# EDGAR Filing Document

**Accession Number:** 0001033669
**File Stem:** 0001752724-23-046488
**Filing Date:** 2023-2
**Character Count:** 240604
**Document Hash:** de5f9e3188b974142ac22babb5df7f39
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-046488.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-046488

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LAZARD RETIREMENT SERIES INC
- **CENTRAL INDEX KEY:** 0001033669
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08071
- **FILM NUMBER:** 23682532

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10112

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $267780614.79

**Total Liabilities:** $3296231.53

**Net Assets:** $264484383.26

**Cash Not Reported:** $374903.74

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -101.24000000 | **1-Year:** -5435.40000000 | **5-Year:** -27466.87000000 | **10-Year:** -19604.13000000 | **30-Year:** -3363.82000000

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

- **3-Month:** -11.79000000 | **1-Year:** -634.48000000 | **5-Year:** -2858.26000000 | **10-Year:** -1847.02000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000113248 | 2.55%                | 6.26%                | -0.78%               |
| Class ID C000113249 | 2.55%                | 6.18%                | -0.69%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1695928.51             | $9128122.48                                |
| Month 2  | $2077927.56              | $12532757.39                               |
| Month 3  | $2091246.22              | $-6086839.99                               |

**Designated Index Information**

- **Index Name:** GDMA Index

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

### Schedule of Portfolio Investments

| Name                                         | Title                                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JPMorgan Chase Bank N.A.                     | PURCHASED USD / SOLD NZD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $3965.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cosmo Energy Holdings Co Ltd                 | Cosmo Energy Holdings Co Ltd                                          | CUSIP: 000000000<br>LEI: 353800Y4GZ7KR5X7L150 | Long             | EC               | CORP              | JP        |        1100 | NS      | $29092.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                | PURCHASED USD / SOLD NZD                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-30135.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED CNH / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CN        |           1 | NC      | $57684.76     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD AUD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-1166.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co Ltd                              | Nintendo Co Ltd                                                       | CUSIP: 654445303<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |       10575 | NS      | $110191.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                       | Equitable Holdings Inc                                                | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |        1454 | NS      | $41729.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                            | Cisco Systems Inc                                                     | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |        1865 | NS      | $88848.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                                    | Ball Corp                                                             | CUSIP: 058498AV8<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     1285000 | PA      | $1244689.76   | 0.47%             | 2026-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Toshiba Corp                                 | Toshiba Corp                                                          | CUSIP: 000000000<br>LEI: 549300LBHTST91VKHO68 | Long             | EC               | CORP              | JP        |        1300 | NS      | $45568.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                             | French Republic Government Bond OAT                                   | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     2110000 | PA      | $1842067.83   | 0.70%             | 2039-06-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                      | International Bank for Reconstruction & Development                   | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     2250000 | PA      | $216278.89    | 0.08%             | 2026-03-16      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                    | United Parcel Service Inc                                             | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |         232 | NS      | $40330.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                          | Dollar General Corp                                                   | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |         714 | NS      | $175822.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Corp                                | SoftBank Corp                                                         | CUSIP: 000000000<br>LEI: 353800M1YCTS9JRBJ535 | Long             | EC               | CORP              | JP        |        8200 | NS      | $92715.33     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Accenture PLC                                | Accenture PLC                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |        1028 | NS      | $274311.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                     | European Investment Bank                                              | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     3575000 | PA      | $2306983.94   | 0.87%             | 2028-01-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                               | Home Depot Inc/The                                                    | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      850000 | PA      | $909003.32    | 0.34%             | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial Inc              | Fidelity National Financial Inc                                       | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |        2627 | NS      | $98827.74     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc               | American Electric Power Co Inc                                        | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |        4827 | NS      | $458323.65    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                 | Alphabet Inc                                                          | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $939091.85    | 0.36%             | 2030-08-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Kforce Inc                                   | Kforce Inc                                                            | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |        1895 | NS      | $103902.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED AUD / SOLD USD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $23710.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimano Inc                                  | Shimano Inc                                                           | CUSIP: 82455C101<br>LEI: 529900L32YT3P9DECR10 | Long             | EC               | CORP              | JP        |        4887 | NS      | $76701.47     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC                                   | Pfizer Inc                                                            | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     1045000 | PA      | $917951.23    | 0.35%             | 2030-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MS&AD Insurance Group Holdings Inc           | MS&AD Insurance Group Holdings Inc                                    | CUSIP: 000000000<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |        4200 | NS      | $134425.22    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Corp                                  | Vistra Corp                                                           | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |         908 | NS      | $21065.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc                  | AMN Healthcare Services Inc                                           | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |        1697 | NS      | $174485.54    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                   | Chipotle Mexican Grill Inc                                            | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          95 | NS      | $131811.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond                                      | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9095000 | PA      | $6224035.37   | 2.35%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Sankyo Co Ltd                                | Sankyo Co Ltd                                                         | CUSIP: 000000000<br>LEI: 3538009H2R9ZBZAOAK48 | Long             | EC               | CORP              | JP        |        9600 | NS      | $393072.21    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| LXI REIT Plc                                 | LXI REIT Plc                                                          | CUSIP: 000000000<br>LEI: 2138008YZGXOKAXQVI45 | Long             | EC               |  | GB        |       33516 | NS      | $45586.01     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Jack Henry & Associates Inc                  | Jack Henry & Associates Inc                                           | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |         538 | NS      | $94451.28     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NEDER WATERSCHAPSBANK                        | Nederlandse Waterschapsbank NV                                        | CUSIP: 63983TED3<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      840000 | PA      | $749896.54    | 0.28%             | 2025-12-02      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                   | Vertex Pharmaceuticals Inc                                            | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |        1265 | NS      | $365306.70    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Holdings Inc                       | Sirius XM Holdings Inc                                                | CUSIP: 82968B103<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |       16457 | NS      | $96108.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED USD / SOLD MXN                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-75593.87    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                | PURCHASED USD / SOLD CLP                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-173049.13   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd                                      | ABB Ltd                                                               | CUSIP: 000375204<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |        4988 | NS      | $151934.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                        | Jackson Financial Inc                                                 | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |        2290 | NS      | $79669.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aristocrat Leisure Ltd                       | Aristocrat Leisure Ltd                                                | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |         872 | NS      | $18007.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                            | Johnson & Johnson                                                     | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |        5117 | NS      | $903918.05    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                              | McDonald's Corp                                                       | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |        2514 | NS      | $662514.42    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Atco Ltd/Canada                              | Atco Ltd/Canada                                                       | CUSIP: 046789400<br>LEI: 5299005SPZ1QYL51JD25 | Long             | EC               | CORP              | CA        |        3030 | NS      | $94838.55     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW S WALES TREASURY CRP                     | New South Wales Treasury Corp                                         | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     3200000 | PA      | $1705355.49   | 0.64%             | 2030-11-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                         | Bank of America Corp                                                  | CUSIP: 060505FZ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2785000 | PA      | $1830304.47   | 0.69%             | 2027-09-15      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                        | Schneider Electric SE                                                 | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |     1800000 | PA      | $1752375.06   | 0.66%             | 2026-12-13      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Virtu Financial Inc                          | Virtu Financial Inc                                                   | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |        4360 | NS      | $88987.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                       | UnitedHealth Group Inc                                                | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |        1603 | NS      | $849878.54    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| OSLO KOMMUNE                                 | City of Oslo Norway                                                   | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGVU850 | Long             | DBT              | NUSS              | NO        |    11000000 | PA      | $1094733.99   | 0.41%             | 2024-09-04      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                              | ASML Holding NV                                                       | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |         475 | NS      | $257118.90    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International Inc              | Philip Morris International Inc                                       | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |        1371 | NS      | $138758.91    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bezeq The Israeli Telecommunication Corp Ltd | Bezeq The Israeli Telecommunication Corp Ltd                          | CUSIP: 000000000<br>LEI: 213800XCGZCFSWY9U863 | Long             | EC               | CORP              | IL        |       80900 | NS      | $139569.04    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED USD / SOLD SGD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-73311.35    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                        | Mexico Government International Bond                                  | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      165000 | PA      | $201471.53    | 0.08%             | 2024-02-06      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD CZK                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-16822.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED USD / SOLD EUR                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-103051.89   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Scorpio Tankers Inc                          | Scorpio Tankers Inc                                                   | CUSIP: 000000000<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MH        |         738 | NS      | $39682.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED USD / SOLD CAD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-7081.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Computershare Ltd                            | Computershare Ltd                                                     | CUSIP: 20557R105<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |        6310 | NS      | $112065.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Colombia                         | Colombia Government International Bond                                | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  3499000000 | PA      | $618553.62    | 0.23%             | 2027-06-28      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                           | Valero Energy Corp                                                    | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |         946 | NS      | $120009.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                | Amphenol Corp                                                         | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |        2429 | NS      | $184944.06    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                             | Wells Fargo & Co                                                      | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |        4066 | NS      | $167885.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                | PURCHASED USD / SOLD CAD                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-1300.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                      | Marathon Petroleum Corp                                               | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |         428 | NS      | $49814.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RELX PLC                                     | RELX PLC                                                              | CUSIP: 759530108<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |        7374 | NS      | $204407.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                     | New Zealand Local Government Funding Agency Bond                      | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |     8175000 | PA      | $4980733.81   | 1.88%             | 2024-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                              | McDonald's Corp                                                       | CUSIP: 580135CD1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     1135000 | PA      | $809270.09    | 0.31%             | 2025-03-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Ltd             | Singapore Telecommunications Ltd                                      | CUSIP: 000000000<br>LEI: 2549003XJKIQO8YDYD89 | Long             | EC               | CORP              | SG        |       46100 | NS      | $88505.26     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED CZK / SOLD USD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CZ        |           1 | NC      | $157605.37    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| KFW                                          | Kreditanstalt fuer Wiederaufbau                                       | CUSIP: 500769JD7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     2960000 | PA      | $2551761.18   | 0.96%             | 2029-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD MXN                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-4942.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| General Mills Inc                            | General Mills Inc                                                     | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |        3824 | NS      | $320642.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                                | DR Horton Inc                                                         | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |         361 | NS      | $32179.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                  | Paychex Inc                                                           | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |        4079 | NS      | $471369.24    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corp                            | Marathon Oil Corp                                                     | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |        2454 | NS      | $66429.78     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                     | Province of British Columbia Canada                                   | CUSIP: 110709GC0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     4410000 | PA      | $2747781.76   | 1.04%             | 2044-06-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED COP / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CO        |           1 | NC      | $8422.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GrainCorp Ltd                                | GrainCorp Ltd                                                         | CUSIP: 000000000<br>LEI: 529900XVBL825SSW9081 | Long             | EC               | CORP              | AU        |        7798 | NS      | $39357.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Schlumberger Ltd                             | Schlumberger Ltd                                                      | CUSIP: 000000000<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |         804 | NS      | $42981.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED CZK / SOLD USD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CZ        |           1 | NC      | $40803.32     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sembcorp Industries Ltd                      | Sembcorp Industries Ltd                                               | CUSIP: 000000000<br>LEI: 254900J0FF14U6TPQM96 | Long             | EC               | CORP              | SG        |       55900 | NS      | $140737.08    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD CHF                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-6397.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tractor Supply Co                            | Tractor Supply Co                                                     | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |         326 | NS      | $73340.22     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INTER-AMERICAN INVEST CO                     | Inter-American Investment Corp                                        | CUSIP: 000000000<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | XX        |     1052000 | PA      | $634269.11    | 0.24%             | 2026-06-30      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED USD / SOLD CZK                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1076.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OFG Bancorp                                  | OFG Bancorp                                                           | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |         671 | NS      | $18492.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                                 | Unilever PLC                                                          | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |       14312 | NS      | $722025.89    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Insurance Co Ltd                  | Japan Post Insurance Co Ltd                                           | CUSIP: 000000000<br>LEI: 54930042SK2Z708BA841 | Long             | EC               | CORP              | JP        |       13700 | NS      | $241105.26    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ARC Resources Ltd                            | ARC Resources Ltd                                                     | CUSIP: 00208D408<br>LEI: FIR47I6FEYKYNJBYW622 | Long             | EC               | CORP              | CA        |        3260 | NS      | $43940.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                | PURCHASED AUD / SOLD USD                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |           1 | NC      | $3374.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nihon Kohden Corp                            | Nihon Kohden Corp                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        9100 | NS      | $222038.92    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Tourmaline Oil Corp                          | Tourmaline Oil Corp                                                   | CUSIP: 89156V106<br>LEI: 549300LCHLN94A7Y1572 | Long             | EC               | CORP              | CA        |        2085 | NS      | $105204.73    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Epiroc AB                                    | Epiroc AB                                                             | CUSIP: 29429L105<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |       10390 | NS      | $189513.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UMH Properties Inc                           | UMH Properties Inc                                                    | CUSIP: 903002103<br>LEI: 529900OM5K3PJ11F0Q09 | Long             | EC               |  | US        |        2119 | NS      | $34115.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD SGD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-9001.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Assa Abloy AB                                | Assa Abloy AB                                                         | CUSIP: 045387107<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |        7381 | NS      | $78976.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                 | Thermo Fisher Scientific Inc                                          | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |         415 | NS      | $228536.35    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd                         | Everest Re Group Ltd                                                  | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |         919 | NS      | $304437.13    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                     | PURCHASED USD / SOLD AUD                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $-83248.04    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa House Industry Co Ltd                  | Daiwa House Industry Co Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        3800 | NS      | $87194.37     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                     | Spain Government Bond                                                 | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2875000 | PA      | $1877608.55   | 0.71%             | 2042-07-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp          | Cognizant Technology Solutions Corp                                   | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |        2485 | NS      | $142117.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                               | BNP Paribas SA                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |        2388 | NS      | $135894.70    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Yancoal Australia Ltd                        | Yancoal Australia Ltd                                                 | CUSIP: 000000000<br>LEI: 3003003IC6G39HKQAD13 | Long             | EC               | CORP              | AU        |       71909 | NS      | $293808.00    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED CHF / SOLD USD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |           1 | NC      | $43808.90     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                         | WEC Energy Group Inc                                                  | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |         829 | NS      | $77727.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INTL BK RECON & DEVELOP                      | International Bank for Reconstruction & Development                   | CUSIP: 459058JZ7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      100000 | PA      | $84814.00     | 0.03%             | 2028-09-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                | PURCHASED PEN / SOLD USD                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |           1 | NC      | $5313.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 3M Co                                        | 3M Co                                                                 | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |         732 | NS      | $87781.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                     | NIKE Inc                                                              | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |        1336 | NS      | $156325.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Diageo PLC                                   | Diageo PLC                                                            | CUSIP: 25243Q205<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |        1165 | NS      | $207591.35    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                                    | Shell PLC                                                             | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |       22844 | NS      | $649174.37    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Amazon.com Inc                               | Amazon.com Inc                                                        | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     1010000 | PA      | $949065.64    | 0.36%             | 2027-08-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED JPY / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | JP        |           1 | NC      | $1575588.53   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| ABC-Mart Inc                                 | ABC-Mart Inc                                                          | CUSIP: 000000000<br>LEI: 353800AXWW4CMTSJWL33 | Long             | EC               | CORP              | JP        |        6000 | NS      | $340757.68    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck KGaA                                   | Merck KGaA                                                            | CUSIP: 589339209<br>LEI: 529900OAREIS0MOPTW25 | Long             | EC               | CORP              | DE        |        3044 | NS      | $117437.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block Inc                                | H&R Block Inc                                                         | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |        3077 | NS      | $112341.27    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INTL BK RECON & DEVELOP                      | International Bank for Reconstruction & Development                   | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     2098000 | PA      | $1378652.12   | 0.52%             | 2025-11-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond                                      | CUSIP: 91282CFN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      890000 | PA      | $885445.70    | 0.33%             | 2024-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                             | Novo Nordisk A/S                                                      | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |        5148 | NS      | $697038.95    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Linde PLC                                    | Linde PLC                                                             | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |         135 | NS      | $44034.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                    | Chubb Ltd                                                             | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |         966 | NS      | $213099.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                | PURCHASED USD / SOLD PEN                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-48655.53    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Affiliated Managers Group Inc                | Affiliated Managers Group Inc                                         | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |         577 | NS      | $91414.11     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Incitec Pivot Ltd                            | Incitec Pivot Ltd                                                     | CUSIP: 000000000<br>LEI: 254900UW2F3BKV6Z9V18 | Long             | EC               | CORP              | AU        |       14550 | NS      | $36756.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD PEN                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-41772.81    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp                               | Microsoft Corp                                                        | CUSIP: 594918AR5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     1030000 | PA      | $863039.73    | 0.33%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Iberdrola SA                                 | Iberdrola SA                                                          | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |        1725 | NS      | $20178.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED USD / SOLD CZK                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-9228.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd                  | Northern Star Resources Ltd                                           | CUSIP: 000000000<br>LEI: 254900XFXCRYYZAX6M78 | Long             | EC               | CORP              | AU        |        5000 | NS      | $36613.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                              | Xcel Energy Inc                                                       | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |        5324 | NS      | $373265.64    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED EUR / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | XX        |           1 | NC      | $10053.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                          | Cheniere Energy Inc                                                   | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |         233 | NS      | $34940.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                                | Mosaic Co/The                                                         | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |        1698 | NS      | $74491.26     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                 | Comcast Corp                                                          | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |        4984 | NS      | $174290.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Ltd                                   | Amdocs Ltd                                                            | CUSIP: 000000000<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | GG        |        6454 | NS      | $586668.60    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD SGD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-17947.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD CLP                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-66990.23    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD NZD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $3379.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Real Estate Holdings Inc              | Nomura Real Estate Holdings Inc                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        1800 | NS      | $38481.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Coronado Global Resources Inc                | Coronado Global Resources Inc                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       29719 | NS      | $39643.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dropbox Inc                                  | Dropbox Inc                                                           | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |        4096 | NS      | $91668.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED SEK / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | SE        |           1 | NC      | $4489.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD CAD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $9305.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orange SA                                    | Orange SA                                                             | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |       50815 | NS      | $505273.60    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                | PURCHASED JPY / SOLD USD                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |           1 | NC      | $610598.99    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED KRW / SOLD USD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $202470.30    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Nucor Corp                                   | Nucor Corp                                                            | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |        1109 | NS      | $146177.29    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                               | Tetra Tech Inc                                                        | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |        1031 | NS      | $149690.89    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                          | Societe Generale SA                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |        4494 | NS      | $112755.10    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Metro Inc/CN                                 | Metro Inc/CN                                                          | CUSIP: 59162N109<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | EC               | CORP              | CA        |       10673 | NS      | $590956.29    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                                 | Unilever PLC                                                          | CUSIP: 904767704<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |        4045 | NS      | $203665.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                      | Japan International Cooperation Agency                                | CUSIP: 47109LAF1<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |     3100000 | PA      | $2937839.00   | 1.11%             | 2027-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Medtronic PLC                                | Medtronic PLC                                                         | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |         550 | NS      | $42746.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc                          | Paycom Software Inc                                                   | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |         134 | NS      | $41581.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Industria de Diseno Textil SA                | Industria de Diseno Textil SA                                         | CUSIP: 455793109<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |        6316 | NS      | $84223.86     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                                   | Qualys Inc                                                            | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |         825 | NS      | $92589.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                  | Corteva Inc                                                           | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |        3435 | NS      | $201909.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD EUR                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-6895.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                           | Coterra Energy Inc                                                    | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |        5413 | NS      | $132997.41    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                  | PepsiCo Inc                                                           | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |        5333 | NS      | $963459.78    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Jardine Matheson Holdings Ltd                | Jardine Matheson Holdings Ltd                                         | CUSIP: 000000000<br>LEI: 2138009KENVUNWOLPK41 | Long             | EC               | CORP              | BM        |        1800 | NS      | $91526.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                            | Chile Government International Bond                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     1445000 | PA      | $1204860.15   | 0.46%             | 2031-07-02      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                        | Texas Instruments Inc                                                 | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |        1769 | NS      | $292274.18    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                | CME Group Inc                                                         | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |         678 | NS      | $114012.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INTL BK RECON & DEVELOP                      | International Bank for Reconstruction & Development                   | CUSIP: 459058JZ7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      958000 | PA      | $810886.37    | 0.31%             | 2028-09-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                 | Alphabet Inc                                                          | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |        3294 | NS      | $290629.62    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                     | Export Development Canada                                             | CUSIP: 30216BHL9<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |     2125000 | PA      | $1506129.06   | 0.57%             | 2024-07-31      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                          | American Express Co                                                   | CUSIP: 025816CW7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     2015000 | PA      | $1918774.82   | 0.73%             | 2029-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                         | Bank of America Corp                                                  | CUSIP: 06051GJC4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      995000 | PA      | $979394.62    | 0.37%             | 2024-05-19      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD CHF                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-587.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                     | Estee Lauder Cos Inc/The                                              | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |         768 | NS      | $190548.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD EUR                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-101546.01   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Premier Inc                                  | Premier Inc                                                           | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2879 | NS      | $100707.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                     | Visa Inc                                                              | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |        2385 | NS      | $495507.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI World ETF                       | iShares MSCI World ETF                                                | CUSIP: 464286392<br>LEI: 549300SBOOZR51TG3W64 | Long             | EC               | RF                | US        |       24677 | NS      | $2695962.25   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INTL FINANCE CORP                            | International Finance Corp                                            | CUSIP: 45950VHX7<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |     1350000 | PA      | $1260659.97   | 0.48%             | 2026-04-07      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Orkla ASA                                    | Orkla ASA                                                             | CUSIP: 000000000<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |       28415 | NS      | $205296.51    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                             | Roche Holding AG                                                      | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |        1808 | NS      | $568185.41    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Perion Network Ltd                           | Perion Network Ltd                                                    | CUSIP: 000000000<br>LEI: 529900SL7HYNVD6HG708 | Long             | EC               | CORP              | IL        |        1160 | NS      | $29348.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                                   | Zoetis Inc                                                            | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |         928 | NS      | $135998.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings Inc            | Allison Transmission Holdings Inc                                     | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |        3264 | NS      | $135782.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                               | NRG Energy Inc                                                        | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |         647 | NS      | $20587.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                | PURCHASED USD / SOLD GBP                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $4177.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canon Inc                                    | Canon Inc                                                             | CUSIP: 000000000<br>LEI: 529900JH1GSC035SSP77 | Long             | EC               | CORP              | JP        |       10000 | NS      | $216229.71    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica Deutschland Holding AG            | Telefonica Deutschland Holding AG                                     | CUSIP: 000000000<br>LEI: 391200ECRPJ3SWQJUM30 | Long             | EC               | CORP              | DE        |       59451 | NS      | $146480.66    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                       | Boston Scientific Corp                                                | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |        3409 | NS      | $157734.43    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corp                                | Westlake Corp                                                         | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |         362 | NS      | $37119.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED GBP / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | GB        |           1 | NC      | $3540.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elevance Health Inc                          | Elevance Health Inc                                                   | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |         315 | NS      | $161585.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Gas Co Ltd                             | Tokyo Gas Co Ltd                                                      | CUSIP: 000000000<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |       30400 | NS      | $597628.81    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Telegraph & Telephone Corp            | Nippon Telegraph & Telephone Corp                                     | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |       11400 | NS      | $325402.45    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                        | NXP Semiconductors NV                                                 | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |         850 | NS      | $134325.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BONOS TESORERIA PESOS                        | Bonos de la Tesoreria de la Republica en pesos                        | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  2380000000 | PA      | $2343496.85   | 0.89%             | 2028-10-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Serco Group PLC                              | Serco Group PLC                                                       | CUSIP: 000000000<br>LEI: 549300PT2CIHYN5GWJ21 | Long             | EC               | CORP              | GB        |       64584 | NS      | $120778.04    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Biogen Inc                                   | Biogen Inc                                                            | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |         326 | NS      | $90275.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KINGDOM OF MOROCCO                           | Morocco Government International Bond                                 | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     1765000 | PA      | $1389021.62   | 0.53%             | 2031-11-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                   | Fiserv Inc                                                            | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |        1497 | NS      | $151301.79    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                      | Procter & Gamble Co/The                                               | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |        5395 | NS      | $817666.20    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                             | TotalEnergies SE                                                      | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |        3747 | NS      | $233869.58    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| State of California                          | CALIFORNIA ST                                                         | CUSIP: 13063DGD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      900000 | PA      | $865128.06    | 0.33%             | 2033-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED EUR / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | XX        |           1 | NC      | $2670.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                         | Lockheed Martin Corp                                                  | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |         394 | NS      | $191677.06    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings Inc             | BJ's Wholesale Club Holdings Inc                                      | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |        2481 | NS      | $164142.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Group PLC                            | NatWest Group PLC                                                     | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |       43953 | NS      | $140304.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TESCO CORP TREASURY SERV                     | Tesco Corporate Treasury Services PLC                                 | CUSIP: 000000000<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |     2160000 | PA      | $2142911.44   | 0.81%             | 2030-04-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United Therapeutics Corp                     | United Therapeutics Corp                                              | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |         351 | NS      | $97609.59     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc                      | Darling Ingredients Inc                                               | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |         660 | NS      | $41309.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors                 | State Street Institutional Treasury Money Market Fund                 | CUSIP: 857492870<br>LEI: 549300Q3FHSMZ70NLT76 | Long             | STIV             | RF                | US        |     5021908 | NS      | $5021907.94   | 1.90%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD CAD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-181.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                | PURCHASED USD / SOLD JPY                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-45384.82    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc                 | Alimentation Couche-Tard Inc                                          | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |        1991 | NS      | $87492.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Legrand SA                                   | Legrand SA                                                            | CUSIP: 524671104<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |        5080 | NS      | $81127.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp                                    | IDEX Corp                                                             | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |         204 | NS      | $46579.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                | Citigroup Inc                                                         | CUSIP: 172967ND9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     3145000 | PA      | $2897916.25   | 1.10%             | 2025-11-03      | Fixed         | 1.28%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                     | Johnson Controls International plc / Tyco Fire & Security Finance SCA | CUSIP: 47837RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     2430000 | PA      | $1941026.51   | 0.73%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Tokyo Ohka Kogyo Co Ltd                      | Tokyo Ohka Kogyo Co Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        1200 | NS      | $54056.67     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp                               | Microsoft Corp                                                        | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |        3127 | NS      | $749917.14    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS LP                                  | Prologis LP                                                           | CUSIP: 74340XBR1<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     3830000 | PA      | $2903398.79   | 1.10%             | 2030-10-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                | Industria de Diseno Textil SA                                         | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |        7459 | NS      | $198619.36    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                        | STMicroelectronics NV                                                 | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |        1603 | NS      | $56986.61     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                      | United Rentals North America Inc                                      | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     1335000 | PA      | $1265112.75   | 0.48%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                      | Japan Bank for International Cooperation                              | CUSIP: 471048CP1<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |     1760000 | PA      | $1569868.50   | 0.59%             | 2027-01-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Japan Post Bank Co Ltd                       | Japan Post Bank Co Ltd                                                | CUSIP: 000000000<br>LEI: 5493006JVO6N2HC2XZ76 | Long             | EC               | CORP              | JP        |       13200 | NS      | $113416.91    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| VISA INC                                     | Visa Inc                                                              | CUSIP: 92826CAP7<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      985000 | PA      | $838145.23    | 0.32%             | 2027-08-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Neste Oyj                                    | Neste Oyj                                                             | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | EC               | CORP              | FI        |         874 | NS      | $40368.32     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                | PURCHASED EUR / SOLD USD                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $452745.46    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| IQVIA Holdings Inc                           | IQVIA Holdings Inc                                                    | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |         993 | NS      | $203455.77    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp International/US                | Service Corp International/US                                         | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |        3085 | NS      | $213296.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                | Intercontinental Exchange Inc                                         | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |        4574 | NS      | $469246.66    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                        | Applied Materials Inc                                                 | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |        1921 | NS      | $187066.98    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                    | Occidental Petroleum Corp                                             | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |         536 | NS      | $33762.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc                      | Rockwell Automation Inc                                               | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |         515 | NS      | $132648.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Co                                   | Kellogg Co                                                            | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |        5348 | NS      | $380991.52    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Adyen NV                                     | Adyen NV                                                              | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |          40 | NS      | $55352.65     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED GBP / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | GB        |           1 | NC      | $53381.45     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp                   | Pinnacle West Capital Corp                                            | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |        1930 | NS      | $146757.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                     | Willis Towers Watson PLC                                              | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |         855 | NS      | $209115.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Electric Power Development Co Ltd            | Electric Power Development Co Ltd                                     | CUSIP: 000000000<br>LEI: 549300KMHPUAQI8VEH90 | Long             | EC               | CORP              | JP        |       26700 | NS      | $424740.39    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                  | NVIDIA Corp                                                           | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |         148 | NS      | $21628.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc                          | Williams-Sonoma Inc                                                   | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |         291 | NS      | $33441.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                    | Adobe Inc                                                             | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |          58 | NS      | $19518.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED SEK / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | SE        |           1 | NC      | $27755.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                            | International Finance Corp                                            | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |     3131000 | PA      | $1418367.33   | 0.54%             | 2035-04-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                      | Procter & Gamble Co/The                                               | CUSIP: 742718FM6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      575000 | PA      | $451152.31    | 0.17%             | 2030-10-29      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                         | Waste Management Inc                                                  | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |        4151 | NS      | $651208.88    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                      | GSK PLC                                                               | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |       13548 | NS      | $235597.11    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED CHF / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CH        |           1 | NC      | $589.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD DKK                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-2289.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                                 | Alphabet Inc                                                          | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |        5967 | NS      | $529451.91    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                | PURCHASED USD / SOLD JPY                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-44577.28    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ICF International Inc                        | ICF International Inc                                                 | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |         999 | NS      | $98950.95     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp                                   | Cigna Corp                                                            | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |        1514 | NS      | $501648.76    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SITC International Holdings Co Ltd           | SITC International Holdings Co Ltd                                    | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | KY        |       20000 | NS      | $44146.97     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Allkem Ltd                                   | Allkem Ltd                                                            | CUSIP: 000000000<br>LEI: 2138006SR6M416DVKM86 | Long             | EC               | CORP              | AU        |       10488 | NS      | $79675.78     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                     | Thailand Government Bond                                              | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   124210000 | PA      | $3055592.90   | 1.16%             | 2035-12-17      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                     | New Zealand Local Government Funding Agency Bond                      | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |     5715000 | PA      | $2900310.97   | 1.10%             | 2029-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BRP Inc                                      | BRP Inc                                                               | CUSIP: 05577W200<br>LEI: 529900EPQGESIRCPY551 | Long             | EC               | CORP              | CA        |        1392 | NS      | $106279.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                                | Sempra Energy                                                         | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |        1858 | NS      | $287135.32    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MEX BONOS DESARR FIX RT                      | Mexican Bonos                                                         | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    42450000 | PA      | $2051472.25   | 0.78%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                      | O'Reilly Automotive Inc                                               | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |         936 | NS      | $790012.08    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED GBP / SOLD USD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $8015.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Starbucks Corp                               | Starbucks Corp                                                        | CUSIP: 855244AU3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |      910000 | PA      | $773439.48    | 0.29%             | 2049-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Tokyu Fudosan Holdings Corp                  | Tokyu Fudosan Holdings Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        8500 | NS      | $40344.08     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS Health Corp                              | CVS Health Corp                                                       | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |        4932 | NS      | $459613.08    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD JPY                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-79419.42    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED CAD / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CA        |           1 | NC      | $-3435.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD PLN                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-196014.34   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                        | Costa Rica Government International Bond                              | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     1450000 | PA      | $1403146.88   | 0.53%             | 2031-02-19      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| EMCOR Group Inc                              | EMCOR Group Inc                                                       | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |        1052 | NS      | $155811.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Thales SA                                    | Thales SA                                                             | CUSIP: 883219206<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |        4888 | NS      | $124692.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                       | Verizon Communications Inc                                            | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     3029000 | PA      | $2842005.41   | 1.07%             | 2029-02-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED USD / SOLD CZK                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-31182.17    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Target Corp                                  | Target Corp                                                           | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |         149 | NS      | $22206.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc                    | Dick's Sporting Goods Inc                                             | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |         444 | NS      | $53408.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc                                  | Gartner Inc                                                           | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |         164 | NS      | $55126.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympus Corp                                 | Olympus Corp                                                          | CUSIP: 68163W109<br>LEI: 5299000Y52IFDI1I2A21 | Long             | EC               | CORP              | JP        |        5880 | NS      | $105134.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Group PLC                            | Compass Group PLC                                                     | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |        4393 | NS      | $101508.83    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE          | LVMH Moet Hennessy Louis Vuitton SE                                   | CUSIP: 502441306<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |         886 | NS      | $128354.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                             | Coca-Cola Co/The                                                      | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |        4237 | NS      | $269515.57    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                 | Fortinet Inc                                                          | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |        3930 | NS      | $192137.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD NOK                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-637.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD THB                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-75796.07    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                            | Wolters Kluwer NV                                                     | CUSIP: 977874205<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |        1928 | NS      | $201958.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                               | Public Storage                                                        | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               |  | US        |        1337 | NS      | $374614.03    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets Inc                           | Ingles Markets Inc                                                    | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |        1497 | NS      | $144400.62    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc                                      | GMS Inc                                                               | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |         924 | NS      | $46015.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF CHILE                            | Chile Government International Bond                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      885000 | PA      | $737924.73    | 0.28%             | 2031-07-02      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD PLN                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-26740.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED USD / SOLD CZK                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-2807.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACCAR Inc                                   | PACCAR Inc                                                            | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |        1077 | NS      | $106590.69    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                             | Exxon Mobil Corp                                                      | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |        1319 | NS      | $145485.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD NOK                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-90126.42    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Spark New Zealand Ltd                        | Spark New Zealand Ltd                                                 | CUSIP: 000000000<br>LEI: 529900HUN51H3Y7QBB66 | Long             | EC               | CORP              | NZ        |       74158 | NS      | $254190.28    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CMS Energy Corp                              | CMS Energy Corp                                                       | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |        3517 | NS      | $222731.61    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Corp Financiera Alba SA                      | Corp Financiera Alba SA                                               | CUSIP: 000000000<br>LEI: 959800CJH35NNZQQW653 | Long             | EC               | CORP              | ES        |         598 | NS      | $27618.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BlueLinx Holdings Inc                        | BlueLinx Holdings Inc                                                 | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |         659 | NS      | $46861.49     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                             | Deutsche Bank AG                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |        9549 | NS      | $108233.21    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Agnico Eagle Mines Ltd                       | Agnico Eagle Mines Ltd                                                | CUSIP: 008474108<br>LEI: YGE0EUBRF7IJOB3QRX76 | Long             | EC               | CORP              | CA        |         783 | NS      | $40688.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED USD / SOLD CAD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $20130.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                           | Steel Dynamics Inc                                                    | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |        1745 | NS      | $170486.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolters Kluwer NV                            | Wolters Kluwer NV                                                     | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |        4332 | NS      | $452516.79    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                       | Darden Restaurants Inc                                                | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |         285 | NS      | $39424.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Gas Co Ltd                             | Osaka Gas Co Ltd                                                      | CUSIP: 000000000<br>LEI: 353800024KMNOPQRWZ02 | Long             | EC               | CORP              | JP        |       16000 | NS      | $258786.76    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                          | JPMorgan Chase & Co                                                   | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3145000 | PA      | $2894078.06   | 1.09%             | 2028-05-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                              | Bermuda Government International Bond                                 | CUSIP: 000000000<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |     2160000 | PA      | $2068605.00   | 0.78%             | 2027-01-25      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| WiseTech Global Ltd                          | WiseTech Global Ltd                                                   | CUSIP: 000000000<br>LEI: 254900VE3AF301Q85K83 | Long             | EC               | CORP              | AU        |        1411 | NS      | $48656.68     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sega Sammy Holdings Inc                      | Sega Sammy Holdings Inc                                               | CUSIP: 000000000<br>LEI: 5493006B6WMKNQ8QNP51 | Long             | EC               | CORP              | JP        |        6100 | NS      | $91836.78     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Portland General Electric Co                 | Portland General Electric Co                                          | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |        2071 | NS      | $101479.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Activision Blizzard Inc                      | Activision Blizzard Inc                                               | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |        1990 | NS      | $152334.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                      | Consolidated Edison Inc                                               | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |        1032 | NS      | $98359.92     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED MXN / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | MX        |           1 | NC      | $1973.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| City of Vancouver                            | City of Vancouver                                                     | CUSIP: 921577RJ3<br>LEI: 549300WQBP3HPFWQXI92 | Long             | DBT              | NUSS              | CA        |     2470000 | PA      | $1763842.69   | 0.67%             | 2025-11-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| McDonald's Holdings Co Japan Ltd             | McDonald's Holdings Co Japan Ltd                                      | CUSIP: 000000000<br>LEI: 529900FY9FV0AYNRC729 | Long             | EC               | CORP              | JP        |        3200 | NS      | $121757.18    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED USD / SOLD IDR                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $5295.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD GBP                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-25668.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nisshinbo Holdings Inc                       | Nisshinbo Holdings Inc                                                | CUSIP: 000000000<br>LEI: 353800YAM89GL5GPHB47 | Long             | EC               | CORP              | JP        |       11400 | NS      | $83853.59     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| International Petroleum Corp                 | International Petroleum Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |        6289 | NS      | $70768.63     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                              | TJX Cos Inc/The                                                       | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |        2862 | NS      | $227815.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OBRIGACOES DO TESOURO                        | Portugal Obrigacoes do Tesouro OT                                     | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     2110000 | PA      | $1921468.24   | 0.73%             | 2032-07-16      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Swatch Group AG/The                          | Swatch Group AG/The                                                   | CUSIP: 870123106<br>LEI: 529900NTES2LEON1JZ55 | Long             | EC               | CORP              | CH        |       10311 | NS      | $146313.09    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVINCE OF QUEBEC                           | Province of Quebec Canada                                             | CUSIP: 748148SA2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     5610000 | PA      | $3834770.61   | 1.45%             | 2027-02-13      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| MUELLER WATER PRODUCTS                       | Mueller Water Products Inc                                            | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |     1105000 | PA      | $971018.75    | 0.37%             | 2029-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Texas Roadhouse Inc                          | Texas Roadhouse Inc                                                   | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |        1708 | NS      | $155342.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Storage Inc                             | Life Storage Inc                                                      | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               |  | US        |        1243 | NS      | $122435.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd                                  | Nutrien Ltd                                                           | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |         620 | NS      | $45263.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                               | Hershey Co/The                                                        | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |        1958 | NS      | $453414.06    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlsberg AS                                 | Carlsberg AS                                                          | CUSIP: 142795202<br>LEI: 5299001O0WJQYB5GYZ19 | Long             | EC               | CORP              | DK        |        4766 | NS      | $126441.98    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD THB                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $739.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD PLN                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-4040.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED CAD / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CA        |           1 | NC      | $1400.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED USD / SOLD CAD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1470.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Netflix Inc                                  | Netflix Inc                                                           | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |         198 | NS      | $58386.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Asian Development Bank                       | Asian Development Bank                                                | CUSIP: 045167CY7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |     1261000 | PA      | $1194511.38   | 0.45%             | 2025-03-19      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                   | Cadence Design Systems Inc                                            | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |        1851 | NS      | $297344.64    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                      | Inter-American Development Bank                                       | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        | 40710000000 | PA      | $2625785.19   | 0.99%             | 2023-03-14      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Japan Real Estate Investment Corp            | Japan Real Estate Investment Corp                                     | CUSIP: 000000000<br>LEI: 3538003YAIR3CBGJJ928 | Long             | EC               |  | JP        |          32 | NS      | $140151.66    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AMGEN INC                                    | Amgen Inc                                                             | CUSIP: 031162DD9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      955000 | PA      | $845653.78    | 0.32%             | 2029-02-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                           | Koninklijke KPN NV                                                    | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |       26983 | NS      | $83484.35     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Finance USA Inc                          | ABB Finance USA Inc                                                   | CUSIP: 00037BAC6<br>LEI: 5493002Y01YAFV45F528 | Long             | DBT              | CORP              | US        |      985000 | PA      | $847590.27    | 0.32%             | 2042-05-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hirose Electric Co Ltd                       | Hirose Electric Co Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |         700 | NS      | $87561.62     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED USD / SOLD NOK                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-151062.46   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Mastercard Inc                               | Mastercard Inc                                                        | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |        1289 | NS      | $448223.97    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                        | Republic Services Inc                                                 | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |        5176 | NS      | $667652.24    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                     | AT&T Inc                                                              | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |       49335 | NS      | $908257.35    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD GBP                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-29294.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co Ltd                    | Shin-Etsu Chemical Co Ltd                                             | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |        1600 | NS      | $194936.77    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Holding Corp             | Booz Allen Hamilton Holding Corp                                      | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |        2079 | NS      | $217297.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED KRW / SOLD USD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $9707.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED CZK / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CZ        |           1 | NC      | $11605.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom Inc                                 | Broadcom Inc                                                          | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |         539 | NS      | $301371.07    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexagon AB                                   | Hexagon AB                                                            | CUSIP: 428263107<br>LEI: 549300WJFW6ILNI4TA80 | Long             | EC               | CORP              | SE        |       13376 | NS      | $139244.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors Inc                | Academy Sports & Outdoors Inc                                         | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1259 | NS      | $66147.86     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hachijuni Bank Ltd/The                       | Hachijuni Bank Ltd/The                                                | CUSIP: 000000000<br>LEI: FE70I3MHDCWOZWK19W48 | Long             | EC               | CORP              | JP        |       29800 | NS      | $124338.89    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Holdings Co Ltd                   | Japan Post Holdings Co Ltd                                            | CUSIP: 000000000<br>LEI: 5299003D9N4JBS256X18 | Long             | EC               | CORP              | JP        |      115000 | NS      | $969514.39    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Comstock Resources Inc                       | Comstock Resources Inc                                                | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |        2185 | NS      | $29956.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                         | Bank of America Corp                                                  | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |        4169 | NS      | $138077.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD THB                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-16761.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED CAD / SOLD USD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |           1 | NC      | $-7272.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD NZD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-368556.82   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| SSE PLC                                      | SSE PLC                                                               | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |        6257 | NS      | $129056.27    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Unum Group                                   | Unum Group                                                            | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |        1090 | NS      | $44722.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED EUR / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | XX        |           1 | NC      | $34495.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                  | Bayerische Motoren Werke AG                                           | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |        1386 | NS      | $123707.64    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JOHN DEERE FINANCIALS IN                     | John Deere Financial Inc                                              | CUSIP: 47788ZAG6<br>LEI: CWQ698NK2DINVLMZRZ97 | Long             | DBT              | CORP              | CA        |     3620000 | PA      | $2539855.10   | 0.96%             | 2025-01-14      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Shizuoka Financial Group Inc                 | Shizuoka Financial Group Inc                                          | CUSIP: 000000000<br>LEI: 353800MNO5C8V2SHGA81 | Long             | EC               | CORP              | JP        |        6900 | NS      | $55458.98     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis NV                                | Stellantis NV                                                         | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |       13210 | NS      | $187118.76    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Building Fund Inc                     | Nippon Building Fund Inc                                              | CUSIP: 000000000<br>LEI: 52990053R8NL2MB32172 | Long             | EC               |  | JP        |          36 | NS      | $160766.48    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesla Inc                                    | Tesla Inc                                                             | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |        1578 | NS      | $194378.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Tobacco Inc                            | Japan Tobacco Inc                                                     | CUSIP: 000000000<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | EC               | CORP              | JP        |       26600 | NS      | $537853.92    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Campbell Soup Co                             | Campbell Soup Co                                                      | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |        4310 | NS      | $244592.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| State of California                          | CALIFORNIA ST                                                         | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1000000 | PA      | $1251632.00   | 0.47%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                 | ING Groep NV                                                          | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |        8819 | NS      | $107595.41    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED PLN / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | PL        |           1 | NC      | $13215.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                           | Home Depot Inc/The                                                    | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |         348 | NS      | $109919.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OSLO KOMMUNE                                 | City of Oslo Norway                                                   | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGVU850 | Long             | DBT              | NUSS              | NO        |    11000000 | PA      | $1102425.28   | 0.42%             | 2024-03-14      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED CNH / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CN        |           1 | NC      | $320897.50    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Medpace Holdings Inc                         | Medpace Holdings Inc                                                  | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |         174 | NS      | $36959.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED USD / SOLD CZK                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-67216.34    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| APPLE INC                                    | Apple Inc                                                             | CUSIP: 037833DT4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     2035000 | PA      | $1873525.17   | 0.71%             | 2025-05-11      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Stewart Information Services Corp            | Stewart Information Services Corp                                     | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |         880 | NS      | $37602.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's Inc                                | Dillard's Inc                                                         | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |         309 | NS      | $99868.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                      | Bahamas Government International Bond                                 | CUSIP: 000000000<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |     1815000 | PA      | $1362724.69   | 0.52%             | 2029-11-20      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PSP Swiss Property AG                        | PSP Swiss Property AG                                                 | CUSIP: 000000000<br>LEI: 50670042Y437P8X44F56 | Long             | EC               | CORP              | CH        |        1787 | NS      | $210146.74    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED AUD / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | AU        |           1 | NC      | $18785.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                | PURCHASED USD / SOLD CAD                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $4411.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD EUR                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-7512.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Grand Canyon Education Inc                   | Grand Canyon Education Inc                                            | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |        1288 | NS      | $136090.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Honda Motor Co Ltd                           | Honda Motor Co Ltd                                                    | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |       15900 | NS      | $363540.05    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                      | Mexican Bonos                                                         | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    42600000 | PA      | $2114391.04   | 0.80%             | 2024-09-05      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED JPY / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | JP        |           1 | NC      | $4354.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                | Koninklijke Ahold Delhaize NV                                         | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |        6989 | NS      | $200821.10    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED USD / SOLD MXN                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-4130.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| International Game Technology PLC            | International Game Technology PLC                                     | CUSIP: 000000000<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               | CORP              | GB        |        2019 | NS      | $45790.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF PERU                             | Peruvian Government International Bond                                | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1570000 | PA      | $1236178.75   | 0.47%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| News Corp                                    | News Corp                                                             | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |        9997 | NS      | $184344.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD CZK                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-184494.83   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Abbott Laboratories                          | Abbott Laboratories                                                   | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |        7502 | NS      | $823644.58    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                | PURCHASED USD / SOLD CAD                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-2072.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                     | PURCHASED USD / SOLD CAD                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $1583.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rengo Co Ltd                                 | Rengo Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       14700 | NS      | $100982.26    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Jardine Cycle & Carriage Ltd                 | Jardine Cycle & Carriage Ltd                                          | CUSIP: 000000000<br>LEI: 254900WEP6OCEXFWML09 | Long             | EC               | CORP              | SG        |        8800 | NS      | $188016.64    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Synchrony Financial                          | Synchrony Financial                                                   | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |         951 | NS      | $31249.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM Resources Inc                            | PNM Resources Inc                                                     | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |        3387 | NS      | $165251.73    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMCO Corp                                   | SUMCO Corp                                                            | CUSIP: 000000000<br>LEI: 353800SUSRUOM0V6KU92 | Long             | EC               | CORP              | JP        |        2800 | NS      | $37465.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ADOBE INC                                    | Adobe Inc                                                             | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |      995000 | PA      | $848405.57    | 0.32%             | 2030-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp                      | SBA Communications Corp                                               | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |         798 | NS      | $223687.38    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bureau Veritas SA                            | Bureau Veritas SA                                                     | CUSIP: 12117P109<br>LEI: 969500TPU5T3HA5D1F11 | Long             | EC               | CORP              | FR        |        1744 | NS      | $91786.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp                                     | SLM Corp                                                              | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5464 | NS      | $90702.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Panama                           | Panama Government International Bond                                  | CUSIP: 698299AD6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     1655000 | PA      | $1903043.13   | 0.72%             | 2027-09-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Cal-Maine Foods Inc                          | Cal-Maine Foods Inc                                                   | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |        3020 | NS      | $164439.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED CHF / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CH        |           1 | NC      | $7406.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED USD / SOLD CHF                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-53255.06    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD NOK                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-2452.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Piedmont Office Realty Trust Inc             | Piedmont Office Realty Trust Inc                                      | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               |  | US        |        3438 | NS      | $31526.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                  | Goldman Sachs Group Inc/The                                           | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |         299 | NS      | $102670.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                               | ServiceNow Inc                                                        | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |          93 | NS      | $36109.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                     | Toyota Motor Credit Corp                                              | CUSIP: 89236TGU3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     2165000 | PA      | $1821491.25   | 0.69%             | 2030-02-13      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| NGK Spark Plug Co Ltd                        | NGK Spark Plug Co Ltd                                                 | CUSIP: 000000000<br>LEI: 549300RG3XQGTFM4HH31 | Long             | EC               | CORP              | JP        |        1300 | NS      | $23987.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sysco Corp                                   | Sysco Corp                                                            | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |        1216 | NS      | $92963.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD AUD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-96418.12    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CSL Ltd                                      | CSL Ltd                                                               | CUSIP: 000000000<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |        1349 | NS      | $263042.60    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corp                       | FUJIFILM Holdings Corp                                                | CUSIP: 000000000<br>LEI: 529900UBKMFM0ST6H474 | Long             | EC               | CORP              | JP        |        2200 | NS      | $110997.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc          | Sumitomo Mitsui Financial Group Inc                                   | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |        5800 | NS      | $233706.77    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Bahamas                      | Bahamas Government International Bond                                 | CUSIP: 000000000<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |      355000 | PA      | $266538.44    | 0.10%             | 2029-11-20      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED CNH / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CN        |           1 | NC      | $3616.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Province of Quebec                           | Province of Quebec Canada                                             | CUSIP: 748149AJ0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     1505000 | PA      | $1414573.75   | 0.53%             | 2026-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                | UniCredit SpA                                                         | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |        8497 | NS      | $120829.43    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                      | Goldman Sachs Group Inc/The                                           | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2655000 | PA      | $2022622.97   | 0.76%             | 2032-01-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                 | NiSource Inc                                                          | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |        1567 | NS      | $42967.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                             | FirstEnergy Corp                                                      | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |        3672 | NS      | $154003.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                   | Deere & Co                                                            | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |         328 | NS      | $140633.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEENSLAND TREASURY CORP                     | Queensland Treasury Corp                                              | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     5225000 | PA      | $2756759.11   | 1.04%             | 2031-03-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Hydro One Ltd                                | Hydro One Ltd                                                         | CUSIP: 448811208<br>LEI: 5493007QZDXTP1W2VL44 | Long             | EC               | CORP              | CA        |       15960 | NS      | $427525.26    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                      | Charles Schwab Corp/The                                               | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |        2266 | NS      | $188667.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                     | Export Development Canada                                             | CUSIP: 30216BHL9<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |      425000 | PA      | $301225.81    | 0.11%             | 2024-07-31      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED USD / SOLD SGD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-10329.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                             | Pernod Ricard SA                                                      | CUSIP: 714264306<br>LEI: 52990097YFPX9J0H5D87 | Long             | EC               | CORP              | FR        |        2794 | NS      | $109888.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Holdings NV                           | AerCap Holdings NV                                                    | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | NL        |         924 | NS      | $53887.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                           | Meta Platforms Inc                                                    | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |        1357 | NS      | $163301.38    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                   | Pfizer Inc                                                            | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |        5603 | NS      | $287097.72    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED EUR / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | XX        |           1 | NC      | $126647.62    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameren Corp                                  | Ameren Corp                                                           | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |        2331 | NS      | $207272.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED RON / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | RO        |           1 | NC      | $269258.03    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                   | Verizon Communications Inc                                            | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |       17687 | NS      | $696867.80    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd                                | BHP Group Ltd                                                         | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |        2117 | NS      | $65544.90     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED CNH / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CN        |           1 | NC      | $26722.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Molina Healthcare Inc                        | Molina Healthcare Inc                                                 | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |         493 | NS      | $162798.46    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered PLC                       | Standard Chartered PLC                                                | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |       51715 | NS      | $388158.48    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                        | Bath & Body Works Inc                                                 | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |        1887 | NS      | $79518.18     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KFW                                          | Kreditanstalt fuer Wiederaufbau                                       | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1030000 | PA      | $929030.59    | 0.35%             | 2028-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED SEK / SOLD USD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |           1 | NC      | $17009.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                       | Republic of Poland Government Bond                                    | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    14180000 | PA      | $3059047.73   | 1.16%             | 2028-05-25      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| UFP Industries Inc                           | UFP Industries Inc                                                    | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |        1049 | NS      | $83133.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp                          | Avery Dennison Corp                                                   | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |         515 | NS      | $93215.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN IMPERIAL BANK                       | Canadian Imperial Bank of Commerce                                    | CUSIP: 13607GRR7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     2950000 | PA      | $2650940.30   | 1.00%             | 2025-10-23      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED SGD / SOLD USD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $22524.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Steel Corp                            | Nippon Steel Corp                                                     | CUSIP: 000000000<br>LEI: 35380065QWQ4U2V3PA33 | Long             | EC               | CORP              | JP        |        2500 | NS      | $43527.39     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                         | Singapore Government Bond                                             | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     2575000 | PA      | $1966720.17   | 0.74%             | 2033-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings Inc                     | Crowdstrike Holdings Inc                                              | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |         255 | NS      | $26848.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                      | Aon PLC                                                               | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |        1767 | NS      | $530347.38    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED GBP / SOLD USD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $40891.14     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED CHF / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CH        |           1 | NC      | $2393.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                 | Canadian National Railway Co                                          | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |        1308 | NS      | $155495.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods Inc                            | Flowers Foods Inc                                                     | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |       10421 | NS      | $299499.54    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ING GROEP NV                                 | ING Groep NV                                                          | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     2700000 | PA      | $2611456.25   | 0.99%             | 2028-12-07      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                          | Cardinal Health Inc                                                   | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |        2979 | NS      | $228995.73    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corp                       | AmerisourceBergen Corp                                                | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |        1921 | NS      | $318328.91    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc                       | Mueller Industries Inc                                                | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |         638 | NS      | $37642.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Music Group Corp                      | Warner Music Group Corp                                               | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2022 | NS      | $70810.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL INT LLC / EMC CORP                      | Dell International LLC / EMC Corp                                     | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1867000 | PA      | $1825929.83   | 0.69%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Hermes International                         | Hermes International                                                  | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |          78 | NS      | $120364.91    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Altria Group Inc                             | Altria Group Inc                                                      | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |        9374 | NS      | $428485.54    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED USD / SOLD AUD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-120101.44   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Magnolia Oil & Gas Corp                      | Magnolia Oil & Gas Corp                                               | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2045 | NS      | $47955.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED CAD / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CA        |           1 | NC      | $18352.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                            | Service Corp International/US                                         | CUSIP: 817565CD4<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     1285000 | PA      | $1200254.25   | 0.45%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                               | Starbucks Corp                                                        | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |        1908 | NS      | $189273.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services Inc               | JB Hunt Transport Services Inc                                        | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |         896 | NS      | $156226.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vinci SA                                     | Vinci SA                                                              | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |        1063 | NS      | $106167.14    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                 | Citizens Financial Group Inc                                          | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |         588 | NS      | $23149.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays PLC                                 | Barclays PLC                                                          | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |       67081 | NS      | $128969.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                     | Simon Property Group Inc                                              | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |        1102 | NS      | $129462.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S                       | AP Moller - Maersk A/S                                                | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |          35 | NS      | $78612.25     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                          | United Kingdom Gilt                                                   | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1900000 | PA      | $1714507.64   | 0.65%             | 2033-07-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED EUR / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | XX        |           1 | NC      | $265849.62    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Lawson Inc                                   | Lawson Inc                                                            | CUSIP: 000000000<br>LEI: 529900IWO8XQO92PR233 | Long             | EC               | CORP              | JP        |        6900 | NS      | $264420.32    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED CNH / SOLD USD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $20470.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TELSTRA CORP LTD                             | Telstra Corp Ltd                                                      | CUSIP: 000000000<br>LEI: PCTXNQGRJVR3OG33JG65 | Long             | DBT              | CORP              | AU        |     1600000 | PA      | $1041444.61   | 0.39%             | 2027-04-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                  | PepsiCo Inc                                                           | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     1210000 | PA      | $864472.19    | 0.33%             | 2049-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PTC Inc                                      | PTC Inc                                                               | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |        1300 | NS      | $156052.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                              | Ulta Beauty Inc                                                       | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |         282 | NS      | $132277.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                          | Kimberly-Clark Corp                                                   | CUSIP: 494368BZ5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     2203000 | PA      | $2011301.46   | 0.76%             | 2029-04-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                 | Pioneer Natural Resources Co                                          | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |         158 | NS      | $36085.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                               | Morgan Stanley                                                        | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2950000 | PA      | $2781894.40   | 1.05%             | 2027-01-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                              | Caterpillar Inc                                                       | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |         253 | NS      | $60608.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD SGD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-1411.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                           | Banco Santander SA                                                    | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |        8592 | NS      | $25731.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp Ltd             | Oversea-Chinese Banking Corp Ltd                                      | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |       15000 | NS      | $136107.41    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamazaki Baking Co Ltd                       | Yamazaki Baking Co Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       14800 | NS      | $177490.47    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                 | QUALCOMM Inc                                                          | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |        1192 | NS      | $131048.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chegg Inc                                    | Chegg Inc                                                             | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Long             | EC               | CORP              | US        |        1382 | NS      | $34923.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTL BK RECON & DEVELOP                      | International Bank for Reconstruction & Development                   | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    15660000 | PA      | $1505301.08   | 0.57%             | 2026-03-16      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                     | New Zealand Local Government Funding Agency Bond                      | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |     3795000 | PA      | $1545577.22   | 0.58%             | 2037-04-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                | PURCHASED JPY / SOLD USD                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |           1 | NC      | $58251.02     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA | Cie Generale des Etablissements Michelin SCA                          | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |        4807 | NS      | $133667.75    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group NV                                  | NN Group NV                                                           | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |         940 | NS      | $38390.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Swire Pacific Ltd                            | Swire Pacific Ltd                                                     | CUSIP: 000000000<br>LEI: 549300KZOZHII0DGF611 | Long             | EC               | CORP              | HK        |       28500 | NS      | $249957.73    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| KINGDOM OF DENMARK                           | Denmark Government Bond                                               | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     7980000 | PA      | $907784.16    | 0.34%             | 2031-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                 | AutoZone Inc                                                          | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |         135 | NS      | $332934.30    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                        | ON Semiconductor Corp                                                 | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |         671 | NS      | $41850.27     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SWITZERLAND                                  | Swiss Confederation Government Bond                                   | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |      940000 | PA      | $920804.54    | 0.35%             | 2032-06-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Haleon PLC                                   | Haleon PLC                                                            | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |        8628 | NS      | $34510.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA Healthcare Inc                           | HCA Healthcare Inc                                                    | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |         738 | NS      | $177090.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hulic Co Ltd                                 | Hulic Co Ltd                                                          | CUSIP: 000000000<br>LEI: 3538002E12E7IHAKTB10 | Long             | EC               | CORP              | JP        |       11900 | NS      | $93654.94     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED EUR / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | XX        |           1 | NC      | $427735.68    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Post AG                             | Deutsche Post AG                                                      | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |        7669 | NS      | $288675.29    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Birchcliff Energy Ltd                        | Birchcliff Energy Ltd                                                 | CUSIP: 090697103<br>LEI: 5493000BBN3EF2L0XW29 | Long             | EC               | CORP              | CA        |        5097 | NS      | $35498.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                                   | Copart Inc                                                            | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |        1620 | NS      | $98641.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| White Mountains Insurance Group Ltd          | White Mountains Insurance Group Ltd                                   | CUSIP: 000000000<br>LEI: 549300N3FL068JERBG02 | Long             | EC               | CORP              | BM        |         164 | NS      | $231950.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson              | Telefonaktiebolaget LM Ericsson                                       | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |       18757 | NS      | $109847.94    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The    | Hartford Financial Services Group Inc/The                             | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |         641 | NS      | $48607.03     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                       | Diamondback Energy Inc                                                | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |         417 | NS      | $57037.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                              | McDonald's Corp                                                       | CUSIP: 580135CD1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1069519.94   | 0.40%             | 2025-03-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NVR Inc                                      | NVR Inc                                                               | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |          19 | NS      | $87639.02     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                          | Electronic Arts Inc                                                   | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |         724 | NS      | $88458.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                | McKesson Corp                                                         | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |         292 | NS      | $109535.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD NZD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-57139.02    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED USD / SOLD NZD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-142105.51   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| U-Haul Holding Co                            | U-Haul Holding Co                                                     | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |        1944 | NS      | $106881.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BONOS TESORERIA PESOS                        | Bonos de la Tesoreria de la Republica en pesos                        | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  1665000000 | PA      | $1918687.70   | 0.73%             | 2024-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                    | Keysight Technologies Inc                                             | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |        3220 | NS      | $550845.40    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                | Kroger Co/The                                                         | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |        4662 | NS      | $207831.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest Inc                                | Pinterest Inc                                                         | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1629 | NS      | $39552.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizuho Financial Group Inc                   | Mizuho Financial Group Inc                                            | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |       18000 | NS      | $254407.11    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                          | Ashtead Capital Inc                                                   | CUSIP: 000000000<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     1955000 | PA      | $1752332.13   | 0.66%             | 2029-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain                          | Cie de Saint-Gobain                                                   | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |        2698 | NS      | $132455.02    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED NOK / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | NO        |           1 | NC      | $33934.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Synopsys Inc                                 | Synopsys Inc                                                          | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |        2311 | NS      | $737879.19    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD THB                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-32353.17    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                  | Ovintiv Inc                                                           | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1052 | NS      | $53346.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                    | Apple Inc                                                             | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |       12475 | NS      | $1620876.75   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| NTT FINANCE CORP                             | NTT Finance Corp                                                      | CUSIP: 62954WAJ4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      800000 | PA      | $785545.01    | 0.30%             | 2025-07-25      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                 | Danaher Corp                                                          | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |         334 | NS      | $88650.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions Inc            | Donnelley Financial Solutions Inc                                     | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |        1088 | NS      | $42051.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp                             | Haemonetics Corp                                                      | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |        1224 | NS      | $96267.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED THB / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | TH        |           1 | NC      | $2377.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U-Haul Holding Co                            | U-Haul Holding Co                                                     | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |        1831 | NS      | $110207.89    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KDDI Corp                                    | KDDI Corp                                                             | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |       10600 | NS      | $320375.68    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Poste Italiane SpA                           | Poste Italiane SpA                                                    | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | EC               | CORP              | IT        |        7784 | NS      | $75909.35     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                | Regeneron Pharmaceuticals Inc                                         | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |         289 | NS      | $208510.61    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                      | Cboe Global Markets Inc                                               | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |         867 | NS      | $108782.49    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Real Estate Investment Trust             | H&R Real Estate Investment Trust                                      | CUSIP: 403925407<br>LEI: 549300TGNP6B6GUVGW10 | Long             | EC               |  | CA        |        7089 | NS      | $63403.09     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CZECH REPUBLIC                               | Czech Republic Government Bond                                        | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    65150000 | PA      | $2853694.48   | 1.08%             | 2027-11-19      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Pilbara Minerals Ltd                         | Pilbara Minerals Ltd                                                  | CUSIP: 000000000<br>LEI: 5299000VV1CZVF5K9C16 | Long             | EC               | CORP              | AU        |       10626 | NS      | $27077.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD CAD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $141.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD GBP                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $2735.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                | PURCHASED CAD / SOLD USD                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |           1 | NC      | $3423.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                | Automatic Data Processing Inc                                         | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |         920 | NS      | $219751.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Co                       | Southwestern Energy Co                                                | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |        4877 | NS      | $28530.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD CHF                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-733.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY                                      | Hungary Government International Bond                                 | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1001000 | PA      | $702381.32    | 0.27%             | 2035-06-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust Inc                     | Digital Realty Trust Inc                                              | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               |  | US        |        1515 | NS      | $151909.05    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                   | Nasdaq Inc                                                            | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |        2763 | NS      | $169510.05    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurocommercial Properties NV                 | Eurocommercial Properties NV                                          | CUSIP: 000000000<br>LEI: 724500SFK53FPNM68L95 | Long             | EC               |  | NL        |        3421 | NS      | $82524.68     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Warehouses De Pauw CVA                       | Warehouses De Pauw CVA                                                | CUSIP: 000000000<br>LEI: 549300HWDYC5JXC85138 | Long             | EC               |  | BE        |        4298 | NS      | $122899.74    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| WW Grainger Inc                              | WW Grainger Inc                                                       | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |         611 | NS      | $339868.75    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD CLP                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-12516.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Westamerica BanCorp                          | Westamerica BanCorp                                                   | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2271 | NS      | $134011.71    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED CAD / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CA        |           1 | NC      | $6468.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                  | Novartis AG                                                           | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |        1166 | NS      | $105617.81    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                          | Kimberly-Clark Corp                                                   | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |        4217 | NS      | $572457.75    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc                                | O-I Glass Inc                                                         | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2345 | NS      | $38856.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Grid PLC                            | National Grid PLC                                                     | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |       13075 | NS      | $157048.77    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED USD / SOLD GBP                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-9736.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                        | Travelers Cos Inc/The                                                 | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |        1278 | NS      | $239612.22    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                   | Charter Communications Inc                                            | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |         727 | NS      | $246525.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAN HARBORS INC                            | Clean Harbors Inc                                                     | CUSIP: 000000000<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     1175000 | PA      | $1113312.50   | 0.42%             | 2027-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                              | Weyerhaeuser Co                                                       | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |         597 | NS      | $18507.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IRELAND GOVERNMENT BOND                      | Ireland Government Bond                                               | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     1910000 | PA      | $1817960.11   | 0.69%             | 2031-03-18      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD COP                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-16879.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED USD / SOLD CAD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $4926.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOUSING NEW ZEALAND LTD                      | Housing New Zealand Ltd                                               | CUSIP: 000000000<br>LEI: 254900JDUJGPMP204P63 | Long             | DBT              | NUSS              | NZ        |     3310000 | PA      | $1918459.88   | 0.73%             | 2028-10-18      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                         | Booking Holdings Inc                                                  | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |          13 | NS      | $26198.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KINGDOM OF MOROCCO                           | Morocco Government International Bond                                 | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |      650000 | PA      | $511537.71    | 0.19%             | 2031-11-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners PLC           | Coca-Cola Europacific Partners PLC                                    | CUSIP: 000000000<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               | CORP              | GB        |        2380 | NS      | $131661.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                | PURCHASED USD / SOLD EUR                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-12972.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co Inc                               | Merck & Co Inc                                                        | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       10934 | NS      | $1213127.30   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                  | Equinix Inc                                                           | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |         629 | NS      | $412013.87    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave & Buster's Entertainment Inc            | Dave & Buster's Entertainment Inc                                     | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |        1092 | NS      | $38700.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Energy Corp                       | Chesapeake Energy Corp                                                | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |         476 | NS      | $44920.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                         | Colgate-Palmolive Co                                                  | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |        7653 | NS      | $602979.87    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp                   | Lattice Semiconductor Corp                                            | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |         282 | NS      | $18296.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                               | S&P Global Inc                                                        | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |         580 | NS      | $194265.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Investec PLC                                 | Investec PLC                                                          | CUSIP: 000000000<br>LEI: 2138007Z3U5GWDN3MY22 | Long             | EC               | CORP              | GB        |       10599 | NS      | $65539.28     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc/The             | Kansai Electric Power Co Inc/The                                      | CUSIP: 000000000<br>LEI: 353800PFUKP5ONPJNZ86 | Long             | EC               | CORP              | JP        |       10200 | NS      | $99012.29     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                               | Eli Lilly & Co                                                        | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |        2048 | NS      | $749240.32    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| NTT FINANCE CORP                             | NTT Finance Corp                                                      | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      825000 | PA      | $729593.36    | 0.28%             | 2026-04-03      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                       | Mercedes-Benz Group AG                                                | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |     1710000 | PA      | $1495946.83   | 0.57%             | 2030-09-10      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| QIAGEN NV                                    | QIAGEN NV                                                             | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |        4097 | NS      | $206195.95    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Henry Schein Inc                             | Henry Schein Inc                                                      | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |        1747 | NS      | $139532.89    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                          | JPMorgan Chase & Co                                                   | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |         971 | NS      | $130211.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                               | Amazon.com Inc                                                        | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |        2709 | NS      | $227556.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD MXN                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-38278.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED JPY / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | JP        |           1 | NC      | $42393.27     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED CNH / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CN        |           1 | NC      | $76428.31     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                       | Mercedes-Benz Group AG                                                | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |      340000 | PA      | $297439.72    | 0.11%             | 2030-09-10      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FNB Corp/PA                                  | FNB Corp/PA                                                           | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |        5492 | NS      | $71670.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED AUD / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | AU        |           1 | NC      | $579.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED HUF / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | HU        |           1 | NC      | $11426.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TopBuild Corp                                | TopBuild Corp                                                         | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |         358 | NS      | $56023.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank/The                    | Toronto-Dominion Bank/The                                             | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |        2973 | NS      | $192531.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED AUD / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | AU        |           1 | NC      | $2970.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                       | Motorola Solutions Inc                                                | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |        1777 | NS      | $457950.67    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp                              | Fair Isaac Corp                                                       | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |          62 | NS      | $37111.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                  | Hologic Inc                                                           | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |        1269 | NS      | $94933.89     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp              | Old Republic International Corp                                       | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |        3375 | NS      | $81506.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BONOS DE TESORERIA                           | Peru Government Bond                                                  | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     6695000 | PA      | $1549921.37   | 0.59%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                      | Bristol-Myers Squibb Co                                               | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |        9202 | NS      | $662083.90    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED SEK / SOLD USD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |           1 | NC      | $9440.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED CAD / SOLD USD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |           1 | NC      | $-2383.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Express Co                          | American Express Co                                                   | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |         127 | NS      | $18764.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED USD / SOLD AUD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-20849.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                       | Mercedes-Benz Group AG                                                | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |         593 | NS      | $38914.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                         | National Fuel Gas Co                                                  | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |        8215 | NS      | $520009.50    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED RON / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | RO        |           1 | NC      | $26055.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp                | Element Fleet Management Corp                                         | CUSIP: 286181201<br>LEI: 5493000PGBS1C22ELQ16 | Long             | EC               | CORP              | CA        |        5389 | NS      | $73432.09     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc             | American International Group Inc                                      | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |        1411 | NS      | $89231.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AGL Energy Ltd                               | AGL Energy Ltd                                                        | CUSIP: 000000000<br>LEI: 549300QAZ8A74DEDXO80 | Long             | EC               | CORP              | AU        |        6911 | NS      | $37945.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED GBP / SOLD USD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $-7803.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                               | Loblaw Cos Ltd                                                        | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |        7950 | NS      | $702935.01    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD CAD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-1041.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA           | Banco Bilbao Vizcaya Argentaria SA                                    | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |        6974 | NS      | $42114.43     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Panama                           | Panama Government International Bond                                  | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     1085000 | PA      | $1023833.13   | 0.39%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                          | Gilead Sciences Inc                                                   | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |        9002 | NS      | $772821.70    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercer International Inc                     | Mercer International Inc                                              | CUSIP: 588056101<br>LEI: 549300Z5IAG39VRTY874 | Long             | EC               | CORP              | US        |        6123 | NS      | $71271.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOVT OF BERMUDA                              | Bermuda Government International Bond                                 | CUSIP: 085209AG9<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |     2865000 | PA      | $2406241.88   | 0.91%             | 2030-08-20      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                            | HSBC Holdings PLC                                                     | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |       30907 | NS      | $192750.55    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                | AIA Group Ltd                                                         | CUSIP: 001317205<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |        2736 | NS      | $121560.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-20

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

**Signature:** Christopher Snively

**Name of Signer:** Christopher Snively

**Title:** Chief Financial Officer and Treasurer