# EDGAR Filing Document

**Accession Number:** 0001352280
**File Stem:** 0001193125-25-214196
**Filing Date:** 2025-9
**Character Count:** 155812
**Document Hash:** 94d6c141768a7e51f422bac6f5e81ba2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-214196.hdr.sgml**: 20250924

**ACCESSION NUMBER**: 0001193125-25-214196

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250924

**DATE AS OF CHANGE**: 20250924

**PERIOD START**: 20250731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Columbia Funds Series Trust II
- **CENTRAL INDEX KEY:** 0001352280

**ORGANIZATION NAME:**
- **EIN:** 204384176
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21852
- **FILM NUMBER:** 251335368

**BUSINESS ADDRESS:**
- **STREET 1:** 290 CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 800-345-6611

**MAIL ADDRESS:**
- **STREET 1:** 290 CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RIVERSOURCE SERIES TRUST
- **DATE OF NAME CHANGE:** 20070928

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RIVERSOURCE RETIREMENT SERIES TRUST
- **DATE OF NAME CHANGE:** 20060801

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RiverSource Retirement Series Trust
- **DATE OF NAME CHANGE:** 20060206

## Series and Classes Contracts Data

### Columbia Global Opportunities Fund (Series ID: S000031367)

| Class ID   | Class Name                                             | Ticker Symbol   |
|:---|:---|:---|
| C000097525 | Columbia Global Opportunities Fund Class A             | IMRFX           |
| C000097531 | Columbia Global Opportunities Fund Institutional Class | CSAZX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Columbia Funds Series Trust II

- **b. Investment Company Act file number:** 811-21852

- **c. CIK number of Registrant:** 0001352280

- **d. LEI of Registrant:** 549300ETFU8G7TK7WT48

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

  - **Street Address 1:** 290 Congress Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

  - **Telephone number:** 800-345-6611

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

- **a. Name of Series:** Columbia Global Opportunities Fund

- **b. EDGAR series identifier (if any):** S000031367

- **c. LEI of Series:** JKEYY58WCBHITQTFIQ96

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

- **a. Date of fiscal year-end:** 2025-07-31

- **b. Date as of which information is reported:** 2025-07-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $325968990.03

**Total Liabilities:** $12124795.82

**Net Assets:** $313844194.21

**Delayed Delivery Securities:** $10094629.50

**Cash Not Reported:** $1306346.43

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 11410.866800000000 | **1-Year:** 0.000000000000 | **5-Year:** 512.634000000000 | **10-Year:** 16185.907600000000 | **30-Year:** 3186.749400000000

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

- **3-Month:** 10357.524900000000 | **1-Year:** 0.001300000000 | **5-Year:** 25467.040400000000 | **10-Year:** 15634.140800000000 | **30-Year:** 1556.397600000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000097525 | 2.64%                | 3.79%                | 0.35%                |
| Class ID C000097531 | 2.68%                | 3.81%                | 0.34%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $632995.89               | $9118330.00                                |
| Month 2  | $2626651.46              | $8811960.25                                |
| Month 3  | $7826195.23              | $-5624413.19                               |

**Designated Index Information**

- **Index Name:** Global Opportunities BM - 0% Hedged 1

- **Index Identifier:** LGASACWDAN

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CINTAS CORP                                           | Cintas Corp                                         | CUSIP: 172908105<br>LEI: 549300E27V6N4OJCJ944 | Long             | EC               | CORP              | US        |        4953 | NS      | $1102290.15   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA COMMODITY STRATEGY FUND                      | Columbia Commodity Strategy Fund                    | CUSIP: 19766J623<br>LEI: N/A                  | Long             | EC               | RF                | US        |      630834 | NS      | $6232641.51   | 1.99%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION BRANDS INC                              | Constellation Brands Inc                            | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |        5748 | NS      | $960145.92    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTRUCTION PARTNERS INC                             | Construction Partners Inc                           | CUSIP: 21044C107<br>LEI: 549300MHLFL4E8JLZU44 | Long             | EC               | CORP              | US        |        2153 | NS      | $217130.05    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | GNMA2 30YR TBA(REG C)                               | CUSIP: 21H032688<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1800000 | PA      | $1617122.93   | 0.52%             | 2055-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | GNMA2 30YR TBA(REG C)                               | CUSIP: 21H040681<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1180000 | PA      | $1086515.41   | 0.35%             | 2055-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COUPANG INC                                           | Coupang Inc                                         | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | US        |       13846 | NS      | $407487.78    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CG POWER AND INDUSTRIAL SOLUTIONS LTD                 | CG Power & Industrial Solutions Ltd                 | CUSIP: 000000000<br>LEI: 335800KN5UTZKUZN2703 | Long             | EC               | CORP              | IN        |       31520 | NS      | $236664.26    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                    | DTE Energy Co                                       | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |        6431 | NS      | $890114.71    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| DATADOG INC                                           | Datadog Inc                                         | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |        3237 | NS      | $453115.26    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                                | DBS Group Holdings Ltd                              | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |       16260 | NS      | $596814.97    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMO INC                                              | Domo Inc                                            | CUSIP: 257554105<br>LEI: 549300X57AGT5JULJ761 | Long             | EC               | CORP              | US        |       12675 | NS      | $208630.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DUERR AG                                              | Duerr AG                                            | CUSIP: 000000000<br>LEI: 5299003APZ54EDTSRO20 | Long             | EC               | CORP              | DE        |        7128 | NS      | $183208.80    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT CORP                                              | EQT Corp                                            | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |        8284 | NS      | $445265.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EIFFAGE SA                                            | Eiffage SA                                          | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |        5304 | NS      | $711984.89    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| ARCA CONTINENTAL SAB DE CV                            | Arca Continental SAB de CV                          | CUSIP: 000000000<br>LEI: 254900U2BSJCQHJCXN24 | Long             | EC               | CORP              | MX        |       29320 | NS      | $305680.23    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EMBRAER SA                                            | Embraer SA                                          | CUSIP: 29082A107<br>LEI: 549300EM51WYXFHUY333 | Long             | EC               | CORP              | BR        |        9929 | NS      | $571711.82    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| EMPIRE STATE REALTY TRUST INC                         | Empire State Realty Trust Inc                       | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               | CORP              | US        |       36712 | NS      | $265794.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ENDESA SA                                             | Endesa SA                                           | CUSIP: 000000000<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |       22095 | NS      | $639195.54    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY FUELS INC                                      | Energy Fuels Inc/Canada                             | CUSIP: 292671708<br>LEI: 529900P0GCATXMGK8I62 | Long             | EC               | CORP              | CA        |       35543 | NS      | $323085.87    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORP                                      | Exxon Mobil Corp                                    | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |       11390 | NS      | $1271579.60   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| FIGS INC                                              | Figs Inc                                            | CUSIP: 30260D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       50191 | NS      | $326241.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI CONSULTING INC.                                   | FTI Consulting Inc                                  | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |         852 | NS      | $141730.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                    | Meta Platforms Inc                                  | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |        4470 | NS      | $3457276.80   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BANCORP (NORTH CAROLINA)                        | First Bancorp/Southern Pines NC                     | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8558 | NS      | $428670.22    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FORMFACTOR INC                                        | FormFactor Inc                                      | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |        3662 | NS      | $104037.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESENIUS MEDICAL CARE AG                             | Fresenius Medical Care AG                           | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |        9073 | NS      | $460195.71    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| FULL TRUCK ALLIANCE CO LTD                            | Full Truck Alliance Co Ltd                          | CUSIP: 35969L108<br>LEI: 984500884LB1DP8DAC57 | Long             | EC               | CORP              | KY        |       21902 | NS      | $252968.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FUTU HOLDINGS LTD                                     | Futu Holdings Ltd                                   | CUSIP: 36118L106<br>LEI: 213800X4W4ZRESFPTQ37 | Long             | EC               | CORP              | KY        |         691 | NS      | $106192.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GAIL INDIA LTD                                        | GAIL India Ltd                                      | CUSIP: 000000000<br>LEI: 335800N82LJD42ZA5L32 | Long             | EC               | CORP              | IN        |      135011 | NS      | $271967.79    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| GDS HOLDINGS LTD                                      | GDS Holdings Ltd                                    | CUSIP: 36165L108<br>LEI: 391200MGV8DDCHTN2R77 | Long             | EC               | CORP              | KY        |        3410 | NS      | $122998.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GALAPAGOS NV                                          | Galapagos NV                                        | CUSIP: 36315X101<br>LEI: 549300QKJ78IY0IOV655 | Long             | EC               | CORP              | BE        |        2282 | NS      | $74895.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL DYNAMICS CORP                                 | General Dynamics Corp                               | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |        4338 | NS      | $1351764.18   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS CO                                     | General Motors Co                                   | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |       17449 | NS      | $930729.66    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| GITLAB INC                                            | Gitlab Inc                                          | CUSIP: 37637K108<br>LEI: 9845004Y40FACG81ED49 | Long             | EC               | CORP              | US        |        8247 | NS      | $361301.07    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GLAUKOS CORP                                          | Glaukos Corp                                        | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |        1885 | NS      | $162279.65    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                           | Goldman Sachs Group Inc/The                         | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |        2306 | NS      | $1668598.54   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| GRUPO FINANCIERO GALICIA SA                           | Grupo Financiero Galicia SA                         | CUSIP: 399909100<br>LEI: 5299008H3AXIXV5G3C23 | Long             | EC               | CORP              | AR        |        3171 | NS      | $160040.37    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC BANK LTD                                         | HDFC Bank Ltd                                       | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |        2549 | NS      | $195686.73    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HANOVER INSURANCE GROUP INC                           | Hanover Insurance Group Inc/The                     | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |        1360 | NS      | $233416.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HARTFORD INSURANCE GROUP INC                          | Hartford Insurance Group Inc/The                    | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       11982 | NS      | $1490440.98   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                             | Healthpeak Properties Inc                           | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               | CORP              | US        |       48846 | NS      | $827451.24    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON WORLDWIDE HOLDINGS INC                         | Hilton Worldwide Holdings Inc                       | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |        3731 | NS      | $1000206.48   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMO BRANDS CORP                                     | Primo Brands Corp                                   | CUSIP: 741623102<br>LEI: 254900J0WS4AXV2LAX55 | Long             | EC               | CORP              | US        |       26933 | NS      | $743620.13    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER & GAMBLE CO                                   | Procter & Gamble Co/The                             | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |        9847 | NS      | $1481678.09   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGYNY INC                                           | Progyny Inc                                         | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       13111 | NS      | $308239.61    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building                                       | Quanex Building Products Corp                       | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |       13064 | NS      | $254486.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CHAMPION HOMES INC                                    | Champion Homes Inc                                  | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2935 | NS      | $178741.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWATER TECHNOLOGY INC                               | SkyWater Technology Inc                             | CUSIP: 83089J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7587 | NS      | $67903.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE SA                                   | Societe Generale SA                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |        9037 | NS      | $576818.82    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER INC                            | Stanley Black & Decker Inc                          | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |       15583 | NS      | $1054189.95   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                           | MALAYSIAN RINGGIT                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | MY        |     1435000 | OU      | $-3991.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                  | US DOLLARS                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | CH        |     -388000 | OU      | $-1732.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                  | US DOLLARS                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | CN        |     -546000 | OU      | $220.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                  | US DOLLARS                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | ID        | -6395956000 | OU      | $3935.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                  | US DOLLARS                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | SG        |    -1295000 | OU      | $16918.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                  | US DOLLARS                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | TW        |   -18405000 | OU      | $11293.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                  | AUSTRALIA DOLLAR                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | AU        |     2062000 | OU      | $-20856.99    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                  | AUSTRALIA DOLLAR                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | AU        |     1985000 | OU      | $-36960.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                  | CHINESE YUAN RENMINBI                               | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | CN        |    53184000 | OU      | $-21518.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                  | DANISH KRONA                                        | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | DK        |      849000 | OU      | $-3263.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                  | KOREAN WON                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | KW        |  1074715000 | OU      | $-7910.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                              | IBEX 35 INDEX AUG 25                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | ES        |          39 | NC      | $177722.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                              | JPN 10YR BOND (OSE) SEP 25                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | JP        |          12 | NC      | $-34913.07    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHECK POINT SOFTWARE TECH LTD.                        | Check Point Software Technologies Ltd               | CUSIP: M22465104<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | IL        |        4682 | NS      | $871788.40    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                              | MSCI EMER MKT INDEX (ICE) SEP 25                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         -49 | NC      | $-58190.44    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                              | MSCI EAFE INDEX SEP 25                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         -36 | NC      | $92247.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                        | US DOLLARS                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | CA        |    -1711000 | OU      | $22878.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                        | US DOLLARS                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | KW        | -1130432000 | OU      | $13327.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNION BANKSHARES CORP                                 | Atlantic Union Bankshares Corp                      | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       12719 | NS      | $403192.30    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIENT CORP                                           | Avient Corp                                         | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |        2128 | NS      | $67180.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AVISTA CORP                                           | Avista Corp                                         | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |       10366 | NS      | $386651.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                                | AXA SA                                              | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |       17088 | NS      | $829950.57    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| BOC HONG KONG HOLDINGS LTD                            | BOC Hong Kong Holdings Ltd                          | CUSIP: 000000000<br>LEI: 254900JB98W77JDJMW15 | Long             | EC               | CORP              | HK        |      133500 | NS      | $599449.51    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                  | Bank of America Corp                                | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |       36727 | NS      | $1736085.29   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| BHARTI AIRTEL LTD                                     | Bharti Airtel Ltd                                   | CUSIP: 000000000<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | EC               | CORP              | IN        |       31052 | NS      | $675975.68    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| BHARAT ELECTRONICS                                    | Bharat Electronics Ltd                              | CUSIP: 000000000<br>LEI: 335800HS8AOTM9W1F335 | Long             | EC               | CORP              | IN        |       55752 | NS      | $242203.32    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BIM BIRLESIK MAGAZALAR AS                             | BIM Birlesik Magazalar AS                           | CUSIP: 000000000<br>LEI: 7890001GCDJQD8DJKE29 | Long             | EC               | CORP              | TR        |       23162 | NS      | $302685.47    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK INC                                         | Blackrock Inc                                       | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |        1612 | NS      | $1782888.12   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                | Boston Scientific Corp                              | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |        9835 | NS      | $1031888.20   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                               | Bristol-Myers Squibb Co                             | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |       19338 | NS      | $837528.78    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIXMOR PROPERTY GROUP INC                            | Brixmor Property Group Inc                          | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |       14785 | NS      | $386332.05    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                          | Broadcom Inc                                        | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |        5583 | NS      | $1639727.10   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| BYD CO LTD                                            | BYD Co Ltd                                          | CUSIP: 000000000<br>LEI: 5299005557VL7ULJ7A69 | Long             | EC               | CORP              | CN        |       40000 | NS      | $584034.31    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| COMPAGNIE DE SAINT GOBAIN SA                          | Cie de Saint-Gobain SA                              | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |        5585 | NS      | $640695.30    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| CAMECO CORP                                           | Cameco Corp                                         | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |        6105 | NS      | $457447.65    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADA (GOVERNMENT OF)                                | CANADA (GOVERNMENT OF)                              | CUSIP: 135087R48<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     4870000 | PA      | $3411419.22   | 1.09%             | 2034-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CANADA (GOVERNMENT OF)                                | CANADA (GOVERNMENT OF)                              | CUSIP: 135087S21<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      850000 | PA      | $605130.70    | 0.19%             | 2034-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LANDIS+GYR GROUP AG                                   | Landis+Gyr Group AG                                 | CUSIP: 000000000<br>LEI: 529900PZYVAKCYSLFL19 | Long             | EC               | CORP              | CH        |        4320 | NS      | $352746.81    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| VIETNAM TECHNOLOGICAL AND COMMERCIAL JOINT STOCK BANK | Vietnam Technological & Commercial Joint Stock Bank | CUSIP: 000000000<br>LEI: 5493001XNKHV3FNIUD50 | Long             | EC               | CORP              | VN        |      146800 | NS      | $190006.73    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                 | JAPAN (GOVT OF) #59                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    57650000 | PA      | $251621.56    | 0.08%             | 2048-06-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF GREECE SA                            | National Bank of Greece SA                          | CUSIP: 000000000<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | EC               | CORP              | GR        |      106114 | NS      | $1480137.75   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| XIAOMI CORP                                           | Xiaomi Corp                                         | CUSIP: 000000000<br>LEI: 2549001ACVFAZRNMKL32 | Long             | EC               | CORP              | KY        |      154600 | NS      | $1040141.36   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| CONTEMPORARY AMPEREX TECHNOLOGY CO LTD                | Contemporary Amperex Technology Co Ltd              | CUSIP: 000000000<br>LEI: 300300KINDY1K0E9I032 | Long             | EC               | CORP              | CN        |       18400 | NS      | $673657.17    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| CHOLAMANDALAM INVESTMENT AND FINANCE CO LTD           | Cholamandalam Investment and Finance Co Ltd         | CUSIP: 000000000<br>LEI: 3358008DNPV45O4EII52 | Long             | EC               | CORP              | IN        |        7598 | NS      | $124558.60    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PROSUS NV                                             | Prosus NV                                           | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |       17182 | NS      | $981535.60    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                              | 10YR MINI JGB SEP 25                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | SG        |           3 | NC      | $-861.64      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HANSOH PHARMACEUTICAL GROUP COMPANY LTD               | Hansoh Pharmaceutical Group Co Ltd                  | CUSIP: 000000000<br>LEI: 254900Q6MR00EBXTPF42 | Long             | EC               | CORP              | KY        |       24000 | NS      | $107824.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                               | INDONESIA (REPUBLIC OF)                             | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 12104000000 | PA      | $761314.98    | 0.24%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                             | Alibaba Group Holding Ltd                           | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |       88000 | NS      | $1323060.53   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| NETHERLANDS (KINGDOM OF)                              | NETHERLANDS (KINGDOM OF)                            | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      435000 | PA      | $428871.34    | 0.14%             | 2031-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                | CHINA (PEOPLES REPUBLIC OF)                         | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    20220000 | PA      | $3010363.82   | 0.96%             | 2029-11-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                | CHINA (PEOPLES REPUBLIC OF)                         | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     5000000 | PA      | $730592.65    | 0.23%             | 2030-05-21      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| ZOMATO LTD                                            | Eternal Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |       73257 | NS      | $255675.20    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| WH GROUP LTD                                          | WH Group Ltd                                        | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |      409046 | NS      | $409511.64    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                | CHINA DEVELOPMENT BANK                              | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     7000000 | PA      | $1034565.00   | 0.33%             | 2030-06-18      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)           | MEXICO (UNITED MEXICAN STATES)                      | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    33500000 | PA      | $1611280.53   | 0.51%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| JD SPORTS FASHION PLC                                 | JD Sports Fashion PLC                               | CUSIP: 000000000<br>LEI: 213800HROV6Y9MUU8375 | Long             | EC               | CORP              | GB        |      328286 | NS      | $368497.02    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| MACROTECH DEVELOPERS LTD                              | Lodha Developers Ltd                                | CUSIP: 000000000<br>LEI: 254900B5QCN52ETNU557 | Long             | EC               | CORP              | IN        |       14787 | NS      | $206756.16    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MAX HEALTHCARE INSTITUTE LTD                          | Max Healthcare Institute Ltd                        | CUSIP: 000000000<br>LEI: 3358005LALYV4GZOYF67 | Long             | EC               | CORP              | IN        |       15594 | NS      | $221241.23    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                         | GERMANY (FEDERAL REPUBLIC OF)                       | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1108000 | PA      | $1262816.47   | 0.40%             | 2034-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| TP ICAP GROUP PLC                                     | TP ICAP Group PLC                                   | CUSIP: 000000000<br>LEI: 2138006YAA7IRVKKGE63 | Long             | EC               | CORP              | JE        |      186803 | NS      | $754084.96    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                 | JAPAN (GOVT OF) #178                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    64000000 | PA      | $323708.48    | 0.10%             | 2041-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JIANGSU HENGRUI PHARMACEUTICALS CO LTD                | Jiangsu Hengrui Pharmaceuticals Co Ltd              | CUSIP: 000000000<br>LEI: 2549003BT1XS3SE3E448 | Long             | EC               | CORP              | CN        |        6200 | NS      | $62276.43     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ADNOC DRILLING COMPANY PJSC                           | ADNOC Drilling Co PJSC                              | CUSIP: 000000000<br>LEI: 254900JPRSQL1PM0JV19 | Long             | EC               | CORP              | AE        |      221035 | NS      | $351436.65    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| POP MART INTERNATIONAL GROUP LTD                      | Pop Mart International Group Ltd                    | CUSIP: 000000000<br>LEI: 9845000A05E8F937E337 | Long             | EC               | CORP              | KY        |        4400 | NS      | $137253.04    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GIANT BIOGENE HOLDING CO LTD                          | Giant Biogene Holding Co ltd                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       27800 | NS      | $198234.76    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW ZEALAND (GOVERNMENT OF)                           | NEW ZEALAND (GOVERNMENT OF)                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |     3000000 | PA      | $1745391.80   | 0.56%             | 2034-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FUYAO GLASS INDUSTRY GROUP CO LTD                     | Fuyao Glass Industry Group Co Ltd                   | CUSIP: 000000000<br>LEI: 549300AS5CSLWETN0P64 | Long             | EC               | CORP              | CN        |       33700 | NS      | $255716.45    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| PB FINTECH LTD                                        | PB Fintech Ltd                                      | CUSIP: 000000000<br>LEI: 98450083AC6B01HF1F87 | Long             | EC               | CORP              | IN        |        9062 | NS      | $185961.35    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVO NORDISK A/S                                      | Novo Nordisk A/S                                    | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |        7887 | NS      | $366808.63    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SHELL PLC                                             | Shell PLC                                           | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |       26579 | NS      | $955066.56    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| ZHEJIANG SHUANGHUAN DRIVELINE CO LTD                  | Zhejiang Shuanghuan Driveline Co Ltd                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       52600 | NS      | $240452.63    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| EASTROC BEVERAGE GROUP CO LTD                         | Eastroc Beverage Group Co Ltd                       | CUSIP: 000000000<br>LEI: 836800LQ338417RCIL29 | Long             | EC               | CORP              | CN        |       10130 | NS      | $395963.00    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| VERMILION ENERGY INC (PRE-MERGER)                     | Vermilion Energy Inc                                | CUSIP: 923725105<br>LEI: WT03B8BB1IX8WI9ZGV02 | Long             | EC               | CORP              | CA        |       13858 | NS      | $113912.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX PHARM INC                                      | Vertex Pharmaceuticals Inc                          | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |        1914 | NS      | $874449.18    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MAO GEPING COSMETICS CO LTD                           | Mao Geping Cosmetics Co LTD                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       10900 | NS      | $138570.32    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM (GOVERNMENT OF)                        | UNITED KINGDOM OF GREAT BRITAIN AN                  | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      400000 | PA      | $451006.74    | 0.14%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WUXI XDC CAYMAN INC                                   | WuXi XDC Cayman Inc                                 | CUSIP: 000000000<br>LEI: 549300BV0TP5RVPBYO24 | Long             | EC               | CORP              | KY        |       50000 | NS      | $363465.05    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| DIVERSIFIED ENERGY COMPANY PLC                        | Diversified Energy Co PLC                           | CUSIP: 000000000<br>LEI: 213800YR9TFRVHPGOS67 | Long             | EC               | CORP              | GB        |       13155 | NS      | $197313.60    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| 360 ONE WAM LTD                                       | 360 ONE WAM Ltd                                     | CUSIP: 000000000<br>LEI: 335800DDYMCDBO5OLL32 | Long             | EC               | CORP              | IN        |       43248 | NS      | $517651.05    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                  | FRANCE (REPUBLIC OF)                                | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     2005000 | PA      | $2236147.26   | 0.71%             | 2034-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                | JBS NV                                              | CUSIP: 000000000<br>LEI: 254900JSFON4WL81TW77 | Long             | EC               | CORP              | NL        |       25344 | NS      | $346251.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                 | JAPAN (GOVERNMENT OF) 10YR #375                     | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   140850000 | PA      | $906904.43    | 0.29%             | 2034-06-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| DUALITY BIOTHERAPEUTICS INC                           | Duality Biotherapeutics Inc                         | CUSIP: 000000000<br>LEI: 254900HZFACBOBP9HN21 | Long             | EC               | CORP              | KY        |        2900 | NS      | $129373.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BAJAJ FINANCE LTD                                     | Bajaj Finance Ltd                                   | CUSIP: 000000000<br>LEI: 335800YTEXC3DO4Z6F68 | Long             | EC               | CORP              | IN        |       30450 | NS      | $304724.38    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| VIKING THERAPEUTICS INC                               | Viking Therapeutics Inc                             | CUSIP: 92686J106<br>LEI: 529900IVC72YPFA25M37 | Long             | EC               | CORP              | US        |        3223 | NS      | $104973.11    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTA ENERGY SAB DE CV                                | Vista Energy SAB de CV                              | CUSIP: 92837L109<br>LEI: 549300UDOHP7958KNS89 | Long             | EC               | CORP              | MX        |        4020 | NS      | $179694.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYA FINANCIAL INC                                    | Voya Financial Inc                                  | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |        3571 | NS      | $249970.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC                                           | Walmart Inc                                         | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |       16256 | NS      | $1592762.88   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| DETSKIY MIR PAO                                       | Detsky Mir PJSC                                     | CUSIP: 000000000<br>LEI: 25340094SFG83VJ0YP24 | Long             | EC               | CORP              | RU        |      290936 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| MACNICA HOLDINGS INC                                  | Macnica Holdings Inc                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       35700 | NS      | $466254.15    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| WILLSCOT MOBILE MINI HOLDINGS CORP                    | WillScot Holdings Corp                              | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |        7001 | NS      | $205479.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| XCEL ENERGY INC                                       | Xcel Energy Inc                                     | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |       12580 | NS      | $923875.20    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALITAS CONTROLADORA SAB DE CV                       | Qualitas Controladora SAB de CV                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |       12033 | NS      | $109040.09    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG BIOLOGICS CO LTD                              | Samsung Biologics Co Ltd                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |         415 | NS      | $317071.56    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                 | JAPAN (GOVT OF) #54                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   149700000 | PA      | $691951.43    | 0.22%             | 2047-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| EUROBANK ERGASIAS SERVICES AND HOLDINGS SA            | Eurobank Ergasias Services and Holdings SA          | CUSIP: 000000000<br>LEI: JEUVK5RWVJEN8W0C9M24 | Long             | EC               | CORP              | GR        |      308392 | NS      | $1131911.59   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| XOMETRY INC                                           | Xometry Inc                                         | CUSIP: 98423F109<br>LEI: 5493006JFRGU7YRRXE44 | Long             | EC               | CORP              | US        |        6802 | NS      | $219976.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| YELP INC                                              | Yelp Inc                                            | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |        3425 | NS      | $117922.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| YOUNGONE CORP                                         | Youngone Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        7758 | NS      | $337211.77    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ZURN ELKAY WATER SOLUTIONS CORP                       | Zurn Elkay Water Solutions Corp                     | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |        1670 | NS      | $73897.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ING GROEP NV                                          | ING Groep NV                                        | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |       47586 | NS      | $1109012.96   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO BTG PACTUAL SA                                  | Banco BTG Pactual SA                                | CUSIP: 000000000<br>LEI: ZXLTQRYIK6IJH3R0IK66 | Long             | EC               | CORP              | BR        |       16229 | NS      | $113467.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                              | CAN 10YR BOND SEP 25                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | CA        |          36 | NC      | $-11301.64    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DINO POLSKA SA                                        | Dino Polska SA                                      | CUSIP: 000000000<br>LEI: 259400H4L81SMPRTW956 | Long             | EC               | CORP              | PL        |       15430 | NS      | $203493.06    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| PING AN INSURANCE GROUP CO OF CHINA LTD               | Ping An Insurance Group Co of China Ltd             | CUSIP: 000000000<br>LEI: 529900M9MC28JLN35U89 | Long             | EC               | CORP              | CN        |       17000 | NS      | $116711.19    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| EMAAR PROPERTIES PJSC                                 | Emaar Properties PJSC                               | CUSIP: 000000000<br>LEI: 254900YWYEXYXK1BMP81 | Long             | EC               | CORP              | AE        |      363368 | NS      | $1504817.48   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIP HEALTHCARE HOLDINGS INC                          | Ship Healthcare Holdings Inc                        | CUSIP: 000000000<br>LEI: 353800BIFUE1L527TH13 | Long             | EC               | CORP              | JP        |       16900 | NS      | $235825.58    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| PHOENIX MILLS LTD                                     | Phoenix Mills Ltd/The                               | CUSIP: 000000000<br>LEI: 33580037PCXCE5PNQU51 | Long             | EC               | CORP              | IN        |       17717 | NS      | $298990.88    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| FPT CORP                                              | FPT Corp                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       44275 | NS      | $175289.59    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SALMAR ASA                                            | Salmar ASA                                          | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGDBK67 | Long             | EC               | CORP              | NO        |        7306 | NS      | $296799.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EMEMORY TECHNOLOGY INC                                | eMemory Technology Inc                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |        7000 | NS      | $473861.79    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| NK LUKOIL PAO                                         | LUKOIL PJSC                                         | CUSIP: 000000000<br>LEI: 549300LCJ1UJXHYBWI24 | Long             | EC               | CORP              | RU        |        2750 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BDO UNIBANK INC                                       | BDO Unibank Inc                                     | CUSIP: 000000000<br>LEI: 3FGIIBS1PEI1FYQBGN97 | Long             | EC               | CORP              | PH        |      143574 | NS      | $350482.25    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| PARADE TECHNOLOGIES LTD                               | Parade Technologies Ltd                             | CUSIP: 000000000<br>LEI: 529900D9FDQHQKAQLY02 | Long             | EC               | CORP              | KY        |       18000 | NS      | $342572.60    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)           | MEXICO (UNITED MEXICAN STATES)                      | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    12500000 | PA      | $630137.02    | 0.20%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ASPEED TECHNOLOGY INC                                 | ASPEED Technology Inc                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |        2000 | NS      | $302881.53    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| NESTLE SA                                             | Nestle SA                                           | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |        2944 | NS      | $257238.13    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| PAL GROUP HOLDINGS CO LTD                             | PAL GROUP Holdings Co Ltd                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        9500 | NS      | $310839.06    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM (GOVERNMENT OF)                        | UK TREASURY                                         | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      962297 | PA      | $973159.55    | 0.31%             | 2044-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                  | FRANCE (GOVT OF)                                    | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      644000 | PA      | $671067.69    | 0.21%             | 2045-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                | CHINA DEVELOPMENT BANK                              | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     2300000 | PA      | $343990.56    | 0.11%             | 2032-07-18      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                | CHINA PEOPLES REPUBLIC OF (GOVERNM                  | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     3000000 | PA      | $446502.23    | 0.14%             | 2033-05-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CAPITEC BANK HOLDINGS LTD                             | Capitec Bank Holdings Ltd                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |        2049 | NS      | $397195.52    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| NPK INTERNATIONAL INC                                 | NPK International Inc                               | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |       33570 | NS      | $302801.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE INC                                              | NIKE Inc                                            | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |       17034 | NS      | $1272269.46   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| NOMURA HOLDINGS INC                                   | Nomura Holdings Inc                                 | CUSIP: 000000000<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |       44800 | NS      | $295962.13    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF (GOVERNMENT)                       | BELGIUM (KINGDOM OF)                                | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      850000 | PA      | $876453.97    | 0.28%             | 2055-06-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                    | SPAIN (KINGDOM OF)                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      950000 | PA      | $1109168.84   | 0.35%             | 2034-10-31      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                           | NVIDIA Corp                                         | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |       40341 | NS      | $7175453.67   | 2.29%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVARTIS AG                                           | Novartis AG                                         | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |        4049 | NS      | $461128.79    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHERN STAR RESOURCES LTD                           | Northern Star Resources Ltd                         | CUSIP: 000000000<br>LEI: 254900XFXCRYYZAX6M78 | Long             | EC               | CORP              | AU        |       87144 | NS      | $865804.43    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                | TREASURY NOTE                                       | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1060000 | PA      | $1053375.00   | 0.34%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UPM-KYMMENE OYJ                                       | UPM-Kymmene Oyj                                     | CUSIP: 000000000<br>LEI: 213800EC6PW5VU4J9U64 | Long             | EC               | CORP              | FI        |       21154 | NS      | $548264.78    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| URANIUM ENERGY CORP                                   | Uranium Energy Corp                                 | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Long             | EC               | CORP              | US        |       29399 | NS      | $254889.33    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BELGIUM KINGDOM OF (GOVERNMENT)                       | BELGIUM KINGDOM OF (GOVERNMENT)                     | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      500000 | PA      | $565349.18    | 0.18%             | 2035-06-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ITALY (REPUBLIC OF)                                   | ITALY (REPUBLIC OF)                                 | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      350000 | PA      | $405256.37    | 0.13%             | 2035-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| USS CO LTD                                            | USS Co Ltd                                          | CUSIP: 000000000<br>LEI: 5299000RRQD6UZXG4W72 | Long             | EC               | CORP              | JP        |       46200 | NS      | $502142.84    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| UTZ BRANDS INC                                        | Utz Brands Inc                                      | CUSIP: 918090101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       16867 | NS      | $219777.01    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE CORPORATION LTD                               | Venture Corp Ltd                                    | CUSIP: 000000000<br>LEI: 254900B1NLZC3J1MAE72 | Long             | EC               | CORP              | SG        |       38200 | NS      | $378914.87    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| REC LIMITED                                           | REC Ltd                                             | CUSIP: 000000000<br>LEI: 335800B4YRYWAMIJZ374 | Long             | EC               | NUSS              | IN        |       50808 | NS      | $227737.80    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SWEDEN (KINGDOM OF)                                   | SWEDEN (KINGDOM OF)                                 | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |     3910000 | PA      | $440065.95    | 0.14%             | 2039-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WHITECAP RESOURCES INC(PRE-MERGER)                    | Whitecap Resources Inc                              | CUSIP: 000000000<br>LEI: 894500O7XZ1G8OL9CB28 | Long             | EC               | CORP              | CA        |       86319 | NS      | $651628.71    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCHIP TECHNOLOGIES LTD                               | Alchip Technologies Ltd                             | CUSIP: 000000000<br>LEI: 529900HKE9RIY07SLX84 | Long             | EC               | CORP              | KY        |        2000 | NS      | $255674.17    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays                                              | SINGAPORE DOLLAR                                    | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | SG        |      177000 | OU      | $-2023.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                    | SPAIN (KINGDOM OF)                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1650000 | PA      | $1873625.45   | 0.60%             | 2035-04-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AUSTRIA (REPUBLIC OF)                                 | AUSTRIA (REPUBLIC OF)                               | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     2000000 | PA      | $2269471.06   | 0.72%             | 2035-02-20      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JUST GROUP PLC                                        | Just Group PLC                                      | CUSIP: 000000000<br>LEI: 5493006456YEZEELRR90 | Long             | EC               | CORP              | GB        |       95888 | NS      | $267198.77    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KONINKLIJKE AHOLD DELHAIZE NV                         | Koninklijke Ahold Delhaize NV                       | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |       12364 | NS      | $488334.16    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| HD HYUNDAI ELECTRIC CO LTD                            | HD Hyundai Electric Co Ltd                          | CUSIP: 000000000<br>LEI: 988400CSDKM9UHLHGB91 | Long             | EC               | CORP              | KR        |        1729 | NS      | $615285.56    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| CERTARA INC                                           | Certara Inc                                         | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       16217 | NS      | $159575.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEFS WAREHOUSE INC                                   | Chefs' Warehouse Inc/The                            | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |        3736 | NS      | $256140.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA CONSTRUCTION BANK CORP                          | China Construction Bank Corp                        | CUSIP: 000000000<br>LEI: 5493001KQW6DM7KEDR62 | Long             | EC               | NUSS              | CN        |      425000 | NS      | $434691.52    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA RESOURCES LAND LTD                              | China Resources Land Ltd                            | CUSIP: 000000000<br>LEI: 5299001HL0TU7X15HK51 | Long             | EC               | NUSS              | KY        |      108500 | NS      | $397865.95    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CIRRUS LOGIC INC                                      | Cirrus Logic Inc                                    | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |        2986 | NS      | $300720.06    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPALA PLATINUM HOLDINGS LTD                          | Impala Platinum Holdings Ltd                        | CUSIP: 000000000<br>LEI: 254900BZFIFB4PD2Z778 | Long             | EC               | CORP              | ZA        |       28616 | NS      | $270461.86    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS PLC                                   | Imperial Brands PLC                                 | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |       11786 | NS      | $459411.06    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPINJ INC                                            | Impinj Inc                                          | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |        2404 | NS      | $371610.32    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| INSMED                                                | Insmed Inc                                          | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |        5269 | NS      | $565258.32    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| INSTALLED BUILDING PRODUCTS INC                       | Installed Building Products Inc                     | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |         200 | NS      | $40458.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEGER HOLDINGS CORP                                 | Integer Holdings Corp                               | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |        1803 | NS      | $195643.53    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUITIVE SRGCAL                                      | Intuitive Surgical Inc                              | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |        1933 | NS      | $929946.97    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES MSCI CANADA ETF                               | iShares MSCI Canada ETF                             | CUSIP: 464286509<br>LEI: 549300DXCD53F4JK3H45 | Long             | EC               | RF                | US        |      124268 | NS      | $5738696.24   | 1.83%             |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES JPMORGAN USD EMERGING MA                      | iShares J.P. Morgan USD Emerging Markets Bond ETF   | CUSIP: 464288281<br>LEI: 54930070R8WH6MNUJG74 | Long             | EC               | RF                | US        |       83138 | NS      | $7721026.06   | 2.46%             |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES IBOXX HIGH YIELD CORPORATE BOND ETF           | iShares iBoxx $ High Yield Corporate Bond ETF       | CUSIP: 464288513<br>LEI: 549300FCCXHK7O37PQ68 | Long             | EC               | RF                | US        |       81237 | NS      | $6529830.06   | 2.08%             |  |  |  | No            |                  1 | On Loan: No      |
| IHI CORP                                              | IHI Corp                                            | CUSIP: 000000000<br>LEI: 549300ETQIESIUQ2OE26 | Long             | EC               | CORP              | JP        |        1600 | NS      | $178170.85    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ITAU UNIBANCO HOLDING SA                              | Itau Unibanco Holding SA                            | CUSIP: 465562106<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EC               | CORP              | BR        |       91412 | NS      | $573153.24    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ITOCHU CORPORATION                                    | ITOCHU Corp                                         | CUSIP: 000000000<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |       15200 | NS      | $797279.78    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                   | JPMorgan Chase & Co                                 | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |        8863 | NS      | $2625575.12   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| KAKAKU.COM INC.                                       | Kakaku.com Inc                                      | CUSIP: 000000000<br>LEI: 353800KA15Y0DCPWYY65 | Long             | EC               | CORP              | JP        |       20800 | NS      | $353526.89    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| KB FINANCIAL GROUP INC                                | KB Financial Group Inc                              | CUSIP: 000000000<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |        4794 | NS      | $380874.82    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| KINDEN CORP                                           | Kinden Corp                                         | CUSIP: 000000000<br>LEI: 35380008T6JUN5TU9T34 | Long             | EC               | CORP              | JP        |       13300 | NS      | $418773.26    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| KOMATSU LTD                                           | Komatsu Ltd                                         | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |       17100 | NS      | $550926.11    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| KONTOOR BRANDS INC                                    | Kontoor Brands Inc                                  | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |         557 | NS      | $31002.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LANXESS                                               | LANXESS AG                                          | CUSIP: 000000000<br>LEI: 529900PTLRE72EMYIJ77 | Long             | EC               | CORP              | DE        |        5522 | NS      | $151644.94    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LATHAM GROUP INC                                      | Latham Group Inc                                    | CUSIP: 51819L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       28009 | NS      | $189901.02    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LAZARD INC                                            | Lazard Inc                                          | CUSIP: 52110M109<br>LEI: 254900RIBCDJSUFG1A11 | Long             | EC               | CORP              | US        |        3742 | NS      | $194509.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LENDINGTREE INC                                       | LendingTree Inc                                     | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |        8776 | NS      | $409663.68    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFE TIME GROUP HOLDINGS INC                          | Life Time Group Holdings Inc                        | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4274 | NS      | $122749.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGHTSPEED COMMERCE INC                               | Lightspeed Commerce Inc                             | CUSIP: 53229C107<br>LEI: 254900T8MDWRTGMFZ257 | Long             | EC               | CORP              | CA        |        4689 | NS      | $58331.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY AND COMPANY                                 | Eli Lilly & Co                                      | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |        2117 | NS      | $1566728.19   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| LIQUIDITY SERVCS                                      | Liquidity Services Inc                              | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |        4631 | NS      | $110588.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MARAVAI LIFESCIENCES HOLDINGS INC                     | Maravai LifeSciences Holdings Inc                   | CUSIP: 56600D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       13790 | NS      | $32268.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MARKS AND SPENCER GROUP PLC                           | Marks & Spencer Group PLC                           | CUSIP: 000000000<br>LEI: 213800EJP14A79ZG1X44 | Long             | EC               | CORP              | GB        |      184657 | NS      | $848054.27    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                        | Mastercard Inc                                      | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |        3201 | NS      | $1813270.47   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| MATCH GROUP INC                                       | Match Group Inc                                     | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |        3276 | NS      | $112268.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MATSUKIYOCOCOKARA & CO                                | MatsukiyoCocokara & Co                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       37000 | NS      | $759783.57    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| MATTHEWS INTL CORP                                    | Matthews International Corp                         | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |        8201 | NS      | $192641.49    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCTON                                                | Accton Technology Corp                              | CUSIP: 000000000<br>LEI: 529900M1YRZ0GWMDF920 | Long             | EC               | CORP              | TW        |       21753 | NS      | $642457.71    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP                        | Mitsubishi UFJ Financial Group Inc                  | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |       58500 | NS      | $806291.96    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| MOELIS & CO                                           | Moelis & Co                                         | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |        6962 | NS      | $488314.68    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CHROMA ATE INC                                        | Chroma ATE Inc                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |       16000 | NS      | $229108.65    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NITERRA CO LTD                                        | Niterra Co Ltd                                      | CUSIP: 000000000<br>LEI: 549300RG3XQGTFM4HH31 | Long             | EC               | CORP              | JP        |       14500 | NS      | $499868.94    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| NOV INC                                               | NOV Inc                                             | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |        7376 | NS      | $92790.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ELITE MATERIAL                                        | Elite Material Co Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |        7000 | NS      | $256596.47    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| NCINO INC                                             | nCino Inc                                           | CUSIP: 63947X101<br>LEI: 549300WVRR2WR3L6MZ46 | Long             | EC               | CORP              | US        |        6394 | NS      | $178552.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM IND INC                                           | ABM Industries Inc                                  | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |        2141 | NS      | $98764.33     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORP                                              | AES Corp/The                                        | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |        2159 | NS      | $28390.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                              | AT&T Inc                                            | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |       48638 | NS      | $1333167.58   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA PHARMACEUTICALS INC                            | ACADIA Pharmaceuticals Inc                          | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |        6392 | NS      | $152321.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                           | TRSWAP: RU10GRTR INDEX                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |   -12676288 | OU      | $11527.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KION GROUP AG                                         | KION Group AG                                       | CUSIP: 000000000<br>LEI: 5299005KY91C4C6U9H17 | Long             | EC               | CORP              | DE        |        7644 | NS      | $469914.16    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays                                              | US DOLLARS                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | CA        |    -1193000 | OU      | $883.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays                                              | JAPANESE YEN                                        | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | JP        |  2378071365 | OU      | $-404879.65   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS                                                  | UMBS 15YR TBA(REG B)                                | CUSIP: 01F022485<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1000000 | PA      | $928315.26    | 0.30%             | 2040-08-18      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                  | UMBS 15YR TBA(REG B)                                | CUSIP: 01F030488<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1000000 | PA      | $946876.21    | 0.30%             | 2040-08-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SIEYUAN ELECTRIC CO LTD                               | Sieyuan Electric Co Ltd                             | CUSIP: 000000000<br>LEI: 836800H6UQQUWN4PSZ32 | Long             | EC               | CORP              | CN        |       27300 | NS      | $295597.63    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ASR NEDERLAND NV                                      | ASR Nederland NV                                    | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | EC               | CORP              | NL        |       12327 | NS      | $818808.00    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS                                                  | UMBS 30YR TBA(REG A)                                | CUSIP: 01F030686<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      875000 | PA      | $748695.42    | 0.24%             | 2055-08-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                  | UMBS 30YR TBA(REG A)                                | CUSIP: 01F032682<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1000000 | PA      | $893228.25    | 0.28%             | 2055-08-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                  | UMBS 30YR TBA(REG A)                                | CUSIP: 01F040685<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      875000 | PA      | $806929.53    | 0.26%             | 2055-08-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                  | UMBS 30YR TBA(REG A)                                | CUSIP: 01F042681<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      750000 | PA      | $711370.31    | 0.23%             | 2055-08-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                         | AIB Group PLC                                       | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |       68658 | NS      | $541619.32    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                        | US DOLLARS                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | SE        |   -63222000 | OU      | $144877.62    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                        | US DOLLARS                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | TW        |   -26795000 | OU      | $23059.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                        | DANISH KRONA                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | DK        |     2150000 | OU      | $-10037.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS                                                  | UMBS 30YR TBA(REG A)                                | CUSIP: 01F050684<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2400000 | PA      | $2335674.43   | 0.74%             | 2055-08-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                          | Alphabet Inc                                        | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       18956 | NS      | $3655854.16   | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                        | BRITISH POUND                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | GB        |     2539709 | OU      | $-71594.98    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                        | ISRAELI SHEKEL                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | IL        |      555000 | OU      | $-2646.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMANO CORP                                            | Amano Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        9900 | NS      | $276247.04    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                        | Amazon.com Inc                                      | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |       18901 | NS      | $4424913.11   | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                        | POLISH ZLOTY                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | PL        |      790000 | OU      | $-6768.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                              | EURO-OAT SEP 25                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | DE        |          68 | NC      | $-122681.12   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN CORPORATION                                    | Ameren Corp                                         | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |        7859 | NS      | $794780.67    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| DCC PLC                                               | DCC PLC                                             | CUSIP: 000000000<br>LEI: 213800UPS1QEE4TD3T45 | Long             | EC               | CORP              | IE        |        6510 | NS      | $407728.10    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                              | EURO-BOBL SEP 25                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | DE        |           5 | NC      | $-5598.41     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                              | S&P/TSE 60 INDEX SEP 25                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | CA        |          16 | NC      | $98886.19     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CENCORA INC                                           | Cencora Inc                                         | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |        2704 | NS      | $773560.32    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                              | RUSSELL 2000 EMINI CME SEP 25                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         -31 | NC      | $-157556.88   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                              | EURO-BUND SEP 25                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | DE        |          15 | NC      | $-25936.59    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street                                          | US DOLLARS                                          | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | CA        |    -3192000 | OU      | $29284.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street                                          | US DOLLARS                                          | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | JP        |  -114158000 | OU      | $6681.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street                                          | US DOLLARS                                          | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | NZ        |     -160000 | OU      | $2620.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street                                          | CANADIAN DOLLAR                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | CA        |     8295000 | OU      | $-76100.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street                                          | SWISS FRANC                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | CH        |     1337000 | OU      | $-39913.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS                                                   | AUSTRALIA DOLLAR                                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | AU        |     1565000 | OU      | $-2139.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS                                                   | SWEDISH KRONA                                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | SE        |     6899000 | OU      | $-20392.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                              | EURO BUXL 30YR BOND SEP 25                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | DE        |          11 | NC      | $-45309.71    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street                                          | EURO COUNTRIES                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | XX        |    11525634 | OU      | $-266682.04   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street                                          | BRITISH POUND                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | GB        |     1359000 | OU      | $-47452.21    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered                                    | US DOLLARS                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | MX        |   -40637000 | OU      | $21741.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                        | ICE: (CDX.NA.IG.44.V1)                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |   -13275000 | OU      | $286646.94    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                              | US LONG BOND SEP 25                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |          15 | NC      | $62533.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                              | US ULTRA 10YR NOTE SEP 25                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |          57 | NC      | $115687.49    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MAKEMYTRIP LTD                                        | MakeMyTrip Ltd                                      | CUSIP: V5633W109<br>LEI: 529900DNT8HNJ7RYUO60 | Long             | EC               | CORP              | MU        |        2138 | NS      | $200095.42    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                              | EURO STOXX 50 SEP 25                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | DE        |         -58 | NC      | $12848.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SWEDEN (KINGDOM OF)                                   | SWEDEN (KINGDOM OF)                                 | CUSIP: W7S736LX4<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |     3000000 | PA      | $301380.81    | 0.10%             | 2035-05-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo                                           | US DOLLARS                                          | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | PL        |    -2640000 | OU      | $23206.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo                                           | NORWAY KRONA                                        | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | NO        |    57942803 | OU      | $-97254.21    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                              | US ULTRA T-BOND SEP 25                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |          70 | NC      | $292204.86    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                              | AUST 10YR BOND SEP 25                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | AU        |         108 | NC      | $48682.13     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                              | AUST 10YR BOND SEP 25                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | AU        |         -22 | NC      | $-10120.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                              | FTSE 100 INDEX SEP 25                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | GB        |         -29 | NC      | $-85658.09    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                        | ICE: (CDX.EM.43.V1)                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |    -2000000 | OU      | $-46097.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                        | ICE: (ITRAXX.EUR.43.V1)                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |    -9550000 | OU      | $231773.62    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                         | Citigroup Inc                                       | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       17212 | NS      | $1612764.40   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| COHU INC                                              | Cohu Inc                                            | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |        2319 | NS      | $41417.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                             | Apple Inc                                           | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |       18803 | NS      | $3902938.71   | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ARIS WATER SOLUTIONS INC                              | Aris Water Solutions Inc                            | CUSIP: 04041L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9129 | NS      | $194173.83    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA HIGH YIELD BOND FUND                         | Columbia High Yield Bond Fund                       | CUSIP: 19766C495<br>LEI: D0A8CA0QT3K0EUQM7B46 | Long             | EC               | RF                | US        |      808362 | NS      | $8997072.15   | 2.87%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA SHORT TERM CASH FUND                         | COLUMBIA SHORT TERM CASH FUND                       | CUSIP: 19766H239<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    57236897 | NS      | $57219726.27  | 18.23%            |  |  |  | No            |                  1 | On Loan: No      |
| ASM INTERNATIONAL NV                                  | ASM International NV                                | CUSIP: 000000000<br>LEI: 7245001I22ND6ZFHX623 | Long             | EC               | CORP              | NL        |        1273 | NS      | $616205.35    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                       | AstraZeneca PLC                                     | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |       14165 | NS      | $1035319.85   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY RECOVERY INC                                   | Energy Recovery Inc                                 | CUSIP: 29270J100<br>LEI: 549300ZEQL52Z525WJ22 | Long             | EC               | CORP              | US        |       20260 | NS      | $272497.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERPAC TOOL GROUP CORP                               | Enerpac Tool Group Corp                             | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |         981 | NS      | $37778.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BUZZI SPA                                             | Buzzi SpA                                           | CUSIP: 000000000<br>LEI: 5299003DX5YLKSVJ6K59 | Long             | EC               | CORP              | IT        |       12981 | NS      | $677863.18    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| CARRIAGE SERVICES INC                                 | Carriage Services Inc                               | CUSIP: 143905107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6247 | NS      | $280615.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORP                                          | Entergy Corp                                        | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |       10973 | NS      | $992288.39    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINIX INC                                           | Equinix Inc                                         | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |        1004 | NS      | $788310.68    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTERIX CORP                                        | Quanterix Corp                                      | CUSIP: 74766Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       13897 | NS      | $82548.18     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTUM COMPUTING INC                                 | Quantum Computing Inc                               | CUSIP: 74766W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3556 | NS      | $52771.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CASELLA WASTE SYST INC                                | Casella Waste Systems Inc                           | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |        2260 | NS      | $245729.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CELESTICA INC.                                        | Celestica Inc                                       | CUSIP: 15101Q207<br>LEI: 549300J3CG5T6RZWLN53 | Long             | EC               | CORP              | CA        |         723 | NS      | $144498.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KONTRON AG                                            | Kontron AG                                          | CUSIP: 000000000<br>LEI: 5299002PSXXMVHB26433 | Long             | EC               | CORP              | AT        |       15216 | NS      | $490870.36    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| JBTMAREL CORP                                         | JBT Marel Corp                                      | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |         565 | NS      | $77857.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JUMBO SA                                              | JUMBO SA                                            | CUSIP: 000000000<br>LEI: 549300TGIVUUMY40MZ05 | Long             | EC               | CORP              | GR        |       18706 | NS      | $632733.59    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| KE HOLDINGS INC                                       | KE Holdings Inc                                     | CUSIP: 482497104<br>LEI: 254900RHVY072XPAZE03 | Long             | EC               | CORP              | KY        |        8719 | NS      | $160603.98    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HITACHI LTD                                           | Hitachi Ltd                                         | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |       14700 | NS      | $449829.60    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG EXCHANGES AND CLEARING                      | Hong Kong Exchanges & Clearing Ltd                  | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |        7200 | NS      | $389655.45    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCHE HOLDING AG                                      | Roche Holding AG                                    | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |         894 | NS      | $278993.29    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                          | SK Hynix Inc                                        | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |        5326 | NS      | $1032263.85   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| ICICI BANK LIMITED                                    | ICICI Bank Ltd                                      | CUSIP: 45104G104<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |       31303 | NS      | $1054911.10   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP INC                                           | IDACORP Inc                                         | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |        1373 | NS      | $172078.09    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDIATEK INC                                          | MediaTek Inc                                        | CUSIP: 000000000<br>LEI: 254900UEGBK1I4DM4E14 | Long             | EC               | CORP              | TW        |       15000 | NS      | $679268.61    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| MERCADOLIBRE INC                                      | MercadoLibre Inc                                    | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |         310 | NS      | $735905.90    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                        | Microsoft Corp                                      | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       14123 | NS      | $7534620.50   | 2.40%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDDLEBY CORP                                         | Middleby Corp/The                                   | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |        1338 | NS      | $194277.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OLLIES BARGAIN OUTLET HOLDINGS I                      | Ollie's Bargain Outlet Holdings Inc                 | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |        1141 | NS      | $155894.83    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                 | ON Semiconductor Corp                               | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |       20662 | NS      | $1164510.32   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ONESPAN INC                                           | OneSpan Inc                                         | CUSIP: 68287N100<br>LEI: 984500E502E6DC354D26 | Long             | EC               | CORP              | US        |        7184 | NS      | $105964.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OTSUKA CORP                                           | Otsuka Corp                                         | CUSIP: 000000000<br>LEI: 529900RG9DJ58J3UIE72 | Long             | EC               | CORP              | JP        |       27900 | NS      | $528626.14    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| BEYOND INC                                            | Beyond Inc                                          | CUSIP: 690370101<br>LEI: 549300ACR0DL9U7EI710 | Long             | EC               | CORP              | US        |       20019 | NS      | $179170.05    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PALADIN ENERGY LTD                                    | Paladin Energy Ltd                                  | CUSIP: 000000000<br>LEI: 549300M44UTJAP8J6B37 | Long             | EC               | CORP              | AU        |       82889 | NS      | $324622.39    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| PALO ALTO NETWORKS INC                                | Palo Alto Networks Inc                              | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |        4849 | NS      | $841786.40    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PAN AMERICAN SILVER CORP                              | Pan American Silver Corp                            | CUSIP: 697900108<br>LEI: 549300MKTF5851TYIB83 | Long             | EC               | CORP              | CA        |       18222 | NS      | $492358.44    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PARKER HANNIFIN CORPORATION                           | Parker-Hannifin Corp                                | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |        1611 | NS      | $1179090.90   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| PERSONALIS INC                                        | Personalis Inc                                      | CUSIP: 71535D106<br>LEI: 549300EZ2NYFK7H0US48 | Long             | EC               | CORP              | US        |       40900 | NS      | $224132.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROLEO BRASILEIRO SA PETROBRAS                      | Petroleo Brasileiro SA - Petrobras                  | CUSIP: 71654V408<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               | NUSS              | BR        |       35368 | NS      | $450588.32    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PDD HOLDINGS INC                                      | PDD Holdings Inc                                    | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | KY        |        3809 | NS      | $432131.05    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| POWSZECHNA KASA OSZCZEDNOSCI BANK POLSKI SA           | Powszechna Kasa Oszczednosci Bank Polski SA         | CUSIP: 000000000<br>LEI: P4GTT6GF1W40CVIMFR43 | Long             | EC               | CORP              | PL        |       63497 | NS      | $1390362.26   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                        | Energy Fuels Inc/Canada                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CA        |        -142 | NC      | $-6390.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                        | Celestica Inc                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CA        |          -5 | NC      | $-18050.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                        | Cameco Corp                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CA        |         -12 | NC      | $-900.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                        | Cameco Corp                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CA        |         -12 | NC      | $-246.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                              | FTSE/MIB INDEX SEP 25                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | IT        |         -26 | NC      | $-184022.25   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                              | US 10YR NOTE SEP 25                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |           3 | NC      | $4144.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                              | US 10YR NOTE SEP 25                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |         -36 | NC      | $-50135.76    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS                                                   | US DOLLARS                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | NZ        |   -13086000 | OU      | $113870.01    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                 | Republic Services Inc                               | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |        4408 | NS      | $1016705.20   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| REVOLUTION MEDICINES INC                              | Revolution Medicines Inc                            | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |        4969 | NS      | $185194.63    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RIGETTI COMPUTING INC                                 | Rigetti Computing Inc                               | CUSIP: 76655K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3948 | NS      | $57246.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ROGERS CORP                                           | Rogers Corp                                         | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |        2172 | NS      | $142439.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SANWA HOLDINGS CORP                                   | Sanwa Holdings Corp                                 | CUSIP: 000000000<br>LEI: 5299003X6BCA4ROO5A70 | Long             | EC               | CORP              | JP        |       14700 | NS      | $401042.84    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                            | Samsung Electronics Co Ltd                          | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |       22324 | NS      | $1137719.76   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| SANKYO CO LTD                                         | Sankyo Co Ltd                                       | CUSIP: 000000000<br>LEI: 3538009H2R9ZBZAOAK48 | Long             | EC               | CORP              | JP        |       50600 | NS      | $944211.06    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| SANOFI SA                                             | Sanofi SA                                           | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |        8234 | NS      | $739172.36    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| SANTOS LTD                                            | Santos Ltd                                          | CUSIP: 000000000<br>LEI: 5299000RK70B5O2M7077 | Long             | EC               | CORP              | AU        |      117238 | NS      | $589928.69    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO/THE                             | Scotts Miracle-Gro Co/The                           | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |        2818 | NS      | $176575.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SEA LTD                                               | Sea Ltd                                             | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |        2091 | NS      | $327555.15    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICENOW INC                                        | ServiceNow Inc                                      | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |        1106 | NS      | $1043090.72   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SHAKE SHACK INC                                       | Shake Shack Inc                                     | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |        1244 | NS      | $149702.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIMAMURA CO LTD                                      | Shimamura Co Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        9200 | NS      | $666140.20    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Simulations Plus                                      | Simulations Plus Inc                                | CUSIP: 829214105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5737 | NS      | $74695.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SITIME CORP                                           | SiTime Corp                                         | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1213 | NS      | $246057.05    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUS XM HOLDINGS INC                                | Sirius XM Holdings Inc                              | CUSIP: 829933100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5718 | NS      | $120764.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                           | Starwood Property Trust Inc                         | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |        9344 | NS      | $181834.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| STRUCTURE THERAPEUTICS INC                            | Structure Therapeutics Inc                          | CUSIP: 86366E106<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        4488 | NS      | $79886.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO CORPORATION                                  | Sumitomo Corp                                       | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |        8500 | NS      | $217258.09    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SUZUKEN CO LTD                                        | Suzuken Co Ltd/Aichi Japan                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       17600 | NS      | $665230.76    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD             | Taiwan Semiconductor Manufacturing Co Ltd           | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      134530 | NS      | $5179309.15   | 1.65%             |  |  |  | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                          | Synopsys Inc                                        | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |        1909 | NS      | $1209294.23   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX COMPANIES INC                                     | TJX Cos Inc/The                                     | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       10100 | NS      | $1257753.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| TENAGA NASIONAL BERHAD                                | Tenaga Nasional Bhd                                 | CUSIP: 000000000<br>LEI: 549300FV8X6UID6I1413 | Long             | EC               | NUSS              | MY        |       94500 | NS      | $287842.08    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                  | Tencent Holdings Ltd                                | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |       37900 | NS      | $2653463.88   | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| TESLA INC                                             | Tesla Inc                                           | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |        1879 | NS      | $579239.33    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA TECH INC.                                       | TETRA Technologies Inc                              | CUSIP: 88162F105<br>LEI: 549300T5W131705EK832 | Long             | EC               | CORP              | US        |       38254 | NS      | $156841.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER                                         | Thermo Fisher Scientific Inc                        | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |        2499 | NS      | $1168732.32   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| TBS HOLDINGS INC                                      | TBS Holdings Inc                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       21000 | NS      | $690777.21    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| TOPPAN HOLDINGS INC                                   | TOPPAN Holdings Inc                                 | CUSIP: 000000000<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |       23100 | NS      | $622504.38    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                      | TotalEnergies SE                                    | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |        5903 | NS      | $351024.87    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| TRIP.COM GROUP LTD                                    | Trip.com Group Ltd                                  | CUSIP: 89677Q107<br>LEI: 2549004RMYDSRQL4KW41 | Long             | EC               | CORP              | KY        |        9411 | NS      | $583011.45    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY                                | US TII .375 07/15/2027 (TIPS)                       | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      960644 | PA      | $947885.10    | 0.30%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                | TREASURY NOTE                                       | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      600000 | PA      | $580500.00    | 0.18%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Citi                                                  | US DOLLARS                                          | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | CH        |    -4524000 | OU      | $106058.42    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                  | US DOLLARS                                          | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | XX        |    -1088000 | OU      | $440.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                  | US DOLLARS                                          | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | JP        |  -225746000 | OU      | $44811.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                  | SWISS FRANC                                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | CH        |      300000 | OU      | $-7033.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                  | CZECH KORUNA                                        | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | CZ        |     3000000 | OU      | $-3082.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                  | EURO COUNTRIES                                      | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | XX        |     2306000 | OU      | $-80502.46    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                  | THAI BAHT                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | TH        |    10747000 | OU      | $-4843.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TEAMVIEWER SE                                         | TeamViewer SE                                       | CUSIP: 000000000<br>LEI: 3912000FZ0R0KEK9JS42 | Long             | EC               | CORP              | DE        |       15883 | NS      | $162434.71    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                        | Celestica Inc                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CA        |          -1 | NC      | $-555.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                         | BUNDESREPUBLIK DEUTSCHLAND BUNDESA                  | CUSIP: D2S11ZAA9<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1100000 | PA      | $1239211.87   | 0.39%             | 2035-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                              | S&P500 EMINI SEP 25                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |          32 | NC      | $-17266.72    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                              | US 5YR NOTE SEP 25                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |          50 | NC      | $30378.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                              | LONG GILT SEP 25                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | GB        |          20 | NC      | $35294.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMER SPORTS INC                                       | Amer Sports Inc                                     | CUSIP: G0260P102<br>LEI: 391200YCSWTRD1J21867 | Long             | EC               | CORP              | KY        |       10795 | NS      | $405244.30    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BBB FOODS INC                                         | BBB Foods Inc                                       | CUSIP: G0896C103<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |       16027 | NS      | $409009.04    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BURFORD CAPITAL LTD                                   | Burford Capital Ltd                                 | CUSIP: G17977110<br>LEI: 549300FUKUWFYJMT2277 | Long             | EC               | CORP              | GG        |       32240 | NS      | $414284.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EATON CORPORATION PLC                                 | Eaton Corp PLC                                      | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |        3604 | NS      | $1386530.88   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUTTER ENTERTAINMENT PLC                             | Flutter Entertainment PLC                           | CUSIP: G3643J108<br>LEI: 635400EG4YIJLJMZJ782 | Long             | EC               | CORP              | IE        |        2817 | NS      | $851466.42    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ PHARMACEUTICALS PLC                              | Jazz Pharmaceuticals PLC                            | CUSIP: G50871105<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |        4796 | NS      | $549765.48    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MAREX GROUP PLC                                       | Marex Group PLC                                     | CUSIP: G5S37H101<br>LEI: 549300DWX0SVICJAL507 | Long             | EC               | CORP              | GB        |        2404 | NS      | $92746.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NU HOLDINGS LTD                                       | NU Holdings Ltd/Cayman Islands                      | CUSIP: G6683N103<br>LEI: 5493002DG1RHWK9W2X27 | Long             | EC               | CORP              | KY        |       80432 | NS      | $982879.04    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| NVENT ELECTRIC PLC                                    | nVent Electric PLC                                  | CUSIP: G6700G107<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |        1861 | NS      | $145939.62    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TE CONNECTIVITY PLC                                   | TE Connectivity PLC                                 | CUSIP: G87052109<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |        7158 | NS      | $1472758.50   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| ZJK Industrial Co Ltd                                 | ZJK Industrial Co Ltd                               | CUSIP: G98Y9E102<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       19363 | NS      | $62348.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-21

**Name of Applicant:** Columbia Funds Series Trust II

**Signature:** Martha Skinner

**Name of Signer:** Martha Skinner

**Title:** Assistant Treasurer