# EDGAR Filing Document

**Accession Number:** 0001033669
**File Stem:** 0001752724-25-196746
**Filing Date:** 2025-8
**Character Count:** 236014
**Document Hash:** 986eef93d71d39ac5358f394b8626564
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-196746.hdr.sgml**: 20250821

**ACCESSION NUMBER**: 0001752724-25-196746

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250821

**DATE AS OF CHANGE**: 20250821

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LAZARD RETIREMENT SERIES INC
- **CENTRAL INDEX KEY:** 0001033669

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08071
- **FILM NUMBER:** 251239695

**BUSINESS ADDRESS:**
- **STREET 1:** 30 ROCKEFELLER PLAZA
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10020
- **BUSINESS PHONE:** 212-632-6000

**MAIL ADDRESS:**
- **STREET 1:** 30 ROCKEFELLER PLAZA
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10020

## Series and Classes Contracts Data

### Lazard Retirement Global Dynamic Multi-Asset Portfolio (Series ID: S000037000)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000113248 | Investor Shares |  |
| C000113249 | Service Shares  |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** LAZARD RETIREMENT SERIES INC

- **b. Investment Company Act file number:** 811-08071

- **c. CIK number of Registrant:** 0001033669

- **d. LEI of Registrant:** 25490040TBDMVOE6GX23

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

  - **Street Address 1:** 30 ROCKEFELLER PLAZA

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10112

  - **Telephone number:** 212-632-6000

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

- **a. Name of Series:** Lazard Retirement Global Dynamic Multi-Asset Portfolio

- **b. EDGAR series identifier (if any):** S000037000

- **c. LEI of Series:** WEFFLRJ7PRJS2YM55M69

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $212890168.65

**Total Liabilities:** $1325749.12

**Net Assets:** $211564419.53

**Cash Not Reported:** $20327.03

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -171.72000000 | **1-Year:** -3292.19000000 | **5-Year:** -9369.31000000 | **10-Year:** -9714.26000000 | **30-Year:** -2021.18000000

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

- **3-Month:** -22.72000000 | **1-Year:** -140.87000000 | **5-Year:** -410.67000000 | **10-Year:** -119.81000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000113248 | 0.68%                | 2.25%                | 2.64%                |
| Class ID C000113249 | 0.76%                | 2.18%                | 2.65%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $267056.64               | $888375.77                                 |
| Month 2  | $3333337.34              | $870621.61                                 |
| Month 3  | $1086385.13              | $4029694.19                                |

**Designated Index Information**

- **Index Name:** GDMA Index

- **Index Identifier:** 50% MXWO / 50% LEGATRUU

### Schedule of Portfolio Investments

| Name                                         | Title                                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Nagoya Railroad Co Ltd                       | Nagoya Railroad Co Ltd                                                | CUSIP: 000000000<br>LEI: 353800P62OOYUY3I8T51 | Long             | EC               | CORP              | JP        |        7100 | NS      | $80285.89     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB BOLIGKREDITT AS                          | DNB Boligkreditt AS                                                   | CUSIP: 000000000<br>LEI: 5967007LIEEXZX659K67 | Long             | DBT              | CORP              | NO        |    10000000 | PA      | $996696.23    | 0.47%             | 2028-02-08      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| ZOZO Inc                                     | ZOZO Inc                                                              | CUSIP: 000000000<br>LEI: 549300GC7XPQMZA0OW13 | Long             | EC               | CORP              | JP        |       14000 | NS      | $151132.09    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co Ltd                              | Nintendo Co Ltd                                                       | CUSIP: 654445303<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |        5578 | NS      | $133983.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                       | Equitable Holdings Inc                                                | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |        4035 | NS      | $226363.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp                       | Primoris Services Corp                                                | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |        3362 | NS      | $262034.28    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BOC Hong Kong Holdings Ltd                   | BOC Hong Kong Holdings Ltd                                            | CUSIP: 000000000<br>LEI: 254900JB98W77JDJMW15 | Long             | EC               | CORP              | HK        |      142000 | NS      | $617695.31    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                            | Cisco Systems Inc                                                     | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |        1342 | NS      | $93107.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp                                  | Plexus Corp                                                           | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |         868 | NS      | $117449.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                                 | Assurant Inc                                                          | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |         513 | NS      | $101312.37    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                               | Salesforce Inc                                                        | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |        1493 | NS      | $407126.17    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                   | Intuit Inc                                                            | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |        1082 | NS      | $852215.66    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| French Republic Government Bonds OAT         | French Republic Government Bonds OAT                                  | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      830000 | PA      | $785456.20    | 0.37%             | 2039-06-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc               | Omega Healthcare Investors Inc                                        | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               |  | US        |        4146 | NS      | $151950.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education Inc                       | Laureate Education Inc                                                | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |        3791 | NS      | $88633.58     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Ship Lease Inc                        | Global Ship Lease Inc                                                 | CUSIP: 000000000<br>LEI: 254900GLZ0J5N8UZM071 | Long             | EC               | CORP              | MH        |        4374 | NS      | $115079.94    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival PLC                                 | Carnival PLC                                                          | CUSIP: 14365C103<br>LEI: 4DR1VPDQMHD3N3QW8W95 | Long             | EC               | CORP              | GB        |        4009 | NS      | $102269.59    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nokia Oyj                                    | Nokia Oyj                                                             | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |       17352 | NS      | $89729.21     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                   | U.K. Gilts                                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      350000 | PA      | $480639.41    | 0.23%             | 2035-03-07      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| SoftBank Corp                                | SoftBank Corp                                                         | CUSIP: 000000000<br>LEI: 353800M1YCTS9JRBJ535 | Long             | EC               | CORP              | JP        |      255100 | NS      | $394222.41    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Accenture PLC                                | Accenture PLC                                                         | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |        1538 | NS      | $459692.82    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                     | European Investment Bank                                              | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1310000 | PA      | $919655.40    | 0.43%             | 2028-01-28      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| HOME DEPOT INC                               | Home Depot Inc/The                                                    | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      455000 | PA      | $487939.58    | 0.23%             | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Telecom Italia SpA/Milano                    | Telecom Italia SpA/Milano                                             | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | EC               | CORP              | IT        |      315794 | NS      | $155765.50    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc               | American Electric Power Co Inc                                        | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |        3389 | NS      | $351642.64    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                            | General Motors Co                                                     | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |        3489 | NS      | $171693.69    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Orix JREIT Inc                               | Orix JREIT Inc                                                        | CUSIP: 000000000<br>LEI: 353800WVNTBIU65TA247 | Long             | EC               |  | JP        |          88 | NS      | $114758.09    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Universal Corp/VA                            | Universal Corp/VA                                                     | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |        1557 | NS      | $90679.68     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Boliden AB                                   | Boliden AB                                                            | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |        2539 | NS      | $79421.41     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MS&AD Insurance Group Holdings Inc           | MS&AD Insurance Group Holdings Inc                                    | CUSIP: 000000000<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |       14800 | NS      | $330132.26    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Barrick Mining Corp                          | Barrick Mining Corp                                                   | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |       22390 | NS      | $466132.92    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                     | PURCHASED NOK / SOLD USD                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NO        |           1 | NC      | $534.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                     | PURCHASED USD / SOLD JPY                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $3822.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DHT Holdings Inc                             | DHT Holdings Inc                                                      | CUSIP: 000000000<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               | CORP              | MH        |        7298 | NS      | $78891.38     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS LP                                  | Prologis LP                                                           | CUSIP: 000000000<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     2940000 | PA      | $418003.23    | 0.20%             | 2029-09-11      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bonds                                                   | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3661000 | PA      | $2430560.78   | 1.15%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Atlassian Corp                               | Atlassian Corp                                                        | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |         925 | NS      | $187858.25    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB Ltd                                      | ABB Ltd                                                               | CUSIP: 000375204<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |        7307 | NS      | $436008.69    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                        | Jackson Financial Inc                                                 | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |        1436 | NS      | $127502.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co/The                                  | Toro Co/The                                                           | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |        1367 | NS      | $96619.56     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                            | Johnson & Johnson                                                     | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |        5013 | NS      | $765735.75    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                | PURCHASED USD / SOLD HKD                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $114.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| McDonald's Corp                              | McDonald's Corp                                                       | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |         959 | NS      | $280191.03    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Colombia Government International Bonds      | Colombia Government International Bonds                               | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      400000 | PA      | $413800.00    | 0.20%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bonds                                                   | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      470000 | PA      | $467503.13    | 0.22%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                     | New South Wales Treasury Corp                                         | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      785000 | PA      | $450852.80    | 0.21%             | 2030-11-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NetApp Inc                                   | NetApp Inc                                                            | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |        1193 | NS      | $127114.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                         | Bank of America Corp                                                  | CUSIP: 060505FZ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      270000 | PA      | $195520.25    | 0.09%             | 2027-09-15      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings PLC                     | Rolls-Royce Holdings PLC                                              | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |       11698 | NS      | $155422.82    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                        | Schneider Electric SE                                                 | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1039878.73   | 0.49%             | 2026-12-13      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED CNH / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CN        |           1 | NC      | $3169.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clorox Co/The                                | Clorox Co/The                                                         | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |         625 | NS      | $75043.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co                     | Molson Coors Beverage Co                                              | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |        1224 | NS      | $58862.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kone Oyj                                     | Kone Oyj                                                              | CUSIP: 50048H101<br>LEI: 2138001CNF45JP5XZK38 | Long             | EC               | CORP              | FI        |        6216 | NS      | $204009.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc              | Philip Morris International Inc                                       | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |        2728 | NS      | $496850.64    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare Inc             | Prestige Consumer Healthcare Inc                                      | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         648 | NS      | $51742.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro            | Italy Buoni Poliennali Del Tesoro                                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      765000 | PA      | $917547.27    | 0.43%             | 2035-08-01      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                       | Asian Development Bank                                                | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      340000 | PA      | $409709.67    | 0.19%             | 2029-06-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Scorpio Tankers Inc                          | Scorpio Tankers Inc                                                   | CUSIP: 000000000<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MH        |        3781 | NS      | $147950.53    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Computershare Ltd                            | Computershare Ltd                                                     | CUSIP: 20557R105<br>LEI: 21380085HOKTMGLV9G93 | Long             | EC               | CORP              | AU        |        9144 | NS      | $237926.88    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Colombia                         | Colombia Government International Bond                                | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  1854000000 | PA      | $446509.82    | 0.21%             | 2027-06-28      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| TEMASEK FINANCIAL I LTD                      | Temasek Financial I Ltd                                               | CUSIP: 000000000<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |     3080000 | PA      | $444451.89    | 0.21%             | 2034-08-28      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Amphenol Corp                                | Amphenol Corp                                                         | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |        4840 | NS      | $477950.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                    | Apple Inc                                                             | CUSIP: 037833ED8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      430000 | PA      | $375375.44    | 0.18%             | 2031-02-08      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| RELX PLC                                     | RELX PLC                                                              | CUSIP: 759530108<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |        8609 | NS      | $467813.06    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                       | PURCHASED USD / SOLD ILS                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-25149.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Southwest Gas Holdings Inc                   | Southwest Gas Holdings Inc                                            | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |        2498 | NS      | $185826.22    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KFW                                          | Kreditanstalt fuer Wiederaufbau                                       | CUSIP: 500769JD7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      935000 | PA      | $862364.42    | 0.41%             | 2029-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED USD / SOLD CNH                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-1887.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                            | Sysco Corp                                                            | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      540000 | PA      | $493935.43    | 0.23%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BPER Banca SPA                               | BPER Banca SPA                                                        | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | EC               | CORP              | IT        |        4649 | NS      | $42273.70     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| General Mills Inc                            | General Mills Inc                                                     | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |        4255 | NS      | $220451.55    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                     | Province of British Columbia Canada                                   | CUSIP: 110709GC0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     1140000 | PA      | $705464.73    | 0.33%             | 2044-06-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds           | Japan Government Twenty Year Bonds                                    | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   110900000 | PA      | $729026.67    | 0.34%             | 2044-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Singapore Airlines Ltd                       | Singapore Airlines Ltd                                                | CUSIP: 000000000<br>LEI: 549300ZG62N2599PWR15 | Long             | EC               | CORP              | SG        |       14600 | NS      | $80088.57     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                      | International Bank for Reconstruction & Development                   | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     6535000 | PA      | $1110316.12   | 0.52%             | 2029-02-09      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Sila Realty Trust Inc                        | Sila Realty Trust Inc                                                 | CUSIP: 146280508<br>LEI: 549300HXH142HWKKSW59 | Long             | EC               |  | US        |        3213 | NS      | $76051.71     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaztransport Et Technigaz SA                 | Gaztransport Et Technigaz SA                                          | CUSIP: 000000000<br>LEI: 969500BVOHVZUUFWDT54 | Long             | EC               | CORP              | FR        |        1588 | NS      | $315215.20    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                | Universal Health Services Inc                                         | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |        3192 | NS      | $578230.80    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| INTER-AMERICAN INVEST CO                     | Inter-American Investment Corp                                        | CUSIP: 000000000<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | XX        |      742000 | PA      | $475123.00    | 0.22%             | 2026-06-30      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED USD / SOLD NOK                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-3774.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT AS                       | Nykredit Realkredit AS                                                | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |     7245000 | PA      | $1128817.61   | 0.53%             | 2027-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED USD / SOLD CHF                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-4120.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fortuna Mining Corp                          | Fortuna Mining Corp                                                   | CUSIP: 349942102<br>LEI: 5493003Q88RVK7CW4735 | Long             | EC               | CORP              | CA        |       11381 | NS      | $74466.47     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SWEDBANK HYPOTEK AB                          | Swedbank Hypotek AB                                                   | CUSIP: 000000000<br>LEI: 549300TJREQ7GHIXWR36 | Long             | DBT              | CORP              | SE        |     2300000 | PA      | $248864.38    | 0.12%             | 2029-03-28      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Assa Abloy AB                                | Assa Abloy AB                                                         | CUSIP: 045387107<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |       10788 | NS      | $167753.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                 | Thermo Fisher Scientific Inc                                          | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |         639 | NS      | $259088.94    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                        | Costco Wholesale Corp                                                 | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |         434 | NS      | $429633.96    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| U.K. Gilts                                   | U.K. Gilts                                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      975000 | PA      | $786270.90    | 0.37%             | 2041-10-22      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Daiwa House Industry Co Ltd                  | Daiwa House Industry Co Ltd                                           | CUSIP: 000000000<br>LEI: 353800K9WXR9XRZJZI46 | Long             | EC               | CORP              | JP        |        2500 | NS      | $86128.06     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                        | Uber Technologies Inc                                                 | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |         986 | NS      | $91993.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CLP Holdings Ltd                             | CLP Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: 25490002BUTSMP94GO68 | Long             | EC               | CORP              | HK        |       41000 | NS      | $345369.40    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED PLN / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | PL        |           1 | NC      | $3250.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED EUR / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | XX        |           1 | NC      | $31115.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                       | Spain Government Bonds                                                | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1705000 | PA      | $1329094.71   | 0.63%             | 2042-07-30      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Western Union Co/The                         | Western Union Co/The                                                  | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |       30074 | NS      | $253223.08    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                               | BNP Paribas SA                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |        8017 | NS      | $722085.64    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Techtronic Industries Co Ltd                 | Techtronic Industries Co Ltd                                          | CUSIP: 87873R101<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |        4492 | NS      | $248362.68    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED RON / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | RO        |           1 | NC      | $293.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EOG Resources Inc                            | EOG Resources Inc                                                     | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |        2664 | NS      | $318641.04    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                     | NIKE Inc                                                              | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |        1950 | NS      | $138528.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Diageo PLC                                   | Diageo PLC                                                            | CUSIP: 25243Q205<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |        3043 | NS      | $306856.12    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                | PURCHASED USD / SOLD CAD                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-4977.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FANUC Corp                                   | FANUC Corp                                                            | CUSIP: 307305102<br>LEI: 529900QTSW745LOKW705 | Long             | EC               | CORP              | JP        |       11664 | NS      | $158513.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                  | PURCHASED USD / SOLD SGD                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-3584.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Micron Technology Inc                        | Micron Technology Inc                                                 | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |        2409 | NS      | $296909.25    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block Inc                                | H&R Block Inc                                                         | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |        4111 | NS      | $225652.79    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| INTL BK RECON & DEVELOP                      | International Bank for Reconstruction & Development                   | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     1198000 | PA      | $785838.36    | 0.37%             | 2025-11-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Notes                                                   | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4450000 | PA      | $4480767.57   | 2.12%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Evolution Mining Ltd                         | Evolution Mining Ltd                                                  | CUSIP: 000000000<br>LEI: 254900BCFW5QO5LW8F27 | Long             | EC               | CORP              | AU        |       37815 | NS      | $197228.46    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM                      | Bank Leumi Le-Israel BM                                               | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |        5821 | NS      | $108318.31    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubb Ltd                                    | Chubb Ltd                                                             | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |         348 | NS      | $100822.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                     | PURCHASED USD / SOLD JPY                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $21415.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED CNH / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CN        |           1 | NC      | $1902.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sea Ltd                                      | Sea Ltd                                                               | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |         712 | NS      | $113877.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc                             | Cirrus Logic Inc                                                      | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |        4366 | NS      | $455177.33    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| STRYKER CORP                                 | Stryker Corp                                                          | CUSIP: 863667BE0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      790000 | PA      | $788700.21    | 0.37%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                  | PURCHASED USD / SOLD JPY                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-14742.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                | PURCHASED USD / SOLD SGD                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-5549.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED EUR / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | XX        |           1 | NC      | $48527.04     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp                               | Microsoft Corp                                                        | CUSIP: 594918AR5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     1115000 | PA      | $903409.28    | 0.43%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                        | General Dynamics Corp                                                 | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |        1555 | NS      | $453531.30    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Star Resources Ltd                  | Northern Star Resources Ltd                                           | CUSIP: 000000000<br>LEI: 254900XFXCRYYZAX6M78 | Long             | EC               | CORP              | AU        |       29468 | NS      | $364481.71    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                              | Xcel Energy Inc                                                       | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |        8672 | NS      | $590563.20    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                     | PURCHASED USD / SOLD AUD                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $-3548.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                          | Cheniere Energy Inc                                                   | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |         404 | NS      | $98382.08     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED EUR / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | XX        |           1 | NC      | $20499.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Qorvo Inc                                    | Qorvo Inc                                                             | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |        1780 | NS      | $151139.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Ltd                                   | Amdocs Ltd                                                            | CUSIP: 000000000<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | GG        |        1191 | NS      | $108666.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                       | PURCHASED CAD / SOLD USD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |           1 | NC      | $689.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED USD / SOLD JPY                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $10103.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Applied Industrial Technologies Inc          | Applied Industrial Technologies Inc                                   | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |         767 | NS      | $178289.15    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                  | PURCHASED USD / SOLD EUR                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-103981.21   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                     | PURCHASED JPY / SOLD USD                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | JP        |           1 | NC      | $-4533.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                            | Atmos Energy Corp                                                     | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |        1955 | NS      | $301285.05    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                     | Fox Corp                                                              | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |        6034 | NS      | $338145.36    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COS INC                               | Lowe's Cos Inc                                                        | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      705000 | PA      | $712430.63    | 0.34%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Buzzi SpA                                    | Buzzi SpA                                                             | CUSIP: 000000000<br>LEI: 5299003DX5YLKSVJ6K59 | Long             | EC               | CORP              | IT        |        2167 | NS      | $120182.35    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BGC Group Inc                                | BGC Group Inc                                                         | CUSIP: 088929104<br>LEI: 2549001IGRCG4F0RLD36 | Long             | EC               | CORP              | US        |        8691 | NS      | $88908.93     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange SA                                    | Orange SA                                                             | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |       34693 | NS      | $529606.67    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED USD / SOLD PEN                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-29128.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Supernus Pharmaceuticals Inc                 | Supernus Pharmaceuticals Inc                                          | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |        2573 | NS      | $81100.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                  | Exelon Corp                                                           | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |        2349 | NS      | $101993.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                      | Goldman Sachs Group Inc/The                                           | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      930000 | PA      | $936169.22    | 0.44%             | 2032-03-23      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                          | Societe Generale SA                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |        7488 | NS      | $429064.50    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| MDA Space Ltd                                | MDA Space Ltd                                                         | CUSIP: 55293N109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |        3898 | NS      | $100502.13    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED USD / SOLD EUR                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-18618.39    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Metro Inc/CN                                 | Metro Inc/CN                                                          | CUSIP: 59162N109<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | EC               | CORP              | CA        |        5944 | NS      | $466921.01    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                                 | Unilever PLC                                                          | CUSIP: 904767704<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |        5948 | NS      | $363839.16    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED USD / SOLD ILS                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-13518.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                | Industria de Diseno Textil SA                                         | CUSIP: 455793109<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |       18544 | NS      | $241999.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EUROPEAN BK RECON & DEV                      | European Bank for Reconstruction & Development                        | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    12420000 | PA      | $304010.80    | 0.14%             | 2025-08-25      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                           | Coterra Energy Inc                                                    | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |        5311 | NS      | $134793.18    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                  | PepsiCo Inc                                                           | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |        5240 | NS      | $691889.60    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF CHILE                            | Chile Government International Bond                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     1115000 | PA      | $1135289.63   | 0.54%             | 2031-07-02      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                        | Texas Instruments Inc                                                 | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |        1646 | NS      | $341742.52    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                | CME Group Inc                                                         | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |        1025 | NS      | $282510.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| INTL BK RECON & DEVELOP                      | International Bank for Reconstruction & Development                   | CUSIP: 459058JZ7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      503000 | PA      | $463120.58    | 0.22%             | 2028-09-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Manhattan Associates Inc                     | Manhattan Associates Inc                                              | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |         427 | NS      | $84319.69     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Electron Ltd                           | Tokyo Electron Ltd                                                    | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |         500 | NS      | $95459.82     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                          | PayPal Holdings Inc                                                   | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |        1138 | NS      | $84576.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                 | Centene Corp                                                          | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |        2840 | NS      | $154155.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc                                  | Maximus Inc                                                           | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |        1589 | NS      | $111547.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                 | Alphabet Inc                                                          | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |        1931 | NS      | $340300.13    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                  | PURCHASED USD / SOLD EUR                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-98774.03    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Daito Trust Construction Co Ltd              | Daito Trust Construction Co Ltd                                       | CUSIP: 000000000<br>LEI: 353800QQ4DRI3KXS3038 | Long             | EC               | CORP              | JP        |        2300 | NS      | $250701.63    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds        | Mexico Government International Bonds                                 | CUSIP: 91086QAS7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      355000 | PA      | $376832.50    | 0.18%             | 2034-09-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                     | Visa Inc                                                              | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |        1473 | NS      | $522988.65    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                | Hewlett Packard Enterprise Co                                         | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |        6807 | NS      | $139203.15    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI World ETF                       | iShares MSCI World ETF                                                | CUSIP: 464286392<br>LEI: 549300SBOOZR51TG3W64 | Long             | EC               | RF                | US        |       50300 | NS      | $8519814.00   | 4.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INTL FINANCE CORP                            | International Finance Corp                                            | CUSIP: 45950VHX7<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |      385000 | PA      | $379260.27    | 0.18%             | 2026-04-07      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                             | Roche Holding AG                                                      | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |        1538 | NS      | $502788.25    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Zoetis Inc                                   | Zoetis Inc                                                            | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |        1854 | NS      | $289131.30    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings Inc            | Allison Transmission Holdings Inc                                     | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |         882 | NS      | $83781.18     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                              | ASML Holding NV                                                       | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |         541 | NS      | $433551.99    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                       | PURCHASED GBP / SOLD USD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $1602.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                       | Boston Scientific Corp                                                | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |         688 | NS      | $73898.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                  | PURCHASED USD / SOLD NZD                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-19667.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CONSTELLATION SOFTWARE INC                   | CONSTELLATION SOFTWARE INC                                            | CUSIP: 000000000<br>LEI: 549300B6PYHMCTDWQV29 | N/A              | DE               |  | CA        |         431 | NS      | $0.03         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Elevance Health Inc                          | Elevance Health Inc                                                   | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |         320 | NS      | $124467.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                            | Lam Research Corp                                                     | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |        1101 | NS      | $107171.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Telegraph & Telephone Corp            | Nippon Telegraph & Telephone Corp                                     | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |      450300 | NS      | $480884.75    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Essity AB                                    | Essity AB                                                             | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |        4469 | NS      | $123762.90    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HKT Trust & HKT Ltd                          | HKT Trust & HKT Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       94000 | NS      | $140377.24    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                     | PURCHASED USD / SOLD DKK                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $-840.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Biogen Inc                                   | Biogen Inc                                                            | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |        1534 | NS      | $192655.06    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                  | PURCHASED USD / SOLD CAD                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-4166.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fiserv Inc                                   | Fiserv Inc                                                            | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |        3565 | NS      | $614641.65    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                      | Procter & Gamble Co/The                                               | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |        2398 | NS      | $382049.36    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SSR Mining Inc                               | SSR Mining Inc                                                        | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | EC               | CORP              | CA        |        4300 | NS      | $54782.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire Co Ltd                                | Empire Co Ltd                                                         | CUSIP: 291843407<br>LEI: 549300TX0ZUSTEF7C719 | Long             | EC               | CORP              | CA        |        7380 | NS      | $306255.77    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                             | TotalEnergies SE                                                      | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |        3158 | NS      | $194240.21    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| MasTec Inc                                   | MasTec Inc                                                            | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |         522 | NS      | $88964.46     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc                      | Akamai Technologies Inc                                               | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |        1256 | NS      | $100178.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Novo Nordisk A/S                             | Novo Nordisk A/S                                                      | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |         994 | NS      | $69359.31     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                     | PURCHASED MXN / SOLD USD                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | MX        |           1 | NC      | $11953.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                  | PURCHASED USD / SOLD JPY                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $1572.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                         | Lockheed Martin Corp                                                  | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |        2777 | NS      | $1286139.78   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings Inc             | BJ's Wholesale Club Holdings Inc                                      | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |        2313 | NS      | $249410.79    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Group PLC                            | NatWest Group PLC                                                     | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |       53907 | NS      | $378507.17    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| TESCO CORP TREASURY SERV                     | Tesco Corporate Treasury Services PLC                                 | CUSIP: 000000000<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |      480000 | PA      | $601611.34    | 0.28%             | 2030-04-27      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Resona Holdings Inc                          | Resona Holdings Inc                                                   | CUSIP: 76118A205<br>LEI: 52990067JE75XZCYYT81 | Long             | EC               | CORP              | JP        |       10802 | NS      | $198108.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp                             | AdaptHealth Corp                                                      | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       15326 | NS      | $144524.18    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                       | PURCHASED USD / SOLD NOK                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-49152.59    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co Ltd                        | Daiichi Sankyo Co Ltd                                                 | CUSIP: 000000000<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |        5600 | NS      | $130399.75    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| United Therapeutics Corp                     | United Therapeutics Corp                                              | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |         355 | NS      | $102009.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MEX BONOS DESARR FIX RT                      | Mexican Bonos                                                         | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    22800000 | PA      | $1211980.18   | 0.57%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                           | Peru Government Bond                                                  | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     4275000 | PA      | $1138797.25   | 0.54%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                  | PURCHASED USD / SOLD PEN                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-21490.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Legrand SA                                   | Legrand SA                                                            | CUSIP: 524671104<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |        7448 | NS      | $199025.46    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Leopalace21 Corp                             | Leopalace21 Corp                                                      | CUSIP: 000000000<br>LEI: 529900Z3BHJUW1DY6254 | Long             | EC               | CORP              | JP        |       23100 | NS      | $99758.24     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Workday Inc                                  | Workday Inc                                                           | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |         628 | NS      | $150720.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                     | PURCHASED USD / SOLD MXN                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $-36771.23    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                  | Royal Caribbean Cruises Ltd                                           | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |         351 | NS      | $109912.14    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                     | PURCHASED CHF / SOLD USD                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |           1 | NC      | $5623.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                       | PURCHASED GBP / SOLD USD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $19936.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                     | Johnson Controls International plc / Tyco Fire & Security Finance SCA | CUSIP: 47837RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      685000 | PA      | $601251.40    | 0.28%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                               | Microsoft Corp                                                        | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |        7348 | NS      | $3654968.68   | 1.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncor Energy Inc                            | Suncor Energy Inc                                                     | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |       10241 | NS      | $383619.17    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                         | Targa Resources Corp                                                  | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |         709 | NS      | $123422.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS NORTH AM                      | United Rentals North America Inc                                      | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      730000 | PA      | $727088.61    | 0.34%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Japan Post Bank Co Ltd                       | Japan Post Bank Co Ltd                                                | CUSIP: 000000000<br>LEI: 5493006JVO6N2HC2XZ76 | Long             | EC               | CORP              | JP        |       24400 | NS      | $263401.61    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Ingredion Inc                                | Ingredion Inc                                                         | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |         532 | NS      | $72149.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                          | American Tower Corp                                                   | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |        1620 | NS      | $358052.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                | PURCHASED AUD / SOLD USD                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |           1 | NC      | $8187.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hamilton Insurance Group Ltd                 | Hamilton Insurance Group Ltd                                          | CUSIP: 000000000<br>LEI: 549300W92BN1FIEXG871 | Long             | EC               | CORP              | BM        |       16081 | NS      | $347671.22    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| KFW                                          | Kreditanstalt fuer Wiederaufbau                                       | CUSIP: 500769BR4<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      770000 | PA      | $479688.56    | 0.23%             | 2036-04-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Comfort Systems USA Inc                      | Comfort Systems USA Inc                                               | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |        1418 | NS      | $760345.78    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                           | IQVIA Holdings Inc                                                    | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |        1473 | NS      | $232130.07    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                | Intercontinental Exchange Inc                                         | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |        2406 | NS      | $441428.82    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Dai-ichi Life Holdings Inc                   | Dai-ichi Life Holdings Inc                                            | CUSIP: 000000000<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |       20500 | NS      | $154960.16    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                      | Rockwell Automation Inc                                               | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |         751 | NS      | $249459.67    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bonds                                                   | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1747000 | PA      | $1426125.23   | 0.67%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                     | PURCHASED USD / SOLD AUD                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $-15206.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Rheinmetall AG                               | Rheinmetall AG                                                        | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |         127 | NS      | $268696.03    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Trane Technologies PLC                       | Trane Technologies PLC                                                | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |         451 | NS      | $197271.91    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kuraray Co Ltd                               | Kuraray Co Ltd                                                        | CUSIP: 000000000<br>LEI: 549300W9JPTOE739QZ31 | Long             | EC               | CORP              | JP        |       11300 | NS      | $143358.25    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Newmont Corp                                 | Newmont Corp                                                          | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |        2875 | NS      | $167497.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities Inc          | Alexandria Real Estate Equities Inc                                   | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               |  | US        |        1071 | NS      | $77786.73     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp                   | Pinnacle West Capital Corp                                            | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |        4164 | NS      | $372553.08    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Electric Power Development Co Ltd            | Electric Power Development Co Ltd                                     | CUSIP: 000000000<br>LEI: 549300KMHPUAQI8VEH90 | Long             | EC               | CORP              | JP        |       19100 | NS      | $325464.44    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                  | NVIDIA Corp                                                           | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |       25426 | NS      | $4017053.74   | 1.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                 | Chevron Corp                                                          | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         693 | NS      | $99230.67     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                    | Adobe Inc                                                             | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |        2168 | NS      | $838755.84    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| INTL FINANCE CORP                            | International Finance Corp                                            | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |     1171000 | PA      | $568294.26    | 0.27%             | 2035-04-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                      | Procter & Gamble Co/The                                               | CUSIP: 742718FM6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |       65000 | PA      | $56104.05     | 0.03%             | 2030-10-29      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                       | PURCHASED USD / SOLD CAD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-2625.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coursera Inc                                 | Coursera Inc                                                          | CUSIP: 22266M104<br>LEI: 984500573CA1QB7DAC30 | Long             | EC               | CORP              | US        |       10721 | NS      | $93915.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS EURO FINANCE                        | Prologis Euro Finance LLC                                             | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |      760000 | PA      | $749989.68    | 0.35%             | 2032-02-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GSK PLC                                      | GSK PLC                                                               | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |       20253 | NS      | $386077.94    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Entergy Corp                                 | Entergy Corp                                                          | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |        1017 | NS      | $84533.04     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                 | Alphabet Inc                                                          | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       10918 | NS      | $1936744.02   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                              | AstraZeneca PLC                                                       | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |        4172 | NS      | $291539.36    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TORONTO-DOMINION BANK                        | Toronto-Dominion Bank/The                                             | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      485000 | PA      | $501385.48    | 0.24%             | 2028-09-13      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| COMMERZBANK AG                               | Commerzbank AG                                                        | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      410000 | PA      | $486000.96    | 0.23%             | 2025-12-12      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| WNS Holdings Ltd                             | WNS Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: 529900RM7QHUD3W9DM42 | Long             | EC               | CORP              | JE        |        1290 | NS      | $81579.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group/The                              | Cigna Group/The                                                       | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |         740 | NS      | $244629.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED NZD / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | NZ        |           1 | NC      | $3797.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                     | Thailand Government Bond                                              | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    33500000 | PA      | $1028147.42   | 0.49%             | 2035-12-17      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Admiral Group PLC                            | Admiral Group PLC                                                     | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |        1954 | NS      | $87714.26     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED USD / SOLD EUR                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-30037.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                     | New Zealand Local Government Funding Agency Bond                      | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |     1735000 | PA      | $966705.20    | 0.46%             | 2029-04-20      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED JPY / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | JP        |           1 | NC      | $-59832.74    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                        | Bonos de la Tesoreria de la Republica en pesos                        | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   355000000 | PA      | $380154.44    | 0.18%             | 2028-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Eaton Corp                                   | Eaton Corp                                                            | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |      510000 | PA      | $438916.10    | 0.21%             | 2042-11-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro            | Italy Buoni Poliennali Del Tesoro                                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      765000 | PA      | $954313.47    | 0.45%             | 2035-04-30      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Starbucks Corp                               | Starbucks Corp                                                        | CUSIP: 855244AU3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |      490000 | PA      | $400711.68    | 0.19%             | 2049-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED GBP / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | GB        |           1 | NC      | $22190.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Horace Mann Educators Corp                   | Horace Mann Educators Corp                                            | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |        1913 | NS      | $82201.61     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Costa Rica Government International Bonds    | Costa Rica Government International Bonds                             | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      810000 | PA      | $833490.00    | 0.39%             | 2031-02-19      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| EMCOR Group Inc                              | EMCOR Group Inc                                                       | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |         341 | NS      | $182397.49    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                  | PURCHASED JPY / SOLD USD                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |           1 | NC      | $-59772.59    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                           | Walt Disney Co/The                                                    | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |        9088 | NS      | $1127002.88   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc                | CSG Systems International Inc                                         | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |        2710 | NS      | $176990.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Suntory Beverage & Food Ltd                  | Suntory Beverage & Food Ltd                                           | CUSIP: 000000000<br>LEI: 549300FONLMVK7YYYH41 | Long             | EC               | CORP              | JP        |        2700 | NS      | $86428.10     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                       | PURCHASED GBP / SOLD USD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $6580.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                         | Waste Management Inc                                                  | CUSIP: 94106LCD9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      367000 | PA      | $372522.72    | 0.18%             | 2032-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Garmin Ltd                                   | Garmin Ltd                                                            | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |         749 | NS      | $156331.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                      | Procter & Gamble Co/The                                               | CUSIP: 742718GG8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      218000 | PA      | $218642.95    | 0.10%             | 2034-01-29      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                       | Verizon Communications Inc                                            | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      569000 | PA      | $561894.27    | 0.27%             | 2029-02-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Subaru Corp                                  | Subaru Corp                                                           | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |        4700 | NS      | $81658.74     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Quanta Services Inc                          | Quanta Services Inc                                                   | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |         590 | NS      | $223067.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                  | Target Corp                                                           | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |        3117 | NS      | $307492.05    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                | PURCHASED USD / SOLD CHF                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-626.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OceanaGold Corp                              | OceanaGold Corp                                                       | CUSIP: 675222400<br>LEI: 549300CBMSE8I9N3E232 | Long             | EC               | CORP              | CA        |        7149 | NS      | $100897.67    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED USD / SOLD NZD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-9985.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED USD / SOLD CNH                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-5861.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                  | PURCHASED RON / SOLD USD                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | RO        |           1 | NC      | $1529.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE          | LVMH Moet Hennessy Louis Vuitton SE                                   | CUSIP: 502441306<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |        1294 | NS      | $135947.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                             | Coca-Cola Co/The                                                      | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |        6252 | NS      | $442329.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                  | PURCHASED SGD / SOLD USD                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |           1 | NC      | $1203.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortinet Inc                                 | Fortinet Inc                                                          | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |        1974 | NS      | $208691.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| International Consolidated Airlines Group SA | International Consolidated Airlines Group SA                          | CUSIP: 000000000<br>LEI: 959800TZHQRUSH1ESL13 | Long             | EC               | CORP              | ES        |       20120 | NS      | $94481.18     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                            | Wolters Kluwer NV                                                     | CUSIP: 977874205<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |        2416 | NS      | $403133.76    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF CHILE                            | Chile Government International Bond                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |        5000 | PA      | $5090.98      | 0.00%             | 2031-07-02      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                  | PURCHASED USD / SOLD DKK                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-1481.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Adtalem Global Education Inc                 | Adtalem Global Education Inc                                          | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |         819 | NS      | $104201.37    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NGK Insulators Ltd                           | NGK Insulators Ltd                                                    | CUSIP: 000000000<br>LEI: 353800701BNCL25VYY16 | Long             | EC               | CORP              | JP        |       16600 | NS      | $208093.80    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Japan Railway Co                     | Central Japan Railway Co                                              | CUSIP: 000000000<br>LEI: 353800YAR3OVUITHTG64 | Long             | EC               | CORP              | JP        |        4900 | NS      | $109746.75    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED USD / SOLD GBP                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-4418.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Airbnb Inc                                   | Airbnb Inc                                                            | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |        1330 | NS      | $176012.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                             | Exxon Mobil Corp                                                      | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |        1836 | NS      | $197920.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd                    | Axis Capital Holdings Ltd                                             | CUSIP: 000000000<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EC               | CORP              | BM        |        1920 | NS      | $199334.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                       | PURCHASED CAD / SOLD USD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |           1 | NC      | $6605.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMS Energy Corp                              | CMS Energy Corp                                                       | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |        2836 | NS      | $196478.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix Inc                                  | Nutanix Inc                                                           | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |        1274 | NS      | $97384.56     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnico Eagle Mines Ltd                       | Agnico Eagle Mines Ltd                                                | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |        2831 | NS      | $337287.64    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED USD / SOLD IDR                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-9943.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                            | Wolters Kluwer NV                                                     | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |        2030 | NS      | $339463.30    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| EverQuote Inc                                | EverQuote Inc                                                         | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4344 | NS      | $105037.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc                       | Darden Restaurants Inc                                                | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |         553 | NS      | $120537.41    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Gas Co Ltd                             | Osaka Gas Co Ltd                                                      | CUSIP: 000000000<br>LEI: 353800024KMNOPQRWZ02 | Long             | EC               | CORP              | JP        |        7100 | NS      | $181704.19    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| PJT Partners Inc                             | PJT Partners Inc                                                      | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |         414 | NS      | $68314.14     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                          | JPMorgan Chase & Co                                                   | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      475000 | PA      | $467969.06    | 0.22%             | 2028-05-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| State of California                          | CALIFORNIA ST                                                         | CUSIP: 13063D7G7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      820000 | PA      | $840028.50    | 0.40%             | 2041-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                              | Bermuda Government International Bond                                 | CUSIP: 000000000<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |     1080000 | PA      | $1065808.80   | 0.50%             | 2027-01-25      | Fixed         | 3.72%                 | Yes           |                  2 | On Loan: No      |
| Palantir Technologies Inc                    | Palantir Technologies Inc                                             | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |        1136 | NS      | $154859.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co                 | Portland General Electric Co                                          | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |       14180 | NS      | $576133.40    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc                       | Marvell Technology Inc                                                | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1880 | NS      | $145512.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Government Forty Year Bonds            | Japan Government Forty Year Bonds                                     | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   261000000 | PA      | $1300151.73   | 0.61%             | 2055-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| City of Vancouver                            | City of Vancouver                                                     | CUSIP: 921577RJ3<br>LEI: 549300WQBP3HPFWQXI92 | Long             | DBT              | NUSS              | CA        |     1020000 | PA      | $749627.91    | 0.35%             | 2025-11-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Asahi Kasei Corp                             | Asahi Kasei Corp                                                      | CUSIP: 000000000<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |       30300 | NS      | $215234.05    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Westgold Resources Ltd                       | Westgold Resources Ltd                                                | CUSIP: 000000000<br>LEI: 2549003AMX9BL7CKBQ74 | Long             | EC               | CORP              | AU        |       39998 | NS      | $76848.01     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                     | AT&T Inc                                                              | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      765000 | PA      | $600115.87    | 0.28%             | 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        |        5247 | NS      | $647952.03    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR Inc                                  | NETGEAR Inc                                                           | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |        2980 | NS      | $86628.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                  | Oracle Corp                                                           | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      545000 | PA      | $559053.30    | 0.26%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT            | Portugal Obrigacoes do Tesouro OT                                     | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     1490000 | PA      | $1641937.76   | 0.78%             | 2032-07-16      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                           | Province of Quebec Canada                                             | CUSIP: 748148SA2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     1060000 | PA      | $768500.97    | 0.36%             | 2027-02-13      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| NewMarket Corp                               | NewMarket Corp                                                        | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |         112 | NS      | $77376.32     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED USD / SOLD DKK                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-30227.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Carlsberg AS                                 | Carlsberg AS                                                          | CUSIP: 142795202<br>LEI: 5299001O0WJQYB5GYZ19 | Long             | EC               | CORP              | DK        |        6967 | NS      | $197584.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Intesa Sanpaolo SpA                          | Intesa Sanpaolo SpA                                                   | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |       62654 | NS      | $361157.65    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| East Japan Railway Co                        | East Japan Railway Co                                                 | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | EC               | CORP              | JP        |        9000 | NS      | $194231.60    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Netflix Inc                                  | Netflix Inc                                                           | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |         879 | NS      | $1177095.27   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                              | AstraZeneca PLC                                                       | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |        2110 | NS      | $294255.94    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| AMGEN INC                                    | Amgen Inc                                                             | CUSIP: 031162DD9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     1070000 | PA      | $1022331.02   | 0.48%             | 2029-02-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                           | Koninklijke KPN NV                                                    | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |       45598 | NS      | $222560.12    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Finance USA Inc                          | ABB Finance USA Inc                                                   | CUSIP: 00037BAC6<br>LEI: 5493002Y01YAFV45F528 | Long             | DBT              | CORP              | US        |      390000 | PA      | $340969.54    | 0.16%             | 2042-05-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Juniper Networks Inc                         | Juniper Networks Inc                                                  | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |        5728 | NS      | $228719.04    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHN DEERE FINANCIALS IN                     | John Deere Financial Inc                                              | CUSIP: 47788ZAS0<br>LEI: CWQ698NK2DINVLMZRZ97 | Long             | DBT              | CORP              | CA        |     1010000 | PA      | $764959.57    | 0.36%             | 2028-07-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ramelius Resources Ltd                       | Ramelius Resources Ltd                                                | CUSIP: 000000000<br>LEI: 254900E44AIGW7KKNR98 | Long             | EC               | CORP              | AU        |       44483 | NS      | $74959.39     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mastercard Inc                               | Mastercard Inc                                                        | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |        1139 | NS      | $640049.66    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                        | Republic Services Inc                                                 | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |         316 | NS      | $77928.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                     | AT&T Inc                                                              | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |        2759 | NS      | $79845.46     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Government Two Year Bonds              | Japan Government Two Year Bonds                                       | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   253000000 | PA      | $1753685.91   | 0.83%             | 2026-01-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                       | Asian Development Bank                                                | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    41460000 | PA      | $482746.01    | 0.23%             | 2026-10-06      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED USD / SOLD PLN                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-18354.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                  | PURCHASED USD / SOLD JPY                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $4352.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Holding Corp             | Booz Allen Hamilton Holding Corp                                      | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |        3925 | NS      | $408710.25    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Kongsberg Gruppen ASA                        | Kongsberg Gruppen ASA                                                 | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ9HK73 | Long             | EC               | CORP              | NO        |       10125 | NS      | $392731.31    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom Inc                                 | Broadcom Inc                                                          | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |        4504 | NS      | $1241527.60   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexagon AB                                   | Hexagon AB                                                            | CUSIP: 428263107<br>LEI: 549300WJFW6ILNI4TA80 | Long             | EC               | CORP              | SE        |       19597 | NS      | $196165.97    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Holdings Co Ltd                   | Japan Post Holdings Co Ltd                                            | CUSIP: 000000000<br>LEI: 5299003D9N4JBS256X18 | Long             | EC               | CORP              | JP        |       50000 | NS      | $461513.76    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED EUR / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | XX        |           1 | NC      | $27923.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                         | Bank of America Corp                                                  | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |        6169 | NS      | $291917.08    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                     | PURCHASED SEK / SOLD USD                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | SE        |           1 | NC      | $284.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                           | Credit Agricole SA                                                    | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |       11188 | NS      | $211951.48    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                            | Toyota Motor Corp                                                     | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |       10100 | NS      | $173489.32    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyoto Financial Group Inc                    | Kyoto Financial Group Inc                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        8500 | NS      | $152365.41    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Shizuoka Financial Group Inc                 | Shizuoka Financial Group Inc                                          | CUSIP: 000000000<br>LEI: 353800MNO5C8V2SHGA81 | Long             | EC               | CORP              | JP        |        4300 | NS      | $49853.53     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hormel Foods Corp                            | Hormel Foods Corp                                                     | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |        5551 | NS      | $167917.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                    | Tesla Inc                                                             | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |        2609 | NS      | $828774.94    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                       | PURCHASED USD / SOLD DKK                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-13552.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NMI Holdings Inc                             | NMI Holdings Inc                                                      | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |        3321 | NS      | $140112.99    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| State of California                          | CALIFORNIA ST                                                         | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      625000 | PA      | $749051.13    | 0.35%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED USD / SOLD JPY                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-15450.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                       | PURCHASED PEN / SOLD USD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | PE        |           1 | NC      | $11272.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED USD / SOLD GBP                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-16168.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| National HealthCare Corp                     | National HealthCare Corp                                              | CUSIP: 635906100<br>LEI: 254900PTS11LS1JS2752 | Long             | EC               | CORP              | US        |         654 | NS      | $69984.54     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                     | PURCHASED JPY / SOLD USD                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | JP        |           1 | NC      | $-4972.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                       | PURCHASED USD / SOLD MXN                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-6032.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                     | PURCHASED JPY / SOLD USD                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | JP        |           1 | NC      | $-9931.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                      | European Bank for Reconstruction & Development                        | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    19080000 | PA      | $434072.97    | 0.21%             | 2027-09-27      | Fixed         | 28.00%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                       | PURCHASED USD / SOLD SGD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-4162.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Grand Canyon Education Inc                   | Grand Canyon Education Inc                                            | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |         454 | NS      | $85806.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizuho Financial Group Inc                   | Mizuho Financial Group Inc                                            | CUSIP: 60687Y109<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |       58588 | NS      | $325749.28    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp                                    | PG&E Corp                                                             | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |        5825 | NS      | $81200.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                | Koninklijke Ahold Delhaize NV                                         | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |       10025 | NS      | $419121.50    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Mattel Inc                                   | Mattel Inc                                                            | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |        8121 | NS      | $160146.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc                               | AptarGroup Inc                                                        | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |        2254 | NS      | $352593.22    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group Inc/The                         | Ensign Group Inc/The                                                  | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |         491 | NS      | $75741.66     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Peru Government International Bonds          | Peru Government International Bonds                                   | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      760000 | PA      | $638780.00    | 0.30%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                       | PURCHASED KRW / SOLD USD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $42070.36     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Jardine Cycle & Carriage Ltd                 | Jardine Cycle & Carriage Ltd                                          | CUSIP: 000000000<br>LEI: 254900WEP6OCEXFWML09 | Long             | EC               | CORP              | SG        |        4700 | NS      | $90131.47     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Synchrony Financial                          | Synchrony Financial                                                   | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |        1487 | NS      | $99242.38     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED AUD / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | AU        |           1 | NC      | $2146.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADOBE INC                                    | Adobe Inc                                                             | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |      545000 | PA      | $502565.44    | 0.24%             | 2030-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp                      | SBA Communications Corp                                               | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |        1989 | NS      | $467096.76    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Bureau Veritas SA                            | Bureau Veritas SA                                                     | CUSIP: 12117P109<br>LEI: 969500TPU5T3HA5D1F11 | Long             | EC               | CORP              | FR        |        2540 | NS      | $174548.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED CZK / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CZ        |           1 | NC      | $2761.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sterling Infrastructure Inc                  | Sterling Infrastructure Inc                                           | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |         550 | NS      | $126901.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Panama                           | Panama Government International Bond                                  | CUSIP: 698299AD6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      440000 | PA      | $476520.00    | 0.23%             | 2027-09-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Corpay Inc                                   | Corpay Inc                                                            | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |         419 | NS      | $139032.58    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                          | Cal-Maine Foods Inc                                                   | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |        2361 | NS      | $235226.43    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Tankers Ltd                           | Teekay Tankers Ltd                                                    | CUSIP: 000000000<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               | CORP              | BM        |        1427 | NS      | $59534.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                      | Hungary Government Bond                                               | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   183080000 | PA      | $447707.37    | 0.21%             | 2031-10-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Leonardo SpA                                 | Leonardo SpA                                                          | CUSIP: 000000000<br>LEI: 529900X4EEX1U9LN3U39 | Long             | EC               | CORP              | IT        |        1939 | NS      | $109344.21    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Logitech International SA                    | Logitech International SA                                             | CUSIP: 000000000<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |         873 | NS      | $78887.24     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Chemical Group Corp               | Mitsubishi Chemical Group Corp                                        | CUSIP: 000000000<br>LEI: 353800YNKX4RQUGAR072 | Long             | EC               | CORP              | JP        |       16900 | NS      | $88597.16     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                | PURCHASED USD / SOLD JPY                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-16196.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ServiceNow Inc                               | ServiceNow Inc                                                        | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |         547 | NS      | $562359.76    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                     | Toyota Motor Credit Corp                                              | CUSIP: 89236TGU3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      155000 | PA      | $140911.91    | 0.07%             | 2030-02-13      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Curtiss-Wright Corp                          | Curtiss-Wright Corp                                                   | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |         814 | NS      | $397679.70    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CROATIA                                      | Croatia Government International Bond                                 | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |      590000 | PA      | $536880.46    | 0.25%             | 2041-03-04      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd               | Canadian Natural Resources Ltd                                        | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |        3128 | NS      | $98313.49     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ADOBE INC                                    | Adobe Inc                                                             | CUSIP: 00724PAG4<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |      333000 | PA      | $339623.15    | 0.16%             | 2034-04-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corp                       | FUJIFILM Holdings Corp                                                | CUSIP: 000000000<br>LEI: 529900UBKMFM0ST6H474 | Long             | EC               | CORP              | JP        |        3200 | NS      | $69535.14     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc          | Sumitomo Mitsui Financial Group Inc                                   | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |        3100 | NS      | $77717.06     | 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        |        1521 | NS      | $123824.61    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                       | Pfandbriefzentrale der schweizerischen Kantonalbanken AG              | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |      355000 | PA      | $450194.32    | 0.21%             | 2025-10-30      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| WH Group Ltd                                 | WH Group Ltd                                                          | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |      499000 | NS      | $480579.92    | 0.23%             |  |  |  | Yes           |                  2 | On Loan: No      |
| UniCredit SpA                                | UniCredit SpA                                                         | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |        2132 | NS      | $142993.42    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                     | Queensland Treasury Corp                                              | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      875000 | PA      | $493035.13    | 0.23%             | 2031-03-10      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Hydro One Ltd                                | Hydro One Ltd                                                         | CUSIP: 448811208<br>LEI: 5493007QZDXTP1W2VL44 | Long             | EC               | CORP              | CA        |        2302 | NS      | $82951.45     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                                 | Comcast Corp                                                          | CUSIP: 20030NEC1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      730000 | PA      | $725462.49    | 0.34%             | 2033-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                      | Charles Schwab Corp/The                                               | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |        5379 | NS      | $490779.96    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc                      | Illinois Tool Works Inc                                               | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |         576 | NS      | $142416.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                  | PURCHASED USD / SOLD MXN                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-12371.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                          | EssilorLuxottica SA                                                   | CUSIP: 297284200<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |        1296 | NS      | $177863.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pernod Ricard SA                             | Pernod Ricard SA                                                      | CUSIP: 714264306<br>LEI: 52990097YFPX9J0H5D87 | Long             | EC               | CORP              | FR        |        4106 | NS      | $82284.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                       | F5 Inc                                                                | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |         856 | NS      | $251937.92    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Allianz SE                                   | Allianz SE                                                            | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |         584 | NS      | $236619.45    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                           | Meta Platforms Inc                                                    | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |        2463 | NS      | $1817915.67   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                   | Pfizer Inc                                                            | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |       11383 | NS      | $275923.92    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED USD / SOLD INR                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $3318.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameren Corp                                  | Ameren Corp                                                           | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |         846 | NS      | $81249.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp                                  | Chemed Corp                                                           | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |         508 | NS      | $247360.44    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                   | Verizon Communications Inc                                            | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |       13397 | NS      | $579688.19    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Inflation-Indexed Notes                                 | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      391314 | PA      | $397697.92    | 0.19%             | 2035-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                     | PURCHASED USD / SOLD CHF                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $-22656.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TUI AG                                       | TUI AG                                                                | CUSIP: 000000000<br>LEI: 529900SL2WSPV293B552 | Long             | EC               | CORP              | DE        |       19290 | NS      | $168575.46    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED USD / SOLD HKD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $193.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                       | Standard Chartered PLC                                                | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |       44556 | NS      | $738406.66    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| KFW                                          | Kreditanstalt fuer Wiederaufbau                                       | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      535000 | PA      | $588877.68    | 0.28%             | 2028-09-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd               | Fairfax Financial Holdings Ltd                                        | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |         376 | NS      | $678691.39    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                       | PURCHASED CAD / SOLD USD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |           1 | NC      | $3815.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                       | Republic of Poland Government Bond                                    | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     2195000 | PA      | $602415.40    | 0.28%             | 2028-05-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                          | Avery Dennison Corp                                                   | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |         750 | NS      | $131602.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Argenx SE                                    | Argenx SE                                                             | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |         263 | NS      | $144970.86    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN IMPERIAL BANK                       | Canadian Imperial Bank of Commerce                                    | CUSIP: 13607GRR7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      435000 | PA      | $430431.20    | 0.20%             | 2025-10-23      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED USD / SOLD NOK                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $1254.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                   | Singapore Government Bonds                                            | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      960000 | PA      | $819937.29    | 0.39%             | 2033-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Aon PLC                                      | Aon PLC                                                               | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |        1167 | NS      | $416338.92    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc                               | GE Vernova Inc                                                        | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |         192 | NS      | $101596.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Inflation-Indexed Notes                                 | CUSIP: 91282CGW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      443797 | PA      | $442961.74    | 0.21%             | 2028-04-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                              | Gen Digital Inc                                                       | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |        5514 | NS      | $162111.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferrari NV                                   | Ferrari NV                                                            | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | NL        |         187 | NS      | $91685.12     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Allstate Corp/The                            | Allstate Corp/The                                                     | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |         888 | NS      | $178763.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEENSLAND TREASURY CORP                     | Queensland Treasury Corp                                              | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      285000 | PA      | $188585.70    | 0.09%             | 2034-02-02      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Chugoku Electric Power Co Inc/The            | Chugoku Electric Power Co Inc/The                                     | CUSIP: 000000000<br>LEI: 353800MV866ELME96Q46 | Long             | EC               | CORP              | JP        |       15700 | NS      | $77545.06     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                          | Cardinal Health Inc                                                   | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |        1761 | NS      | $295848.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc                                  | Cencora Inc                                                           | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |         615 | NS      | $184407.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED CHF / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CH        |           1 | NC      | $6578.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sompo Holdings Inc                           | Sompo Holdings Inc                                                    | CUSIP: 000000000<br>LEI: 353800CWW4SRGEYEB512 | Long             | EC               | CORP              | JP        |        5500 | NS      | $164774.84    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                            | Kinross Gold Corp                                                     | CUSIP: 496902404<br>LEI: 549300UEBMAQDN0K0R06 | Long             | EC               | CORP              | CA        |       27962 | NS      | $436960.79    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL INT LLC / EMC CORP                      | Dell International LLC / EMC Corp                                     | CUSIP: 24703TAG1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |      332000 | PA      | $341680.45    | 0.16%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                             | Altria Group Inc                                                      | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |        5336 | NS      | $312849.68    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Electric Corp                     | Mitsubishi Electric Corp                                              | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |       20800 | NS      | $449217.61    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Notes                                                   | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      705000 | PA      | $715988.09    | 0.34%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AIB Group PLC                                | AIB Group PLC                                                         | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |       13871 | NS      | $114115.42    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyushu Electric Power Co Inc                 | Kyushu Electric Power Co Inc                                          | CUSIP: 000000000<br>LEI: 549300BYNZPLKQVQH430 | Long             | EC               | CORP              | JP        |       45500 | NS      | $406728.11    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays PLC                                 | Barclays PLC                                                          | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |       99512 | NS      | $460908.53    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                     | Simon Property Group Inc                                              | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |        1449 | NS      | $232941.24    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide Inc                        | Euronet Worldwide Inc                                                 | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |        2733 | NS      | $277071.54    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Impinj Inc                                   | Impinj Inc                                                            | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |         445 | NS      | $49426.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| U.K. Gilts                                   | U.K. Gilts                                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      395000 | PA      | $469650.72    | 0.22%             | 2054-07-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                  | PURCHASED CAD / SOLD USD                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |           1 | NC      | $1966.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED HUF / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | HU        |           1 | NC      | $9032.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Maplebear Inc                                | Maplebear Inc                                                         | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3434 | NS      | $155354.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Docusign Inc                                 | Docusign Inc                                                          | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |        1383 | NS      | $107721.87    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| U.K. Gilts                                   | U.K. Gilts                                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1240000 | PA      | $1306855.85   | 0.62%             | 2033-07-31      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED USD / SOLD CZK                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-1435.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASM International NV                         | ASM International NV                                                  | CUSIP: 000000000<br>LEI: 7245001I22ND6ZFHX623 | Long             | EC               | CORP              | NL        |         386 | NS      | $247398.98    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresnillo PLC                                | Fresnillo PLC                                                         | CUSIP: 000000000<br>LEI: 549300JXWH1UV5J0XV81 | Long             | EC               | CORP              | GB        |        4623 | NS      | $91382.31     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TELSTRA GROUP LTD                            | Telstra Group Ltd                                                     | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | DBT              | CORP              | AU        |     1000000 | PA      | $659552.06    | 0.31%             | 2027-04-19      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| PEPSICO INC                                  | PepsiCo Inc                                                           | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      395000 | PA      | $259437.26    | 0.12%             | 2049-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                       | PURCHASED AUD / SOLD USD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $1033.50      | 0.00%             |  |  |  | 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        |         857 | NS      | $78081.27     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc                                      | PTC Inc                                                               | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |        1552 | NS      | $267471.68    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Technologies Engineering Ltd       | Singapore Technologies Engineering Ltd                                | CUSIP: 000000000<br>LEI: 254900OEXGGWCR24DG90 | Long             | EC               | CORP              | SG        |       30900 | NS      | $189359.55    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                          | Kimberly-Clark Corp                                                   | CUSIP: 494368BZ5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |       98000 | PA      | $95050.22     | 0.04%             | 2029-04-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                       | PURCHASED USD / SOLD CAD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-33680.62    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                               | Morgan Stanley                                                        | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      190000 | PA      | $188363.68    | 0.09%             | 2027-01-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds           | Japan Government Twenty Year Bonds                                    | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    79950000 | PA      | $440536.96    | 0.21%             | 2040-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                           | Banco Santander SA                                                    | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |       23254 | NS      | $192510.00    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                        | Tenet Healthcare Corp                                                 | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |        1044 | NS      | $183744.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Abu Dhabi Government International Bonds     | Abu Dhabi Government International Bonds                              | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |      400000 | PA      | $413700.00    | 0.20%             | 2034-04-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Monolithic Power Systems Inc                 | Monolithic Power Systems Inc                                          | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |          65 | NS      | $47539.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                 | QUALCOMM Inc                                                          | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |        3409 | NS      | $542917.34    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CGI Inc                                      | CGI Inc                                                               | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |        1334 | NS      | $140095.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                | PURCHASED GBP / SOLD USD                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |           1 | NC      | $1068.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                               | European Union                                                        | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      395000 | PA      | $464186.38    | 0.22%             | 2033-02-04      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Fidelis Insurance Holdings Ltd               | Fidelis Insurance Holdings Ltd                                        | CUSIP: 000000000<br>LEI: 549300CDMGCAGJQ7DX03 | Long             | EC               | CORP              | BM        |        5978 | NS      | $99115.24     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Colombia                         | Colombia Government International Bond                                | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   134000000 | PA      | $32272.02     | 0.02%             | 2027-06-28      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                      | International Bank for Reconstruction & Development                   | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     8610000 | PA      | $837708.91    | 0.40%             | 2026-03-16      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Neurocrine Biosciences Inc                   | Neurocrine Biosciences Inc                                            | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |         855 | NS      | $107464.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                     | New Zealand Local Government Funding Agency Bond                      | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |     1270000 | PA      | $553144.20    | 0.26%             | 2037-04-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| UGI Corp                                     | UGI Corp                                                              | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |        4335 | NS      | $157880.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KINGDOM OF DENMARK                           | Denmark Government Bond                                               | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     4150000 | PA      | $570733.63    | 0.27%             | 2031-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Exelixis Inc                                 | Exelixis Inc                                                          | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |        2231 | NS      | $98331.33     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United Overseas Bank Ltd                     | United Overseas Bank Ltd                                              | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |        6900 | NS      | $195489.14    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                  | PURCHASED DKK / SOLD USD                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | DK        |           1 | NC      | $7009.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Activia Properties Inc                       | Activia Properties Inc                                                | CUSIP: 000000000<br>LEI: 353800RPGYN3ML8CXV54 | Long             | EC               |  | JP        |         108 | NS      | $92106.65     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ADT Inc                                      | ADT Inc                                                               | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       48466 | NS      | $410507.02    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Panasonic Holdings Corp                      | Panasonic Holdings Corp                                               | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |        9200 | NS      | $98832.53     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HealthEquity Inc                             | HealthEquity Inc                                                      | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |        1806 | NS      | $189196.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                           | HCA Healthcare Inc                                                    | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |         554 | NS      | $212237.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Israel Government Bonds - Fixed              | Israel Government Bonds - Fixed                                       | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     2925000 | PA      | $877222.76    | 0.41%             | 2025-08-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Torex Gold Resources Inc                     | Torex Gold Resources Inc                                              | CUSIP: 891054603<br>LEI: 549300QL07027186GQ85 | Long             | EC               | CORP              | CA        |        2974 | NS      | $97011.26     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                     | KLA Corp                                                              | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |         200 | NS      | $179148.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                                   | Copart Inc                                                            | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |       12040 | NS      | $590802.80    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp/The                                 | AES Corp                                                              | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |       10297 | NS      | $108324.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                        | Northrop Grumman Corp                                                 | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |         535 | NS      | $267489.30    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Insurance Group Inc/The             | Hartford Insurance Group Inc/The                                      | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |        4759 | NS      | $603774.33    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco BPM SpA                                | Banco BPM SpA                                                         | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | EC               | CORP              | IT        |       13192 | NS      | $154092.60    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Electronic Arts Inc                          | Electronic Arts Inc                                                   | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |        2002 | NS      | $319719.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                | McKesson Corp                                                         | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |         131 | NS      | $95994.18     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED RON / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | RO        |           1 | NC      | $866.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hess Midstream LP                            | Hess Midstream LP                                                     | CUSIP: 428103105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2035 | NS      | $78367.85     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                   | Humana Inc                                                            | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |         364 | NS      | $88990.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                | Kroger Co/The                                                         | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |        3323 | NS      | $238358.79    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                      | Inter-American Development Bank                                       | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |  9660000000 | PA      | $588644.16    | 0.28%             | 2026-11-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Pinterest Inc                                | Pinterest Inc                                                         | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7237 | NS      | $259518.82    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED GBP / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | GB        |           1 | NC      | $6321.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                   | Mizuho Financial Group Inc                                            | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |        2900 | NS      | $79834.51     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                      | European Bank for Reconstruction & Development                        | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        | 10490000000 | PA      | $620547.95    | 0.29%             | 2028-02-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                          | Ashtead Capital Inc                                                   | CUSIP: 000000000<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     1295000 | PA      | $1268068.40   | 0.60%             | 2029-11-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                  | PURCHASED ILS / SOLD USD                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IL        |           1 | NC      | $4786.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                  | Ovintiv Inc                                                           | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |        3643 | NS      | $138616.15    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                    | Apple Inc                                                             | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |       14016 | NS      | $2875662.72   | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| NTT FINANCE CORP                             | NTT Finance Corp                                                      | CUSIP: 62954WAJ4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $199932.21    | 0.09%             | 2025-07-25      | Fixed         | 4.24%                 | Yes           |                  2 | On Loan: No      |
| Danaher Corp                                 | Danaher Corp                                                          | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |        1424 | NS      | $281296.96    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentra Group Holdings Parent Inc          | Concentra Group Holdings Parent Inc                                   | CUSIP: 20603L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6938 | NS      | $142714.66    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED INR / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | IN        |           1 | NC      | $1477.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KDDI Corp                                    | KDDI Corp                                                             | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |       26900 | NS      | $462151.25    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Lennox International Inc                     | Lennox International Inc                                              | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |         207 | NS      | $118660.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                      | Cboe Global Markets Inc                                               | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |        1429 | NS      | $333257.09    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CZECH REPUBLIC                               | Czech Republic Government Bond                                        | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    11330000 | PA      | $538126.83    | 0.25%             | 2027-11-19      | Floating      | 3.36%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                     | PURCHASED SEK / SOLD USD                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | SE        |           1 | NC      | $1779.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXOR NV                                      | EXOR NV                                                               | CUSIP: 000000000<br>LEI: 5493002ENHZ6NYET7405 | Long             | EC               | CORP              | NL        |         840 | NS      | $84711.39     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ESTONIA                          | Estonia Government International Bond                                 | CUSIP: 000000000<br>LEI: 254900EIG0O7C6C9R437 | Long             | DBT              | NUSS              | EE        |       75000 | PA      | $88528.29     | 0.04%             | 2034-01-17      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                     | PURCHASED AUD / SOLD USD                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |           1 | NC      | $9671.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                       | PURCHASED USD / SOLD GBP                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-10603.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AppLovin Corp                                | AppLovin Corp                                                         | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |         392 | NS      | $137231.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                | Automatic Data Processing Inc                                         | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |         305 | NS      | $94062.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                      | Romania Government Bond                                               | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      865000 | PA      | $200631.84    | 0.09%             | 2026-10-28      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| MercadoLibre Inc                             | MercadoLibre Inc                                                      | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |          74 | NS      | $193408.62    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNGARY                                      | Hungary Government International Bond                                 | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      526000 | PA      | $490532.74    | 0.23%             | 2035-06-05      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Nasdaq Inc                                   | Nasdaq Inc                                                            | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |        9483 | NS      | $847969.86    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group Inc                              | Uniti Group Inc                                                       | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               |  | US        |       14794 | NS      | $63910.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corp                                   | Brady Corp                                                            | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |        1145 | NS      | $77825.65     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED CNH / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CN        |           1 | NC      | $89177.74     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Equifax Inc                                  | Equifax Inc                                                           | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |         894 | NS      | $231876.78    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED USD / SOLD AUD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-5107.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                  | Novartis AG                                                           | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |       17228 | NS      | $2084158.32   | 0.99%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                          | Kimberly-Clark Corp                                                   | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |        4148 | NS      | $534760.16    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap Inc/The                                  | Gap Inc/The                                                           | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |        3794 | NS      | $82747.14     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc                         | Urban Outfitters Inc                                                  | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |        1211 | NS      | $87845.94     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp                        | Encompass Health Corp                                                 | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |        1147 | NS      | $140656.61    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAN HARBORS INC                            | Clean Harbors Inc                                                     | CUSIP: 000000000<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |      380000 | PA      | $378135.80    | 0.18%             | 2027-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Ireland Government Bonds                     | Ireland Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     1135000 | PA      | $1260999.10   | 0.60%             | 2031-03-18      | Fixed         | 1.35%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                          | American Express Co                                                   | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      365000 | PA      | $372594.71    | 0.18%             | 2036-01-30      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                              | McDonald's Corp                                                       | CUSIP: 580135CF6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      500000 | PA      | $386697.26    | 0.18%             | 2031-05-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                       | PURCHASED USD / SOLD AUD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-52836.69    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                  | PURCHASED USD / SOLD ILS                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-39128.09    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HOUSING NEW ZEALAND LTD                      | Housing New Zealand Ltd                                               | CUSIP: 000000000<br>LEI: 254900JDUJGPMP204P63 | Long             | DBT              | NUSS              | NZ        |      650000 | PA      | $390966.48    | 0.18%             | 2028-10-18      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED EUR / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | XX        |           1 | NC      | $69674.99     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                         | Booking Holdings Inc                                                  | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |         102 | NS      | $590502.48    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| McGrath RentCorp                             | McGrath RentCorp                                                      | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |        1049 | NS      | $121642.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SWITZERLAND                                  | Swiss Confederation Government Bond                                   | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |       85000 | PA      | $107225.02    | 0.05%             | 2025-07-24      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners PLC           | Coca-Cola Europacific Partners PLC                                    | CUSIP: 000000000<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               | CORP              | GB        |        3486 | NS      | $323221.92    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors                 | State Street Institutional Treasury Plus Money Market Fund            | CUSIP: 857492854<br>LEI: 549300PNASLVKQG64331 | Long             | STIV             | RF                | US        |     1374090 | NS      | $1374089.79   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                               | Merck & Co Inc                                                        | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       18807 | NS      | $1488762.12   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                         | Colgate-Palmolive Co                                                  | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |        6910 | NS      | $628119.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MEIJI Holdings Co Ltd                        | MEIJI Holdings Co Ltd                                                 | CUSIP: 000000000<br>LEI: 5299002D52YIP6DWMV49 | Long             | EC               | CORP              | JP        |       10000 | NS      | $221267.50    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                  | PURCHASED EUR / SOLD USD                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $188451.80    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                     | PURCHASED USD / SOLD CAD                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $-2205.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| S&P Global Inc                               | S&P Global Inc                                                        | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |         876 | NS      | $461906.04    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                      | CRH PLC                                                               | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |        6394 | NS      | $586969.20    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Morningstar Inc                              | Morningstar Inc                                                       | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |         623 | NS      | $195578.39    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                     | PURCHASED CHF / SOLD USD                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |           1 | NC      | $16191.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED USD / SOLD COP                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-22144.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc/The             | Kansai Electric Power Co Inc/The                                      | CUSIP: 000000000<br>LEI: 353800PFUKP5ONPJNZ86 | Long             | EC               | CORP              | JP        |       13600 | NS      | $160947.22    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                               | Eli Lilly & Co                                                        | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |         766 | NS      | $597119.98    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokio Marine Holdings Inc                    | Tokio Marine Holdings Inc                                             | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |        3800 | NS      | $160301.45    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Energy AG                            | Siemens Energy AG                                                     | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |        1463 | NS      | $169068.12    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                       | Mercedes-Benz Group AG                                                | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |      650000 | PA      | $687882.15    | 0.33%             | 2030-09-10      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Global Payments Inc                          | Global Payments Inc                                                   | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |        6648 | NS      | $532105.92    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Wix.com Ltd                                  | Wix.com Ltd                                                           | CUSIP: 000000000<br>LEI: 5493008P6N29Q1AG9464 | Long             | EC               | CORP              | IL        |         744 | NS      | $117894.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                               | Amazon.com Inc                                                        | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |       16048 | NS      | $3520770.72   | 1.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Iyogin Holdings Inc                          | Iyogin Holdings Inc                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       15500 | NS      | $170277.78    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HP Inc                                       | HP Inc                                                                | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |        2894 | NS      | $70787.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Norway Government Bonds                      | Norway Government Bonds                                               | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     4800000 | PA      | $473822.49    | 0.22%             | 2035-06-12      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Republika Slovenija                          | Slovenia Government Bond                                              | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      505000 | PA      | $514833.41    | 0.24%             | 2035-03-25      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED USD / SOLD THB                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-9475.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                           | Royalty Pharma PLC                                                    | CUSIP: 000000000<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | GB        |        3190 | NS      | $114935.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                       | Mercedes-Benz Group AG                                                | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |        5000 | PA      | $5291.40      | 0.00%             | 2030-09-10      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Motorola Solutions Inc                       | Motorola Solutions Inc                                                | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |         605 | NS      | $254378.30    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                                   | Stride Inc                                                            | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |         478 | NS      | $69400.82     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Denso Corp                                   | Denso Corp                                                            | CUSIP: 000000000<br>LEI: 549300RYPA10CQM3QK38 | Long             | EC               | CORP              | JP        |        9200 | NS      | $124075.87    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FTI Consulting Inc                           | FTI Consulting Inc                                                    | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |         462 | NS      | $74613.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                      | Bristol-Myers Squibb Co                                               | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |        2295 | NS      | $106235.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Secure Inc                             | Clear Secure Inc                                                      | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6132 | NS      | $170224.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                          | American Express Co                                                   | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |         615 | NS      | $196172.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                 | UBS Group AG                                                          | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      635000 | PA      | $803335.76    | 0.38%             | 2032-03-17      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd                   | RenaissanceRe Holdings Ltd                                            | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |        2628 | NS      | $638341.20    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc             | American International Group Inc                                      | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |        1828 | NS      | $156458.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Qantas Airways Ltd                           | Qantas Airways Ltd                                                    | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |       53419 | NS      | $377649.84    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| AGL Energy Ltd                               | AGL Energy Ltd                                                        | CUSIP: 000000000<br>LEI: 549300QAZ8A74DEDXO80 | Long             | EC               | CORP              | AU        |       31777 | NS      | $204184.03    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                               | Loblaw Cos Ltd                                                        | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |        4324 | NS      | $715242.15    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Panama Government International Bonds        | Panama Government International Bonds                                 | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      685000 | PA      | $664450.00    | 0.31%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                  | PURCHASED MXN / SOLD USD                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |           1 | NC      | $4546.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kirin Holdings Co Ltd                        | Kirin Holdings Co Ltd                                                 | CUSIP: 000000000<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |        8000 | NS      | $112030.12    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                               | Eaton Corp PLC                                                        | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |         282 | NS      | $100671.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                          | Gilead Sciences Inc                                                   | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |        4749 | NS      | $526521.63    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| GOVT OF BERMUDA                              | Bermuda Government International Bond                                 | CUSIP: 085209AG9<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |     1360000 | PA      | $1204875.00   | 0.57%             | 2030-08-20      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                     | PURCHASED JPY / SOLD USD                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | JP        |           1 | NC      | $469.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                               | European Union                                                        | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      715000 | PA      | $618109.46    | 0.29%             | 2037-02-04      | Fixed         | 0.40%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED JPY / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | JP        |           1 | NC      | $-3792.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                            | HSBC Holdings PLC                                                     | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |       56398 | NS      | $682814.11    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                       | PURCHASED GBP / SOLD USD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $3452.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                | AIA Group Ltd                                                         | CUSIP: 001317205<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |        4026 | NS      | $145660.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International Inc                    | Brinker International Inc                                             | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |         753 | NS      | $135788.49    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-15

**Name of Applicant:** LAZARD RETIREMENT SERIES INC

**Signature:** Christina Kennedy

**Name of Signer:** Christina Kennedy

**Title:** Chief Financial Officer