Otis Worldwide Corp                                       | Otis Worldwide Corp                                                             | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      6497 | NS      | $534248.31    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| KLA Corp                                                  | KLA Corp                                                                        | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       345 | NS      | $135405.60    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Glencore PLC                                              | Glencore PLC                                                                    | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |      6685 | NS      | $44883.42     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED ILS / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | IL        |         1 | NC      | $-3796.18     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                           | Telefonaktiebolaget LM Ericsson                                                 | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |      1849 | NS      | $10719.24     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hartford Financial Services Group Inc/The                 | Hartford Financial Services Group Inc/The                                       | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      2085 | NS      | $161816.85    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                              | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |      1100 | NS      | $34641.45     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| NVR Inc                                                   | NVR Inc                                                                         | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |        84 | NS      | $442680.00    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Shimano Inc                                               | Shimano Inc                                                                     | CUSIP: 000000000<br>LEI: 529900L32YT3P9DECR10 | Long             | EC               | CORP              | JP        |       100 | NS      | $17948.63     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Electronic Arts Inc                                       | Electronic Arts Inc                                                             | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      1321 | NS      | $169986.28    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| McKesson Corp                                             | McKesson Corp                                                                   | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       335 | NS      | $126857.80    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Skandinaviska Enskilda Banken AB                          | Skandinaviska Enskilda Banken AB                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EC               | CORP              | SE        |     18377 | NS      | $222222.38    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Regions Financial Corp                                    | Regions Financial Corp                                                          | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      5005 | NS      | $117817.70    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Verisk Analytics Inc                                      | Verisk Analytics Inc                                                            | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |       360 | NS      | $65444.40     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Humana Inc                                                | Humana Inc                                                                      | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       262 | NS      | $134065.40    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS AG                                                    | PURCHASED NOK / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NO        |         1 | NC      | $-14225.21    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Keysight Technologies Inc                                 | Keysight Technologies Inc                                                       | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |       484 | NS      | $86805.40     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                               | S+P500 EMINI FUT MAR23                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       382 | NC      | $2239952.49   | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| Kroger Co/The                                             | Kroger Co/The                                                                   | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |       393 | NS      | $17539.59     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Pinterest Inc                                             | Pinterest Inc                                                                   | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       248 | NS      | $6519.92      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Solvay SA                                                 | Solvay SA                                                                       | CUSIP: 000000000<br>LEI: 549300MMVL80RTBP3O28 | Long             | EC               | CORP              | BE        |       377 | NS      | $43922.14     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                               | PURCHASED TWD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TW        |         1 | NC      | $5360.62      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                    | S+P 500 INDEX                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        62 | NC      | $27590.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Mizuho Financial Group Inc                                | Mizuho Financial Group Inc                                                      | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |      3100 | NS      | $48359.85     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Twilio Inc                                                | Twilio Inc                                                                      | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |       255 | NS      | $15259.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cie de Saint-Gobain                                       | Cie de Saint-Gobain                                                             | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |      1041 | NS      | $59614.63     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                   | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $1760870.54   | 0.37%             | 2031-06-03      | Fixed         | 2.57%                 | No            | 2                  | On Loan: No      |
| UPM-Kymmene Oyj                                           | UPM-Kymmene Oyj                                                                 | CUSIP: 000000000<br>LEI: 213800EC6PW5VU4J9U64 | Long             | EC               | CORP              | FI        |       885 | NS      | $32095.53     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Choice Hotels International Inc                           | Choice Hotels International Inc                                                 | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |       287 | NS      | $35269.43     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Synopsys Inc                                              | Synopsys Inc                                                                    | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       562 | NS      | $198807.50    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD MYR                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $35.20        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Canadian National Railway Co                              | Canadian National Railway Co                                                    | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |     11801 | NS      | $1404714.13   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| EQT CORP                                                  | EQT Corp                                                                        | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    338000 | PA      | $341991.78    | 0.07%             | 2028-04-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                  | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    417000 | PA      | $378828.10    | 0.08%             | 2030-09-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Ovintiv Inc                                               | Ovintiv Inc                                                                     | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1050 | NS      | $51691.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                   | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    806000 | PA      | $877753.71    | 0.18%             | 2033-11-17      | Fixed         | 6.27%                 | No            | 2                  | On Loan: No      |
| Apple Inc                                                 | Apple Inc                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     43781 | NS      | $6317160.49   | 1.31%             |  |  |  | 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      | $-84160.47    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| EVERTEC Inc                                               | EVERTEC Inc                                                                     | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      1158 | NS      | $42776.52     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Nintendo Co Ltd                                           | Nintendo Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |      1000 | NS      | $43247.92     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Erste Group Bank AG                                       | Erste Group Bank AG                                                             | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |     30888 | NS      | $1170018.27   | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED COP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CO        |         1 | NC      | $7996.78      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Danaher Corp                                              | Danaher Corp                                                                    | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      3738 | NS      | $988252.44    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Roku Inc                                                  | Roku Inc                                                                        | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |        71 | NS      | $4082.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| KDDI Corp                                                 | KDDI Corp                                                                       | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |     41400 | NS      | $1293515.55   | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| Regeneron Pharmaceuticals Inc                             | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       652 | NS      | $494522.44    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| DIAMONDBACK ENERGY INC                                    | Diamondback Energy Inc                                                          | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1134000 | PA      | $989903.78    | 0.21%             | 2031-03-24      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Vodafone Group PLC                                        | Vodafone Group PLC                                                              | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |     12617 | NS      | $14535.46     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Seven & i Holdings Co Ltd                                 | Seven & i Holdings Co Ltd                                                       | CUSIP: 000000000<br>LEI: 52990037G8JRM3TWGY86 | Long             | EC               | CORP              | JP        |       600 | NS      | $28366.52     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Pilbara Minerals Ltd                                      | Pilbara Minerals Ltd                                                            | CUSIP: 000000000<br>LEI: 5299000VV1CZVF5K9C16 | Long             | EC               | CORP              | AU        |     21993 | NS      | $74724.66     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Shionogi & Co Ltd                                         | Shionogi & Co Ltd                                                               | CUSIP: 000000000<br>LEI: 35380049VXDTHZI3DY35 | Long             | EC               | CORP              | JP        |      1200 | NS      | $57300.24     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                 | Taiwan Semiconductor Manufacturing Co Ltd                                       | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     23361 | NS      | $2166265.53   | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| Howmet Aerospace Inc                                      | Howmet Aerospace Inc                                                            | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      2561 | NS      | $104207.09    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Automatic Data Processing Inc                             | Automatic Data Processing Inc                                                   | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      1810 | NS      | $408716.10    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Drax Group PLC                                            | Drax Group PLC                                                                  | CUSIP: 000000000<br>LEI: 549300YPSNTXR4ZHSR98 | Long             | EC               | CORP              | GB        |      6256 | NS      | $49860.36     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Vonovia SE                                                | Vonovia SE                                                                      | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | EC               | CORP              | DE        |       308 | NS      | $8669.59      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Edenred                                                   | Edenred                                                                         | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | EC               | CORP              | FR        |      4732 | NS      | $257507.01    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Inmode Ltd                                                | Inmode Ltd                                                                      | CUSIP: 000000000<br>LEI: 984500DD95A35E9BD358 | Long             | EC               | CORP              | IL        |      1049 | NS      | $36767.45     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Prudential Financial Inc                                  | Prudential Financial Inc                                                        | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |       407 | NS      | $42710.58     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Manulife Financial Corp                                   | Manulife Financial Corp                                                         | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |     10030 | NS      | $198481.75    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| MercadoLibre Inc                                          | MercadoLibre Inc                                                                | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |      1306 | NS      | $1543287.14   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| South32 Ltd                                               | South32 Ltd                                                                     | CUSIP: 000000000<br>LEI: 213800LAZNPXSBKVHR17 | Long             | EC               | CORP              | AU        |      6976 | NS      | $22541.81     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Aker BP ASA                                               | Aker BP ASA                                                                     | CUSIP: 000000000<br>LEI: 549300NFTY73920OYK69 | Long             | EC               | CORP              | NO        |      2195 | NS      | $66878.31     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Yokogawa Electric Corp                                    | Yokogawa Electric Corp                                                          | CUSIP: 000000000<br>LEI: 529900MV0U7C9WWF4L22 | Long             | EC               | CORP              | JP        |      1000 | NS      | $17556.65     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Highwoods Realty LP                                       | Highwoods Realty LP                                                             | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |    439000 | PA      | $389490.62    | 0.08%             | 2029-04-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Digital Realty Trust Inc                                  | Digital Realty Trust Inc                                                        | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               |  | US        |       200 | NS      | $22924.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nasdaq Inc                                                | Nasdaq Inc                                                                      | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      6873 | NS      | $413685.87    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures Europe - Financial Products Division          | FTSE 100 IDX FUT MAR23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |       -50 | NC      | $-92180.34    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank N.A.                                             | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $-18747.97    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| InPost SA                                                 | InPost SA                                                                       | CUSIP: 000000000<br>LEI: 2221003M23QLERR89585 | Long             | EC               | CORP              | LU        |      3842 | NS      | $37137.02     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD BRL                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-37546.97    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                | S+P/TSX 60 IX FUT MAR23                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |        27 | NC      | $169597.14    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Harley-Davidson Inc                                       | Harley-Davidson Inc                                                             | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |       812 | NS      | $37376.36     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| WW Grainger Inc                                           | WW Grainger Inc                                                                 | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |       514 | NS      | $302992.72    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                                             | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $931282.94    | 0.19%             | 2030-05-06      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                    | Anglo American Capital PLC                                                      | CUSIP: 034863BA7<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   1169000 | PA      | $1004070.03   | 0.21%             | 2031-03-17      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Franco-Nevada Corp                                        | Franco-Nevada Corp                                                              | CUSIP: 351858105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       163 | NS      | $23909.44     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fifth Third Bancorp                                       | Fifth Third Bancorp                                                             | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      3487 | NS      | $126543.23    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Sartorius Stedim Biotech                                  | Sartorius Stedim Biotech                                                        | CUSIP: 000000000<br>LEI: 52990006IVXY7GCSSR39 | Long             | EC               | CORP              | FR        |        89 | NS      | $31093.04     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                    | S+P 500 INDEX                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        57 | NC      | $3562.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Prudential PLC                                            | Prudential PLC                                                                  | CUSIP: 000000000<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | GB        |      1474 | NS      | $24426.03     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| T-Mobile US Inc                                           | T-Mobile US Inc                                                                 | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |       305 | NS      | $45539.55     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Novartis AG                                               | Novartis AG                                                                     | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |      6256 | NS      | $565796.71    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Kimberly-Clark Corp                                       | Kimberly-Clark Corp                                                             | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      1654 | NS      | $215036.54    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Mettler-Toledo International Inc                          | Mettler-Toledo International Inc                                                | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |        96 | NS      | $147160.32    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Nordea Bank Abp                                           | Nordea Bank Abp                                                                 | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |      2480 | NS      | $28920.91     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank N.A.                                             | PURCHASED JPY / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |         1 | NC      | $-103127.49   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Beach Energy Ltd                                          | Beach Energy Ltd                                                                | CUSIP: 000000000<br>LEI: 8Q9PJD25OKTQT5FHUF40 | Long             | EC               | CORP              | AU        |     17533 | NS      | $18819.29     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| National Grid PLC                                         | National Grid PLC                                                               | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |     66023 | NS      | $839802.23    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Livent Corp                                               | Livent Corp                                                                     | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |      4620 | NS      | $119750.40    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| AIA Group Ltd                                             | AIA Group Ltd                                                                   | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |    163800 | NS      | $1849713.46   | 0.38%             |  |  |  | No            | 2                  | On Loan: No      |
| Charter Communications Inc                                | Charter Communications Inc                                                      | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |        71 | NS      | $27286.01     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Deckers Outdoor Corp                                      | Deckers Outdoor Corp                                                            | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |       765 | NS      | $327022.20    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Kraft Heinz Co/The                                        | Kraft Heinz Co/The                                                              | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |       368 | NS      | $14915.04     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Weyerhaeuser Co                                           | Weyerhaeuser Co                                                                 | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |       878 | NS      | $30229.54     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Extra Space Storage Inc                                   | Extra Space Storage Inc                                                         | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               |  | US        |       385 | NS      | $60764.55     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CK Asset Holdings Ltd                                     | CK Asset Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | KY        |      4500 | NS      | $28751.64     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Tencent Holdings Ltd                                      | Tencent Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |     29700 | NS      | $1447591.72   | 0.30%             |  |  |  | No            | 2                  | On Loan: No      |
| Kumba Iron Ore Ltd                                        | Kumba Iron Ore Ltd                                                              | CUSIP: 000000000<br>LEI: 3789006C753402643048 | Long             | EC               | CORP              | ZA        |       651 | NS      | $19932.91     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Vicinity Ltd                                              | Vicinity Ltd                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |     21657 | NS      | $31632.86     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BayCurrent Consulting Inc                                 | BayCurrent Consulting Inc                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $80795.68     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsubishi Gas Chemical Co Inc                            | Mitsubishi Gas Chemical Co Inc                                                  | CUSIP: 000000000<br>LEI: 529900G5O4J27ZPLJJ89 | Long             | EC               | CORP              | JP        |      2100 | NS      | $30630.28     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Shoals Technologies Group Inc                             | Shoals Technologies Group Inc                                                   | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3642 | NS      | $101575.38    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Taisei Corp                                               | Taisei Corp                                                                     | CUSIP: 000000000<br>LEI: 529900TF7XJKIOWMLQ79 | Long             | EC               | CORP              | JP        |      1100 | NS      | $37958.76     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                    | PURCHASED AUD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |         1 | NC      | $108281.50    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Canadian Pacific Railway Ltd                              | Canadian Pacific Railway Ltd                                                    | CUSIP: 13645T100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1580 | NS      | $124709.03    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Wyndham Hotels & Resorts Inc                              | Wyndham Hotels & Resorts Inc                                                    | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |      7041 | NS      | $545747.91    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Las Vegas Sands Corp                                      | Las Vegas Sands Corp                                                            | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |      4461 | NS      | $263199.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                    | S+P 500 INDEX                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       100 | NC      | $116000.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                      | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1801000 | PA      | $1396609.24   | 0.29%             | 2051-03-22      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Bunzl PLC                                                 | Bunzl PLC                                                                       | CUSIP: 000000000<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |     30019 | NS      | $1101924.60   | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| Booking Holdings Inc                                      | Booking Holdings Inc                                                            | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      1105 | NS      | $2689680.50   | 0.56%             |  |  |  | No            | 1                  | On Loan: No      |
| T Rowe Price Group Inc                                    | T Rowe Price Group Inc                                                          | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |       337 | NS      | $39250.39     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| NUCOR CORP                                                | Nucor Corp                                                                      | CUSIP: 670346AY1<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |   1461000 | PA      | $1447117.32   | 0.30%             | 2027-05-23      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Aptiv PLC                                                 | Aptiv PLC                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |       220 | NS      | $24879.80     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Merck & Co Inc                                            | Merck & Co Inc                                                                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     18387 | NS      | $1974947.67   | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| Safran SA                                                 | Safran SA                                                                       | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |       271 | NS      | $38915.31     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Equinix Inc                                               | Equinix Inc                                                                     | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |        41 | NS      | $30263.33     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| VF Corp                                                   | VF Corp                                                                         | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |       235 | NS      | $7270.90      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Colgate-Palmolive Co                                      | Colgate-Palmolive Co                                                            | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      4450 | NS      | $331658.50    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Coloplast A/S                                             | Coloplast A/S                                                                   | CUSIP: 000000000<br>LEI: 529900NN7SOJ5QG82X67 | Long             | EC               | CORP              | DK        |       623 | NS      | $75173.89     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| S&P Global Inc                                            | S&P Global Inc                                                                  | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       341 | NS      | $127854.54    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Equity LifeStyle Properties Inc                           | Equity LifeStyle Properties Inc                                                 | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               |  | US        |       767 | NS      | $55055.26     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| HDFC Bank Ltd                                             | HDFC Bank Ltd                                                                   | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |     20364 | NS      | $1371719.04   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                  | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4407000 | PA      | $3500804.54   | 0.73%             | 2032-04-28      | Fixed         | 1.93%                 | No            | 2                  | On Loan: No      |
| Waters Corp                                               | Waters Corp                                                                     | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |       685 | NS      | $225077.30    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Eli Lilly & Co                                            | Eli Lilly & Co                                                                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      5674 | NS      | $1952707.10   | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| InterContinental Hotels Group PLC                         | InterContinental Hotels Group PLC                                               | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |      2130 | NS      | $147400.29    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Siemens Energy AG                                         | Siemens Energy AG                                                               | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |       498 | NS      | $10370.85     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Obic Co Ltd                                               | Obic Co Ltd                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $64002.81     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Global Payments Inc                                       | Global Payments Inc                                                             | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |       278 | NS      | $31336.16     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                                             | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     17684 | NS      | $2475052.64   | 0.51%             |  |  |  | No            | 1                  | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3816000 | PA      | $3573994.36   | 0.74%             | 2030-04-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Amazon.com Inc                                            | Amazon.com Inc                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     30773 | NS      | $3173619.49   | 0.66%             |  |  |  | No            | 1                  | On Loan: No      |
| Schneider Electric SE                                     | Schneider Electric SE                                                           | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |      9333 | NS      | $1513414.42   | 0.31%             |  |  |  | No            | 2                  | On Loan: No      |
| HP Inc                                                    | HP Inc                                                                          | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      2625 | NS      | $76492.50     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| CCL INDUSTRIES INC                                        | CCL Industries Inc                                                              | CUSIP: 124900AD3<br>LEI: 549300TD3EMSRRC0YH75 | Long             | DBT              | CORP              | CA        |    765000 | PA      | $647941.64    | 0.13%             | 2030-06-01      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| CIGNA CORP                                                | Cigna Corp                                                                      | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   2535000 | PA      | $2149566.28   | 0.45%             | 2031-03-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Equinor ASA                                               | Equinor ASA                                                                     | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |      9208 | NS      | $279730.23    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Credit Suisse Group AG                                    | Credit Suisse Group AG                                                          | CUSIP: 000000000<br>LEI: 549300506SI9CRFV9Z86 | Long             | EC               | CORP              | CH        |      3723 | NS      | $12785.07     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Infineon Technologies AG                                  | Infineon Technologies AG                                                        | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |     36765 | NS      | $1315086.34   | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| Atkore Inc                                                | Atkore Inc                                                                      | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |      1161 | NS      | $151220.25    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                  | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2553000 | PA      | $2100618.05   | 0.44%             | 2044-06-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Yara International ASA                                    | Yara International ASA                                                          | CUSIP: 000000000<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |      2025 | NS      | $89940.89     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Venture Corp Ltd                                          | Venture Corp Ltd                                                                | CUSIP: 000000000<br>LEI: 254900B1NLZC3J1MAE72 | Long             | EC               | CORP              | SG        |      1800 | NS      | $25423.11     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Recordati Industria Chimica e Farmaceutica SpA            | Recordati Industria Chimica e Farmaceutica SpA                                  | CUSIP: 000000000<br>LEI: 815600FBF92FD3531704 | Long             | EC               | CORP              | IT        |      1919 | NS      | $83831.97     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Anglo American PLC                                        | Anglo American PLC                                                              | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |      4660 | NS      | $200867.27    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Loews Corp                                                | Loews Corp                                                                      | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |       923 | NS      | $56746.04     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Boise Cascade Co                                          | Boise Cascade Co                                                                | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |       580 | NS      | $43482.60     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Meituan                                                   | Meituan                                                                         | CUSIP: 000000000<br>LEI: 21380033K525E5JLIA77 | Long             | EC               | CORP              | KY        |      2830 | NS      | $63048.72     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Centrica PLC                                              | Centrica PLC                                                                    | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | EC               | CORP              | GB        |     67062 | NS      | $83650.13     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Obayashi Corp                                             | Obayashi Corp                                                                   | CUSIP: 000000000<br>LEI: 529900YT4O5S0LCXWD54 | Long             | EC               | CORP              | JP        |      5000 | NS      | $38758.69     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Nippon Yusen KK                                           | Nippon Yusen KK                                                                 | CUSIP: 000000000<br>LEI: 353800YPW4XM0ZN5I149 | Long             | EC               | CORP              | JP        |      2700 | NS      | $63993.19     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| TRACTOR SUPPLY CO                                         | Tractor Supply Co                                                               | CUSIP: 892356AA4<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |   2428000 | PA      | $1933840.52   | 0.40%             | 2030-11-01      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| EQUINIX INC                                               | Equinix Inc                                                                     | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    508000 | PA      | $467101.55    | 0.10%             | 2032-04-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Graco Inc                                                 | Graco Inc                                                                       | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |      2261 | NS      | $154471.52    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| IDEXX Laboratories Inc                                    | IDEXX Laboratories Inc                                                          | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       612 | NS      | $294066.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Reliance Steel & Aluminum Co                              | Reliance Steel & Aluminum Co                                                    | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |       371 | NS      | $84383.95     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Old Republic International Corp                           | Old Republic International Corp                                                 | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |      1541 | NS      | $40666.99     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Mitsubishi Motors Corp                                    | Mitsubishi Motors Corp                                                          | CUSIP: 000000000<br>LEI: 5299006ZTN6MO1N5BR16 | Long             | EC               | CORP              | JP        |     16100 | NS      | $62573.69     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Baxter International Inc                                  | Baxter International Inc                                                        | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |       431 | NS      | $19692.39     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bristol-Myers Squibb Co                                   | Bristol-Myers Squibb Co                                                         | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     20400 | NS      | $1482060.00   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Tenable Holdings Inc                                      | Tenable Holdings Inc                                                            | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |      1949 | NS      | $78408.27     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| DISCOVER FINANCIAL SVS                                    | Discover Financial Services                                                     | CUSIP: 254709AS7<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    824000 | PA      | $879606.00    | 0.18%             | 2032-11-29      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| Impala Platinum Holdings Ltd                              | Impala Platinum Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: 254900BZFIFB4PD2Z778 | Long             | EC               | CORP              | ZA        |      2691 | NS      | $31223.37     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| American Express Co                                       | American Express Co                                                             | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      4581 | NS      | $801354.33    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Mercedes-Benz Group AG                                    | Mercedes-Benz Group AG                                                          | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |       519 | NS      | $38479.26     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| RenaissanceRe Holdings Ltd                                | RenaissanceRe Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |       203 | NS      | $39725.07     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Capital One Financial Corp                                | Capital One Financial Corp                                                      | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       378 | NS      | $44982.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Qantas Airways Ltd                                        | Qantas Airways Ltd                                                              | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |     14460 | NS      | $64919.10     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Fastenal Co                                               | Fastenal Co                                                                     | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |      4990 | NS      | $252244.50    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| HIGH STREET FDG TRUST II                                  | High Street Funding Trust II                                                    | CUSIP: 42981DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $337155.94    | 0.07%             | 2048-02-15      | Fixed         | 4.68%                 | No            | 2                  | On Loan: No      |
| Dowa Holdings Co Ltd                                      | Dowa Holdings Co Ltd                                                            | CUSIP: 000000000<br>LEI: 353800ZSQZKFE140A689 | Long             | EC               | CORP              | JP        |       500 | NS      | $17446.32     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                        | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |     20861 | NS      | $146822.78    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED GBP / SOLD AUD                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | GB        |         1 | NC      | $14293.45     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CARRIER GLOBAL CORP                                       | Carrier Global Corp                                                             | CUSIP: 14448CAL8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   2423000 | PA      | $2083619.84   | 0.43%             | 2031-02-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Kirin Holdings Co Ltd                                     | Kirin Holdings Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |      7400 | NS      | $113973.99    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Eaton Corp PLC                                            | Eaton Corp PLC                                                                  | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |       344 | NS      | $55800.24     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Gilead Sciences Inc                                       | Gilead Sciences Inc                                                             | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      4153 | NS      | $348602.82    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Mitsubishi Corp                                           | Mitsubishi Corp                                                                 | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |       900 | NS      | $30131.15     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America N.A.                                      | PURCHASED AUD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | AU        |         1 | NC      | $73070.45     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| CENOVUS ENERGY INC                                        | Cenovus Energy Inc                                                              | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    143000 | PA      | $119065.62    | 0.02%             | 2032-01-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Svenska Handelsbanken AB                                  | Svenska Handelsbanken AB                                                        | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |    102692 | NS      | $1068619.57   | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| MPLX LP                                                   | MPLX LP                                                                         | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    750000 | PA      | $681308.37    | 0.14%             | 2038-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Barrick Gold Corp                                         | Barrick Gold Corp                                                               | CUSIP: 067901108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |      1217 | NS      | $23799.44     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ConocoPhillips                                            | ConocoPhillips                                                                  | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     14354 | NS      | $1749321.98   | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| BARRICK NA FINANCE LLC                                    | Barrick North America Finance LLC                                               | CUSIP: 06849RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1058000 | PA      | $1150399.72   | 0.24%             | 2043-05-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                                               | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |     52798 | NS      | $389241.24    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Encore Wire Corp                                          | Encore Wire Corp                                                                | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       519 | NS      | $83782.17     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| PIEDMONT OPERATING PARTN                                  | Piedmont Operating Partnership LP                                               | CUSIP: 720198AE0<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |    699000 | PA      | $549335.38    | 0.11%             | 2030-08-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2023-02-15

**Name of Applicant:** SUNAMERICA SERIES TRUST

**Signature:** Shawn Parry

**Name of Signer:** Shawn Parry

**Title:** Assistant Treasurer