# EDGAR Filing Document

**Accession Number:** 0000013386
**File Stem:** 0001193125-26-020455
**Filing Date:** 2026-1
**Character Count:** 529845
**Document Hash:** 5076bf51a40a22904f3b1059eb6335c8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-020455.hdr.sgml**: 20260123

**ACCESSION NUMBER**: 0001193125-26-020455

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260123

**DATE AS OF CHANGE**: 20260123

**PERIOD START**: 20251130

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Federated Hermes Global Allocation Fund
- **CENTRAL INDEX KEY:** 0000013386

**ORGANIZATION NAME:**
- **EIN:** 042221910
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1130

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-00001
- **FILM NUMBER:** 26553676

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Warrendale

  - **State:** PA

  - **Foreign country:** US

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

  - **Telephone number:** 8003417400

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-11-30

- **b. Date as of which information is reported:** 2025-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $286212551.94

**Total Liabilities:** $647640.96

**Net Assets:** $285564910.98

**Cash Not Reported:** $398105.47

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -64.735750000000 | **1-Year:** -1197.050231000000 | **5-Year:** -3508.857795000000 | **10-Year:** -3581.121905000000 | **30-Year:** -1808.719625000000

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

- **3-Month:** -11.531956000000 | **1-Year:** -82.653919000000 | **5-Year:** 278.976126000000 | **10-Year:** -46.639745000000 | **30-Year:** -18.050032000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000024797 | 2.54%                | 1.29%                | 0.66%                |
| Class ID C000024799 | 2.44%                | 1.24%                | 0.59%                |
| Class ID C000024800 | 2.50%                | 1.25%                | 0.62%                |
| Class ID C000077842 | 2.55%                | 1.32%                | 0.65%                |
| Class ID C000170844 | 2.57%                | 1.29%                | 0.70%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2677749.74              | $3968106.79                                |
| Month 2  | $1355395.25              | $2002988.97                                |
| Month 3  | $1464195.48              | $-54932.40                                 |

**Designated Index Information**

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

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

### Schedule of Portfolio Investments

| Name                                                                     | Title                                                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Andersons Inc/The                                                        | Andersons Inc/The                                                                                                | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |        86 | NS      | $4429.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank                                                                     | BANK 2023-BNK46                                                                                                  | CUSIP: 06541DBH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $133185.65    | 0.05%             | 2056-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                      | Carrier Global Corp                                                                                              | CUSIP: 14448CBD5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     85000 | PA      | $93542.10     | 0.03%             | 2054-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED USD / SOLD CHF                                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $241.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 31371LDJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       907 | PA      | $948.32       | 0.00%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL QMA STRAT VAL-                                                | FEDERATED CORE TR MUTUAL FUND                                                                                    | CUSIP: 31409N887<br>LEI: 254900HYFNGKM5PJOV84 | Long             | EC               | RF                | US        |   2672877 | NS      | $24269724.47  | 8.50%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                      | Global Payments Inc                                                                                              | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84976.32     | 0.03%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Open Text Corp                                                           | Open Text Corp                                                                                                   | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | CA        |      4768 | NS      | $160531.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Inc                                                       | Outfront Media Inc                                                                                               | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |      2313 | NS      | $54424.89     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest Inc                                                            | Pinterest Inc                                                                                                    | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9787 | NS      | $255636.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                                | SFS Auto Receivables Securitization Trust 2023-1                                                                 | CUSIP: 78398AAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $179384.91    | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                              | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    125000 | PA      | $116426.13    | 0.04%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| China Northern Rare Earth Group High-Tech Co Ltd                         | China Northern Rare Earth Group High-Tech Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 300300CY5TYMU38UDM49 | Long             | EC               | CORP              | CN        |      6600 | NS      | $41982.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sany Heavy Industry Co Ltd                                               | Sany Heavy Industry Co Ltd                                                                                       | CUSIP: 000000000<br>LEI: 3003001FS86S7NYOHV89 | Long             | EC               | CORP              | CN        |     36100 | NS      | $103703.74    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Muyuan Foods Co Ltd                                                      | Muyuan Foods Co Ltd                                                                                              | CUSIP: 000000000<br>LEI: 3003006NCTDQW4KZR676 | Long             | EC               | CORP              | CN        |     15900 | NS      | $114083.01    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| China International Capital Corp Ltd                                     | China International Capital Corp Ltd                                                                             | CUSIP: 000000000<br>LEI: 529900OS3SVVTT56QN67 | Long             | EC               | CORP              | CN        |      6800 | NS      | $17002.97     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Reliance Industries Ltd                                                  | Reliance Industries Ltd                                                                                          | CUSIP: 000000000<br>LEI: 5493003UOETFYRONLG31 | Long             | EC               | CORP              | IN        |      8448 | NS      | $148293.49    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ICICI Bank Ltd                                                           | ICICI Bank Ltd                                                                                                   | CUSIP: 000000000<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |      4387 | NS      | $68125.73     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp                                                      | SoftBank Group Corp                                                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |      2500 | NS      | $268969.23    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd                                                       | Tokyo Electron Ltd                                                                                               | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |      1400 | NS      | $288612.33    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamaha Motor Co Ltd                                                      | Yamaha Motor Co Ltd                                                                                              | CUSIP: 000000000<br>LEI: 3538004LR5NXILJDHY88 | Long             | EC               | CORP              | JP        |     23800 | NS      | $172515.41    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Yuanta Financial Holding Co Ltd                                          | Yuanta Financial Holding Co Ltd                                                                                  | CUSIP: 000000000<br>LEI: 21380045JG57LJEFFE13 | Long             | EC               | CORP              | TW        |    124000 | NS      | $142731.48    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Naspers Ltd                                                              | Naspers Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 21380044BQ8812EEKT59 | Long             | EC               | CORP              | ZA        |      1294 | NS      | $81165.84     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AST SpaceMobile Inc                                                      | AST SpaceMobile Inc                                                                                              | CUSIP: 00217D100<br>LEI: 254900MBSC9P2UCI6623 | Long             | EC               | CORP              | US        |       198 | NS      | $11127.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp                                                      | Addus HomeCare Corp                                                                                              | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |       124 | NS      | $14904.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc                                                 | Axcelis Technologies Inc                                                                                         | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |       347 | NS      | $28721.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                   | Boardwalk Pipelines LP                                                                                           | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    130000 | PA      | $120627.23    | 0.04%             | 2032-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                                           | BorgWarner Inc                                                                                                   | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |       453 | NS      | $19506.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMP PENDELTON/QUANTICO                                                  | Camp Pendleton & Quantico Housing LLC                                                                            | CUSIP: 134011AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99588.45     | 0.03%             | 2050-10-01      | Fixed         | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                           | Canadian Natural Resources Ltd                                                                                   | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |      7859 | NS      | $265950.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co                                                               | Carvana Co                                                                                                       | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |      2011 | NS      | $753119.50    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                                                              | Cintas Corp                                                                                                      | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3156 | NS      | $587079.12    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corp                                                              | CorVel Corp                                                                                                      | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       381 | NS      | $27881.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED AUD / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $291.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                        | PURCHASED JPY / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |         1 | NC      | $-1382.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                 | Electricite de France SA                                                                                         | CUSIP: 268317AU8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    275000 | PA      | $277274.97    | 0.10%             | 2028-09-21      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| East West Bancorp Inc                                                    | East West Bancorp Inc                                                                                            | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5207 | NS      | $555586.90    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| EverQuote Inc                                                            | EverQuote Inc                                                                                                    | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       373 | NS      | $9843.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                                         | Exxon Mobil Corp                                                                                                 | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     10213 | NS      | $1183890.96   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 31374TPZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       181 | PA      | $185.07       | 0.00%             | 2029-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Frontdoor Inc                                                            | Frontdoor Inc                                                                                                    | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |       748 | NS      | $40339.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                                | CUSIP: 36209EX49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       542 | PA      | $552.03       | 0.00%             | 2028-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Granite Ridge Resources Inc                                              | Granite Ridge Resources Inc                                                                                      | CUSIP: 387432107<br>LEI: 254900CAHJQKOQ1YZC67 | Long             | EC               | CORP              | US        |       340 | NS      | $1751.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                                                 | KLA Corp                                                                                                         | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       685 | NS      | $805196.95    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education Inc                                                   | Laureate Education Inc                                                                                           | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |       244 | NS      | $7539.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                                                           | Lowe's Cos Inc                                                                                                   | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      1612 | NS      | $390877.76    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL GRID PLC                                                        | National Grid PLC                                                                                                | CUSIP: 636274AD4<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    105000 | PA      | $108544.11    | 0.04%             | 2028-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Northern Oil & Gas Inc                                                   | Northern Oil and Gas Inc                                                                                         | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |      1835 | NS      | $41085.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oscar Health Inc                                                         | Oscar Health Inc                                                                                                 | CUSIP: 687793109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1859 | NS      | $33406.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries Inc                                                    | Powell Industries Inc                                                                                            | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |       124 | NS      | $40079.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Weis Markets Inc                                                         | Weis Markets Inc                                                                                                 | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        43 | NS      | $2793.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd                                                | Liberty Latin America Ltd                                                                                        | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | BM        |       333 | NS      | $2913.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Logitech International SA                                                | Logitech International SA                                                                                        | CUSIP: 000000000<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |       365 | NS      | $41148.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PING AN                                                                  | Ping An Insurance Group Co of China Ltd                                                                          | CUSIP: 000000000<br>LEI: 529900M9MC28JLN35U89 | Long             | EC               | CORP              | CN        |      6500 | NS      | $47537.61     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                                 | Spain Government Bond                                                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    550000 | PA      | $691947.40    | 0.24%             | 2037-01-31      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| British American Tobacco PLC                                             | British American Tobacco PLC                                                                                     | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |      6041 | NS      | $353807.62    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                                                             | Unilever PLC                                                                                                     | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |       861 | NS      | $51792.59     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DLF Ltd                                                                  | DLF Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 335800PJLUEOB8914F48 | Long             | EC               | CORP              | IN        |     14857 | NS      | $120426.89    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Gas Co Ltd                                                         | Tokyo Gas Co Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |      1400 | NS      | $56730.24     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Holdings Co Ltd                                               | Japan Post Holdings Co Ltd                                                                                       | CUSIP: 000000000<br>LEI: 5299003D9N4JBS256X18 | Long             | EC               | CORP              | JP        |     18900 | NS      | $185687.90    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Subaru Corp                                                              | Subaru Corp                                                                                                      | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |      8400 | NS      | $188266.44    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Corp                                                          | Mitsubishi Corp                                                                                                  | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |     11900 | NS      | $281944.88    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken NV                                                              | Heineken NV                                                                                                      | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |       552 | NS      | $44962.94     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Airbus SE                                                                | Airbus SE                                                                                                        | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |       479 | NS      | $111155.01    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                              | Aker BP ASA                                                                                                      | CUSIP: 000000000<br>LEI: 549300NFTY73920OYK69 | Long             | EC               | CORP              | NO        |       473 | NS      | $11513.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Xero Ltd                                                                 | Xero Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900UG5D8YST164N14 | Long             | EC               | CORP              | NZ        |       208 | NS      | $16715.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alkami Technology Inc                                                    | Alkami Technology Inc                                                                                            | CUSIP: 01644J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       591 | NS      | $12600.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BCE Inc                                                                  | BCE Inc                                                                                                          | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Long             | EC               | CORP              | CA        |       250 | NS      | $5889.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                                                                | Ball Corp                                                                                                        | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |       557 | NS      | $27588.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                                     | Bank of America Corp                                                                                             | CUSIP: 06051GFG9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96806.24     | 0.03%             | 2044-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BioCryst Pharmaceuticals Inc                                             | BioCryst Pharmaceuticals Inc                                                                                     | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |      5718 | NS      | $41055.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave Inc                                                                 | Dave Inc                                                                                                         | CUSIP: 23834J201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       182 | NS      | $39723.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors Inc                                            | Academy Sports & Outdoors Inc                                                                                    | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       683 | NS      | $32954.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR LEASE CORP                                                           | Air Lease Corp                                                                                                   | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    220000 | PA      | $226469.27    | 0.08%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Diebold Nixdorf Inc                                                      | Diebold Nixdorf Inc                                                                                              | CUSIP: 253651202<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |       176 | NS      | $11355.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalOcean Holdings Inc                                                | DigitalOcean Holdings Inc                                                                                        | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |       308 | NS      | $13712.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amprius Technologies Inc                                                 | Amprius Technologies Inc                                                                                         | CUSIP: 03214Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1633 | NS      | $18485.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                                                 | Bank OZK                                                                                                         | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |      7800 | NS      | $358956.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Docusign Inc                                                             | DocuSign Inc                                                                                                     | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |      2411 | NS      | $167202.85    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorman Products Inc                                                      | Dorman Products Inc                                                                                              | CUSIP: 258278100<br>LEI: 2549000O0BBUX740XR59 | Long             | EC               | CORP              | US        |       160 | NS      | $21163.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED CAD / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CA        |         1 | NC      | $906.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                        | PURCHASED USD / SOLD EUR                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-89.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED USD / SOLD MXN                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-6944.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED EUR / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $2638.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Edison International                                                     | Edison International                                                                                             | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     10235 | NS      | $602739.15    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                                                | Edwards Lifesciences Corp                                                                                        | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      1695 | NS      | $146905.65    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC                                                             | Enbridge Inc                                                                                                     | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $154729.45    | 0.05%             | 2054-04-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                         | Freddie Mac Multifamily Structured Pass Through Certificates                                                     | CUSIP: 3137HBC51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $208112.12    | 0.07%             | 2030-11-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                               | CUSIP: 3137HJX36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    186305 | PA      | $185771.02    | 0.07%             | 2055-02-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 31385W2D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       565 | PA      | $588.33       | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bladex                                                                   | Banco Latinoamericano de Comercio Exterior SA                                                                    | CUSIP: 000000000<br>LEI: 549300CN3134K4LC0651 | Long             | EC               | CORP              | PA        |       772 | NS      | $34662.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tatneft PJSC                                                             | Tatneft PJSC                                                                                                     | CUSIP: 000000000<br>LEI: 253400PAT768SVJMV121 | Long             | EC               | CORP              | RU        |     12123 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| EnerSys                                                                  | EnerSys                                                                                                          | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |       401 | NS      | $57387.11     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                               | CUSIP: 3137HDZQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    186924 | PA      | $188383.67    | 0.07%             | 2054-08-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                            | Ford Motor Co                                                                                                    | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      8150 | NS      | $108232.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                                                              | Gentex Corp                                                                                                      | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |       468 | NS      | $10684.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Quantum Minerals Ltd                                               | First Quantum Minerals Ltd                                                                                       | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |      2072 | NS      | $47209.19     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Global Holdings Inc                                                | Hertz Global Holdings Inc                                                                                        | CUSIP: 42806J700<br>LEI: 549300NBK3K85MH1EX16 | Long             | EC               | CORP              | US        |      4242 | NS      | $22228.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA INC                                                                  | HCA Inc                                                                                                          | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20150.66     | 0.01%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc                                                   | Intuitive Surgical Inc                                                                                           | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       412 | NS      | $236273.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                                               | Korn Ferry                                                                                                       | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |       689 | NS      | $45315.53     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings Inc                                                    | LiveRamp Holdings Inc                                                                                            | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |       947 | NS      | $27320.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                  | Hyundai Capital America                                                                                          | CUSIP: 44891ADH7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201936.84    | 0.07%             | 2031-09-26      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| IonQ Inc                                                                 | IonQ Inc                                                                                                         | CUSIP: 46222L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       122 | NS      | $6014.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp                                                          | Murphy Oil Corp                                                                                                  | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |      1494 | NS      | $47912.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp                                                | New Jersey Resources Corp                                                                                        | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |      1120 | NS      | $53849.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications Inc                                               | Iridium Communications Inc                                                                                       | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |        91 | NS      | $1492.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO                                   | JW Trust 2024-BERY                                                                                               | CUSIP: 46676AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $150046.73    | 0.05%             | 2039-11-15      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Nutrien Ltd                                                              | Nutrien Ltd                                                                                                      | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |      3762 | NS      | $218863.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health Inc                                                   | Option Care Health Inc                                                                                           | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |      1564 | NS      | $48640.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc                                                           | Kennametal Inc                                                                                                   | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |      1492 | NS      | $41298.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Loblaw Cos Ltd                                                           | Loblaw Cos Ltd                                                                                                   | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |      3684 | NS      | $163446.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PFS Financing Corp.                                                      | PFS Financing Corp                                                                                               | CUSIP: 69335PFY6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $126523.26    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                        | Petro-Canada                                                                                                     | CUSIP: 71644EAF9<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $37648.34     | 0.01%             | 2028-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                              | MetLife Inc                                                                                                      | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     10000 | PA      | $13331.28     | 0.00%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| MongoDB Inc                                                              | MongoDB Inc                                                                                                      | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |      1644 | NS      | $546416.28    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PFS Financing Corp.                                                      | PFS Financing Corp                                                                                               | CUSIP: 69335PGC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101049.71    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     85000 | PA      | $86857.24     | 0.03%             | 2032-03-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                      | Quanta Services Inc                                                                                              | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       231 | NS      | $107387.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate Inc                                                 | Anywhere Real Estate Inc                                                                                         | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |      3633 | NS      | $51770.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Elme Communities                                                         | Elme Communities                                                                                                 | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               |  | US        |       142 | NS      | $2465.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd                                                | Woodside Energy Group Ltd                                                                                        | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |      1522 | NS      | $24906.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Richtech Robotics Inc                                                    | Richtech Robotics Inc                                                                                            | CUSIP: 765504105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        76 | NS      | $269.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SIEMENS FUNDING BV                                                       | Siemens Funding BV                                                                                               | CUSIP: 82622RAE6<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $208667.06    | 0.07%             | 2035-05-28      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                    | Southern California Gas Co                                                                                       | CUSIP: 842434DC3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157357.72    | 0.06%             | 2035-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                               | US Bancorp                                                                                                       | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $268382.90    | 0.09%             | 2034-06-12      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Alinma Bank                                                              | Alinma Bank                                                                                                      | CUSIP: 000000000<br>LEI: 558600HPAUTN6XSVBK93 | Long             | EC               | CORP              | SA        |     18453 | NS      | $119165.37    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Caliway Biopharmaceuticals Co Ltd                                        | Caliway Biopharmaceuticals Co Ltd                                                                                | CUSIP: 000000000<br>LEI: 984500D2D587B98A7B13 | Long             | EC               | CORP              | TW        |     14000 | NS      | $70204.90     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TOTVS SA                                                                 | TOTVS SA                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     37078 | NS      | $297299.17    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Foxconn Industrial Internet Co Ltd                                       | Foxconn Industrial Internet Co Ltd                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     13200 | NS      | $113537.71    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Inflation-Indexed Notes                                                                            | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    480434 | PA      | $484531.62    | 0.17%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $150179.18    | 0.05%             | 2030-09-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Urban Outfitters Inc                                                     | Urban Outfitters Inc                                                                                             | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |       710 | NS      | $52589.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd                                                            | BHP Group Ltd                                                                                                    | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |      1699 | NS      | $46590.34     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hermes International SCA                                                 | Hermes International                                                                                             | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |        71 | NS      | $173021.84    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Pharmaceutical Industries Ltd                                        | Sun Pharmaceutical Industries Ltd                                                                                | CUSIP: 000000000<br>LEI: 335800KJ7GE29LB4SS73 | Long             | EC               | CORP              | IN        |      4766 | NS      | $97821.93     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Santos Ltd                                                               | Santos Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 5299000RK70B5O2M7077 | Long             | EC               | CORP              | AU        |      5693 | NS      | $24143.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Klabin SA                                                                | Klabin SA                                                                                                        | CUSIP: 000000000<br>LEI: 254900C8UYA6YUPSDU10 | Long             | EC               | CORP              | BR        |      2057 | NS      | $6836.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                                         | Roche Holding AG                                                                                                 | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       627 | NS      | $239936.70    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| China Life Insurance Co Ltd                                              | China Life Insurance Co Ltd                                                                                      | CUSIP: 000000000<br>LEI: 549300J6TFLDXGH6S048 | Long             | EC               | CORP              | CN        |     55000 | NS      | $190373.63    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Cummins India Ltd                                                        | Cummins India Ltd                                                                                                | CUSIP: 000000000<br>LEI: 3358002PR6NKJRU4YS77 | Long             | EC               | CORP              | IN        |      2687 | NS      | $134257.57    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Mediolanum SpA                                                     | Banca Mediolanum SpA                                                                                             | CUSIP: 000000000<br>LEI: 7LVZJ6XRIE7VNZ4UBX81 | Long             | EC               | CORP              | IT        |       203 | NS      | $4350.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMOC Group Ltd                                                           | CMOC Group Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 2549008KG3638J59U652 | Long             | EC               | CORP              | CN        |     16100 | NS      | $37043.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                                 | Bundesrepublik Deutschland Bundesanleihe                                                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    450000 | PA      | $608848.65    | 0.21%             | 2034-07-04      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| UniCredit SpA                                                            | UniCredit SpA                                                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |      5563 | NS      | $415855.97    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Aptiv PLC                                                                | Aptiv PLC                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |       453 | NS      | $35130.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                                    | Japan Government Thirty Year Bond                                                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 170000000 | PA      | $703964.66    | 0.25%             | 2048-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Recruit Holdings Co Ltd                                                  | Recruit Holdings Co Ltd                                                                                          | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |      5400 | NS      | $279173.84    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Heidelberg Materials AG                                                  | HeidelbergCement AG                                                                                              | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |       714 | NS      | $183401.45    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                                               | Allianz SE                                                                                                       | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |       864 | NS      | $373286.82    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| JD Health International Inc                                              | JD Health International Inc                                                                                      | CUSIP: 000000000<br>LEI: 254900OM3MAXYK8PCC84 | Long             | EC               | CORP              | KY        |      2850 | NS      | $22436.89     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Grupo Financiero Inbursa SAB de CV                                       | Grupo Financiero Inbursa SAB de CV                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |      6084 | NS      | $14361.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Novo Nordisk A/S                                                         | Novo Nordisk A/S                                                                                                 | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      1996 | NS      | $98352.78     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                                 | Spain Government Bond                                                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    640000 | PA      | $725766.38    | 0.25%             | 2030-07-30      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Severstal PAO                                                            | Severstal PJSC                                                                                                   | CUSIP: 000000000<br>LEI: 213800OKDPTV6K4ONO53 | Long             | EC               | CORP              | RU        |      3401 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| China Airlines Ltd                                                       | China Airlines Ltd                                                                                               | CUSIP: 000000000<br>LEI: 25490032B2A0G6D0JP27 | Long             | EC               | CORP              | TW        |    122000 | NS      | $74631.09     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                                                           | Air Liquide SA                                                                                                   | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |        65 | NS      | $12451.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                                                  | GSK PLC                                                                                                          | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |      9746 | NS      | $231276.91    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Hua Nan Financial Holdings Co Ltd                                        | Hua Nan Financial Holdings Co Ltd                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     89700 | NS      | $84159.90     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashok Leyland Ltd                                                        | Ashok Leyland Ltd                                                                                                | CUSIP: 000000000<br>LEI: 3358001BZKWERVWYCK35 | Long             | EC               | CORP              | IN        |     77489 | NS      | $137079.41    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| InterGlobe Aviation Ltd                                                  | InterGlobe Aviation Ltd                                                                                          | CUSIP: 000000000<br>LEI: 33580079R8SLLO23XD19 | Long             | EC               | CORP              | IN        |       731 | NS      | $48243.80     | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| SK hynix Inc                                                             | SK Hynix Inc                                                                                                     | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |      1804 | NS      | $649766.97    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung C&T Corp                                                         | Samsung C&T Corp                                                                                                 | CUSIP: 000000000<br>LEI: 988400GFRE4IDFPE9E64 | Long             | EC               | CORP              | KR        |       703 | NS      | $107882.20    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| China Hongqiao Group Ltd                                                 | China Hongqiao Group Ltd                                                                                         | CUSIP: 000000000<br>LEI: 3003009Q4IBFSDE24571 | Long             | EC               | CORP              | KY        |     42877 | NS      | $170730.90    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| China Resources Mixc Lifestyle Services Ltd                              | China Resources Mixc Lifestyle Services Ltd                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     17200 | NS      | $98121.43     | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Herbalife Ltd                                                            | Herbalife Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               | CORP              | KY        |       820 | NS      | $10438.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pop Mart International Group Ltd                                         | Pop Mart International Group Ltd                                                                                 | CUSIP: 000000000<br>LEI: 9845000A05E8F937E337 | Long             | EC               | CORP              | KY        |      4600 | NS      | $133674.20    | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ORLEN SA                                                                 | ORLEN SA                                                                                                         | CUSIP: 000000000<br>LEI: 259400VVMM70CQREJT74 | Long             | EC               | CORP              | PL        |      4175 | NS      | $107552.47    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT AB                                                                   | EQT AB                                                                                                           | CUSIP: 000000000<br>LEI: 213800U7P9GOIRKCTB34 | Long             | EC               | CORP              | SE        |       551 | NS      | $19011.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Investor AB                                                              | Investor AB                                                                                                      | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |      7515 | NS      | $256156.57    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Realtek Semiconductor Corp                                               | Realtek Semiconductor Corp                                                                                       | CUSIP: 000000000<br>LEI: 5299002E7F36O00MYY75 | Long             | EC               | CORP              | TW        |      5000 | NS      | $82995.37     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mega Financial Holding Co Ltd                                            | Mega Financial Holding Co Ltd                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    120000 | NS      | $153350.01    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Jentech Precision Industrial Co Ltd                                      | Jentech Precision Industrial Co Ltd                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      2000 | NS      | $186734.34    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| OUTsurance Group Ltd                                                     | OUTsurance Group Ltd                                                                                             | CUSIP: 000000000<br>LEI: 984500AC307E8L2D9X52 | Long             | EC               | CORP              | ZA        |     29305 | NS      | $124076.13    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| A10 Networks Inc                                                         | A10 Networks Inc                                                                                                 | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |       247 | NS      | $4253.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals Inc                                               | ACADIA Pharmaceuticals Inc                                                                                       | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |      1994 | NS      | $49929.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp/The                                                             | AES Corp                                                                                                         | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |      3003 | NS      | $42222.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AIA GROUP LTD                                                            | AIA Group Ltd                                                                                                    | CUSIP: 00131LAP0<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    160000 | PA      | $166086.67    | 0.06%             | 2033-04-04      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Agnico Eagle Mines Ltd                                                   | Agnico Eagle Mines Ltd                                                                                           | CUSIP: 008474108<br>LEI: YGE0EUBRF7IJOB3QRX76 | Long             | EC               | CORP              | CA        |       890 | NS      | $155263.59    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Co                                                      | Allegiant Travel Co                                                                                              | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |       210 | NS      | $15960.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                                             | Alphabet Inc                                                                                                     | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      9551 | NS      | $3057466.12   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                                                               | AMETEK Inc                                                                                                       | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      3102 | NS      | $613854.78    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                                                           | CBRE Group Inc                                                                                                   | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      3129 | NS      | $506366.07    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                                   | CVS Pass-Through Trust                                                                                           | CUSIP: 126650AW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14835 | PA      | $14845.85     | 0.01%             | 2027-01-11      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy Inc                                                      | Dominion Energy Inc                                                                                              | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      9235 | NS      | $579680.95    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                                              | PURCHASED EGP / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |         1 | NC      | $1913.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                                  | PURCHASED JPY / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | JP        |         1 | NC      | $7837.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                      | Emera US Finance LP                                                                                              | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $164358.09    | 0.06%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ensign Group Inc/The                                                     | Ensign Group Inc/The                                                                                             | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |       348 | NS      | $64567.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                            | CUSIP: 31292G7H3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       159 | PA      | $165.81       | 0.00%             | 2029-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 31385JRN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1452 | PA      | $1511.36      | 0.00%             | 2032-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                                                               | CUSIP: 36202DLV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       792 | PA      | $821.88       | 0.00%             | 2031-02-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                                                               | CUSIP: 36202DS44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3160 | PA      | $3297.65      | 0.00%             | 2032-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                           | GE HealthCare Technologies Inc                                                                                   | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |      1560 | NS      | $124784.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS CO                                                        | General Motors Co                                                                                                | CUSIP: 37045VAN0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70092.55     | 0.02%             | 2027-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                 | Host Hotels & Resorts LP                                                                                         | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |     50000 | PA      | $51831.94     | 0.02%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| IMAX Corp                                                                | IMAX Corp                                                                                                        | CUSIP: 45245E109<br>LEI: 5493002KS2T1Q0X7VZ21 | Long             | EC               | CORP              | CA        |        66 | NS      | $2448.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense & Security Solu                                           | Kratos Defense & Security Solutions Inc                                                                          | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |       518 | NS      | $39419.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc                                                | L3Harris Technologies Inc                                                                                        | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      2063 | NS      | $574937.47    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNOX INTERNATIONAL INC                                                 | Lennox International Inc                                                                                         | CUSIP: 526107AF4<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72172.54     | 0.03%             | 2027-08-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                            | M&T Bank Corp                                                                                                    | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      3248 | NS      | $617834.56    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Novavax Inc                                                              | Novavax Inc                                                                                                      | CUSIP: 670002401<br>LEI: 529900J4GJHPEPQ23205 | Long             | EC               | CORP              | US        |      4896 | NS      | $34516.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                   | PNC Financial Services Group Inc/The                                                                             | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207392.93    | 0.07%             | 2029-06-12      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                                 | Penske Truck Leasing Co Lp / PTL Finance Corp                                                                    | CUSIP: 709599BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $185425.38    | 0.06%             | 2028-05-01      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Pitney Bowes Inc                                                         | Pitney Bowes Inc                                                                                                 | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |      3823 | NS      | $37694.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp                                                   | Primoris Services Corp                                                                                           | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |       410 | NS      | $51889.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Privia Health Group Inc                                                  | Privia Health Group Inc                                                                                          | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1564 | NS      | $38114.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                                                               | Qualys Inc                                                                                                       | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |       391 | NS      | $55072.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REV Group Inc                                                            | REV Group Inc                                                                                                    | CUSIP: 749527107<br>LEI: 549300SRD0SIG5ZZ3X20 | Long             | EC               | CORP              | US        |       753 | NS      | $40112.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc                                                         | Radian Group Inc                                                                                                 | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |       558 | NS      | $19836.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc                                                         | StoneX Group Inc                                                                                                 | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |       505 | NS      | $45758.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncor Energy Inc                                                        | Suncor Energy Inc                                                                                                | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |      5933 | NS      | $266792.89    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                                      | Synchrony Financial                                                                                              | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      7951 | NS      | $615089.36    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Auto Lease Trust                                                   | Tesla Auto Lease Trust 2023-A                                                                                    | CUSIP: 88167PAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2529 | PA      | $2531.65      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Thermon Group Holdings Inc                                               | Thermon Group Holdings Inc                                                                                       | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |      1019 | NS      | $35766.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International Inc                                                  | Titan International Inc                                                                                          | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |       236 | NS      | $1909.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion Inc                                                            | Trupanion Inc                                                                                                    | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |       773 | NS      | $27279.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                                       | Union Pacific Corp                                                                                               | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      3510 | NS      | $813723.30    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    625000 | PA      | $656616.00    | 0.23%             | 2035-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $802034.96    | 0.28%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Vir Biotechnology Inc                                                    | Vir Biotechnology Inc                                                                                            | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6580 | NS      | $42243.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                   | US 10YR NOTE (CBT)MAR26                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -1 | NC      | $-127.41      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                   | US 2YR NOTE (CBT) MAR26                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        95 | NC      | $-5320.76     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Stockland                                                                | Stockland                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |       154 | NS      | $608.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                                          | Kingdom of Belgium Government Bond                                                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    600000 | PA      | $622721.51    | 0.22%             | 2033-04-22      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Gree Electric Appliances Inc of Zhuhai                                   | Gree Electric Appliances Inc of Zhuhai                                                                           | CUSIP: 000000000<br>LEI: 655600UY069MU9JRAN62 | Long             | EC               | CORP              | CN        |     15000 | NS      | $85574.32     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| COSCO SHIPPING Holdings Co Ltd                                           | COSCO SHIPPING Holdings Co Ltd                                                                                   | CUSIP: 000000000<br>LEI: 3003009XI0QGYYA29S17 | Long             | EC               | CORP              | CN        |     72000 | NS      | $122569.26    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| China National Building Material Co Ltd                                  | China National Building Material Co Ltd                                                                          | CUSIP: 000000000<br>LEI: 52990085PGF8YEPLBZ26 | Long             | EC               | CORP              | CN        |    150000 | NS      | $101009.87    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrial & Commercial Bank of China Ltd                                | Industrial & Commercial Bank of China Ltd                                                                        | CUSIP: 000000000<br>LEI: 5493002ERZU2K9PZDL40 | Long             | EC               | CORP              | CN        |     27000 | NS      | $22417.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                                 | Bundesrepublik Deutschland Bundesanleihe                                                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    450000 | PA      | $520173.26    | 0.18%             | 2029-11-15      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                                 | Spain Government Bond                                                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    600000 | PA      | $690855.26    | 0.24%             | 2027-04-30      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                     | Banco de Sabadell SA                                                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | EC               | CORP              | ES        |     48447 | NS      | $175739.80    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                       | Banco Santander SA                                                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |     33581 | NS      | $358937.32    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP Renovaveis SA                                                        | EDP Renovaveis SA                                                                                                | CUSIP: 000000000<br>LEI: 529900MUFAH07Q1TAX06 | Long             | EC               | CORP              | ES        |       451 | NS      | $6007.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                | Sanofi                                                                                                           | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      2497 | NS      | $248840.79    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Antofagasta PLC                                                          | Antofagasta PLC                                                                                                  | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Long             | EC               | CORP              | GB        |       960 | NS      | $35140.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group PLC                                                        | Compass Group PLC                                                                                                | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |         1 | NS      | $31.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hang Seng Bank Ltd                                                       | Hang Seng Bank Ltd                                                                                               | CUSIP: 000000000<br>LEI: 5493009Z5F07LWZYMK62 | Long             | EC               | CORP              | HK        |      6600 | NS      | $128998.63    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Maruti Suzuki India Ltd                                                  | Maruti Suzuki India Ltd                                                                                          | CUSIP: 000000000<br>LEI: 335800D27PBEESKKD357 | Long             | EC               | CORP              | IN        |       966 | NS      | $171836.95    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Dixon Technologies India Ltd                                             | Dixon Technologies India Ltd                                                                                     | CUSIP: 000000000<br>LEI: 335800D7XO7AVXXJ8575 | Long             | EC               | CORP              | IN        |       615 | NS      | $100500.43    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                                    | Japan Government Thirty Year Bond                                                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  90000000 | PA      | $489153.36    | 0.17%             | 2044-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Canon Inc                                                                | Canon Inc                                                                                                        | CUSIP: 000000000<br>LEI: 529900JH1GSC035SSP77 | Long             | EC               | CORP              | JP        |      3700 | NS      | $109071.06    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co Ltd                                                | Shin-Etsu Chemical Co Ltd                                                                                        | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |      7000 | NS      | $211120.54    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Bandai Namco Holdings Inc                                                | Bandai Namco Holdings Inc                                                                                        | CUSIP: 000000000<br>LEI: 3538008EFEM34VRJDQ95 | Long             | EC               | CORP              | JP        |      6100 | NS      | $178695.20    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Kia Corp                                                                 | Kia Motors Corp                                                                                                  | CUSIP: 000000000<br>LEI: 988400V8MJK9N7OI5X76 | Long             | EC               | CORP              | KR        |      2182 | NS      | $169603.77    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Mobis Co Ltd                                                     | Hyundai Mobis Co Ltd                                                                                             | CUSIP: 000000000<br>LEI: 988400HJA9E0ZVDHRS65 | Long             | EC               | CORP              | KR        |        22 | NS      | $4629.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KB Financial Group Inc                                                   | KB Financial Group Inc                                                                                           | CUSIP: 000000000<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |      2374 | NS      | $201770.13    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Amer Sports Inc                                                          | Amer Sports Inc                                                                                                  | CUSIP: 000000000<br>LEI: 391200YCSWTRD1J21867 | Long             | EC               | CORP              | KY        |     12124 | NS      | $450164.12    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Chow Tai Fook Jewellery Group Ltd                                        | Chow Tai Fook Jewellery Group Ltd                                                                                | CUSIP: 000000000<br>LEI: 254900VXRL7SRSF44G79 | Long             | EC               | CORP              | KY        |     67800 | NS      | $119026.78    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Financiero Banorte SAB de CV                                       | Grupo Financiero Banorte SAB de CV                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |      3106 | NS      | $29615.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Telenor ASA                                                              | TELENOR ASA                                                                                                      | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |       917 | NS      | $13250.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Comercial Portugues SA                                             | Banco Comercial Portugues SA                                                                                     | CUSIP: 000000000<br>LEI: JU1U6S0DG9YLT7N8ZV32 | Long             | EC               | CORP              | PT        |     12072 | NS      | $11519.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Awwal Bank                                                         | Saudi Awwal Bank                                                                                                 | CUSIP: 000000000<br>LEI: 558600TQS0WENZUC5190 | Long             | EC               | CORP              | SA        |      1097 | NS      | $8963.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                   | Philip Morris International Inc                                                                                  | CUSIP: 000000000<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    520000 | PA      | $603352.19    | 0.21%             | 2029-05-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Amalgamated Financial Corp                                               | Amalgamated Financial Corp                                                                                       | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1231 | NS      | $36129.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                                                      | American Express Co                                                                                              | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      2194 | NS      | $801402.38    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Aveanna Healthcare Holdings Inc                                          | Aveanna Healthcare Holdings Inc                                                                                  | CUSIP: 05356F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2663 | NS      | $24872.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corp                                                             | Balchem Corp                                                                                                     | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |       133 | NS      | $20775.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                                     | Bank of America Corp                                                                                             | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      9040 | NS      | $484996.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrick Mining Corp                                                      | Barrick Mining Corp                                                                                              | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |      7276 | NS      | $304223.18    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                              | BBCMS Mortgage Trust 2025-C35                                                                                    | CUSIP: 07337DAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $128840.25    | 0.05%             | 2058-07-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Belden Inc                                                               | Belden Inc                                                                                                       | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |       415 | NS      | $47061.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc                                                   | Berkshire Hathaway Inc                                                                                           | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      4512 | NS      | $2318310.72   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp                                                         | Black Hills Corp                                                                                                 | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |       127 | NS      | $9371.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc                                                     | Chart Industries Inc                                                                                             | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |       182 | NS      | $37118.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                                            | Citigroup Inc                                                                                                    | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      1729 | NS      | $179124.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions                                           | Cognizant Technology Solutions Corp                                                                              | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      8304 | NS      | $645303.84    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CompoSecure Inc                                                          | CompoSecure Inc                                                                                                  | CUSIP: 20459V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1266 | NS      | $25155.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                                                      | Dollar General Corp                                                                                              | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      3339 | NS      | $365587.11    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED JPY / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | JP        |         1 | NC      | $-70996.96    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED JPY / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | JP        |         1 | NC      | $-21631.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED USD / SOLD EUR                                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-225.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED CAD / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |         1 | NC      | $287.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                                  | PURCHASED EUR / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | XX        |         1 | NC      | $50.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                           | PURCHASED USD / SOLD CLP                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-241.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EverCommerce Inc                                                         | EverCommerce Inc                                                                                                 | CUSIP: 29977X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3078 | NS      | $26717.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                                       | Meta Platforms Inc                                                                                               | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      3130 | NS      | $2028083.50   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                           | Fairfax Financial Holdings Ltd                                                                                   | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |       126 | NS      | $216964.89    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 31371GRS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       183 | PA      | $189.82       | 0.00%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 31401XRX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1157 | PA      | $1176.64      | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freshworks Inc                                                           | Freshworks Inc                                                                                                   | CUSIP: 358054104<br>LEI: 254900ULRGCUEIK0K191 | Long             | EC               | CORP              | US        |      3936 | NS      | $47783.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                      | GS Mortgage-Backed Securities Trust 2023-PJ1                                                                     | CUSIP: 36267TAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    288355 | PA      | $262887.71    | 0.09%             | 2053-02-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| General Motors Co                                                        | General Motors Co                                                                                                | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      1988 | NS      | $146157.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                   | General Motors Financial Co Inc                                                                                  | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    235000 | PA      | $214285.65    | 0.08%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                   | General Motors Financial Co Inc                                                                                  | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    145000 | PA      | $152725.78    | 0.05%             | 2031-02-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                  | HCA Inc                                                                                                          | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $262334.98    | 0.09%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hancock Whitney Corp                                                     | Hancock Whitney Corp                                                                                             | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |       844 | NS      | $51137.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims & Hers Health Inc                                                   | Hims & Hers Health Inc                                                                                           | CUSIP: 433000106<br>LEI: 549300ZQ4ZUYSAAX6P59 | Long             | EC               | CORP              | US        |       750 | NS      | $29820.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hippo Holdings Inc                                                       | Hippo Holdings Inc                                                                                               | CUSIP: 433539202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       190 | NS      | $6228.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Bancorp Inc/IN                                                   | Horizon Bancorp Inc/IN                                                                                           | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |      2461 | NS      | $42181.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Oil Ltd                                                         | Imperial Oil Ltd                                                                                                 | CUSIP: 453038408<br>LEI: 549300JZNB745JT5WY51 | Long             | EC               | CORP              | CA        |      1628 | NS      | $162747.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                                                              | Incyte Corp                                                                                                      | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |       275 | NS      | $28726.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                                                    | Jackson Financial Inc                                                                                            | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |        22 | NS      | $2156.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                                        | Johnson & Johnson                                                                                                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      6597 | NS      | $1365051.24   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Life360 Inc                                                              | Life360 Inc                                                                                                      | CUSIP: 532206109<br>LEI: 254900VO9VDOQBQAHF07 | Long             | EC               | CORP              | US        |       220 | NS      | $17514.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                                                  | MPLX LP                                                                                                          | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79939.96     | 0.03%             | 2027-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Maximus Inc                                                              | Maximus Inc                                                                                                      | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |       575 | NS      | $49501.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                                                    | Monster Beverage Corp                                                                                            | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      5546 | NS      | $415894.54    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics Inc                                                      | Myriad Genetics Inc                                                                                              | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |      4906 | NS      | $37432.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Grocers by Vitamin Cottage Inc                                   | Natural Grocers by Vitamin Cottage Inc                                                                           | CUSIP: 63888U108<br>LEI: 529900P4OTXDGBUS3O87 | Long             | EC               | CORP              | US        |        33 | NS      | $915.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Student Loan Trust                                               | Navient Private Education Refi Loan Trust 2021-A                                                                 | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40963 | PA      | $37737.82     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Newmont Corp                                                             | Newmont Corp                                                                                                     | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      1663 | NS      | $150883.99    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Novagold Resources Inc                                                   | Novagold Resources Inc                                                                                           | CUSIP: 66987E206<br>LEI: 529900587LVZTJ2BHS60 | Long             | EC               | CORP              | CA        |      1202 | NS      | $12248.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                                              | Oracle Corp                                                                                                      | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $530770.06    | 0.19%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Peabody Energy Corp                                                      | Peabody Energy Corp                                                                                              | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |       837 | NS      | $22799.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                                                           | PulteGroup Inc                                                                                                   | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2769 | NS      | $352189.11    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc                                                               | Rambus Inc                                                                                                       | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |       652 | NS      | $62311.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Securitized Term Auto Receivables Trust                                  | Securitized Term Auto Receivables Trust                                                                          | CUSIP: 81378RAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |    113617 | PA      | $114591.91    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Shore Bancshares Inc                                                     | Shore Bancshares Inc                                                                                             | CUSIP: 825107105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1803 | NS      | $31498.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc                                                              | SkyWest Inc                                                                                                      | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |       125 | NS      | $12690.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SODEXO INC                                                               | Sodexo Inc                                                                                                       | CUSIP: 833794AD2<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210859.43    | 0.07%             | 2035-08-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Sun Life Financial Inc                                                   | Sun Life Financial Inc                                                                                           | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |      3470 | NS      | $205674.69    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                                          | T-Mobile US Inc                                                                                                  | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |       470 | NS      | $98234.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP                                                     | Targa Resources Corp                                                                                             | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67227.07     | 0.02%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Home Corp                                                | Taylor Morrison Home Corp                                                                                        | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |       857 | NS      | $53725.33     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems Inc                                           | Telephone and Data Systems Inc                                                                                   | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       262 | NS      | $10550.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                                                | Tesla Inc                                                                                                        | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      5878 | NS      | $2528539.26   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank/The                                                | Toronto-Dominion Bank/The                                                                                        | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |      1123 | NS      | $94544.31     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Bank Auto Credit-Linked Notes                                     | Truist Bank Auto Credit-Linked Notes Series 2025-1                                                               | CUSIP: 897926CB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    176150 | PA      | $176626.79    | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| US BANCORP                                                               | US Bancorp                                                                                                       | CUSIP: 91159HJA9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    300000 | PA      | $265824.91    | 0.09%             | 2030-07-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    175000 | PA      | $180955.48    | 0.06%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                 | Visa Inc                                                                                                         | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      2556 | NS      | $854828.64    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp                                                             | Visteon Corp                                                                                                     | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |       408 | NS      | $42126.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technol                                           | Wabtec Corp/DE                                                                                                   | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      2192 | NS      | $457141.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                                         | Wells Fargo & Co                                                                                                 | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |       110 | NS      | $9443.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                 | Wisconsin Electric Power Co                                                                                      | CUSIP: 976656CJ5<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    125000 | PA      | $106011.21    | 0.04%             | 2045-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Zoom Communications Inc                                                  | Zoom Communications Inc                                                                                          | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |      6670 | NS      | $566683.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolution Mining Ltd                                                     | Evolution Mining Ltd                                                                                             | CUSIP: 000000000<br>LEI: 254900BCFW5QO5LW8F27 | Long             | EC               | CORP              | AU        |     26845 | NS      | $211814.73    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Aflac Inc                                                                | Aflac Inc                                                                                                        | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      5883 | NS      | $648953.73    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| QBE Insurance Group Ltd                                                  | QBE Insurance Group Ltd                                                                                          | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |     15162 | NS      | $191420.34    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Lotus Bakeries NV                                                        | Lotus Bakeries NV                                                                                                | CUSIP: 000000000<br>LEI: 5493004C0K34IFI67I03 | Long             | EC               | CORP              | BE        |         1 | NS      | $8982.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc                                            | Arrowhead Pharmaceuticals Inc                                                                                    | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |      1209 | NS      | $63714.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTONATION INC                                                           | AutoNation Inc                                                                                                   | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $227365.37    | 0.08%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of NT Butterfield & Son L                                           | Bank of NT Butterfield & Son Ltd/The                                                                             | CUSIP: 000000000<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | BM        |       927 | NS      | $43049.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Viking Holdings Ltd                                                      | Viking Holdings Ltd                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      8823 | NS      | $589199.94    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BB Seguridade Participacoes SA                                           | BB Seguridade Participacoes SA                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     19014 | NS      | $121503.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco BTG Pactual SA                                                     | Banco BTG Pactual SA                                                                                             | CUSIP: 000000000<br>LEI: ZXLTQRYIK6IJH3R0IK66 | Long             | EC               | CORP              | BR        |     37305 | NS      | $377393.52    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TIM SA/Brazil                                                            | TIM SA/Brazil                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     27105 | NS      | $128622.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonica Brasil SA                                                     | Telefonica Brasil SA                                                                                             | CUSIP: 000000000<br>LEI: 529900MTGG2HSDBIWG79 | Long             | EC               | CORP              | BR        |     75151 | NS      | $498815.05    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG                                   | Chocoladefabriken Lindt & Spruengli AG                                                                           | CUSIP: 000000000<br>LEI: 529900JYJNNOKKAGK736 | Long             | EC               | CORP              | CH        |         4 | NS      | $58956.53     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                                                | ZURICH INSURANCE GROUP AG                                                                                        | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |       448 | NS      | $322274.42    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                             | UBS Group AG                                                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |       363 | NS      | $13966.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Galderma Group AG                                                        | Galderma Group AG                                                                                                | CUSIP: 000000000<br>LEI: 89450001OK6O8ELQ4584 | Long             | EC               | CORP              | CH        |       271 | NS      | $54079.06     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hithink RoyalFlush Information Network Co Ltd                            | Hithink RoyalFlush Information Network Co Ltd                                                                    | CUSIP: 000000000<br>LEI: 300300TIQA4R0NPLQE78 | Long             | EC               | CORP              | CN        |      2400 | NS      | $109202.47    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| New China Life Insurance Co Ltd                                          | New China Life Insurance Co Ltd                                                                                  | CUSIP: 000000000<br>LEI: 300300F2001111000095 | Long             | EC               | CORP              | CN        |      4400 | NS      | $40872.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens AG                                                               | Siemens AG                                                                                                       | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |      1698 | NS      | $449953.03    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                                                   | AP Moller - Maersk A/S                                                                                           | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |        84 | NS      | $168383.32    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Vestas Wind Systems A/S                                                  | Vestas Wind Systems A/S                                                                                          | CUSIP: 000000000<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |         1 | NS      | $23.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stora Enso Oyj                                                           | Stora Enso Oyj                                                                                                   | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | EC               | CORP              | FI        |       858 | NS      | $10096.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank                                                                     | BANK 2024-BNK48                                                                                                  | CUSIP: 06541GAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $202184.74    | 0.07%             | 2057-10-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Brinker International Inc                                                | Brinker International Inc                                                                                        | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |       385 | NS      | $59209.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Agricole SA                                                       | Credit Agricole SA                                                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |      6189 | NS      | $118793.54    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                         | TotalEnergies SE                                                                                                 | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |      3287 | NS      | $216011.80    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Cal-Maine Foods Inc                                                      | Cal-Maine Foods Inc                                                                                              | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |       552 | NS      | $45992.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CommScope Holding Co Inc                                                 | CommScope Holding Co Inc                                                                                         | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |      1234 | NS      | $24359.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Danone SA                                                                | Danone SA                                                                                                        | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |      2781 | NS      | $248336.44    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                                             | Capgemini SE                                                                                                     | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |       493 | NS      | $77108.74     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Delek US Holdings Inc                                                    | Delek US Holdings Inc                                                                                            | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |      1158 | NS      | $44779.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon                                                  | PURCHASED CHF / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | CH        |         1 | NC      | $-608.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                         | French Republic Government Bond OAT                                                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    600000 | PA      | $764786.63    | 0.27%             | 2029-04-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                                     | French Republic Government Bond OAT                                                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    300000 | PA      | $346698.63    | 0.12%             | 2030-05-25      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED MXN / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | MX        |         1 | NC      | $581.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| General Electric Co                                                      | General Electric Co                                                                                              | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      2649 | NS      | $790594.05    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays PLC                                                             | Barclays PLC                                                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |     47381 | NS      | $269272.63    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                      | United Kingdom Gilt                                                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    270000 | PA      | $348753.82    | 0.12%             | 2036-03-07      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                   | General Motors Financial Co Inc                                                                                  | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    125000 | PA      | $132807.01    | 0.05%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| IDT Corp                                                                 | IDT Corp                                                                                                         | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |        43 | NS      | $2140.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED KINGDOM GILT                                                      | United Kingdom Gilt                                                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    630000 | PA      | $788651.24    | 0.28%             | 2028-10-22      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Kerry Group PLC                                                          | Kerry Group PLC                                                                                                  | CUSIP: 000000000<br>LEI: 635400TLVVBNXLFHWC59 | Long             | EC               | CORP              | IE        |       239 | NS      | $22171.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| International Bancshares Corp                                            | International Bancshares Corp                                                                                    | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |       706 | NS      | $46934.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc                                                                | Itron Inc                                                                                                        | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |       423 | NS      | $41893.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Indus Towers Ltd                                                         | Indus Towers Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 335800L6DI4VHODGDK41 | Long             | EC               | CORP              | IN        |      7997 | NS      | $35847.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Punjab National Bank                                                     | Punjab National Bank                                                                                             | CUSIP: 000000000<br>LEI: 335800LE3GBR6I412V82 | Long             | EC               | CORP              | IN        |     84527 | NS      | $117821.27    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                                                | Kubota Credit Owner Trust 2023-2                                                                                 | CUSIP: 500945AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $203764.02    | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                 | National Rural Utilities Cooperative Finance Corp                                                                | CUSIP: 637432NK7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140276.28    | 0.05%             | 2046-04-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Lupin Ltd                                                                | Lupin Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 335800HHXTESDEE2FC65 | Long             | EC               | CORP              | IN        |      2922 | NS      | $67929.33     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharti Airtel Ltd                                                        | Bharti Airtel Ltd                                                                                                | CUSIP: 000000000<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | EC               | CORP              | IN        |     10497 | NS      | $246869.48    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Nextpower Inc                                                            | NEXTracker Inc                                                                                                   | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        11 | NS      | $1007.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NioCorp Developments Ltd                                                 | NioCorp Developments Ltd                                                                                         | CUSIP: 654484609<br>LEI: 5299001QL26XJPOD3A17 | Long             | EC               | CORP              | CA        |       157 | NS      | $982.82       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                                 | Italy Buoni Poliennali Del Tesoro                                                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    208000 | PA      | $215005.26    | 0.08%             | 2046-09-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Oriental Land Co Ltd/Japan                                               | Oriental Land Co Ltd/Japan                                                                                       | CUSIP: 000000000<br>LEI: 353800PIFKBZ6KTU5994 | Long             | EC               | CORP              | JP        |      1700 | NS      | $32785.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ORL TRUST                                                                | ORL Trust 2024-GLKS                                                                                              | CUSIP: 67120DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $150070.07    | 0.05%             | 2039-12-15      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| 180 MEDICAL INC                                                          | 180 Medical Inc                                                                                                  | CUSIP: 682357AB4<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199755.66    | 0.07%             | 2035-10-08      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Payoneer Global Inc                                                      | Payoneer Global Inc                                                                                              | CUSIP: 70451X104<br>LEI: 984500491C64C70FF033 | Long             | EC               | CORP              | US        |      4582 | NS      | $26483.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REVVITY INC                                                              | PerkinElmer Inc                                                                                                  | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    400000 | PA      | $386159.42    | 0.14%             | 2029-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Phreesia Inc                                                             | Phreesia Inc                                                                                                     | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |      1341 | NS      | $27477.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RB Global Inc                                                            | RB Global Inc                                                                                                    | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |       121 | NS      | $11853.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Reddit Inc                                                               | Reddit Inc                                                                                                       | CUSIP: 75734B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       637 | NS      | $137891.39    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| REG DIVERSIFIED FUNDING                                                  | Regional Diversified Funding 2005-1 Ltd                                                                          | CUSIP: 75902AAA6<br>LEI: 54930070N77H6NE83R38 | Long             | DBT              | CORP              | KY        |      4836 | PA      | $1015.63      | 0.00%             | 2030-03-15      | Fixed         | 9.25%                 | Yes           |                  3 | On Loan: No      |
| TARGA RESOURCES CORP                                                     | Targa Resources Corp                                                                                             | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256327.10    | 0.09%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                              | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    535000 | PA      | $530610.65    | 0.19%             | 2055-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CONTRA VERVE THERAPEUT                                                   | CONTRA VERVE THERAPEUT                                                                                           | CUSIP: 925CVR011<br>LEI: N/A                  | N/A              | DE               |  | US        |       834 | NS      | $525.42       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Australia Government Bonds                                               | Australia Government Bond                                                                                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    400000 | PA      | $246037.65    | 0.09%             | 2030-05-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                                    | Australia Government Bond                                                                                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    350000 | PA      | $224709.57    | 0.08%             | 2027-11-21      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Elia Group SA/NV                                                         | Elia Group SA/NV                                                                                                 | CUSIP: 000000000<br>LEI: 549300S1MP1NFDIKT460 | Long             | EC               | CORP              | BE        |        62 | NS      | $7494.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Itau Unibanco Holding SA                                                 | Itau Unibanco Holding SA                                                                                         | CUSIP: 000000000<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EP               | CORP              | BR        |     82048 | NS      | $640047.72    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of China Ltd                                                        | Bank of China Ltd                                                                                                | CUSIP: 000000000<br>LEI: 54930053HGCFWVHYZX42 | Long             | EC               | CORP              | CN        |      8388 | NS      | $5048.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PetroChina Co Ltd                                                        | PetroChina Co Ltd                                                                                                | CUSIP: 000000000<br>LEI: 529900RPY4YG47TRSV05 | Long             | EC               | CORP              | CN        |     21800 | NS      | $30099.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhejiang Leapmotor Technology Co Ltd                                     | Zhejiang Leapmotor Technology Co Ltd                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     14600 | NS      | $99616.37     | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                 | Bundesrepublik Deutschland Bundesanleihe                                                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    840000 | PA      | $954929.09    | 0.33%             | 2027-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                                                   | AP Moller - Maersk A/S                                                                                           | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |        85 | NS      | $170070.25    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitt                                           | LVMH Moet Hennessy Louis Vuitton SE                                                                              | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |       141 | NS      | $104637.92    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ipsen SA                                                                 | Ipsen SA                                                                                                         | CUSIP: 000000000<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |       867 | NS      | $125150.49    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                                            | Rio Tinto PLC                                                                                                    | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |      3959 | NS      | $284827.14    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                      | United Kingdom Gilt                                                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    600000 | PA      | $419004.19    | 0.15%             | 2047-07-22      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Land Securities Group PLC                                                | Land Securities Group PLC                                                                                        | CUSIP: 000000000<br>LEI: 213800V8IAVKS37D6B88 | Long             | EC               |  | GB        |      1428 | NS      | $11445.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB Group PLC                                                            | AIB Group PLC                                                                                                    | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |      2982 | NS      | $30683.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pentair PLC                                                              | Pentair PLC                                                                                                      | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |      5387 | NS      | $566927.88    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC Bank Ltd                                                            | HDFC Bank Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |     15385 | NS      | $173445.02    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BSE Ltd                                                                  | BSE Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 335800UOTLCPTZQVDA19 | Long             | EC               | CORP              | IN        |      1516 | NS      | $49140.84     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CVC Capital Partners PLC                                                 | CVC Capital Partners PLC                                                                                         | CUSIP: 000000000<br>LEI: 213800E8UQS1KA32YD39 | Long             | EC               | CORP              | JE        |         1 | NS      | $16.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                                       | Japan Government Twenty Year Bond                                                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  90000000 | PA      | $583949.94    | 0.20%             | 2026-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                                    | Japan Government Twenty Year Bond                                                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 175000000 | PA      | $1073683.62   | 0.38%             | 2035-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Sompo Holdings Inc                                                       | Sompo Holdings Inc                                                                                               | CUSIP: 000000000<br>LEI: 353800CWW4SRGEYEB512 | Long             | EC               | CORP              | JP        |      6600 | NS      | $209002.72    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui House Ltd                                                        | Sekisui House Ltd                                                                                                | CUSIP: 000000000<br>LEI: 529900GMNDOYQSAJAE76 | Long             | EC               | CORP              | JP        |      8100 | NS      | $181278.50    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Electric Power Corp                                                | Korea Electric Power Corp                                                                                        | CUSIP: 000000000<br>LEI: 988400QG33WS7JEIV602 | Long             | EC               | CORP              | KR        |       962 | NS      | $34416.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Biologics Co Ltd                                                 | Samsung Biologics Co Ltd                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        88 | NS      | $96860.10     | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| HD Hyundai Co Ltd                                                        | HD Hyundai Co Ltd                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       314 | NS      | $42126.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tecnoglass Inc                                                           | Tecnoglass Inc                                                                                                   | CUSIP: 000000000<br>LEI: 529900YRWTPOC2E6IO67 | Long             | EC               | CORP              | KY        |       637 | NS      | $31709.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology SA                                                    | Spotify Technology SA                                                                                            | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |      1106 | NS      | $662350.22    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Mowi ASA                                                                 | Mowi ASA                                                                                                         | CUSIP: 000000000<br>LEI: 549300W1OGQF5LZIH349 | Long             | EC               | CORP              | NO        |       687 | NS      | $15590.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Salmar ASA                                                               | Salmar ASA                                                                                                       | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGDBK67 | Long             | EC               | CORP              | NO        |        99 | NS      | $5783.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Inter RAO UES PJSC                                                       | Inter RAO UES PJSC                                                                                               | CUSIP: 000000000<br>LEI: 253400PMFKF8Q8G1FA17 | Long             | EC               | CORP              | RU        |   1181504 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Sony Group Corp                                                          | Sony Group Corp                                                                                                  | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |      3200 | NS      | $93851.77     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Ltd                                                              | Hitachi Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |      2100 | NS      | $66823.08     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Compal Electronics Inc                                                   | Compal Electronics Inc                                                                                           | CUSIP: 000000000<br>LEI: 529900ZPKWFDL21LW166 | Long             | EC               | CORP              | TW        |    113000 | NS      | $105659.04    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Capitec Bank Holdings Ltd                                                | Capitec Bank Holdings Ltd                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |       546 | NS      | $123812.40    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Grou                                           | Sumitomo Mitsui Financial Group Inc                                                                              | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |     11100 | NS      | $336059.45    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Kakao Corp                                                               | Kakao Corp                                                                                                       | CUSIP: 000000000<br>LEI: 988400FTKUBQXKVZP434 | Long             | EC               | CORP              | KR        |       138 | NS      | $5516.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hana Financial Group Inc                                                 | Hana Financial Group Inc                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1387 | NS      | $88094.50     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Credo Technology Group Holding                                           | Credo Technology Group Holding Ltd                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       270 | NS      | $47952.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NU Holdings Ltd/Cayman Islands                                           | NU Holdings Ltd/Cayman Islands                                                                                   | CUSIP: 000000000<br>LEI: 5493002DG1RHWK9W2X27 | Long             | EC               | CORP              | KY        |     91199 | NS      | $1585950.61   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Sino Biopharmaceutical Ltd                                               | Sino Biopharmaceutical Ltd                                                                                       | CUSIP: 000000000<br>LEI: 529900LPR4ADFEJAR786 | Long             | EC               | CORP              | KY        |     29000 | NS      | $26333.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Xiaomi Corp                                                              | Xiaomi Corp                                                                                                      | CUSIP: 000000000<br>LEI: 2549001ACVFAZRNMKL32 | Long             | EC               | CORP              | KY        |     53800 | NS      | $285822.00    | 0.10%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Millicom International Cellular SA                                       | Millicom International Cellular SA                                                                               | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | EC               | CORP              | LU        |       106 | NS      | $5625.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcelorMittal SA                                                         | ArcelorMittal SA                                                                                                 | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |      7384 | NS      | $318461.97    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Maxis Bhd                                                                | Maxis Bhd                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |     40500 | NS      | $39117.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Argenx SE                                                                | Argenx SE                                                                                                        | CUSIP: 000000000<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |       196 | NS      | $178568.26    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Adyen NV                                                                 | Adyen NV                                                                                                         | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |        10 | NS      | $15568.94     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Prosus NV                                                                | Prosus NV                                                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |      2156 | NS      | $135767.99    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Yara International ASA                                                   | Yara International ASA                                                                                           | CUSIP: 000000000<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |       244 | NS      | $8911.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Infratil Ltd                                                             | Infratil Ltd                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |      1378 | NS      | $9232.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TMBThanachart Bank PCL                                                   | TMBThanachart Bank PCL                                                                                           | CUSIP: 000000000<br>LEI: 549300WKGLXEV3DB7I54 | Long             | EC               | CORP              | TH        |   1945700 | NS      | $116758.08    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| King Slide Works Co Ltd                                                  | King Slide Works Co Ltd                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      1000 | NS      | $121546.01    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Eva Airways Corp                                                         | Eva Airways Corp                                                                                                 | CUSIP: 000000000<br>LEI: 254900S1P4XOXV67GC07 | Long             | EC               | CORP              | TW        |     67000 | NS      | $72817.10     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                               | AbbVie Inc                                                                                                       | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      2160 | NS      | $491832.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc                                             | Adtalem Global Education Inc                                                                                     | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |       333 | NS      | $30822.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc                                               | Advanced Micro Devices Inc                                                                                       | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |       971 | NS      | $211221.63    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE Inc                                                               | ALLETE Inc                                                                                                       | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |       130 | NS      | $8790.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences Inc                                                    | Arcus Biosciences Inc                                                                                            | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2100 | NS      | $54810.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp                                                              | Avista Corp                                                                                                      | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |      1206 | NS      | $49904.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BMO Mortgage Trust                                                       | BMO 2025-5C12 Mortgage Trust                                                                                     | CUSIP: 09663VAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $176422.45    | 0.06%             | 2058-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                  | Bristol-Myers Squibb Co                                                                                          | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     14613 | NS      | $718959.60    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                      | CDW LLC / CDW Finance Corp                                                                                       | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $245959.86    | 0.09%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CH Robinson Worldwide Inc                                                | CH Robinson Worldwide Inc                                                                                        | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |      1821 | NS      | $289302.27    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                                          | Caterpillar Inc                                                                                                  | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       343 | NS      | $197485.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                                                  | Central Garden & Pet Co                                                                                          | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |       858 | NS      | $26546.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                 | Charter Communications Operating LLC / Charter Communications Operating Capital                                  | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30299.56     | 0.01%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust                                          | Citizens Auto Receivables Trust 2024-2                                                                           | CUSIP: 17331XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    268540 | PA      | $270476.91    | 0.09%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                             | Citizens Financial Group Inc                                                                                     | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      1858 | NS      | $100517.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Clover Health Investments Corp                                           | Clover Health Investments Corp                                                                                   | CUSIP: 18914F103<br>LEI: 5493000HLYOYQU6LK133 | Long             | EC               | CORP              | US        |      4658 | NS      | $11598.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc                                               | Coca-Cola Consolidated Inc                                                                                       | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |      3005 | NS      | $489664.75    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings                                           | Cogent Communications Holdings Inc                                                                               | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       119 | NS      | $2270.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytek Biosciences Inc                                                    | Cytek Biosciences Inc                                                                                            | CUSIP: 23285D109<br>LEI: 549300K2J28BOC6FBO89 | Long             | EC               | CORP              | US        |      9158 | NS      | $51742.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DLLAA LLC                                                                | DLLAA 2025-1 LLC                                                                                                 | CUSIP: 233249AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170000 | PA      | $175866.61    | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                             | Dell Equipment Finance Trust 2025-2                                                                              | CUSIP: 24703VAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $175824.89    | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED USD / SOLD PLN                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-58.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED EUR / SOLD CHF                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $920.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole CIB                                                      | PURCHASED JPY / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | JP        |         1 | NC      | $-3138.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED USD / SOLD JPY                                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $1967.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED USD / SOLD CAD                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $18.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED EUR / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |         1 | NC      | $47.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                           | PURCHASED CLP / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CL        |         1 | NC      | $-129.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Essential Properties Realty Tr                                           | Essential Properties Realty Trust Inc                                                                            | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |      1513 | NS      | $47901.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                         | Freddie Mac Multifamily Structured Pass Through Certificates                                                     | CUSIP: 3137FQXJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $494238.75    | 0.17%             | 2026-10-25      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 31401PFP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       334 | PA      | $345.81       | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federated Core Trust - High Yield Bond Portfolio                         | FED HIGH YLD BOND PORT                                                                                           | CUSIP: 000000000<br>LEI: 549300FJ1PZWFDNRP685 | Long             | EC               | RF                | US        |    291517 | NS      | $1667474.93   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Core Trust - Federated Bank Loan Core Fund                     | FEDERATED CORE TR FEDERATED BANK LOAN CORE FUND                                                                  | CUSIP: 31409N804<br>LEI: 549300FJK5JF0KIC2N83 | Long             | EC               | RF                | US        |     54094 | NS      | $463042.68    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                                | CUSIP: 36208WBG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        67 | PA      | $68.33        | 0.00%             | 2028-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                                | CUSIP: 36208YLQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        26 | PA      | $26.36        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| G-III Apparel Group Ltd                                                  | G-III Apparel Group Ltd                                                                                          | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |      1406 | NS      | $40984.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                      | Global Payments Inc                                                                                              | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    270000 | PA      | $241788.46    | 0.08%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                              | Goldman Sachs Group Inc/The                                                                                      | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      1377 | NS      | $1137457.08   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Groupon Inc                                                              | Groupon Inc                                                                                                      | CUSIP: 399473206<br>LEI: 5299005W5W1R5POQJL03 | Long             | EC               | CORP              | US        |       416 | NS      | $7034.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson Inc                                                      | Harley-Davidson Inc                                                                                              | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |       225 | NS      | $5510.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Auto Trust                                                    | Huntington Auto Trust 2024-1                                                                                     | CUSIP: 446144AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    137438 | PA      | $138837.84    | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CONTRA ICOSAVAX INC                                                      | CONTRA ICOSAVAX INC                                                                                              | CUSIP: 451CVR021<br>LEI: N/A                  | N/A              | DE               |  | US        |      1947 | NS      | $603.57       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| IBM                                                                      | International Business Machines Corp                                                                             | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      3427 | NS      | $1057503.66   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Iovance Biotherapeutics Inc                                              | Iovance Biotherapeutics Inc                                                                                      | CUSIP: 462260100<br>LEI: 2549002L8WT2ACU5Q878 | Long             | EC               | CORP              | US        |     15119 | NS      | $37343.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMCO REALTY OP LLC                                                      | Kimco Realty OP LLC                                                                                              | CUSIP: 49447BAC7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    150000 | PA      | $154812.17    | 0.05%             | 2036-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Lantheus Holdings Inc                                                    | Lantheus Holdings Inc                                                                                            | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |       661 | NS      | $38913.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                     | Lockheed Martin Corp                                                                                             | CUSIP: 539830BH1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89934.12     | 0.03%             | 2026-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                     | M&T Bank Corp                                                                                                    | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61210.74     | 0.02%             | 2036-01-16      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trust                                          | M&T Bank Auto Receivables Trust 2024-1                                                                           | CUSIP: 55286TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101132.92    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                           | Morgan Stanley                                                                                                   | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61709.37     | 0.02%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                              | Oracle Corp                                                                                                      | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |       909 | NS      | $183572.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                                              | Oracle Corp                                                                                                      | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     95000 | PA      | $81215.64     | 0.03%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ozon Holdings PLC                                                        | Ozon Holdings PLC                                                                                                | CUSIP: 69269L104<br>LEI: 213800GXSI7E5V776B13 | Long             | EC               | CORP              | CY        |      1945 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Palomar Holdings Inc                                                     | Palomar Holdings Inc                                                                                             | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |       400 | NS      | $49684.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings Inc                                                 | Par Pacific Holdings Inc                                                                                         | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |       580 | NS      | $26477.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Perimeter Solutions Inc                                                  | Perimeter Solutions Inc                                                                                          | CUSIP: 71385M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1594 | NS      | $44440.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                   | Philip Morris International Inc                                                                                  | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    450000 | PA      | $483620.92    | 0.17%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Power Solutions International Inc                                        | Power Solutions International Inc                                                                                | CUSIP: 73933G202<br>LEI: 549300JWGWDXC70SNH31 | Long             | EC               | CORP              | US        |       406 | NS      | $21956.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc                                                              | Progyny Inc                                                                                                      | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1375 | NS      | $36258.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QuantumScape Corp                                                        | QuantumScape Corp                                                                                                | CUSIP: 74767V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       868 | NS      | $10606.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                                                     | Rush Enterprises Inc                                                                                             | CUSIP: 781846308<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |       687 | NS      | $36665.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                                                           | salesforce.com Inc                                                                                               | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       111 | NS      | $25589.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                                                  | Charles Schwab Corp/The                                                                                          | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      8848 | NS      | $820475.04    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories Inc                                                 | Silicon Laboratories Inc                                                                                         | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |        90 | NS      | $11482.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Solstice Advanced Materials In                                           | Solstice Advanced Materials Inc                                                                                  | CUSIP: 83443Q103<br>LEI: 2138004GZ4H9TW6HK435 | Long             | EC               | CORP              | US        |       912 | NS      | $43484.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings Inc                                        | Sun Country Airlines Holdings Inc                                                                                | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |       319 | NS      | $4370.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                                                     | TTM Technologies Inc                                                                                             | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |       828 | NS      | $58109.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Inc                                                               | Tanger Factory Outlet Centers Inc                                                                                | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |      1210 | NS      | $40631.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 10X Genomics Inc                                                         | 10X Genomics Inc                                                                                                 | CUSIP: 88025U109<br>LEI: 5493003Z6741WNLG7H43 | Long             | EC               | CORP              | US        |      3055 | NS      | $57464.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARCEL SERVICE                                                    | United Parcel Service Inc                                                                                        | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158010.80    | 0.06%             | 2055-05-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                              | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3000 | PA      | $2346.78      | 0.00%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                              | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $200093.01    | 0.07%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                              | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $139711.98    | 0.05%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VICI Properties Inc                                                      | VICI Properties Inc                                                                                              | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     15808 | NS      | $455586.56    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC                                                                 | Visa Inc                                                                                                         | CUSIP: 92826CAD4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129935.28    | 0.05%             | 2025-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FERROGLOBE REP + WRNTY INS TRU                                           | FERROGLOBE REP + WRNTY INS TRU NON TRANSFERABLE BENE INT UNIT                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5107 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                   | Williams Cos Inc/The                                                                                             | CUSIP: 969457CS7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    135000 | PA      | $138328.93    | 0.05%             | 2035-09-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WisdomTree Inc                                                           | WisdomTree Inc                                                                                                   | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |      3013 | NS      | $33263.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                                                              | Workday Inc                                                                                                      | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |      2567 | NS      | $553496.54    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ageas SA/NV                                                              | Ageas SA/NV                                                                                                      | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |       216 | NS      | $14740.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Teekay Corp Ltd                                                          | Teekay Corp Ltd                                                                                                  | CUSIP: 000000000<br>LEI: YHKQM2RIPKZYOZ6RVZ46 | Long             | EC               | CORP              | BM        |       141 | NS      | $1369.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Embraer SA                                                               | Embraer SA                                                                                                       | CUSIP: 000000000<br>LEI: 549300EM51WYXFHUY333 | Long             | EC               | CORP              | BR        |     25728 | NS      | $405065.92    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Prime Site AG                                                      | Swiss Prime Site AG                                                                                              | CUSIP: 000000000<br>LEI: 506700XI9H64OPR34158 | Long             | EC               | CORP              | CH        |         2 | NS      | $295.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                                              | Novartis AG                                                                                                      | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |      4034 | NS      | $526323.46    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Alcon AG                                                                 | Alcon AG                                                                                                         | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |      2900 | NS      | $231031.07    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIC Securities Co Ltd                                                  | CITIC Securities Co Ltd                                                                                          | CUSIP: 000000000<br>LEI: 300300E1006744000068 | Long             | EC               | CORP              | CN        |     17000 | NS      | $58566.27     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| China Galaxy Securities Co Ltd                                           | China Galaxy Securities Co Ltd                                                                                   | CUSIP: 000000000<br>LEI: 3003008KFQXO06OK8582 | Long             | EC               | CORP              | CN        |     66000 | NS      | $86561.81     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Seres Group Co Ltd                                                       | Seres Group Co Ltd                                                                                               | CUSIP: 000000000<br>LEI: 3003002LTJSDNVNIPU58 | Long             | EC               | CORP              | CN        |      1000 | NS      | $17859.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WuXi AppTec Co Ltd                                                       | WuXi AppTec Co Ltd                                                                                               | CUSIP: 000000000<br>LEI: 254900OEPQLZSPLN9175 | Long             | EC               | CORP              | CN        |      8600 | NS      | $111222.03    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                 | Bundesrepublik Deutschland Bundesanleihe                                                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    375000 | PA      | $523592.52    | 0.18%             | 2040-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Munich Re                                                                | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                                                        | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |       407 | NS      | $256934.65    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                                   | Spain Government Bond                                                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    100000 | PA      | $101600.24    | 0.04%             | 2046-10-31      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Kesko Oyj                                                                | Kesko Oyj                                                                                                        | CUSIP: 000000000<br>LEI: 743700OX6HSVMCAHPB95 | Long             | EC               | CORP              | FI        |       404 | NS      | $8602.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nokia Oyj                                                                | Nokia Oyj                                                                                                        | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |      7466 | NS      | $45207.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortum Oyj                                                               | Fortum Oyj                                                                                                       | CUSIP: 000000000<br>LEI: 635400IUIZZIUJSAMF76 | Long             | EC               | CORP              | FI        |       628 | NS      | $12899.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kone Oyj                                                                 | Kone Oyj                                                                                                         | CUSIP: 000000000<br>LEI: 2138001CNF45JP5XZK38 | Long             | EC               | CORP              | FI        |       494 | NS      | $33582.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                 | Lloyds Banking Group PLC                                                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |    228994 | NS      | $290101.66    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX PLC                                                                 | RELX PLC                                                                                                         | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |      6386 | NS      | $256494.25    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group PLC                                        | InterContinental Hotels Group PLC                                                                                | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |       136 | NS      | $18035.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Haleon PLC                                                               | Haleon PLC                                                                                                       | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |     22678 | NS      | $111339.65    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LivaNova PLC                                                             | LivaNova PLC                                                                                                     | CUSIP: 000000000<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |       614 | NS      | $39179.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingspan Group PLC                                                       | Kingspan Group PLC                                                                                               | CUSIP: 000000000<br>LEI: 635400HM7V74SUB9OG75 | Long             | EC               | CORP              | IE        |       228 | NS      | $19517.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cipla Ltd/India                                                          | Cipla Ltd/India                                                                                                  | CUSIP: 000000000<br>LEI: 335800KMJJYEDDK82Q34 | Long             | EC               | CORP              | IN        |      7844 | NS      | $134268.67    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mahindra & Mahindra Ltd                                                  | Mahindra & Mahindra Ltd                                                                                          | CUSIP: 000000000<br>LEI: 3358003B573EV4KB4Z02 | Long             | EC               | CORP              | IN        |      4911 | NS      | $206438.77    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Persistent Systems Ltd                                                   | Persistent Systems Ltd                                                                                           | CUSIP: 000000000<br>LEI: 3358006QYD77Z66S1J89 | Long             | EC               | CORP              | IN        |      1692 | NS      | $120433.35    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharat Electronics Ltd                                                   | Bharat Electronics Ltd                                                                                           | CUSIP: 000000000<br>LEI: 335800HS8AOTM9W1F335 | Long             | EC               | CORP              | IN        |     33117 | NS      | $152631.11    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bosch Ltd                                                                | Bosch Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 3358008TVK7S8BSVVW82 | Long             | EC               | CORP              | IN        |       237 | NS      | $95582.47     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Solar Industries India Ltd                                               | Solar Industries India Ltd                                                                                       | CUSIP: 000000000<br>LEI: 3358002ANWRT2YJ79L60 | Long             | EC               | CORP              | IN        |       813 | NS      | $121007.25    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Page Industries Ltd                                                      | Page Industries Ltd                                                                                              | CUSIP: 000000000<br>LEI: 335800D6UFCCKUP3KD53 | Long             | EC               | CORP              | IN        |       212 | NS      | $90208.64     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                      | Intesa Sanpaolo SpA                                                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |     45455 | NS      | $295429.15    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                        | Italy Buoni Poliennali Del Tesoro                                                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    350000 | PA      | $463081.55    | 0.16%             | 2039-08-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                                    | Japan Government Twenty Year Bond                                                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  37000000 | PA      | $244943.06    | 0.09%             | 2029-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Advantest Corp                                                           | Advantest Corp                                                                                                   | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |      2300 | NS      | $305381.52    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Daito Trust Construction Co Ltd                                          | Daito Trust Construction Co Ltd                                                                                  | CUSIP: 000000000<br>LEI: 353800QQ4DRI3KXS3038 | Long             | EC               | CORP              | JP        |       400 | NS      | $7647.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KDDI Corp                                                                | KDDI Corp                                                                                                        | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |     14700 | NS      | $253725.71    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| MatsukiyoCocokara & Co                                                   | MatsukiyoCocokara & Co                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9400 | NS      | $173645.71    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Celltrion Inc                                                            | Celltrion Inc                                                                                                    | CUSIP: 000000000<br>LEI: 988400JFZG785WJX3D68 | Long             | EC               | CORP              | KR        |       245 | NS      | $30958.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Woori Financial Group Inc                                                | Woori Financial Group Inc                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1482 | NS      | $26782.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HD Hyundai Heavy Industries Co Ltd                                       | HD Hyundai Heavy Industries Co Ltd                                                                               | CUSIP: 000000000<br>LEI: 988400CAR8W9URQLGF30 | Long             | EC               | CORP              | KR        |        89 | NS      | $32427.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Square Co Ltd                                                         | SK Square Co Ltd                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       860 | NS      | $175413.91    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ANTA Sports Products Ltd                                                 | ANTA Sports Products Ltd                                                                                         | CUSIP: 000000000<br>LEI: 529900291XG0CTK4LF95 | Long             | EC               | CORP              | KY        |     14600 | NS      | $159368.63    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GigaCloud Technology Inc                                                 | GigaCloud Technology Inc                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       647 | NS      | $24003.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KE Holdings Inc                                                          | KE Holdings Inc                                                                                                  | CUSIP: 000000000<br>LEI: 254900RHVY072XPAZE03 | Long             | EC               | CORP              | KY        |      1300 | NS      | $7523.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdee International Software Group Co Ltd                              | Kingdee International Software Group Co Ltd                                                                      | CUSIP: 000000000<br>LEI: 529900SWRZN94C5SZO63 | Long             | EC               | CORP              | KY        |     20000 | NS      | $36359.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QUEEN S ROAD CAPITAL                                                     | QUEEN S ROAD CAPITAL                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       431 | NS      | $2748.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JD.com Inc                                                               | JD.com Inc                                                                                                       | CUSIP: 000000000<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | KY        |     12481 | NS      | $186807.64    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Costamare Inc                                                            | Costamare Inc                                                                                                    | CUSIP: 000000000<br>LEI: 5299003L6NPTZ25LN818 | Long             | EC               | CORP              | MH        |       942 | NS      | $14384.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT Holdings Inc                                                         | DHT Holdings Inc                                                                                                 | CUSIP: 000000000<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               | CORP              | MH        |      2716 | NS      | $35389.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Mexico SAB de CV                                                   | Grupo Mexico SAB de CV                                                                                           | CUSIP: 000000000<br>LEI: 529900JWLZAYET2ZGW20 | Long             | EC               | CORP              | MX        |     32276 | NS      | $282002.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Philips NV                                                   | Koninklijke Philips NV                                                                                           | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |       511 | NS      | $14405.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ermenegildo Zegna NV                                                     | Ermenegildo Zegna NV                                                                                             | CUSIP: 000000000<br>LEI: 8156003760472AA7E269 | Long             | EC               | CORP              | NL        |      3867 | NS      | $41260.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gjensidige Forsikring ASA                                                | Gjensidige Forsikring ASA                                                                                        | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6FAO47 | Long             | EC               | CORP              | NO        |       292 | NS      | $8173.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fisher & Paykel Healthcare Corp Ltd                                      | Fisher & Paykel Healthcare Corp Ltd                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |       867 | NS      | $18569.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Meridian Energy Ltd                                                      | Meridian Energy Ltd                                                                                              | CUSIP: 000000000<br>LEI: 254900IFKXIGNCY3A092 | Long             | EC               | CORP              | NZ        |      1892 | NS      | $6118.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Galp Energia SGPS SA                                                     | Galp Energia SGPS SA                                                                                             | CUSIP: 000000000<br>LEI: 2138003319Y7NM75FG53 | Long             | EC               | CORP              | PT        |       603 | NS      | $12120.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GMK Norilskiy Nickel PAO                                                 | MMC Norilsk Nickel PJSC                                                                                          | CUSIP: 000000000<br>LEI: 253400JPTEEW143W3E47 | Long             | EC               | CORP              | RU        |     36200 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Novolipetsk Steel PJSC                                                   | Novolipetsk Steel PJSC                                                                                           | CUSIP: 000000000<br>LEI: 213800913TPW32I84456 | Long             | EC               | CORP              | RU        |     23929 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Riyad Bank                                                               | Riyad Bank                                                                                                       | CUSIP: 000000000<br>LEI: 54930037RJ782ISGGM71 | Long             | EC               | CORP              | SA        |     18275 | NS      | $125954.25    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                                                   | DBS Group Holdings Ltd                                                                                           | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |      7100 | NS      | $297299.25    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Delta Electronics Inc                                                    | Delta Electronics Inc                                                                                            | CUSIP: 000000000<br>LEI: 529900UVZWNWGDLJSM52 | Long             | EC               | CORP              | TW        |      2000 | NS      | $59398.73     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hon Hai Precision Industry Co Ltd                                        | Hon Hai Precision Industry Co Ltd                                                                                | CUSIP: 000000000<br>LEI: 30030004CM3GSZXX7O56 | Long             | EC               | CORP              | TW        |     29000 | NS      | $208310.32    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                    | Mexico Government International Bond                                                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $464861.52    | 0.16%             | 2029-09-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Impala Platinum Holdings Ltd                                             | Impala Platinum Holdings Ltd                                                                                     | CUSIP: 000000000<br>LEI: 254900BZFIFB4PD2Z778 | Long             | EC               | CORP              | ZA        |      3190 | NS      | $40051.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ACI Worldwide Inc                                                        | ACI Worldwide Inc                                                                                                | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |       750 | NS      | $35145.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCE AUTO PARTS                                                       | Advance Auto Parts Inc                                                                                           | CUSIP: 00751YAE6<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    600000 | PA      | $551887.62    | 0.19%             | 2030-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                             | Alphabet Inc                                                                                                     | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     11514 | NS      | $3686552.52   | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud Inc                                                            | Blackbaud Inc                                                                                                    | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |       691 | NS      | $38958.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc                                            | CSG Systems International Inc                                                                                    | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |        22 | NS      | $1732.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus Inc                                                             | Cargurus Inc                                                                                                     | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |      1293 | NS      | $45617.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                            | Citigroup Inc                                                                                                    | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    115000 | PA      | $105866.93    | 0.04%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Dollarama Inc                                                            | Dollarama Inc                                                                                                    | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |       649 | NS      | $92860.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent                                           | Frontier Communications Parent Inc                                                                               | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       250 | NS      | $9480.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                                                       | Steel Dynamics Inc                                                                                               | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      3690 | NS      | $619292.70    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                               | Vertex Pharmaceuticals Inc                                                                                       | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       365 | NS      | $158267.65    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| XPEL Inc                                                                 | XPEL Inc                                                                                                         | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |        40 | NS      | $1859.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                                                             | Xylem Inc/NY                                                                                                     | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      4035 | NS      | $567603.45    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Pro Medicus Ltd                                                          | Pro Medicus Ltd                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       918 | NS      | $160871.05    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Rockchip Electronics Co Ltd                                              | Rockchip Electronics Co Ltd                                                                                      | CUSIP: 000000000<br>LEI: 8368002HC3QUMAKOPK03 | Long             | EC               | CORP              | CN        |      1500 | NS      | $38812.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                                                               | Vonovia SE                                                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | EC               | CORP              | DE        |       850 | NS      | $25759.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sampo Oyj                                                                | Sampo Oyj                                                                                                        | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |      3496 | NS      | $41124.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Publicis Groupe SA                                                       | Publicis Groupe SA                                                                                               | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |      1011 | NS      | $98600.85     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesco PLC                                                                | Tesco PLC                                                                                                        | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |     35767 | NS      | $213274.78    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel SpA                                                                 | Enel SpA                                                                                                         | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |     15390 | NS      | $159128.69    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                                                 | AT&T Inc                                                                                                         | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154824.93    | 0.05%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Acushnet Holdings Corp                                                   | Acushnet Holdings Corp                                                                                           | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |       562 | NS      | $47264.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTODESK INC                                                             | Autodesk Inc                                                                                                     | CUSIP: 052769AJ5<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87893.66     | 0.03%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                       | BMO 2023-C4 Mortgage Trust                                                                                       | CUSIP: 05610CAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $205049.50    | 0.07%             | 2056-02-15      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Bandwidth Inc                                                            | Bandwidth Inc                                                                                                    | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |        71 | NS      | $1011.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corp                                                        | Bloom Energy Corp                                                                                                | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |       851 | NS      | $92963.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT Inc                                                       | CareTrust REIT Inc                                                                                               | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               |  | US        |       215 | NS      | $8068.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs' Warehouse Inc/The                                                 | Chefs' Warehouse Inc/The                                                                                         | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |        96 | NS      | $5886.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                                             | Chevron Corp                                                                                                     | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7056 | NS      | $1066373.28   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic Inc                                                            | CoreCivic Inc                                                                                                    | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |        62 | NS      | $1119.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                                                       | Crown Holdings Inc                                                                                               | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      3008 | NS      | $291264.64    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DLLMT LLC                                                                | DLLMT 2023-1 LLC                                                                                                 | CUSIP: 232989AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $176954.34    | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                  | Dell International LLC / EMC Corp                                                                                | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46000 | PA      | $46279.73     | 0.02%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Credit Agricole CIB                                                      | PURCHASED JPY / SOLD EUR                                                                                         | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | JP        |         1 | NC      | $-10850.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED USD / SOLD CHF                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $2350.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED CHF / SOLD EUR                                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CH        |         1 | NC      | $-1243.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED AUD / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $-51.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED EUR / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $209.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                        | Expedia Group Inc                                                                                                | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2705 | NS      | $691641.45    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                            | CUSIP: 31283HS97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       591 | PA      | $618.86       | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                               | CUSIP: 3137HHKT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    207422 | PA      | $208091.94    | 0.07%             | 2054-12-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                      | Gilead Sciences Inc                                                                                              | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89892.72     | 0.03%             | 2026-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Green Brick Partners Inc                                                 | Green Brick Partners Inc                                                                                         | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |       591 | NS      | $40117.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovage Holding Corp                                                    | Innovage Holding Corp                                                                                            | CUSIP: 45784A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6176 | NS      | $32609.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                                                        | Lam Research Corp                                                                                                | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      5715 | NS      | $891540.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                                                                | Lear Corp                                                                                                        | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |       110 | NS      | $11809.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lucid Group Inc                                                          | Lucid Group Inc                                                                                                  | CUSIP: 549498202<br>LEI: 529900MRL9Z13ZCRVD74 | Long             | EC               | CORP              | US        |       254 | NS      | $3462.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                                           | MasterCard, Inc. Class A                                                                                         | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      2377 | NS      | $1308609.81   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                                               | Matson Inc                                                                                                       | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |       249 | NS      | $27136.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta Inc                                                                 | Okta Inc                                                                                                         | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |      6037 | NS      | $484952.21    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp                                                  | Perdoceo Education Corp                                                                                          | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |       204 | NS      | $5703.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison & Co Inc                                                 | Phillips Edison & Co Inc                                                                                         | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               |  | US        |       207 | NS      | $7348.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                                                  | Procter & Gamble Co/The                                                                                          | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      2380 | NS      | $352620.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet Inc                                                           | QuinStreet Inc                                                                                                   | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |       190 | NS      | $2652.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Inc                                                             | Reliance Steel & Aluminum Co                                                                                     | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |      1980 | NS      | $553053.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX Corp                                                              | ROBLOX Corp                                                                                                      | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3099 | NS      | $294497.97    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc                                                         | SPS Commerce Inc                                                                                                 | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |       303 | NS      | $25245.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                   | Santander Drive Auto Receivables Trust 2023-1                                                                    | CUSIP: 80287GAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    278542 | PA      | $280477.70    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| TEGNA Inc                                                                | TEGNA Inc                                                                                                        | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |      1188 | NS      | $23189.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50000 | PA      | $51126.18     | 0.02%             | 2031-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $100937.50    | 0.04%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Veralto Corp                                                             | Veralto Corp                                                                                                     | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |      5624 | NS      | $569261.28    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc                                                               | Xencor Inc                                                                                                       | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |      2757 | NS      | $47751.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                   | US 5YR NOTE (CBT) MAR26                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        32 | NC      | $3911.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brambles Ltd                                                             | Brambles Ltd                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      8310 | NS      | $131132.55    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd                                              | Northern Star Resources Ltd                                                                                      | CUSIP: 000000000<br>LEI: 254900XFXCRYYZAX6M78 | Long             | EC               | CORP              | AU        |     11172 | NS      | $201262.96    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Scentre Group                                                            | Scentre Group                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |     34921 | NS      | $93393.35     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                     | Westpac Banking Corp                                                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | EC               | CORP              | AU        |     11032 | NS      | $272190.02    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Axia Energia                                                             | Axia Energia                                                                                                     | CUSIP: 000000000<br>LEI: 254900I8KYDELP4B4Z08 | Long             | EC               | CORP              | BR        |     33234 | NS      | $389131.39    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bradesco SA                                                        | Banco Bradesco SA                                                                                                | CUSIP: 000000000<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EP               | CORP              | BR        |    154579 | NS      | $569045.09    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Givaudan SA                                                              | Givaudan SA                                                                                                      | CUSIP: 000000000<br>LEI: 213800SVRMQA1TD91D41 | Long             | EC               | CORP              | CH        |        12 | NS      | $50611.93     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd                                                                  | ABB Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |      4570 | NS      | $329256.79    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| GF Securities Co Ltd                                                     | GF Securities Co Ltd                                                                                             | CUSIP: 000000000<br>LEI: 3003007E0Y3ZJ5HNA936 | Long             | EC               | CORP              | CN        |     13500 | NS      | $40377.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| New China Life Insurance Co Ltd                                          | New China Life Insurance Co Ltd                                                                                  | CUSIP: 000000000<br>LEI: 300300F2001111000095 | Long             | EC               | CORP              | CN        |     17100 | NS      | $102190.47    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Eastroc Beverage Group Co Ltd                                            | Eastroc Beverage Group Co Ltd                                                                                    | CUSIP: 000000000<br>LEI: 836800LQ338417RCIL29 | Long             | EC               | CORP              | CN        |      2600 | NS      | $96896.72     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RWE AG                                                                   | RWE AG                                                                                                           | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |       347 | NS      | $17635.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daimler Truck Holding AG                                                 | Daimler Truck Holding AG                                                                                         | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |      4722 | NS      | $199816.01    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BBVA                                                                     | Banco Bilbao Vizcaya Argentaria SA                                                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |     23991 | NS      | $517400.79    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Neste Oyj                                                                | Neste Oyj                                                                                                        | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | EC               | CORP              | FI        |       647 | NS      | $12510.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Safran SA                                                                | Safran SA                                                                                                        | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |       981 | NS      | $331107.37    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Thales SA                                                                | Thales SA                                                                                                        | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |        44 | NS      | $11503.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                                                                 | Vinci SA                                                                                                         | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |      1943 | NS      | $275511.35    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Halma PLC                                                                | Halma PLC                                                                                                        | CUSIP: 000000000<br>LEI: 2138007FRGLUR9KGBT40 | Long             | EC               | CORP              | GB        |       664 | NS      | $31356.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Next PLC                                                                 | Next PLC                                                                                                         | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |      1055 | NS      | $197344.88    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Centrica PLC                                                             | Centrica PLC                                                                                                     | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | EC               | CORP              | GB        |     77596 | NS      | $176223.07    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                                       | Coca-Cola Europacific Partners PLC                                                                               | CUSIP: 000000000<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               | CORP              | GB        |       909 | NS      | $83346.21     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOC Hong Kong Holdings Ltd                                               | BOC Hong Kong Holdings Ltd                                                                                       | CUSIP: 000000000<br>LEI: 254900JB98W77JDJMW15 | Long             | EC               | CORP              | HK        |     38000 | NS      | $183204.41    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson Controls International                                           | Johnson Controls International plc                                                                               | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |      7224 | NS      | $840223.44    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryanair Holdings PLC                                                     | Ryanair Holdings PLC                                                                                             | CUSIP: 000000000<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |      1203 | NS      | $39397.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai Nippon Printing Co Ltd                                               | Dai Nippon Printing Co Ltd                                                                                       | CUSIP: 000000000<br>LEI: 529900S7NFNQ4FT6OP83 | Long             | EC               | CORP              | JP        |      5600 | NS      | $94622.71     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui & Co Ltd                                                          | Mitsui & Co Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |     10300 | NS      | $273365.59    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Motor Co                                                         | Hyundai Motor Co                                                                                                 | CUSIP: 000000000<br>LEI: 9884004RQX8PRBXQ8S60 | Long             | EC               | CORP              | KR        |       366 | NS      | $65247.94     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Glovis Co Ltd                                                    | Hyundai Glovis Co Ltd                                                                                            | CUSIP: 000000000<br>LEI: 988400U6RDXNJ5ZRN304 | Long             | EC               | CORP              | KR        |      1121 | NS      | $125443.14    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresh Del Monte Produce Inc                                              | Fresh Del Monte Produce Inc                                                                                      | CUSIP: 000000000<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | KY        |       274 | NS      | $9902.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 3SBio Inc                                                                | 3SBio Inc                                                                                                        | CUSIP: 000000000<br>LEI: 529900P0TQC1E9Y7FN31 | Long             | EC               | CORP              | KY        |      2000 | NS      | $7994.16      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Wolters Kluwer NV                                                        | Wolters Kluwer NV                                                                                                | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |       911 | NS      | $96851.95     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                                             | Netherlands Government Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     80000 | PA      | $98983.42     | 0.03%             | 2042-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| MediaTek Inc                                                             | MediaTek Inc                                                                                                     | CUSIP: 000000000<br>LEI: 254900UEGBK1I4DM4E14 | Long             | EC               | CORP              | TW        |      5000 | NS      | $222497.28    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SinoPac Financial Holdings Co Ltd                                        | SinoPac Financial Holdings Co Ltd                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     30000 | NS      | $25773.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| First Financial Holding Co Ltd                                           | First Financial Holding Co Ltd                                                                                   | CUSIP: 000000000<br>LEI: 529900BC1U046Q2GUZ64 | Long             | EC               | CORP              | TW        |    156000 | NS      | $137274.08    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Agilysys Inc                                                             | Agilysys Inc                                                                                                     | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |       315 | NS      | $38732.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                                           | Amazon.com Inc                                                                                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     17959 | NS      | $4188397.98   | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NY MELLON CORP                                                   | Bank of New York Mellon Corp/The                                                                                 | CUSIP: 06406RCJ4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41755.89     | 0.01%             | 2036-06-06      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| CBL & Associates Properties Inc                                          | CBL & Associates Properties Inc                                                                                  | CUSIP: 124830878<br>LEI: 529900EIVFBRS4PUBZ13 | Long             | EC               |  | US        |       305 | NS      | $10193.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantaloupe Inc                                                           | Cantaloupe Inc                                                                                                   | CUSIP: 138103106<br>LEI: 529900O54DBQQVWO9Q85 | Long             | EC               | CORP              | US        |      2109 | NS      | $22503.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC                                                         | Crown Castle Inc                                                                                                 | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    330000 | PA      | $335031.93    | 0.12%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                                  | PURCHASED GBP / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | GB        |         1 | NC      | $-798.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AtkinsRealis Group Inc                                                   | AtkinsRealis Group Inc                                                                                           | CUSIP: 04764T104<br>LEI: UL01OYG5OMLM5G6CFM03 | Long             | EC               | CORP              | CA        |      2682 | NS      | $166453.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 31374S5U1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        32 | PA      | $33.00        | 0.00%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED EUR / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $-1461.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED USD / SOLD AUD                                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-18.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                                | CUSIP: 36210AWV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       346 | PA      | $356.39       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                  | Hyundai Capital America                                                                                          | CUSIP: 44891ADX2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129834.79    | 0.05%             | 2032-06-23      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Federated Hermes Government Obligations Fund                             | Federated Hermes Government Obligations Fund                                                                     | CUSIP: 608919718<br>LEI: 254900VAJ9169N7JRF45 | Long             | STIV             | RF                | US        |   4328999 | NS      | $4328999.34   | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Mexico Government International Bonds                                    | Mexico Government International Bond                                                                             | CUSIP: 91086QAS7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     30000 | PA      | $32736.00     | 0.01%             | 2034-09-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                       | Meta Platforms Inc                                                                                               | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145219.06    | 0.05%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                            | CUSIP: 31292GUR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       152 | PA      | $159.75       | 0.00%             | 2028-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Zymeworks Inc                                                            | Zymeworks Inc                                                                                                    | CUSIP: 98985Y108<br>LEI: 894500AHOYAGYLYZJL67 | Long             | EC               | CORP              | US        |         3 | NS      | $80.13        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                 | BAC002395 USD CALL PLN PUT                                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    510000 | OU      | $3054.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vale SA                                                                  | Vale SA                                                                                                          | CUSIP: 000000000<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |     57050 | NS      | $720359.32    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| French Republic Government Bonds OAT                                     | French Republic Government Bond OAT                                                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    450000 | PA      | $421281.86    | 0.15%             | 2036-05-25      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| DNB Bank ASA                                                             | DNB Bank ASA                                                                                                     | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |      1285 | NS      | $34331.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Far EasTone Telecommunications Co Ltd                                    | Far EasTone Telecommunications Co Ltd                                                                            | CUSIP: 000000000<br>LEI: 529900L7W7BWDLVZL253 | Long             | EC               | CORP              | TW        |     42000 | NS      | $117953.91    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                 | Ford Motor Credit Co LLC                                                                                         | CUSIP: 345397E25<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205495.95    | 0.07%             | 2031-03-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| General Motors                                                           | GMF Floorplan Owner Revolving Trust                                                                              | CUSIP: 361886DG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $202452.76    | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                                                               | CUSIP: 36202DC90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1107 | PA      | $1140.57      | 0.00%             | 2029-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                      | Gilead Sciences Inc                                                                                              | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      7069 | NS      | $889562.96    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp                                                             | Griffon Corp                                                                                                     | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |       608 | NS      | $45600.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc                                                                  | ITT Inc                                                                                                          | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |       191 | NS      | $35174.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IAMGOLD Corp                                                             | IAMGOLD Corp                                                                                                     | CUSIP: 450913108<br>LEI: 254900E7II30XAB9LA72 | Long             | EC               | CORP              | CA        |      4752 | NS      | $74538.51     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ibotta Inc                                                               | Ibotta Inc                                                                                                       | CUSIP: 451051106<br>LEI: 54930026OZD4IQ7YR615 | Long             | EC               | CORP              | US        |       764 | NS      | $18229.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lundin Mining Corp                                                       | Lundin Mining Corp                                                                                               | CUSIP: 550372106<br>LEI: 549300FQDIM6C8HTN269 | Long             | EC               | CORP              | CA        |      2841 | NS      | $53081.33     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                                            | McKesson Corp                                                                                                    | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       792 | NS      | $697847.04    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                                           | Merck & Co Inc                                                                                                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      1231 | NS      | $129045.73    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                    | Micron Technology Inc                                                                                            | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42947.86     | 0.02%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                           | Morgan Stanley                                                                                                   | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      5407 | NS      | $917351.62    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                                                             | NiSource Inc                                                                                                     | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    200000 | PA      | $160318.61    | 0.06%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                    | Norfolk Southern Corp                                                                                            | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      2238 | NS      | $653697.42    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Second Bancorp Inc                                                   | Old Second Bancorp Inc                                                                                           | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |      2240 | NS      | $42224.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc                                                   | Patrick Industries Inc                                                                                           | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |       144 | NS      | $15583.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Corp of Canada                                                     | Power Corp of Canada                                                                                             | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |      4272 | NS      | $217505.31    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                                             | QUALCOMM Inc                                                                                                     | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |        61 | NS      | $10253.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVINCE OF QUEBEC                                                       | Province of Quebec Canada                                                                                        | CUSIP: 74815HCD2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     50000 | PA      | $50414.93     | 0.02%             | 2026-03-10      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| Rivian Automotive Inc                                                    | Rivian Automotive Inc                                                                                            | CUSIP: 76954A103<br>LEI: 25490004LNKJ84MFYY24 | Long             | EC               | CORP              | US        |      1612 | NS      | $27178.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc                                               | Sabra Health Care REIT Inc                                                                                       | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |      1926 | NS      | $37576.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                                                             | Sanmina Corp                                                                                                     | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |       414 | NS      | $64652.31     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                                                    | 3M Co                                                                                                            | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      5201 | NS      | $894832.05    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                                                    | Uber Technologies Inc                                                                                            | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |       991 | NS      | $86752.14     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                              | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     25000 | PA      | $21252.61     | 0.01%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                              | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $151876.10    | 0.05%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    735000 | PA      | $751626.07    | 0.26%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Argan Inc                                                                | Argan Inc                                                                                                        | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |       158 | NS      | $62441.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bel Fuse Inc                                                             | Bel Fuse Inc                                                                                                     | CUSIP: 077347300<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |       273 | NS      | $42050.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $503236.80    | 0.18%             | 2027-02-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                              | National Australia Bank Ltd                                                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | EC               | CORP              | AU        |      7652 | NS      | $201344.85    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                        | Cisco Systems Inc                                                                                                | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     14658 | NS      | $1127786.52   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED USD / SOLD EUR                                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $7043.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sofina SA                                                                | Sofina SA                                                                                                        | CUSIP: 000000000<br>LEI: 5493000GMVR38VUO5D39 | Long             | EC               | CORP              | BE        |        24 | NS      | $6761.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Global Ltd                                                       | Liberty Global Ltd                                                                                               | CUSIP: 000000000<br>LEI: 213800HRMKKTYH7SKA24 | Long             | EC               | CORP              | BM        |       163 | NS      | $1859.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED GBP / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | GB        |         1 | NC      | $1496.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                               | CUSIP: 3137HKKW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    209859 | PA      | $209900.30    | 0.07%             | 2055-03-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Caixa Seguridade Participacoes S/A                                       | Caixa Seguridade Participacoes S/A                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     40750 | NS      | $123597.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Swisscom AG                                                              | Swisscom AG                                                                                                      | CUSIP: 000000000<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |        16 | NS      | $11486.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BYD Co Ltd                                                               | BYD Co Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 5299005557VL7ULJ7A69 | Long             | EC               | CORP              | CN        |       400 | NS      | $5026.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Huatai Securities Co Ltd                                                 | Huatai Securities Co Ltd                                                                                         | CUSIP: 000000000<br>LEI: 3003009ABT0UCWO79Q77 | Long             | EC               | CORP              | CN        |     37900 | NS      | $113219.52    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                               | CUSIP: 3137HKMB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    414118 | PA      | $414660.78    | 0.15%             | 2055-03-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                    | General Dynamics Corp                                                                                            | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      2608 | NS      | $890971.04    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics Inc                                                | Intellia Therapeutics Inc                                                                                        | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |      2433 | NS      | $21872.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                                                           | NRG Energy Inc                                                                                                   | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      3357 | NS      | $568977.93    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners Inc                                                         | PJT Partners Inc                                                                                                 | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |       262 | NS      | $44018.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Real Brokerage Inc/The                                                   | Real Brokerage Inc/The                                                                                           | CUSIP: 75585H206<br>LEI: 254900X7DGVQ8SUIC387 | Long             | EC               | CORP              | CA        |      3139 | NS      | $12461.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications Co                                         | Shenandoah Telecommunications Co                                                                                 | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |       134 | NS      | $1464.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TELUS Corp                                                               | TELUS Corp                                                                                                       | CUSIP: 87971M103<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | EC               | CORP              | CA        |       891 | NS      | $11693.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eoptolink Technology Inc Ltd                                             | Eoptolink Technology Inc Ltd                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       900 | NS      | $44337.17     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Beiersdorf AG                                                            | Beiersdorf AG                                                                                                    | CUSIP: 000000000<br>LEI: L47NHHI0Z9X22DV46U41 | Long             | EC               | CORP              | DE        |       319 | NS      | $34334.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UMB Financial Corp                                                       | UMB Financial Corp                                                                                               | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |       411 | NS      | $45653.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                              | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    420000 | PA      | $407925.84    | 0.14%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Iberdrola SA                                                             | Iberdrola SA                                                                                                     | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |      7330 | NS      | $154874.22    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Elisa Oyj                                                                | Elisa Oyj                                                                                                        | CUSIP: 000000000<br>LEI: 743700TU2S3DXWGU7H32 | Long             | EC               | CORP              | FI        |       212 | NS      | $9297.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Inflation-Indexed Notes                                                                            | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    154822 | PA      | $157202.71    | 0.06%             | 2029-10-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Veeva Systems Inc                                                        | Veeva Systems Inc                                                                                                | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      2004 | NS      | $481541.16    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Dassault Aviation SA                                                     | Dassault Aviation SA                                                                                             | CUSIP: 000000000<br>LEI: 969500CVFTUT88V8QN95 | Long             | EC               | CORP              | FR        |       538 | NS      | $168849.12    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Experian PLC                                                             | Experian PLC                                                                                                     | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | JE        |      1411 | NS      | $62077.08     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd                                       | Hong Kong Exchanges & Clearing Ltd                                                                               | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |      4200 | NS      | $223332.56    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| TVS MOTOR COMPANY                                                        | TVS Motor Co Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 335800URVL13UQEWM152 | Long             | EP               | CORP              | IN        |     10960 | NS      | $36.76        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                    | Wells Fargo Commercial Mortgage Trust 2024-5C2                                                                   | CUSIP: 95003UAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $154421.54    | 0.05%             | 2057-11-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                         | French Republic Government Bond OAT                                                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    150000 | PA      | $187652.08    | 0.07%             | 2041-04-25      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                                 | Italy Buoni Poliennali Del Tesoro                                                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    600000 | PA      | $741359.86    | 0.26%             | 2028-09-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                                          | Japan Government Ten Year Bond                                                                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  60000000 | PA      | $375229.99    | 0.13%             | 2028-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                      | United Kingdom Gilt                                                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    630000 | PA      | $654431.36    | 0.23%             | 2044-01-22      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Solidcore Resources PLC                                                  | Polymetal International PLC                                                                                      | CUSIP: 000000000<br>LEI: 213800JKJ5HJWYS4GR61 | Long             | EC               | CORP              | KZ        |         4 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Japan Government Twenty Year Bonds                                       | Japan Government Twenty Year Bond                                                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  70000000 | PA      | $458131.30    | 0.16%             | 2030-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| ENEOS Holdings Inc                                                       | ENEOS Holdings Inc                                                                                               | CUSIP: 000000000<br>LEI: 3538001KQ5SAOZSQTT44 | Long             | EC               | CORP              | JP        |     11100 | NS      | $73065.01     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                        | Toyota Motor Corp                                                                                                | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |      5700 | NS      | $115096.57    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group                                           | Mitsubishi UFJ Financial Group Inc                                                                               | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |      5900 | NS      | $92793.99     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co Ltd                                              | Murata Manufacturing Co Ltd                                                                                      | CUSIP: 000000000<br>LEI: 529900QZG6DL8ZRI7140 | Long             | EC               | CORP              | JP        |      9600 | NS      | $197363.28    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Telecom Co Ltd                                                        | SK Telecom Co Ltd                                                                                                | CUSIP: 000000000<br>LEI: 9884003WEA1PHW006037 | Long             | EC               | CORP              | KR        |       623 | NS      | $22676.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Geely Automobile Holdings Ltd                                            | Geely Automobile Holdings Ltd                                                                                    | CUSIP: 000000000<br>LEI: 549300YS3T1KVQ2SNI84 | Long             | EC               | CORP              | KY        |     36000 | NS      | $78482.01     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Contact Energy Ltd                                                       | Contact Energy Ltd                                                                                               | CUSIP: 000000000<br>LEI: 549300FT5JOXS1PZ1I32 | Long             | EC               | CORP              | NZ        |      1207 | NS      | $6674.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Evergreen Marine Corp Taiwan Ltd                                         | Evergreen Marine Corp Taiwan Ltd                                                                                 | CUSIP: 000000000<br>LEI: 254900EIJA0A39C5SO15 | Long             | EC               | CORP              | TW        |     18000 | NS      | $102941.81    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings Inc                                                | Tokio Marine Holdings Inc                                                                                        | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |      7100 | NS      | $250311.18    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                       | Koninklijke KPN NV                                                                                               | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |     11646 | NS      | $53177.98     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                         | Alabama Power Co                                                                                                 | CUSIP: 010392FW3<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    150000 | PA      | $99455.28     | 0.03%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                | Apple Inc                                                                                                        | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     26597 | NS      | $7416573.45   | 2.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                                                             | Autodesk Inc                                                                                                     | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      2033 | NS      | $616690.22    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc                                                       | Axos Financial Inc                                                                                               | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |       602 | NS      | $49472.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                                          | ASML Holding NV                                                                                                  | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       634 | NS      | $672817.98    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Kongsberg Gruppen ASA                                                    | Kongsberg Gruppen ASA                                                                                            | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ9HK73 | Long             | EC               | CORP              | NO        |       654 | NS      | $15503.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/T                                           | Bank of New York Mellon Corp/The                                                                                 | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      1069 | NS      | $119834.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BMO Mortgage Trust                                                       | BMO 2025-5C11 Mortgage Trust                                                                                     | CUSIP: 096941AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $153882.59    | 0.05%             | 2058-07-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Al Rajhi Bank                                                            | Al Rajhi Bank                                                                                                    | CUSIP: 000000000<br>LEI: 558600BQZS4Y1DTU8589 | Long             | EC               | CORP              | SA        |      8095 | NS      | $206861.94    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolution AB                                                             | Evolution AB                                                                                                     | CUSIP: 000000000<br>LEI: 549300SUH6ZR1RF6TA88 | Long             | EC               | CORP              | SE        |      2111 | NS      | $144329.55    | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CNX Resources Corp                                                       | CNX Resources Corp                                                                                               | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |      1371 | NS      | $53249.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Minerals International                                           | Compass Minerals International Inc                                                                               | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |      2095 | NS      | $39784.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wan Hai Lines Ltd                                                        | Wan Hai Lines Ltd                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     19000 | NS      | $48792.64     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Inc                                                              | Compass Inc                                                                                                      | CUSIP: 20464U100<br>LEI: 254900DMGQSTC3I2IM78 | Long             | EC               | CORP              | US        |      6136 | NS      | $63937.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP Enterprises Inc/TX                                                   | DXP Enterprises Inc/TX                                                                                           | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       266 | NS      | $25001.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc                                                   | Digi International Inc                                                                                           | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |       402 | NS      | $16815.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED AUD / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | AU        |         1 | NC      | $234.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED EGP / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | EG        |         1 | NC      | $-124.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Emergent BioSolutions Inc                                                | Emergent BioSolutions Inc                                                                                        | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |       673 | NS      | $7517.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings Inc                                                       | Enact Holdings Inc                                                                                               | CUSIP: 29249E109<br>LEI: 9845003CA5664B741N19 | Long             | EC               | CORP              | US        |       293 | NS      | $11342.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                                | CUSIP: 3136BVMZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    210562 | PA      | $210841.52    | 0.07%             | 2054-09-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Federated Core Trust III - Federated Project and Trade Finance Core Fund | FEDERATED CORE TR III FEDERATED PROJ+TRADE FIN CORE                                                              | CUSIP: 31415N103<br>LEI: 549300K79QCJYF3J1472 | Long             | EC               | RF                | US        |    431821 | NS      | $3860482.80   | 1.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                      | Fifth Third Bancorp                                                                                              | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      6120 | NS      | $265975.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                                                  | First Financial Bancorp                                                                                          | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |      1761 | NS      | $43813.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard BioTools Inc                                                    | Standard BioTools Inc                                                                                            | CUSIP: 34385P108<br>LEI: 549300GX8Y96GSB6YP89 | Long             | EC               | CORP              | US        |     28560 | NS      | $42840.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                                 | Ford Credit Auto Owner Trust 2023-REV2                                                                           | CUSIP: 34535CAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $207148.46    | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                                | CUSIP: 36208HSK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       181 | PA      | $183.48       | 0.00%             | 2027-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                                | CUSIP: 36225AUH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        38 | PA      | $38.46        | 0.00%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                   | GE HealthCare Technologies Inc                                                                                   | CUSIP: 36267VAM5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    105000 | PA      | $116567.56    | 0.04%             | 2052-11-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Globalstar Inc                                                           | Globalstar Inc                                                                                                   | CUSIP: 378973507<br>LEI: 549300NEX8I0MSOW0R64 | Long             | EC               | CORP              | US        |       132 | NS      | $8019.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Healthcare REIT Inc                                             | American Healthcare REIT Inc                                                                                     | CUSIP: 398182303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1254 | NS      | $63678.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| iA Financial Corp Inc                                                    | iA Financial Corp Inc                                                                                            | CUSIP: 45075E104<br>LEI: 549300ZXLJVHQAIXV215 | Long             | EC               | CORP              | CA        |      1399 | NS      | $165243.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc                                                            | Interface Inc                                                                                                    | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |      1137 | NS      | $31733.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinross Gold Corp                                                        | Kinross Gold Corp                                                                                                | CUSIP: 496902404<br>LEI: 549300UEBMAQDN0K0R06 | Long             | EC               | CORP              | CA        |     11290 | NS      | $318151.06    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                                            | Kroger Co/The                                                                                                    | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      6302 | NS      | $423998.56    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                                                   | Lumen Technologies Inc                                                                                           | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |      2513 | NS      | $20380.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                                                | MGM Resorts International                                                                                        | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |      5438 | NS      | $191907.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial Inc                                                   | Pathward Financial Inc                                                                                           | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |       534 | NS      | $38394.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                                                    | Micron Technology Inc                                                                                            | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      4410 | NS      | $1042876.80   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| New Gold Inc                                                             | New Gold Inc                                                                                                     | CUSIP: 644535106<br>LEI: 5493005G0GNCHP0H6L96 | Long             | EC               | CORP              | CA        |      8402 | NS      | $68661.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Northeast Bank                                                           | Northeast Bank                                                                                                   | CUSIP: 66405S100<br>LEI: 549300F0LV9TSW34E306 | Long             | EC               | CORP              | US        |       368 | NS      | $32707.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                                                               | Nucor Corp                                                                                                       | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      3999 | NS      | $637800.51    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvation Bio Inc                                                         | Nuvation Bio Inc                                                                                                 | CUSIP: 67080N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7902 | NS      | $63453.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare Inc                                         | Prestige Consumer Healthcare Inc                                                                                 | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       712 | NS      | $42399.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigetti Computing Inc                                                    | Rigetti Computing Inc                                                                                            | CUSIP: 76655K103<br>LEI: 52990024JHY459DH8W71 | Long             | EC               | CORP              | US        |      1346 | NS      | $34417.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Root Inc/OH                                                              | Root Inc/OH                                                                                                      | CUSIP: 77664L207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       275 | NS      | $22244.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                                     | Royal Bank of Canada                                                                                             | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |       944 | NS      | $146006.05    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sezzle Inc                                                               | Sezzle Inc                                                                                                       | CUSIP: 78435P105<br>LEI: 9845000CA64541AE3I35 | Long             | EC               | CORP              | US        |       439 | NS      | $27108.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                                  | Santander Bank Auto Credit-Linked Notes Series 2023-A                                                            | CUSIP: 80290CBV5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6457 | PA      | $6466.21      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Shopify Inc                                                              | Shopify Inc                                                                                                      | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |      1559 | NS      | $249025.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                                                 | Simon Property Group Inc                                                                                         | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      3190 | NS      | $594360.80    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyward Specialty Insurance Gr                                           | Skyward Specialty Insurance Group Inc                                                                            | CUSIP: 830940102<br>LEI: 549300GXGXJG0YH4VN21 | Long             | EC               | CORP              | US        |       106 | NS      | $5189.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprinklr Inc                                                             | Sprinklr Inc                                                                                                     | CUSIP: 85208T107<br>LEI: 254900AR04RJ2BQO5S78 | Long             | EC               | CORP              | US        |      2962 | NS      | $21415.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP                                                     | Targa Resources Corp                                                                                             | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180938.61    | 0.06%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Thor Industries Inc                                                      | Thor Industries Inc                                                                                              | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |       105 | NS      | $11090.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Turning Point Brands Inc                                                 | Turning Point Brands Inc                                                                                         | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |        68 | NS      | $6810.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc                                                 | United Natural Foods Inc                                                                                         | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |       158 | NS      | $5894.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $99863.25     | 0.03%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Inflation-Indexed Notes                                                                            | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    306072 | PA      | $309567.59    | 0.11%             | 2030-04-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $901534.14    | 0.32%             | 2027-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                       | Valero Energy Corp                                                                                               | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      3690 | NS      | $652244.40    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE CONNECTIONS INC                                                    | Waste Connections Inc                                                                                            | CUSIP: 94106BAJ0<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    105000 | PA      | $109625.07    | 0.04%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                                                     | Western Digital Corp                                                                                             | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      4197 | NS      | $685496.01    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                        | EURO-BOBL FUTURE DEC25                                                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         4 | NC      | $-488.23      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                                           | JPN 10Y BOND(OSE) DEC25                                                                                          | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |         3 | NC      | $-31503.16    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                   | US 10YR ULTRA FUT MAR26                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        17 | NC      | $7664.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth Bank of Australia                                           | Commonwealth Bank of Australia                                                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |       978 | NS      | $97847.55     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                                        | Telstra Group Ltd                                                                                                | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |     18594 | NS      | $59951.70     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC Group NV                                                             | KBC Group NV                                                                                                     | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |       334 | NS      | $41189.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UCB SA                                                                   | UCB SA                                                                                                           | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |       189 | NS      | $52869.23     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Groupe Bruxelles Lambert NV                                              | Groupe Bruxelles Lambert NV                                                                                      | CUSIP: 000000000<br>LEI: 549300KV0ZEHT2KVU152 | Long             | EC               | CORP              | BE        |       116 | NS      | $10043.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                               | Anheuser-Busch InBev SA/NV                                                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |      1413 | NS      | $86904.59     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Syensqo SA                                                               | Syensqo SA                                                                                                       | CUSIP: 000000000<br>LEI: 549300060XNJ90PLNS10 | Long             | EC               | CORP              | BE        |       109 | NS      | $8896.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ambev SA                                                                 | Ambev SA                                                                                                         | CUSIP: 000000000<br>LEI: 549300TH5Q6VRP8OT012 | Long             | EC               | CORP              | BR        |     56627 | NS      | $147034.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                                                | Chubb Ltd                                                                                                        | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      2593 | NS      | $767994.74    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| DSM-Firmenich AG                                                         | DSM-Firmenich AG                                                                                                 | CUSIP: 000000000<br>LEI: 506700G44V67MPM4BI12 | Long             | EC               | CORP              | CH        |       279 | NS      | $22911.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jiangsu Hengrui Pharmaceuticals Co Ltd                                   | Jiangsu Hengrui Pharmaceuticals Co Ltd                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     10700 | NS      | $94060.07     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| China Construction Bank Corp                                             | China Construction Bank Corp                                                                                     | CUSIP: 000000000<br>LEI: 5493001KQW6DM7KEDR62 | Long             | EC               | CORP              | CN        |    128501 | NS      | $135032.33    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                                                      | Henkel AG & Co KGaA                                                                                              | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |       305 | NS      | $22906.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                 | AT&T Inc                                                                                                         | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      7258 | NS      | $188853.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                                 | AT&T Inc                                                                                                         | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    364000 | PA      | $249682.01    | 0.09%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UPM-Kymmene Oyj                                                          | UPM-Kymmene Oyj                                                                                                  | CUSIP: 000000000<br>LEI: 213800EC6PW5VU4J9U64 | Long             | EC               | CORP              | FI        |       775 | NS      | $21158.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                          | Nordea Bank Abp                                                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |      4590 | NS      | $81626.94     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| L'Oreal SA                                                               | L'Oreal SA                                                                                                       | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |        22 | NS      | $9590.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                                                   | AXA SA                                                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |      5953 | NS      | $268756.06    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Alexander & Baldwin Inc                                                  | Alexander & Baldwin Inc                                                                                          | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1337 | NS      | $20897.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amneal Pharmaceuticals Inc                                               | Amneal Pharmaceuticals Inc                                                                                       | CUSIP: 03168L105<br>LEI: 549300VV176ZO5WQHZ61 | Long             | EC               | CORP              | US        |      3891 | NS      | $48715.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                                                    | Schneider Electric SE                                                                                            | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |       231 | NS      | $62144.61     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                         | French Republic Government Bond OAT                                                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    320000 | PA      | $434943.71    | 0.15%             | 2032-10-25      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Engie SA                                                                 | Engie SA                                                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |      4553 | NS      | $115745.34    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                                     | French Republic Government Bond OAT                                                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    200000 | PA      | $117881.11    | 0.04%             | 2066-05-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                         | French Republic Government Bond OAT                                                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    300000 | PA      | $342427.38    | 0.12%             | 2027-05-25      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Michelin                                                                 | Cie Generale des Etablissements Michelin SCA                                                                     | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |      6028 | NS      | $197052.44    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                                                      | Imperial Brands PLC                                                                                              | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |      2733 | NS      | $116071.31    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                        | HSBC Holdings PLC                                                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |     36976 | NS      | $525124.61    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings PLC                                                 | Rolls-Royce Holdings PLC                                                                                         | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |      4800 | NS      | $67984.73     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                       | Vodafone Group PLC                                                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |    101894 | NS      | $127299.86    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Guangdong Investment Ltd                                                 | Guangdong Investment Ltd                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     42000 | NS      | $40392.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijing Enterprises Holdings Ltd                                         | Beijing Enterprises Holdings Ltd                                                                                 | CUSIP: 000000000<br>LEI: 529900896ODARUEY2V26 | Long             | EC               | CORP              | HK        |     10000 | NS      | $43768.86     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Rakyat Indonesia Persero Tbk PT                                     | Bank Rakyat Indonesia Persero Tbk PT                                                                             | CUSIP: 000000000<br>LEI: 254900HB6S4B12GBNP64 | Long             | EC               | CORP              | ID        |    527700 | NS      | $116624.13    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                                | Bank of Ireland Group PLC                                                                                        | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | EC               | CORP              | IE        |      1370 | NS      | $25311.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM                                                  | Bank Leumi Le-Israel BM                                                                                          | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |      6276 | NS      | $131346.78    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HDFC Asset Management Co Ltd                                             | HDFC Asset Management Co Ltd                                                                                     | CUSIP: 000000000<br>LEI: 3358002FLK8AK8WSEP31 | Long             | EC               | CORP              | IN        |      3990 | NS      | $119285.78    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Polycab India Ltd                                                        | Polycab India Ltd                                                                                                | CUSIP: 000000000<br>LEI: 335800ZAL1L11ERZVW68 | Long             | EC               | CORP              | IN        |      1430 | NS      | $119257.89    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)                                                    | Japan Government Forty Year Bond                                                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 120000000 | PA      | $339354.05    | 0.12%             | 2059-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Kawasaki Kisen Kaisha Ltd                                                | Kawasaki Kisen Kaisha Ltd                                                                                        | CUSIP: 000000000<br>LEI: 353800FL04R73DS5P870 | Long             | EC               | CORP              | JP        |     10400 | NS      | $138454.15    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoya Corp                                                                | Hoya Corp                                                                                                        | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |      1500 | NS      | $225068.66    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electro-Mechanics Co L                                           | Samsung Electro-Mechanics Co Ltd                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        28 | NS      | $4790.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HD Korea Shipbuilding & Offshore Engineering Co Ltd                      | HD Korea Shipbuilding & Offshore Engineering Co Ltd                                                              | CUSIP: 000000000<br>LEI: 988400DPTJ9KH5R6W540 | Long             | EC               | CORP              | KR        |       491 | NS      | $136860.69    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| KT&G Corp                                                                | KT&G Corp                                                                                                        | CUSIP: 000000000<br>LEI: 988400ZJV6ISYBLQX875 | Long             | EC               | CORP              | KR        |       462 | NS      | $45717.82     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                | Alibaba Group Holding Ltd                                                                                        | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |     44408 | NS      | $875159.53    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Alchip Technologies Ltd                                                  | Alchip Technologies Ltd                                                                                          | CUSIP: 000000000<br>LEI: 529900HKE9RIY07SLX84 | Long             | EC               | CORP              | KY        |      1000 | NS      | $105285.81    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                  | Mexican Bonos                                                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  15000000 | PA      | $815545.60    | 0.29%             | 2026-03-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Malayan Banking Bhd                                                      | Malayan Banking Bhd                                                                                              | CUSIP: 000000000<br>LEI: 5493004OT3TOY404V310 | Long             | EC               | CORP              | MY        |     42500 | NS      | $101909.87    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                                             | ING Groep NV                                                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |     17902 | NS      | $464855.93    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Orkla ASA                                                                | Orkla ASA                                                                                                        | CUSIP: 000000000<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |      1020 | NS      | $10916.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                                          | Norsk Hydro ASA                                                                                                  | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |      2070 | NS      | $14810.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                                              | Equinor ASA                                                                                                      | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |      1122 | NS      | $25733.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP SA                                                                   | EDP - Energias de Portugal SA                                                                                    | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | EC               | CORP              | PT        |      4531 | NS      | $20240.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alrosa PJSC                                                              | Alrosa PJSC                                                                                                      | CUSIP: 000000000<br>LEI: 894500DKUWVBYZLLE651 | Long             | EC               | CORP              | RU        |     44236 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Banque Saudi Fransi                                                      | Banque Saudi Fransi                                                                                              | CUSIP: 000000000<br>LEI: 558600N07EDF4ATYR106 | Long             | EC               | CORP              | SA        |     26377 | NS      | $115757.48    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Boliden AB                                                               | Boliden AB                                                                                                       | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |      1535 | NS      | $73620.59     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp Ltd                                         | Oversea-Chinese Banking Corp Ltd                                                                                 | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |     17500 | NS      | $249948.94    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Fubon Financial Holding Co Ltd                                           | Fubon Financial Holding Co Ltd                                                                                   | CUSIP: 000000000<br>LEI: 549300G7Y2TS2XNIB476 | Long             | EC               | CORP              | TW        |     54000 | NS      | $159623.41    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Valterra Platinum Ltd                                                    | Valterra Platinum Ltd                                                                                            | CUSIP: 000000000<br>LEI: 529900RORCZ0E5S5FX81 | Long             | EC               | CORP              | ZA        |       710 | NS      | $49336.95     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                      | Ashtead Capital Inc                                                                                              | CUSIP: 045054AP8<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    315000 | PA      | $281398.69    | 0.10%             | 2031-08-12      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                            | Automatic Data Processing Inc                                                                                    | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |        32 | NS      | $8169.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc                                              | Asbury Automotive Group Inc                                                                                      | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |       133 | NS      | $30931.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                                             | Broadcom Inc                                                                                                     | CUSIP: 11135FCS8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     45000 | PA      | $34968.81     | 0.01%             | 2051-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                                                      | CANADIAN GOVERNMENT                                                                                              | CUSIP: 135087WL4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    674000 | PA      | $532992.71    | 0.19%             | 2029-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Diodes Inc                                                               | Diodes Inc                                                                                                       | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |       800 | NS      | $36968.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                                                          | Dollar Tree Inc                                                                                                  | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      5489 | NS      | $608236.09    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                                                               | CUSIP: 36202DRH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2086 | PA      | $2171.72      | 0.00%             | 2032-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Greenbrier Cos Inc/The                                                   | Greenbrier Cos Inc/The                                                                                           | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |       143 | NS      | $6360.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets Inc                                                       | Ingles Markets Inc                                                                                               | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |        38 | NS      | $2922.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                                           | Microsoft Corp                                                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     13292 | NS      | $6539796.92   | 2.29%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parks & Resorts Inc                                               | SeaWorld Entertainment Inc                                                                                       | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |       550 | NS      | $19849.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Thomson Reuters Corp                                                     | Thomson Reuters Corp                                                                                             | CUSIP: 884903808<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |      1247 | NS      | $169142.97    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR INC                                                                  | UDR Inc                                                                                                          | CUSIP: 90265EAL4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    140000 | PA      | $138884.42    | 0.05%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                               | Verizon Communications Inc                                                                                       | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      4367 | NS      | $179527.37    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Borr Drilling Ltd                                                        | Borr Drilling Ltd                                                                                                | CUSIP: 000000000<br>LEI: 213800J2JPCTXLHQ5R78 | Long             | EC               | CORP              | BM        |     12851 | NS      | $42536.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zhongji Innolight Co Ltd                                                 | Zhongji Innolight Co Ltd                                                                                         | CUSIP: 000000000<br>LEI: 655600K7YZDKAI214O83 | Long             | EC               | CORP              | CN        |       700 | NS      | $51028.89     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| People's Insurance Co Group of China Ltd/The                             | People's Insurance Co Group of China Ltd/The                                                                     | CUSIP: 000000000<br>LEI: 3003000P2JHYHQ524P66 | Long             | EC               | CORP              | CN        |    141000 | NS      | $128087.67    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                      | Deutsche Telekom AG                                                                                              | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |      6310 | NS      | $203354.40    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Adani Ports & Special Economic Zone Ltd                                  | Adani Ports & Special Economic Zone Ltd                                                                          | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | EC               | CORP              | IN        |      1965 | NS      | $33313.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                    | AvalonBay Communities Inc                                                                                        | CUSIP: 053484AG6<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    125000 | PA      | $127122.11    | 0.04%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                       | BMO 2023-5C1 Mortgage Trust                                                                                      | CUSIP: 055986AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $157232.27    | 0.06%             | 2056-08-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                             | Broadcom Inc                                                                                                     | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      8239 | NS      | $3319987.44   | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Day One Biopharmaceuticals Inc                                           | Day One Biopharmaceuticals Inc                                                                                   | CUSIP: 23954D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5272 | NS      | $50031.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                                                 | Fabrinet                                                                                                         | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |       139 | NS      | $63857.99     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TSMC                                                                     | Taiwan Semiconductor Manufacturing Co Ltd                                                                        | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     64122 | NS      | $2947592.62   | 1.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED USD / SOLD JPY                                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $5797.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED CHF / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CH        |         1 | NC      | $307.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED CHF / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |         1 | NC      | $-33.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                            | CUSIP: 31293FUM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       208 | PA      | $214.97       | 0.00%             | 2028-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Granite Construction Inc                                                 | Granite Construction Inc                                                                                         | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |       436 | NS      | $46883.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES                                        | GreatAmerica Leasing Receivables Funding LLC                                                                     | CUSIP: 39154GAK2<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |    160000 | PA      | $162903.70    | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Greif Inc                                                                | Greif Inc                                                                                                        | CUSIP: 397624206<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |        12 | NS      | $854.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grindr Inc                                                               | Grindr Inc                                                                                                       | CUSIP: 39854F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1859 | NS      | $23850.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Guardian Pharmacy Services Inc                                           | Guardian Pharmacy Services Inc                                                                                   | CUSIP: 40145W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        32 | NS      | $936.96       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Co                                                          | Hecla Mining Co                                                                                                  | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |      4025 | NS      | $67700.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp                                                               | HEICO Corp                                                                                                       | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |      1780 | NS      | $564099.80    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HubSpot Inc                                                              | HubSpot Inc                                                                                                      | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |       460 | NS      | $168967.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp/MI                                                 | Independent Bank Corp/MI                                                                                         | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       804 | NS      | $26250.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp                                                            | Ingevity Corp                                                                                                    | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |       790 | NS      | $41261.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO FINANCE PLC                                                      | Invesco Finance PLC                                                                                              | CUSIP: 46132FAD2<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |    140000 | PA      | $139893.09    | 0.05%             | 2026-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| IQVIA Holdings Inc                                                       | IQVIA Holdings Inc                                                                                               | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |       682 | NS      | $156866.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP                                                                  | KeyCorp                                                                                                          | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109154.32    | 0.04%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| KFW                                                                      | Kreditanstalt fuer Wiederaufbau                                                                                  | CUSIP: 500769BN3<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |  30000000 | PA      | $192695.08    | 0.07%             | 2026-02-16      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                               | Leidos Inc                                                                                                       | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    300000 | PA      | $270300.73    | 0.09%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                  | Marathon Petroleum Corp                                                                                          | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      3320 | NS      | $643183.60    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                                                         | NMI Holdings Inc                                                                                                 | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |       514 | NS      | $19609.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Student Loan Trust                                               | Navient Student Loan Trust                                                                                       | CUSIP: 63942KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    158219 | PA      | $144433.79    | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Otter Tail Corp                                                          | Otter Tail Corp                                                                                                  | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       591 | NS      | $48580.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OVINTIV INC                                                              | Ovintiv Inc                                                                                                      | CUSIP: 69047QAD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     85000 | PA      | $91540.54     | 0.03%             | 2053-07-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                      | PFS Financing Corp                                                                                               | CUSIP: 69335PEV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $201253.22    | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                     | Parker-Hannifin Corp                                                                                             | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       989 | NS      | $852221.30    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos                                                        | Piper Sandler Cos                                                                                                | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |       159 | NS      | $53408.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PureCycle Technologies Inc                                               | PureCycle Technologies Inc                                                                                       | CUSIP: 74623V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1884 | NS      | $16579.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONS FINANCIAL CORP                                                   | Regions Financial Corp                                                                                           | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88580.36     | 0.03%             | 2030-06-06      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| CONTRA RESOLUTE FOREST                                                   | CONTRA RESOLUTE FOREST                                                                                           | CUSIP: 761CVR042<br>LEI: N/A                  | N/A              | DE               |  | US        |       575 | NS      | $816.50       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SandRidge Energy Inc                                                     | SandRidge Energy Inc                                                                                             | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |       102 | NS      | $1442.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings Inc                                                       | Mativ Holdings Inc                                                                                               | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |      3683 | NS      | $46000.67     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc                                               | Southwest Gas Holdings Inc                                                                                       | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |       646 | NS      | $53650.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc                                                                | Spire Inc                                                                                                        | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |       462 | NS      | $40960.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                                                               | Stride Inc                                                                                                       | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |       312 | NS      | $19821.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOVUS FINANCIAL CORP                                                   | Synovus Financial Corp                                                                                           | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98629.19     | 0.03%             | 2030-11-01      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Trinity Industries Inc                                                   | Trinity Industries Inc                                                                                           | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |      1253 | NS      | $33229.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $203367.06    | 0.07%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    125000 | PA      | $126512.65    | 0.04%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Uniti Group Inc                                                          | Uniti Group Inc                                                                                                  | CUSIP: 912932100<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |       377 | NS      | $2401.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Voyager Technologies Inc                                                 | Voyager Technologies Inc                                                                                         | CUSIP: 92892B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        36 | NS      | $809.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                  | Long: SP9X1VWY6 CDS USD R V 03MEVENT SP9X1VWY6_PRO CDX / Short: SP9X1VWY6 CDS USD P F  1.00000 SP9X1VWY6_FEE CDX | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | US        |   1250000 | OU      | $19999.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OMV AG                                                                   | OMV AG                                                                                                           | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |       216 | NS      | $11959.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verbund AG                                                               | Verbund AG                                                                                                       | CUSIP: 000000000<br>LEI: 5299006UDSEJCTTEJS30 | Long             | EC               | CORP              | AT        |        97 | NS      | $7111.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APA Group                                                                | APA Group                                                                                                        | CUSIP: 000000000<br>LEI: 549300T9RBSX164T8H40 | Long             | EC               | CORP              | AU        |      2553 | NS      | $15501.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Coles Group Ltd                                                          | Coles Group Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 549300OHQRG2HN8LZ793 | Long             | EC               | CORP              | AU        |      5480 | NS      | $80132.71     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AIRO Group Holdings Inc                                                  | AIRO Group Holdings Inc                                                                                          | CUSIP: 009422106<br>LEI: 529900EUD8XWJZVS2615 | Long             | EC               | CORP              | US        |        18 | NS      | $155.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN CORP                                                              | Ameren Corp                                                                                                      | CUSIP: 023608AL6<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    185000 | PA      | $180197.81    | 0.06%             | 2027-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                                 | AmeriCredit Automobile Receivables Trust 2025-1                                                                  | CUSIP: 03067FAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $200269.38    | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Applied Materials Inc                                                    | Applied Materials Inc                                                                                            | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      2015 | NS      | $508283.75    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlanticus Holdings Corp                                                 | Atlanticus Holdings Corp                                                                                         | CUSIP: 04914Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        52 | NS      | $3065.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp                                                           | Atlassian Corp                                                                                                   | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |       853 | NS      | $127540.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Oklo Inc                                                                 | Oklo Inc                                                                                                         | CUSIP: 02156V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         2 | NS      | $182.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC Group Inc                                                            | BGC Group Inc                                                                                                    | CUSIP: 088929104<br>LEI: 2549001IGRCG4F0RLD36 | Long             | EC               | CORP              | US        |      4168 | NS      | $36261.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Renewable Corp                                                | Brookfield Renewable Corp                                                                                        | CUSIP: 11285B108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1957 | NS      | $81335.69     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                                                      | Arista Networks Inc                                                                                              | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      4727 | NS      | $617724.36    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp                                                            | Carnival Corp                                                                                                    | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |     18860 | NS      | $486210.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                    | Camden Property Trust                                                                                            | CUSIP: 133131AZ5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |     70000 | PA      | $66198.44     | 0.02%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                                  | Canadian Government Bond                                                                                         | CUSIP: 135087M84<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $141205.77    | 0.05%             | 2027-03-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                              | Exelon Corp                                                                                                      | CUSIP: 30161NAU5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299159.17    | 0.10%             | 2026-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Huron Consulting Group Inc                                               | Huron Consulting Group Inc                                                                                       | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |       275 | NS      | $45267.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                                                      | Cardinal Health Inc                                                                                              | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      3073 | NS      | $652274.98    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Commvault Systems Inc                                                    | CommVault Systems Inc                                                                                            | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |       321 | NS      | $39643.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc                                                         | InterDigital Inc                                                                                                 | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       125 | NS      | $44718.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                                                     | Las Vegas Sands Corp                                                                                             | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |      4791 | NS      | $326554.56    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                                           | ELI LILLY & CO                                                                                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      1757 | NS      | $1889600.79   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                                              | NVIDIA Corp                                                                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     44421 | NS      | $7862517.00   | 2.75%             |  |  |  | No            |                  1 | On Loan: No      |
| B3 SA - Brasil Bolsa Balcao                                              | B3 SA - Brasil Bolsa Balcao                                                                                      | CUSIP: 000000000<br>LEI: 4GTK5S46E6H318LMDS44 | Long             | EC               | CORP              | BR        |    186481 | NS      | $522636.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Holcim AG                                                                | Holcim AG                                                                                                        | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |      1752 | NS      | $164297.93    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                                                | Nestle SA                                                                                                        | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |      3394 | NS      | $337375.84    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| China Life Insurance Co Ltd                                              | China Life Insurance Co Ltd                                                                                      | CUSIP: 000000000<br>LEI: 549300J6TFLDXGH6S048 | Long             | EC               | CORP              | CN        |     19100 | NS      | $117575.43    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CONCENTRIX CORP                                                          | Concentrix Corp                                                                                                  | CUSIP: 20602DAA9<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75793.91     | 0.03%             | 2026-08-02      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED USD / SOLD JPY                                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $4822.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLEGION PLC                                                             | Allegion PLC                                                                                                     | CUSIP: 01748TAB7<br>LEI: 984500560CAC2E6FB757 | Long             | DBT              | CORP              | IE        |    125000 | PA      | $121595.77    | 0.04%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Celestica Inc                                                            | Celestica Inc                                                                                                    | CUSIP: 15101Q207<br>LEI: 549300J3CG5T6RZWLN53 | Long             | EC               | CORP              | CA        |       141 | NS      | $48442.17     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                           | PURCHASED USD / SOLD MXN                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1439.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED MXN / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | MX        |         1 | NC      | $1580.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED CAD / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CA        |         1 | NC      | $-103.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED EUR / SOLD PLN                                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $-2526.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Zijin Mining Group Co Ltd                                                | Zijin Mining Group Co Ltd                                                                                        | CUSIP: 000000000<br>LEI: 836800JRNL2393Z2I561 | Long             | EC               | CORP              | CN        |     20000 | NS      | $79390.15     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| COSCO SHIPPING Holdings Co Ltd                                           | COSCO SHIPPING Holdings Co Ltd                                                                                   | CUSIP: 000000000<br>LEI: 3003009XI0QGYYA29S17 | Long             | EC               | CORP              | CN        |     46400 | NS      | $95740.33     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED GBP / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |         1 | NC      | $272.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enerpac Tool Group Corp                                                  | Enerpac Tool Group Corp                                                                                          | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |       936 | NS      | $35446.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries Inc                                                     | Dycom Industries Inc                                                                                             | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |       205 | NS      | $74113.65     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastern Bankshares Inc                                                   | Eastern Bankshares Inc                                                                                           | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |      2649 | NS      | $49880.67     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zijin Mining Group Co Ltd                                                | Zijin Mining Group Co Ltd                                                                                        | CUSIP: 000000000<br>LEI: 836800JRNL2393Z2I561 | Long             | EC               | CORP              | CN        |      5400 | NS      | $21966.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BYD Co Ltd                                                               | BYD Co Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 5299005557VL7ULJ7A69 | Long             | EC               | CORP              | CN        |      8300 | NS      | $111824.53    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Old National Bancorp/IN                                                  | Old National Bancorp/IN                                                                                          | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |      2523 | NS      | $54824.79     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                                                     | Rush Enterprises Inc                                                                                             | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |       793 | NS      | $41283.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                            | CUSIP: 31288FB60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       434 | PA      | $452.77       | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                         | Freddie Mac Multifamily Structured Pass Through Certificates                                                     | CUSIP: 3137HB2X1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $260660.08    | 0.09%             | 2033-10-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| FNB CORP                                                                 | FNB Corp/PA                                                                                                      | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178997.78    | 0.06%             | 2030-12-11      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| First Financial Corp                                                     | First Financial Corp                                                                                             | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       275 | NS      | $16051.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp/Southern Pines NC                                          | First Bancorp/Southern Pines NC                                                                                  | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       831 | NS      | $42389.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortrea Holdings Inc                                                     | Fortrea Holdings Inc                                                                                             | CUSIP: 34965K107<br>LEI: 5493000FIVFABOVCDU97 | Long             | EC               | CORP              | US        |      3856 | NS      | $49009.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc                                                                | Graco Inc                                                                                                        | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |       300 | NS      | $24732.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                                                  | Kite Realty Group Trust                                                                                          | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1052 | NS      | $24343.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke & Soffa Industries Inc                                           | Kulicke & Soffa Industries Inc                                                                                   | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |      1052 | NS      | $47455.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Organogenesis Holdings Inc                                               | Organogenesis Holdings Inc                                                                                       | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |      6390 | NS      | $33100.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                                         | Altria Group Inc                                                                                                 | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     11606 | NS      | $684870.06    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Great-West Lifeco Inc                                                    | Great-West Lifeco Inc                                                                                            | CUSIP: 39138C106<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               | CORP              | CA        |      4268 | NS      | $197877.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp                                              | Grocery Outlet Holding Corp                                                                                      | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       249 | NS      | $2771.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GRUPO TELEVISA SAB                                                       | Grupo Televisa SAB                                                                                               | CUSIP: 40049JBC0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |     70000 | PA      | $56283.77     | 0.02%             | 2046-01-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/T                                           | Hartford Financial Services Group Inc/The                                                                        | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      4237 | NS      | $580596.11    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Amicus Therapeutics Inc                                                  | Amicus Therapeutics Inc                                                                                          | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |      1812 | NS      | $17993.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED USD / SOLD JPY                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $17666.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                       | Home Depot Inc/The                                                                                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      1549 | NS      | $552869.08    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| IES Holdings Inc                                                         | IES Holdings Inc                                                                                                 | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |       120 | NS      | $50228.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Core Trust - Federated Mortgage Core Portfolio                 | FEDERATED CORE TR MTG CORE PORTFOLIO                                                                             | CUSIP: 31409N200<br>LEI: 254900WC9GWJKY8X3D48 | Long             | EC               | RF                | US        |   1354738 | NS      | $11528824.35  | 4.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Group 1 Automotive Inc                                                   | Group 1 Automotive Inc                                                                                           | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |        92 | NS      | $36895.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cambricon Technologies Corp Ltd                                          | Cambricon Technologies Corp Ltd                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |        49 | NS      | $9256.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck KGaA                                                               | Merck KGaA                                                                                                       | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | EC               | CORP              | DE        |        51 | NS      | $6859.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HEICO Corp                                                               | HEICO Corp                                                                                                       | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |      2322 | NS      | $573464.34    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Monte Rosa Therapeutics Inc                                              | Monte Rosa Therapeutics Inc                                                                                      | CUSIP: 61225M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1938 | NS      | $31337.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Group AG                                                   | Mercedes-Benz Group AG                                                                                           | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |      3581 | NS      | $241689.18    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                             | CaixaBank SA                                                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |     34667 | NS      | $385823.47    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Wartsila OYJ Abp                                                         | Wartsila OYJ Abp                                                                                                 | CUSIP: 000000000<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |       754 | NS      | $24467.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Metso Oyj                                                                | Metso Outotec Oyj                                                                                                | CUSIP: 000000000<br>LEI: 549300R0VN9C371W0E07 | Long             | EC               | CORP              | FI        |       995 | NS      | $16404.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc                                                | Palantir Technologies Inc                                                                                        | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      6612 | NS      | $1113791.40   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                                              | Phillips 66                                                                                                      | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       885 | NS      | $121209.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Re AG                                                              | Swiss Re AG                                                                                                      | CUSIP: 000000000<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |      1292 | NS      | $227211.64    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| PetroChina Co Ltd                                                        | PetroChina Co Ltd                                                                                                | CUSIP: 000000000<br>LEI: 529900RPY4YG47TRSV05 | Long             | EC               | CORP              | CN        |    135177 | NS      | $150991.79    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| E.ON SE                                                                  | E.ON SE                                                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |      4686 | NS      | $83468.92     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Healthineers AG                                                  | Siemens Healthineers AG                                                                                          | CUSIP: 000000000<br>LEI: 529900QBVWXMWANH7H45 | Long             | EC               | CORP              | DE        |      2684 | NS      | $133436.02    | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Klepierre SA                                                             | Klepierre SA                                                                                                     | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               |  | FR        |       665 | NS      | $25882.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                      | Societe Generale SA                                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |      1679 | NS      | $117126.27    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                      | JPMorgan Chase & Co                                                                                              | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      5151 | NS      | $1612675.08   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Master Credit Card Trust                                                 | Master Credit Card Trust                                                                                         | CUSIP: 576339CS2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |    500000 | PA      | $484574.93    | 0.17%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Merit Medical Systems Inc                                                | Merit Medical Systems Inc                                                                                        | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |       533 | NS      | $46152.47     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics Inc                                                     | PTC Therapeutics Inc                                                                                             | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |       209 | NS      | $17971.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Voyix Corp                                                           | NCR Voyix Corp                                                                                                   | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |      2260 | NS      | $22848.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                                              | Netflix Inc                                                                                                      | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     11920 | NS      | $1282353.60   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered PLC                                                   | Standard Chartered PLC                                                                                           | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |     10695 | NS      | $237332.76    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Muthoot Finance Ltd                                                      | Muthoot Finance Ltd                                                                                              | CUSIP: 000000000<br>LEI: 335800HAMJMBFL4RRF02 | Long             | EC               | CORP              | IN        |      3406 | NS      | $142514.19    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PagerDuty Inc                                                            | PagerDuty Inc                                                                                                    | CUSIP: 69553P100<br>LEI: 549300U1SB749EDAGH21 | Long             | EC               | CORP              | US        |      2548 | NS      | $30576.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                                                      | PayPal Holdings Inc                                                                                              | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      8714 | NS      | $546280.66    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Remitly Global Inc                                                       | Remitly Global Inc                                                                                               | CUSIP: 75960P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        33 | NS      | $446.99       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                                                          | TJX Cos Inc/The                                                                                                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      5677 | NS      | $862449.84    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| WH Group Ltd                                                             | WH Group Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |     57000 | NS      | $59738.77     | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Critical Metals Corp                                                     | Critical Metals Corp                                                                                             | CUSIP: 000000000<br>LEI: 984500158752F66VAE27 | Long             | EC               | CORP              | VG        |      3008 | NS      | $24755.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXTRON FINANCIAL CORP                                                   | Textron Financial Corp                                                                                           | CUSIP: 883199AR2<br>LEI: 4E8B2CNXPE5P5AY03O18 | Long             | DBT              | CORP              | US        |     90000 | PA      | $81213.11     | 0.03%             | 2042-02-15      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                         | Welltower OP LLC                                                                                                 | CUSIP: 95041AAG3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    150000 | PA      | $154351.23    | 0.05%             | 2035-07-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Cia de Saneamento Basico do Estado de Sao Paulo SABESP                   | Cia de Saneamento Basico do Estado de Sao Paulo SABESP                                                           | CUSIP: 000000000<br>LEI: 254900UOXRZRS2TNWP19 | Long             | EC               | CORP              | BR        |     14434 | NS      | $381248.94    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FANUC Corp                                                               | FANUC Corp                                                                                                       | CUSIP: 000000000<br>LEI: 529900QTSW745LOKW705 | Long             | EC               | CORP              | JP        |      6100 | NS      | $195466.46    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Wesfarmers Ltd                                                           | Wesfarmers Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 5493003L32ZX9557ST85 | Long             | EC               | CORP              | AU        |      2485 | NS      | $133504.24    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| D'ieteren Group                                                          | D'ieteren Group                                                                                                  | CUSIP: 000000000<br>LEI: 549300DV5KJ23OKVTW34 | Long             | EC               | CORP              | BE        |        32 | NS      | $5576.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wuxi Biologics Cayman Inc                                                | Wuxi Biologics Cayman Inc                                                                                        | CUSIP: 000000000<br>LEI: 5493001TD2TH6VDTJU11 | Long             | EC               | CORP              | KY        |     25500 | NS      | $102377.35    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Ardmore Shipping Corp                                                    | Ardmore Shipping Corp                                                                                            | CUSIP: 000000000<br>LEI: 549300J8HD7K6BHD8O28 | Long             | EC               | CORP              | MH        |       846 | NS      | $10346.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NETHERLANDS GOVERNMENT                                                   | Netherlands Government Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |    370000 | PA      | $426697.68    | 0.15%             | 2033-01-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| China Yangtze Power Co Ltd                                               | China Yangtze Power Co Ltd                                                                                       | CUSIP: 000000000<br>LEI: 3003008VX8JFJXA6QP74 | Long             | EC               | CORP              | CN        |      9000 | NS      | $35574.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                         | Deutsche Bank AG                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |      2993 | NS      | $106314.38    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Brightstar Lottery PLC                                                   | International Game Technology PLC                                                                                | CUSIP: 000000000<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               | CORP              | GB        |      1234 | NS      | $19299.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Mandiri Persero Tbk PT                                              | Bank Mandiri Persero Tbk PT                                                                                      | CUSIP: 000000000<br>LEI: 549300RSKQN4Z5ZSGH94 | Long             | EC               | CORP              | ID        |     32700 | NS      | $9495.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Phinia Inc                                                               | Phinia Inc                                                                                                       | CUSIP: 71880K101<br>LEI: 254900HG6MORZE1FFM18 | Long             | EC               | CORP              | US        |       319 | NS      | $17254.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart Inc                                                           | PriceSmart Inc                                                                                                   | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |        68 | NS      | $8370.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Hapoalim BM                                                         | Bank Hapoalim BM                                                                                                 | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |      9630 | NS      | $207900.65    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexxen International Ltd                                                 | Nexxen International Ltd                                                                                         | CUSIP: 000000000<br>LEI: 213800ZNSR7AIJZ2J557 | Long             | EC               | CORP              | IL        |      2711 | NS      | $17540.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GEA Group AG                                                             | GEA Group AG                                                                                                     | CUSIP: 000000000<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |      1041 | NS      | $70550.04     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                                                   | SAP SE                                                                                                           | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      1781 | NS      | $431047.12    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Corp                                                        | State Street Corp                                                                                                | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |       889 | NS      | $105808.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure Inc                                              | Sterling Infrastructure Inc                                                                                      | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |       179 | NS      | $61631.49     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKWOOL A/S                                                             | ROCKWOOL A/S                                                                                                     | CUSIP: 000000000<br>LEI: 213800QRC7LNX935OZ09 | Long             | EC               | CORP              | DK        |      2006 | NS      | $67802.12     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                      | United Kingdom Gilt                                                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    525000 | PA      | $703066.74    | 0.25%             | 2032-06-07      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Union Bank of India Ltd                                                  | Union Bank of India Ltd                                                                                          | CUSIP: 000000000<br>LEI: 5493000P4HD6132SQ711 | Long             | EC               | CORP              | IN        |     58267 | NS      | $99818.93     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Jio Financial Services Ltd                                               | Jio Financial Services Ltd                                                                                       | CUSIP: 000000000<br>LEI: 3358003O268Q1OGBQR42 | Long             | EC               | CORP              | IN        |     35206 | NS      | $120566.43    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Webster Financial Corp                                                   | Webster Financial Corp                                                                                           | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |      9096 | NS      | $542121.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                 | MSP002390 EUR PUT JPY CALL                                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | DE        |    700000 | OU      | $1097.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleo Brasileiro SA - Petrobras                                       | Petroleo Brasileiro SA - Petrobras                                                                               | CUSIP: 000000000<br>LEI: 5493000J801JZRCMFE49 | Long             | EP               | CORP              | BR        |    123249 | NS      | $734019.45    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Rede D'Or Sao Luiz SA                                                    | Rede D'Or Sao Luiz SA                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     47387 | NS      | $413959.89    | 0.14%             |  |  |  | Yes           |                  1 | On Loan: No      |
| AstraZeneca PLC                                                          | AstraZeneca PLC                                                                                                  | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      2196 | NS      | $407175.50    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglogold Ashanti Plc                                                    | Anglogold Ashanti Plc                                                                                            | CUSIP: 000000000<br>LEI: 2138005YDSA7A82RNU96 | Long             | EC               | CORP              | GB        |      3892 | NS      | $330759.07    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Avolta AG                                                                | Avolta AG                                                                                                        | CUSIP: 000000000<br>LEI: 549300X53WDBVW7TIF57 | Long             | EC               | CORP              | CH        |      3228 | NS      | $177389.33    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                                     | French Republic Government Bond OAT                                                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    300000 | PA      | $276180.92    | 0.10%             | 2039-06-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Adient PLC                                                               | Adient PLC                                                                                                       | CUSIP: 000000000<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | IE        |        58 | NS      | $1128.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zydus Lifesciences Ltd                                                   | Zydus Lifesciences Ltd                                                                                           | CUSIP: 000000000<br>LEI: 335800R9O14ORBXLPN13 | Long             | EC               | CORP              | IN        |      8663 | NS      | $91052.40     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Smiths Group PLC                                                         | Smiths Group PLC                                                                                                 | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |      5434 | NS      | $175897.16    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglo American PLC                                                       | Anglo American PLC                                                                                               | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |      1666 | NS      | $63050.79     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TVS Motor Co Ltd                                                         | TVS Motor Co Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 335800URVL13UQEWM152 | Long             | EC               | CORP              | IN        |      3449 | NS      | $136256.21    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Generali                                                                 | Generali                                                                                                         | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |         1 | NS      | $39.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                                            | Banco BPM SpA                                                                                                    | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | EC               | CORP              | IT        |     12931 | NS      | $186681.74    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Yusen KK                                                          | Nippon Yusen KK                                                                                                  | CUSIP: 000000000<br>LEI: 353800YPW4XM0ZN5I149 | Long             | EC               | CORP              | JP        |      3300 | NS      | $104559.16    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Estate Co Ltd                                                 | Mitsubishi Estate Co Ltd                                                                                         | CUSIP: 000000000<br>LEI: 353800KOFMRGOXSJ5Z65 | Long             | EC               | CORP              | JP        |      6800 | NS      | $161243.23    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| POSCO Holdings Inc                                                       | POSCO                                                                                                            | CUSIP: 000000000<br>LEI: 988400E5HRVX81AYLM04 | Long             | EC               | CORP              | KR        |       381 | NS      | $80380.50     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                                 | Italy Buoni Poliennali Del Tesoro                                                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    480000 | PA      | $518862.44    | 0.18%             | 2032-03-01      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| Fibra Uno Administracion SA de CV                                        | Fibra Uno Administracion SA de CV                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | MX        |     79230 | NS      | $114725.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co Ltd                                               | SAMSUNG ELECTRONICS CO LTD                                                                                       | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     15760 | NS      | $1076618.37   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| HMM Co Ltd                                                               | HMM Co Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 988400M8Q35QDZ4XXW80 | Long             | EC               | CORP              | KR        |      2667 | NS      | $34789.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore PLC                                                             | Glencore PLC                                                                                                     | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |     26387 | NS      | $126304.84    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ajinomoto Co Inc                                                         | Ajinomoto Co Inc                                                                                                 | CUSIP: 000000000<br>LEI: 353800UT0TLROREPIC92 | Long             | EC               | CORP              | JP        |      4700 | NS      | $108979.73    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Isuzu Motors Ltd                                                         | Isuzu Motors Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |     12900 | NS      | $207114.37    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co Ltd                                                    | Daiichi Sankyo Co Ltd                                                                                            | CUSIP: 000000000<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |      8500 | NS      | $209806.10    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Uplus Corp                                                            | LG Uplus Corp                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     12069 | NS      | $123516.99    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Baidu Inc                                                                | Baidu Inc                                                                                                        | CUSIP: 000000000<br>LEI: 254900AL64IANZYI1E02 | Long             | EC               | CORP              | KY        |      4100 | NS      | $60261.94     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuaishou Technology                                                      | Kuaishou Technology                                                                                              | CUSIP: 000000000<br>LEI: 300300FCDZBE6UP9ED24 | Long             | EC               | CORP              | KY        |       800 | NS      | $7000.92      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Meituan                                                                  | Meituan                                                                                                          | CUSIP: 000000000<br>LEI: 21380033K525E5JLIA77 | Long             | EC               | CORP              | KY        |     19714 | NS      | $256277.77    | 0.09%             |  |  |  | Yes           |                  2 | On Loan: No      |
| International Seaways Inc                                                | International Seaways Inc                                                                                        | CUSIP: 000000000<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | MH        |       758 | NS      | $40151.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Netherlands Government Bonds                                             | Netherlands Government Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     60000 | PA      | $63404.12     | 0.02%             | 2047-01-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Samsung Episholdings Co Ltd                                              | Samsung Episholdings Co Ltd                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        47 | NS      | $13710.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Inc                                                                   | SK Inc                                                                                                           | CUSIP: 000000000<br>LEI: 988400GMME8AOAFMDK34 | Long             | EC               | CORP              | KR        |       308 | NS      | $55785.70     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Auckland International Airport Ltd                                       | Auckland International Airport Ltd                                                                               | CUSIP: 000000000<br>LEI: 549300HFZIZDJWB7AK60 | Long             | EC               | CORP              | NZ        |      2467 | NS      | $11331.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jeronimo Martins SGPS SA                                                 | Jeronimo Martins SGPS SA                                                                                         | CUSIP: 000000000<br>LEI: 259400A8SZP10GB5IB19 | Long             | EC               | CORP              | PT        |       421 | NS      | $9985.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shinhan Financial Group Co Ltd                                           | Shinhan Financial Group Co Ltd                                                                                   | CUSIP: 000000000<br>LEI: 988400EB8A6G49E5KO54 | Long             | EC               | CORP              | KR        |      1270 | NS      | $67608.27     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HD Hyundai Electric Co Ltd                                               | HD Hyundai Electric Co Ltd                                                                                       | CUSIP: 000000000<br>LEI: 988400CSDKM9UHLHGB91 | Long             | EC               | CORP              | KR        |        58 | NS      | $30552.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                          | Telefonaktiebolaget LM Ericsson                                                                                  | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |     20587 | NS      | $198468.62    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                                           | Atlas Copco AB                                                                                                   | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |      6933 | NS      | $118142.06    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Polyus PJSC                                                              | Polyus PJSC                                                                                                      | CUSIP: 000000000<br>LEI: 549300FUXVT7TF6ZKV71 | Long             | EC               | CORP              | RU        |      2740 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| United Co RUSAL International PJSC                                       | United Co RUSAL International PJSC                                                                               | CUSIP: 000000000<br>LEI: 213800WNO9IQTTI4PG55 | Long             | EC               | CORP              | RU        |     66277 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Gold Fields Ltd                                                          | Gold Fields Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 5299003KXIBJQYCBBD72 | Long             | EC               | CORP              | ZA        |      6301 | NS      | $268098.07    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| American Airlines Group Inc                                              | American Airlines Group Inc                                                                                      | CUSIP: 02376R102<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | EC               | CORP              | US        |      9259 | NS      | $130088.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                                                | Amgen Inc                                                                                                        | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       299 | NS      | $103292.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bicara Therapeutics Inc                                                  | Bicara Therapeutics Inc                                                                                          | CUSIP: 055477103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       667 | NS      | $12379.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CRA International Inc                                                    | CRA International Inc                                                                                            | CUSIP: 12618T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       170 | NS      | $29977.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN GOVERNMENT                                                      | Canadian Government Bond                                                                                         | CUSIP: 135087XG4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    550000 | PA      | $465578.37    | 0.16%             | 2033-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Canadian Tire Corp Ltd                                                   | Canadian Tire Corp Ltd                                                                                           | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               | CORP              | CA        |       473 | NS      | $57547.29     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc                                                    | Customers Bancorp Inc                                                                                            | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |       641 | NS      | $44164.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED MXN / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | MX        |         1 | NC      | $796.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED USD / SOLD GBP                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-599.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                   | PURCHASED JPY / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | JP        |         1 | NC      | $-2106.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                                  | PURCHASED USD / SOLD JPY                                                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $2158.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Empire Co Ltd                                                            | Empire Co Ltd                                                                                                    | CUSIP: 291843407<br>LEI: 549300TX0ZUSTEF7C719 | Long             | EC               | CORP              | CA        |       293 | NS      | $10787.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc                                                  | Enova International Inc                                                                                          | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |        67 | NS      | $8783.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                                | CUSIP: 3136BTGP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200429 | PA      | $201116.15    | 0.07%             | 2054-11-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 31371HHK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       859 | PA      | $873.67       | 0.00%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Gogo Inc                                                                 | Gogo Inc                                                                                                         | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |       203 | NS      | $1451.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gulfport Energy Corp                                                     | Gulfport Energy Corp                                                                                             | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |       182 | NS      | $40493.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                                                     | Howmet Aerospace Inc                                                                                             | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |       475 | NS      | $97180.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Manulife Financial Corp                                                  | Manulife Financial Corp                                                                                          | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |      7417 | NS      | $262563.23    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONWIDE MUTUAL INSURA                                                 | Nationwide Mutual Insurance Co                                                                                   | CUSIP: 638671AN7<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |     75000 | PA      | $59785.30     | 0.02%             | 2050-04-30      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| NB Bancorp Inc                                                           | NB Bancorp Inc                                                                                                   | CUSIP: 63945M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       535 | NS      | $10480.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                    | Reynolds American Inc                                                                                            | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199550.74    | 0.07%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ScanSource Inc                                                           | ScanSource Inc                                                                                                   | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |       513 | NS      | $21094.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp                                                        | SITE Centers Corp                                                                                                | CUSIP: 82981J851<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               |  | US        |      4359 | NS      | $32082.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Inflation-Indexed Notes                                                                            | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    517617 | PA      | $508480.85    | 0.18%             | 2027-04-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $306584.28    | 0.11%             | 2032-02-29      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Velocity Financial Inc                                                   | Velocity Financial Inc                                                                                           | CUSIP: 92262D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        94 | NS      | $1817.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP INC                                                     | WEC Energy Group Inc                                                                                             | CUSIP: 92939UAG1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    155000 | PA      | $146927.23    | 0.05%             | 2028-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                   | US ULTRA BOND CBT MAR26                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -3 | NC      | $-2240.08     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Erste Group Bank AG                                                      | Erste Group Bank AG                                                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |      1751 | NS      | $191514.83    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd                                                   | Arch Capital Group Ltd                                                                                           | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |       597 | NS      | $56070.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie Financiere Richemont SA                                              | Cie Financiere Richemont SA                                                                                      | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |         8 | NS      | $1700.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Oyj                                                                | Orion Oyj                                                                                                        | CUSIP: 000000000<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |       162 | NS      | $11596.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                          | BAE Systems PLC                                                                                                  | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |       772 | NS      | $16876.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                                                | Shell PLC                                                                                                        | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     11864 | NS      | $436469.61    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Infosys Ltd                                                              | Infosys Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               | CORP              | IN        |      2114 | NS      | $36967.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                        | Italy Buoni Poliennali Del Tesoro                                                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    825000 | PA      | $955431.54    | 0.33%             | 2026-06-01      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| SMC Corp                                                                 | SMC Corp                                                                                                         | CUSIP: 000000000<br>LEI: 353800O40V08DOZ70X62 | Long             | EC               | CORP              | JP        |       500 | NS      | $175593.16    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NetEase Inc                                                              | NetEase Inc                                                                                                      | CUSIP: 000000000<br>LEI: 5299004AF4DSJDB0PA32 | Long             | EC               | CORP              | KY        |      7778 | NS      | $215094.06    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                                     | Tencent Holdings Ltd                                                                                             | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |     17596 | NS      | $1390622.80   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                              | Royal Caribbean Cruises Ltd                                                                                      | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |      2131 | NS      | $567378.75    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-23

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

**Signature:** Stephen Van Meter

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

**Title:** Chief Compliance Officer