# EDGAR Filing Document

**Accession Number:** 0000013386
**File Stem:** 0001145549-25-046964
**Filing Date:** 2025-7
**Character Count:** 536492
**Document Hash:** ebf7db6a994b9a958f7e765fa57db20d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-046964.hdr.sgml**: 20250722

**ACCESSION NUMBER**: 0001145549-25-046964

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250722

**DATE AS OF CHANGE**: 20250722

**PERIOD START**: 20251130

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-00001
- **FILM NUMBER:** 251139110

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Warrendale

  - **State:** PA

  - **Foreign country:** US

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

  - **Telephone number:** 8003417400

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-05-31

**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:** $270136975.05

**Total Liabilities:** $869998.72

**Net Assets:** $269266976.33

**Cash Not Reported:** $1555603.76

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -75.356060000000 | **1-Year:** -1093.233591000000 | **5-Year:** -3197.179087000000 | **10-Year:** -2872.922798000000 | **30-Year:** -1436.354770000000

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

- **3-Month:** -1.743662000000 | **1-Year:** -33.886269000000 | **5-Year:** 54.738439000000 | **10-Year:** -114.897638000000 | **30-Year:** -147.579277000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000024797 | -2.69%               | 1.05%                | 3.32%                |
| Class ID C000024799 | -2.79%               | 0.99%                | 3.24%                |
| Class ID C000024800 | -2.72%               | 1.01%                | 3.30%                |
| Class ID C000077842 | -2.65%               | 1.04%                | 3.34%                |
| Class ID C000170844 | -2.67%               | 1.05%                | 3.36%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $448233.59               | $-8195202.17                               |
| Month 2  | $-158322.09              | $2173612.79                                |
| Month 3  | $516022.05               | $7826774.79                                |

**Designated Index Information**

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

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

### Schedule of Portfolio Investments

| Name                                                                     | Title                                                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Agios Pharmaceuticals Inc                                                | Agios Pharmaceuticals Inc                                                                                        | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |       603 | NS      | $19350.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc                                              | Asbury Automotive Group Inc                                                                                      | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |        68 | NS      | $15497.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp                                                           | Atlassian Corp                                                                                                   | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |      2380 | NS      | $494159.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp                                                         | Black Hills Corp                                                                                                 | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |        64 | NS      | $3742.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                                                         | Boise Cascade Co                                                                                                 | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |       219 | NS      | $19026.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                                                  | Bristol-Myers Squibb Co                                                                                          | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     13151 | NS      | $634930.28    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Renewable Corp                                                | Brookfield Renewable Corp                                                                                        | CUSIP: 11285B108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      4122 | NS      | $121345.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs' Warehouse Inc/The                                                 | Chefs' Warehouse Inc/The                                                                                         | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |        48 | NS      | $3061.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Secure Inc                                                         | Clear Secure Inc                                                                                                 | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       298 | NS      | $7375.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                                                         | Coca-Cola Co/The                                                                                                 | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |       668 | NS      | $48162.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED USD / SOLD JPY                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $25611.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                  | PURCHASED EGP / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | EG        |         1 | NC      | $230.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole CIB                                                      | PURCHASED USD / SOLD AUD                                                                                         | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | US        |         1 | NC      | $-2508.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                                  | PURCHASED SGD / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | SG        |         1 | NC      | $10.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federated Core Trust - Federated Bank Loan Core Fund                     | FEDERATED CORE TR FEDERATED BANK LOAN CORE FUND                                                                  | CUSIP: 31409N804<br>LEI: 549300FJK5JF0KIC2N83 | Long             | EC               | RF                | US        |    159469 | NS      | $1369842.41   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| First Busey Corp                                                         | First Busey Corp                                                                                                 | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |       703 | NS      | $15550.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                                                              | Gentex Corp                                                                                                      | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |      1409 | NS      | $30392.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Healthcare REIT Inc                                             | American Healthcare REIT Inc                                                                                     | CUSIP: 398182303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       689 | NS      | $24073.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hingham Institution For Savings The                                      | Hingham Institution For Savings The                                                                              | CUSIP: 433323102<br>LEI: 2549009GDCGUR2T6KU55 | Long             | EC               | CORP              | US        |         2 | NS      | $484.82       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Bancorp Inc/IN                                                   | Horizon Bancorp Inc/IN                                                                                           | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |      1125 | NS      | $16695.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Keros Therapeutics Inc                                                   | Keros Therapeutics Inc                                                                                           | CUSIP: 492327101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1129 | NS      | $15975.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                                                     | Lockheed Martin Corp                                                                                             | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      1386 | NS      | $668578.68    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                                           | Merck & Co Inc                                                                                                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     10091 | NS      | $775392.44    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc                                                   | Mueller Industries Inc                                                                                           | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |       363 | NS      | $28266.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Student Loan Trust                                               | Navient Student Loan Trust                                                                                       | CUSIP: 63942KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    174228 | PA      | $156200.10    | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ORL TRUST                                                                | ORL Trust 2024-GLKS                                                                                              | CUSIP: 67120DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $149437.37    | 0.06%             | 2039-12-15      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| RB Global Inc                                                            | RB Global Inc                                                                                                    | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |      2409 | NS      | $253810.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Real Brokerage Inc/The                                                   | Real Brokerage Inc/The                                                                                           | CUSIP: 75585H206<br>LEI: 254900X7DGVQ8SUIC387 | Long             | EC               | CORP              | CA        |      3383 | NS      | $13937.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                   | Santander Drive Auto Receivables Trust 2023-1                                                                    | CUSIP: 80287GAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $301691.90    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinclair Inc                                                             | Sinclair Inc                                                                                                     | CUSIP: 829242106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       528 | NS      | $7407.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp                                                        | SITE Centers Corp                                                                                                | CUSIP: 82981J851<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               |  | US        |       262 | NS      | $3123.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOVUS FINANCIAL CORP                                                   | Synovus Financial Corp                                                                                           | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96276.32     | 0.04%             | 2030-11-01      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Tesla Inc                                                                | Tesla Inc                                                                                                        | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      4322 | NS      | $1497400.12   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp                                                       | UMB Financial Corp                                                                                               | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |       206 | NS      | $21242.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                                                               | US Bancorp                                                                                                       | CUSIP: 91159HJA9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    300000 | PA      | $255688.80    | 0.09%             | 2030-07-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                              | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     25000 | PA      | $20271.51     | 0.01%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd                                                       | Qantas Airways Ltd                                                                                               | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |         1 | NS      | $6.84         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Scentre Group                                                            | Scentre Group                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |     31009 | NS      | $73343.11     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Treasury Wine Estates Ltd                                                | Treasury Wine Estates Ltd                                                                                        | CUSIP: 000000000<br>LEI: 529900LVOPJGAX6ILK66 | Long             | EC               | CORP              | AU        |         1 | NS      | $5.45         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Teekay Tankers Ltd                                                       | Teekay Tankers Ltd                                                                                               | CUSIP: 000000000<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               | CORP              | BM        |        71 | NS      | $3137.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BYD Co Ltd                                                               | BYD Co Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 5299005557VL7ULJ7A69 | Long             | EC               | CORP              | CN        |      4000 | NS      | $198474.63    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Cambricon Technologies Corp Ltd                                          | Cambricon Technologies Corp Ltd                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |        66 | NS      | $5538.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                                 | Bundesrepublik Deutschland Bundesanleihe                                                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    450000 | PA      | $606938.05    | 0.23%             | 2034-07-04      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                      | Deutsche Telekom AG                                                                                              | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |      7582 | NS      | $286967.36    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortum Oyj                                                               | Fortum Oyj                                                                                                       | CUSIP: 000000000<br>LEI: 635400IUIZZIUJSAMF76 | Long             | EC               | CORP              | FI        |       927 | NS      | $16004.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Aviation SA                                                     | Dassault Aviation SA                                                                                             | CUSIP: 000000000<br>LEI: 969500CVFTUT88V8QN95 | Long             | EC               | CORP              | FR        |       610 | NS      | $220940.10    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX PLC                                                                 | RELX PLC                                                                                                         | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |      7616 | NS      | $410660.90    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                                                  | GSK PLC                                                                                                          | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     15854 | NS      | $322916.94    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurobank Ergasias Services and Holdings SA                               | Eurobank Ergasias Services and Holdings SA                                                                       | CUSIP: 000000000<br>LEI: JEUVK5RWVJEN8W0C9M24 | Long             | EC               | CORP              | GR        |      9500 | NS      | $29305.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Linde PLC                                                                | Linde PLC                                                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |        46 | NS      | $21508.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Industries Ltd                                                  | Reliance Industries Ltd                                                                                          | CUSIP: 000000000<br>LEI: 5493003UOETFYRONLG31 | Long             | EC               | CORP              | IN        |      7559 | NS      | $125281.08    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| State Bank of India                                                      | State Bank of India                                                                                              | CUSIP: 000000000<br>LEI: 5493001JZ37UBBZF6L49 | Long             | EC               | CORP              | IN        |         1 | NS      | $9.51         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Apollo Hospitals Enterprise Ltd                                          | Apollo Hospitals Enterprise Ltd                                                                                  | CUSIP: 000000000<br>LEI: 3358005YT7JQCWYLTG43 | Long             | EC               | CORP              | IN        |       256 | NS      | $20602.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Maruti Suzuki India Ltd                                                  | Maruti Suzuki India Ltd                                                                                          | CUSIP: 000000000<br>LEI: 335800D27PBEESKKD357 | Long             | EC               | CORP              | IN        |       784 | NS      | $113061.87    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Advantest Corp                                                           | Advantest Corp                                                                                                   | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |      3300 | NS      | $169119.73    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sompo Holdings Inc                                                       | Sompo Holdings Inc                                                                                               | CUSIP: 000000000<br>LEI: 353800CWW4SRGEYEB512 | Long             | EC               | CORP              | JP        |      8100 | NS      | $247102.67    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui House Ltd                                                        | Sekisui House Ltd                                                                                                | CUSIP: 000000000<br>LEI: 529900GMNDOYQSAJAE76 | Long             | EC               | CORP              | JP        |     10200 | NS      | $231649.22    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Corp                                                          | Mitsubishi Corp                                                                                                  | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |     17800 | NS      | $360131.61    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Hynix Inc                                                             | SK Hynix Inc                                                                                                     | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |      1561 | NS      | $231532.28    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Trip.com Group Ltd                                                       | Trip.com Group Ltd                                                                                               | CUSIP: 000000000<br>LEI: 2549004RMYDSRQL4KW41 | Long             | EC               | CORP              | KY        |      1600 | NS      | $100593.32    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Arca Continental SAB de CV                                               | Arca Continental SAB de CV                                                                                       | CUSIP: 000000000<br>LEI: 254900U2BSJCQHJCXN24 | Long             | EC               | CORP              | MX        |      7872 | NS      | $86650.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Financiero Inbursa SAB de CV                                       | Grupo Financiero Inbursa SAB de CV                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     28425 | NS      | $71663.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Norsk Hydro ASA                                                          | Norsk Hydro ASA                                                                                                  | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |      2907 | NS      | $15916.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gjensidige Forsikring ASA                                                | Gjensidige Forsikring ASA                                                                                        | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6FAO47 | Long             | EC               | CORP              | NO        |       413 | NS      | $10454.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Co RUSAL International PJSC                                       | United Co RUSAL International PJSC                                                                               | CUSIP: 000000000<br>LEI: 213800WNO9IQTTI4PG55 | Long             | EC               | CORP              | RU        |     66277 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Saudi Awwal Bank                                                         | Saudi Awwal Bank                                                                                                 | CUSIP: 000000000<br>LEI: 558600TQS0WENZUC5190 | Long             | EC               | CORP              | SA        |      9855 | NS      | $88463.16     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Elm Co                                                                   | Elm Co                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |       102 | NS      | $27692.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lifco AB                                                                 | Lifco AB                                                                                                         | CUSIP: 000000000<br>LEI: 549300RTLL4VDQRCTW41 | Long             | EC               | CORP              | SE        |       662 | NS      | $27108.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Naspers Ltd                                                              | Naspers Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 21380044BQ8812EEKT59 | Long             | EC               | CORP              | ZA        |        33 | NS      | $9516.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aflac Inc                                                                | Aflac Inc                                                                                                        | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      4938 | NS      | $511280.52    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors Inc                                            | Academy Sports & Outdoors Inc                                                                                    | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       381 | NS      | $15586.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkami Technology Inc                                                    | Alkami Technology Inc                                                                                            | CUSIP: 01644J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       300 | NS      | $8592.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp                                               | Amalgamated Financial Corp                                                                                       | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       580 | NS      | $17527.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Anterix Inc                                                              | Anterix Inc                                                                                                      | CUSIP: 03676C100<br>LEI: 549300QIX2QHFGIEQG40 | Long             | EC               | CORP              | US        |       302 | NS      | $8030.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc                                                               | Atkore Inc                                                                                                       | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |       292 | NS      | $19009.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter Inc                                                         | Badger Meter Inc                                                                                                 | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |       109 | NS      | $27055.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corp                                                             | Balchem Corp                                                                                                     | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |        64 | NS      | $10668.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                                     | Bank of America Corp                                                                                             | CUSIP: 06051GFG9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90438.76     | 0.03%             | 2044-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bristow Group Inc                                                        | Bristow Group Inc                                                                                                | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |       182 | NS      | $5325.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBL & Associates Properties Inc                                          | CBL & Associates Properties Inc                                                                                  | CUSIP: 124830878<br>LEI: 529900EIVFBRS4PUBZ13 | Long             | EC               |  | US        |       161 | NS      | $4058.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp                                                | Carpenter Technology Corp                                                                                        | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |       100 | NS      | $23500.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                                             | Centene Corp                                                                                                     | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      8870 | NS      | $500622.80    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                                             | Chevron Corp                                                                                                     | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6531 | NS      | $892787.70    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                            | Citigroup Inc                                                                                                    | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    115000 | PA      | $101193.56    | 0.04%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust                                          | Citizens Auto Receivables Trust 2024-2                                                                           | CUSIP: 17331XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $302015.97    | 0.11%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Cohu Inc                                                                 | Cohu Inc                                                                                                         | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |       626 | NS      | $10685.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentra Group Holdings Parent Inc                                      | Concentra Group Holdings Parent Inc                                                                              | CUSIP: 20603L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       129 | NS      | $2790.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullinan Therapeutics Inc                                                | Cullinan Therapeutics Inc                                                                                        | CUSIP: 230031106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1628 | NS      | $14074.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytek Biosciences Inc                                                    | Cytek Biosciences Inc                                                                                            | CUSIP: 23285D109<br>LEI: 549300K2J28BOC6FBO89 | Long             | EC               | CORP              | US        |      2220 | NS      | $6149.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollarama Inc                                                            | Dollarama Inc                                                                                                    | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |      1250 | NS      | $160764.38    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED MXN / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | MX        |         1 | NC      | $36330.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED USD / SOLD EUR                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-7785.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                   | PURCHASED PLN / SOLD EUR                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | PL        |         1 | NC      | $4930.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                           | PURCHASED PLN / SOLD EUR                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PL        |         1 | NC      | $4057.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED JPY / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |         1 | NC      | $169.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| eBay Inc                                                                 | eBay Inc                                                                                                         | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       145 | NS      | $10609.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings Inc                                                       | Enact Holdings Inc                                                                                               | CUSIP: 29249E109<br>LEI: 9845003CA5664B741N19 | Long             | EC               | CORP              | US        |       466 | NS      | $16496.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc                                                             | Enbridge Inc                                                                                                     | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |       103 | NS      | $4793.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp                                                          | Fair Isaac Corp                                                                                                  | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |       133 | NS      | $229595.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                           | Fairfax Financial Holdings Ltd                                                                                   | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |       172 | NS      | $292661.32    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 31371GRS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       230 | PA      | $236.61       | 0.00%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                               | CUSIP: 3137HKKW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    240744 | PA      | $239278.32    | 0.09%             | 2055-03-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 31385JRN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1645 | PA      | $1701.00      | 0.00%             | 2032-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                      | Fifth Third Bancorp                                                                                              | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     13517 | NS      | $516214.23    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                                                            | Ford Motor Co                                                                                                    | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      9439 | NS      | $97976.82     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                                             | Fortinet Inc                                                                                                     | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      2860 | NS      | $291090.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent                                           | Frontier Communications Parent Inc                                                                               | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       453 | NS      | $16412.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                                                               | CUSIP: 36202DRH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2437 | PA      | $2508.32      | 0.00%             | 2032-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                        | General Motors Co                                                                                                | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      2313 | NS      | $114747.93    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                   | General Motors Financial Co Inc                                                                                  | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    235000 | PA      | $202645.34    | 0.08%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                              | Goldman Sachs Group Inc/The                                                                                      | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      1427 | NS      | $856842.15    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Great-West Lifeco Inc                                                    | Great-West Lifeco Inc                                                                                            | CUSIP: 39138C106<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               | CORP              | CA        |      5837 | NS      | $221553.78    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Gulfport Energy Corp                                                     | Gulfport Energy Corp                                                                                             | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |       108 | NS      | $20682.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI Group Inc                                                            | HCI Group Inc                                                                                                    | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |        71 | NS      | $11982.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Auto Trust                                                    | Huntington Auto Trust 2024-1                                                                                     | CUSIP: 446144AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $151184.03    | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| IES Holdings Inc                                                         | IES Holdings Inc                                                                                                 | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |        91 | NS      | $23629.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                                               | Korn Ferry                                                                                                       | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |       278 | NS      | $18906.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                                                        | Lam Research Corp                                                                                                | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      9013 | NS      | $728160.27    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Life360 Inc                                                              | Life360 Inc                                                                                                      | CUSIP: 532206109<br>LEI: 254900VO9VDOQBQAHF07 | Long             | EC               | CORP              | US        |       132 | NS      | $8388.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                                                | MGM Resorts International                                                                                        | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |     11797 | NS      | $373375.05    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                                            | McKesson Corp                                                                                                    | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       307 | NS      | $220889.57    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                    | Micron Technology Inc                                                                                            | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40803.94     | 0.02%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MidWestOne Financial Group Inc                                           | MidWestOne Financial Group Inc                                                                                   | CUSIP: 598511103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       590 | NS      | $16962.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONWIDE MUTUAL INSURA                                                 | Nationwide Mutual Insurance Co                                                                                   | CUSIP: 638671AN7<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |     75000 | PA      | $55857.86     | 0.02%             | 2050-04-30      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| NiSource Inc                                                             | NiSource Inc                                                                                                     | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    200000 | PA      | $150091.38    | 0.06%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Okta Inc                                                                 | Okta Inc                                                                                                         | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |      2116 | NS      | $218307.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Onex Corp                                                                | Onex Corp                                                                                                        | CUSIP: 68272K103<br>LEI: 894500LB8PNE5C7CEN88 | Long             | EC               | CORP              | CA        |       202 | NS      | $14994.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America                                                | Packaging Corp of America                                                                                        | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      2723 | NS      | $526001.91    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaptive Biotechnologies Corp                                            | Adaptive Biotechnologies Corp                                                                                    | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |      1830 | NS      | $17421.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc                                                | Palantir Technologies Inc                                                                                        | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      6764 | NS      | $891359.92    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                                                  | Procter & Gamble Co/The                                                                                          | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      6840 | NS      | $1162047.60   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire Co Ltd                                                            | Empire Co Ltd                                                                                                    | CUSIP: 291843407<br>LEI: 549300TX0ZUSTEF7C719 | Long             | EC               | CORP              | CA        |       199 | NS      | $7681.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                            | CUSIP: 31283HS97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       660 | PA      | $687.44       | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                                   | Regions Financial Corp                                                                                           | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86952.72     | 0.03%             | 2030-06-06      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                    | Reynolds American Inc                                                                                            | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188642.64    | 0.07%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                                | CUSIP: 3136BVMZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    239778 | PA      | $239047.62    | 0.09%             | 2054-09-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Greene County Bancorp Inc                                                | Greene County Bancorp Inc                                                                                        | CUSIP: 394357107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         9 | NS      | $195.21       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc                                                              | Rollins Inc                                                                                                      | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |       353 | NS      | $20209.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                                           | ServiceNow Inc                                                                                                   | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       288 | NS      | $291193.92    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LEIDOS INC                                                               | Leidos Inc                                                                                                       | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    300000 | PA      | $259272.25    | 0.10%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                               | Mondelez International Inc                                                                                       | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      8882 | NS      | $599446.18    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group I                                           | PNC Financial Services Group Inc/The                                                                             | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      1634 | NS      | $284005.54    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Weis Markets Inc                                                         | Weis Markets Inc                                                                                                 | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        22 | NS      | $1667.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Co                                                           | SpartanNash Co                                                                                                   | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |        45 | NS      | $875.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure Inc                                              | Sterling Infrastructure Inc                                                                                      | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |       106 | NS      | $19929.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TMX Group Ltd                                                            | TMX Group Ltd                                                                                                    | CUSIP: 87262K105<br>LEI: 549300N65GFVKSHGJW59 | Long             | EC               | CORP              | CA        |         1 | NS      | $40.42        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP                                                     | Targa Resources Corp                                                                                             | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239023.71    | 0.09%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TC Energy Corp                                                           | TC Energy Corp                                                                                                   | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |      3543 | NS      | $179531.62    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems Inc                                           | Telephone and Data Systems Inc                                                                                   | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       344 | NS      | $11819.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenable Holdings Inc                                                     | Tenable Holdings Inc                                                                                             | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |       550 | NS      | $17721.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Auto Lease Trust                                                   | Tesla Auto Lease Trust 2023-A                                                                                    | CUSIP: 88167PAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $200484.61    | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Textron Financial Corp                                                   | Textron Financial Corp                                                                                           | CUSIP: 883199AR2<br>LEI: 4E8B2CNXPE5P5AY03O18 | Long             | DBT              | CORP              | US        |     90000 | PA      | $81071.14     | 0.03%             | 2042-02-15      | Variable      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| Mexico Government International Bonds                                    | Mexico Government International Bond                                                                             | CUSIP: 91086QAS7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     30000 | PA      | $31125.00     | 0.01%             | 2034-09-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    175000 | PA      | $175439.09    | 0.07%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $501424.15    | 0.19%             | 2027-02-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                       | Valero Energy Corp                                                                                               | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      4092 | NS      | $527745.24    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                                              | Walmart Inc                                                                                                      | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      3182 | NS      | $314127.04    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE CONNECTIONS INC                                                    | Waste Connections Inc                                                                                            | CUSIP: 94106BAJ0<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    105000 | PA      | $105926.97    | 0.04%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                              | Workday Inc                                                                                                      | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |      2331 | NS      | $577412.01    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| OMV AG                                                                   | OMV AG                                                                                                           | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |       304 | NS      | $16263.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Computershare Ltd                                                        | Computershare Ltd                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      4618 | NS      | $119689.70    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd                                              | Northern Star Resources Ltd                                                                                      | CUSIP: 000000000<br>LEI: 254900XFXCRYYZAX6M78 | Long             | EC               | CORP              | AU        |      6142 | NS      | $83001.88     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Coles Group Ltd                                                          | Coles Group Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 549300OHQRG2HN8LZ793 | Long             | EC               | CORP              | AU        |      5696 | NS      | $79328.93     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                                      | Kingdom of Belgium Government Bond                                                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    180000 | PA      | $204241.84    | 0.08%             | 2025-06-22      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| KBC Group NV                                                             | KBC Group NV                                                                                                     | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |       475 | NS      | $47080.68     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Pro Medicus Ltd                                                          | Pro Medicus Ltd                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      1511 | NS      | $274531.65    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                           | Commerzbank AG                                                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |      4938 | NS      | $150264.36    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UCB SA                                                                   | UCB SA                                                                                                           | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |       261 | NS      | $47631.42     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kunlun Energy Co Ltd                                                     | Kunlun Energy Co Ltd                                                                                             | CUSIP: 000000000<br>LEI: 5299007GRIKP15GM4927 | Long             | EC               | CORP              | BM        |     36000 | NS      | $35889.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingfisher PLC                                                           | Kingfisher PLC                                                                                                   | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |     10507 | NS      | $39309.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Centrica PLC                                                             | Centrica PLC                                                                                                     | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | EC               | CORP              | GB        |    106379 | NS      | $227477.96    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Signet Jewelers Ltd                                                      | Signet Jewelers Ltd                                                                                              | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | BM        |       174 | NS      | $11583.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                                              | Novartis AG                                                                                                      | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |      5879 | NS      | $682121.18    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| HDFC Bank Ltd                                                            | HDFC Bank Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |      9241 | NS      | $209305.45    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BPER Banca SPA                                                           | BPER Banca SPA                                                                                                   | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | EC               | CORP              | IT        |     14627 | NS      | $129953.39    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                         | Roche Holding AG                                                                                                 | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       827 | NS      | $268181.18    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| China Pacific Insurance Group Co Ltd                                     | China Pacific Insurance Group Co Ltd                                                                             | CUSIP: 000000000<br>LEI: 529900BA5ILEL308WX03 | Long             | EC               | CORP              | CN        |     13800 | NS      | $66053.91     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                                 | Italy Buoni Poliennali Del Tesoro                                                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    480000 | PA      | $503127.21    | 0.19%             | 2032-03-01      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| TIS Inc                                                                  | TIS Inc                                                                                                          | CUSIP: 000000000<br>LEI: 35380064HYEZXBQHDF07 | Long             | EC               | CORP              | JP        |      6500 | NS      | $213713.16    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BYD Co Ltd                                                               | BYD Co Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 5299005557VL7ULJ7A69 | Long             | EC               | CORP              | CN        |      1800 | NS      | $87678.54     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CEZ AS                                                                   | CEZ AS                                                                                                           | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | EC               | CORP              | CZ        |        56 | NS      | $3082.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HMM Co Ltd                                                               | HMM Co Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 988400M8Q35QDZ4XXW80 | Long             | EC               | CORP              | KR        |      5169 | NS      | $79824.24     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hankook Tire & Technology Co Ltd                                         | Hankook Tire & Technology Co Ltd                                                                                 | CUSIP: 000000000<br>LEI: 9884001BIEVM09M7AH02 | Long             | EC               | CORP              | KR        |      1205 | NS      | $33546.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                         | Deutsche Bank AG                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |      1130 | NS      | $31289.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                                                      | Henkel AG & Co KGaA                                                                                              | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |       556 | NS      | $40813.11     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                                        | Wolters Kluwer NV                                                                                                | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |       832 | NS      | $147686.32    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Contact Energy Ltd                                                       | Contact Energy Ltd                                                                                               | CUSIP: 000000000<br>LEI: 549300FT5JOXS1PZ1I32 | Long             | EC               | CORP              | NZ        |      1643 | NS      | $8985.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                                 | Spain Government Bond                                                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    550000 | PA      | $679696.90    | 0.25%             | 2037-01-31      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Neste Oyj                                                                | Neste Oyj                                                                                                        | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | EC               | CORP              | FI        |       875 | NS      | $9384.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Aramco Base Oil Co                                                 | Saudi Aramco Base Oil Co                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |       322 | NS      | $8535.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Investor AB                                                              | Investor AB                                                                                                      | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |         1 | NS      | $29.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Danone SA                                                                | Danone SA                                                                                                        | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |      3496 | NS      | $298668.61    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                                             | Capgemini SE                                                                                                     | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |       392 | NS      | $65138.45     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                         | French Republic Government Bond OAT                                                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    150000 | PA      | $189388.31    | 0.07%             | 2041-04-25      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                                     | French Republic Government Bond OAT                                                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    450000 | PA      | $416425.31    | 0.15%             | 2036-05-25      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                                     | French Republic Government Bond OAT                                                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    300000 | PA      | $276326.55    | 0.10%             | 2039-06-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| FDJ UNITED                                                               | La Francaise des Jeux SAEM                                                                                       | CUSIP: 000000000<br>LEI: 969500R4CLSQFTYYI535 | Long             | EC               | CORP              | FR        |      5861 | NS      | $215256.91    | 0.08%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Imperial Brands PLC                                                      | Imperial Brands PLC                                                                                              | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |      6030 | NS      | $228150.75    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Intertek Group PLC                                                       | Intertek Group PLC                                                                                               | CUSIP: 000000000<br>LEI: 2138003GAT25WW1RN369 | Long             | EC               | CORP              | GB        |       164 | NS      | $10615.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                      | United Kingdom Gilt                                                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    630000 | PA      | $646899.14    | 0.24%             | 2044-01-22      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Aviva PLC                                                                | Aviva PLC                                                                                                        | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |         1 | NS      | $8.26         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Auto Trader Group PLC                                                    | Auto Trader Group PLC                                                                                            | CUSIP: 000000000<br>LEI: 213800QLK9BZILB1DI86 | Long             | EC               | CORP              | GB        |         1 | NS      | $10.72        | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Piraeus Financial Holdings SA                                            | Piraeus Financial Holdings SA                                                                                    | CUSIP: 000000000<br>LEI: M6AD1Y1KW32H8THQ6F76 | Long             | EC               | CORP              | GR        |      3922 | NS      | $26187.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JUMBO SA                                                                 | JUMBO SA                                                                                                         | CUSIP: 000000000<br>LEI: 549300TGIVUUMY40MZ05 | Long             | EC               | CORP              | GR        |       426 | NS      | $13851.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Swire Pacific Ltd                                                        | Swire Pacific Ltd                                                                                                | CUSIP: 000000000<br>LEI: 549300KZOZHII0DGF611 | Long             | EC               | CORP              | HK        |      9500 | NS      | $80713.51     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd                                               | BOC Hong Kong Holdings Ltd                                                                                       | CUSIP: 000000000<br>LEI: 254900JB98W77JDJMW15 | Long             | EC               | CORP              | HK        |     57000 | NS      | $239606.64    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Trane Technologies PLC                                                   | Trane Technologies PLC                                                                                           | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |       905 | NS      | $389394.35    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cimpress PLC                                                             | Cimpress PLC                                                                                                     | CUSIP: 000000000<br>LEI: 549300X1IFD75XISOR81 | Long             | EC               | CORP              | IE        |       232 | NS      | $10268.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Torrent Pharmaceuticals Ltd                                              | Torrent Pharmaceuticals Ltd                                                                                      | CUSIP: 000000000<br>LEI: 335800NA6HK275RIJE13 | Long             | EC               | CORP              | IN        |      1780 | NS      | $65590.36     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Page Industries Ltd                                                      | Page Industries Ltd                                                                                              | CUSIP: 000000000<br>LEI: 335800D6UFCCKUP3KD53 | Long             | EC               | CORP              | IN        |       156 | NS      | $84183.70     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HCL Technologies Ltd                                                     | HCL Technologies Ltd                                                                                             | CUSIP: 000000000<br>LEI: 549300C1F8OLYSOQYB65 | Long             | EC               | CORP              | IN        |      6069 | NS      | $115745.60    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Generali                                                                 | Generali                                                                                                         | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |         1 | NS      | $36.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                                 | Italy Buoni Poliennali Del Tesoro                                                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    600000 | PA      | $735574.11    | 0.27%             | 2028-09-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Glencore PLC                                                             | Glencore PLC                                                                                                     | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |     55266 | NS      | $212365.58    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Solidcore Resources PLC                                                  | Polymetal International PLC                                                                                      | CUSIP: 000000000<br>LEI: 213800JKJ5HJWYS4GR61 | Long             | EC               | CORP              | KZ        |         4 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                                    | Japan Government Thirty Year Bond                                                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  90000000 | PA      | $435392.47    | 0.16%             | 2048-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Hoya Corp                                                                | Hoya Corp                                                                                                        | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |      2500 | NS      | $295278.20    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Marubeni Corp                                                            | Marubeni Corp                                                                                                    | CUSIP: 000000000<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |     14500 | NS      | $293775.22    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| LY Corp                                                                  | LY Corp                                                                                                          | CUSIP: 000000000<br>LEI: 52990078MD2OL792YM35 | Long             | EC               | CORP              | JP        |     31100 | NS      | $112872.68    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Alteogen Inc                                                             | Alteogen Inc                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        48 | NS      | $11424.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Biologics Co Ltd                                                 | Samsung Biologics Co Ltd                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       115 | NS      | $86002.18     | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BeOne Medicines Ltd                                                      | BeiGene Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 549300JFUK6FRD5MH739 | Long             | EC               | CORP              | CH        |       900 | NS      | $17040.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pop Mart International Group Ltd                                         | Pop Mart International Group Ltd                                                                                 | CUSIP: 000000000<br>LEI: 9845000A05E8F937E337 | Long             | EC               | CORP              | KY        |      4200 | NS      | $117338.27    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                                     | Tencent Holdings Ltd                                                                                             | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |     14296 | NS      | $901121.08    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                                   | Koninklijke Philips NV                                                                                           | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |       842 | NS      | $19483.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                                            | AIA Group Ltd                                                                                                    | CUSIP: 00131LAP0<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    160000 | PA      | $160482.22    | 0.06%             | 2033-04-04      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                                                   | Netherlands Government Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |    370000 | PA      | $420261.06    | 0.16%             | 2033-01-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Xero Ltd                                                                 | Xero Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900UG5D8YST164N14 | Long             | EC               | CORP              | NZ        |       698 | NS      | $82887.47     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bladex                                                                   | Banco Latinoamericano de Comercio Exterior SA                                                                    | CUSIP: 000000000<br>LEI: 549300CN3134K4LC0651 | Long             | EC               | CORP              | PA        |       429 | NS      | $17597.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS Group Holdings Ltd                                                   | DBS Group Holdings Ltd                                                                                           | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |     10100 | NS      | $350298.21    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd                                                 | United Overseas Bank Ltd                                                                                         | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |       800 | NS      | $21972.84     | 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        |     22400 | NS      | $281942.14    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortune Electric Co Ltd                                                  | Fortune Electric Co Ltd                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      4200 | NS      | $63386.06     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TSMC                                                                     | Taiwan Semiconductor Manufacturing Co Ltd                                                                        | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     52122 | NS      | $1657391.34   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                                                 | AT&T Inc                                                                                                         | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150410.55    | 0.06%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                           | Air Lease Corp                                                                                                   | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    220000 | PA      | $226515.81    | 0.08%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Applied Industrial Technologie                                           | Applied Industrial Technologies Inc                                                                              | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |       112 | NS      | $25370.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                                             | AutoZone Inc                                                                                                     | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        35 | NS      | $130656.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International Inc                                                | Brinker International Inc                                                                                        | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |       134 | NS      | $23132.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                                                           | CBRE Group Inc                                                                                                   | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      4454 | NS      | $556839.08    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED EUR / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |         1 | NC      | $4582.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRUDENTIAL QMA STRAT VAL-                                                | FEDERATED CORE TR MUTUAL FUND                                                                                    | CUSIP: 31409N887<br>LEI: 254900HYFNGKM5PJOV84 | Long             | EC               | RF                | US        |   2745563 | NS      | $23776573.00  | 8.83%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                                | CUSIP: 36225AQE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        28 | PA      | $28.16        | 0.00%             | 2025-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                       | Grupo Televisa SAB                                                                                               | CUSIP: 40049JBC0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |     70000 | PA      | $54529.86     | 0.02%             | 2046-01-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| IGM Financial Inc                                                        | IGM Financial Inc                                                                                                | CUSIP: 449586106<br>LEI: 254900RYHLVJNTUFDA95 | Long             | EC               | CORP              | CA        |         2 | NS      | $63.85        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications Inc                                               | Iridium Communications Inc                                                                                       | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |       205 | NS      | $5207.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc                                                | L3Harris Technologies Inc                                                                                        | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      2510 | NS      | $613293.40    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                                              | MetLife Inc                                                                                                      | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      7375 | NS      | $579527.50    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Grocers by Vitamin Cottage Inc                                   | Natural Grocers by Vitamin Cottage Inc                                                                           | CUSIP: 63888U108<br>LEI: 529900P4OTXDGBUS3O87 | Long             | EC               | CORP              | US        |        12 | NS      | $585.96       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                                                               | Nucor Corp                                                                                                       | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      3943 | NS      | $431206.48    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PFS Financing Corp.                                                      | PFS Financing Corp                                                                                               | CUSIP: 69335PFY6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $125256.73    | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Preferred Bank/Los Angeles CA                                            | Preferred Bank/Los Angeles CA                                                                                    | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |       196 | NS      | $16387.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc                                                      | Quanta Services Inc                                                                                              | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      1196 | NS      | $409701.76    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co                                                             | SM Energy Co                                                                                                     | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |       489 | NS      | $11452.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc                                                         | SPS Commerce Inc                                                                                                 | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |       147 | NS      | $20691.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                                                             | Sanmina Corp                                                                                                     | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |       274 | NS      | $23205.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $199568.32    | 0.07%             | 2032-03-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Veralto Corp                                                             | Veralto Corp                                                                                                     | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |       457 | NS      | $46170.71     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                                                 | Visa Inc                                                                                                         | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      4541 | NS      | $1658327.79   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| ANZ Group Holdings Ltd                                                   | ANZ Group Holdings Ltd                                                                                           | CUSIP: 000000000<br>LEI: 9845005D9C6BAA10BK72 | Long             | EC               | CORP              | AU        |         1 | NS      | $18.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PetroChina Co Ltd                                                        | PetroChina Co Ltd                                                                                                | CUSIP: 000000000<br>LEI: 529900RPY4YG47TRSV05 | Long             | EC               | CORP              | CN        |     75177 | NS      | $63134.05     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Beiersdorf AG                                                            | Beiersdorf AG                                                                                                    | CUSIP: 000000000<br>LEI: L47NHHI0Z9X22DV46U41 | Long             | EC               | CORP              | DE        |       373 | NS      | $51113.57     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Metso Oyj                                                                | Metso Outotec Oyj                                                                                                | CUSIP: 000000000<br>LEI: 549300R0VN9C371W0E07 | Long             | EC               | CORP              | FI        |      1285 | NS      | $15546.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| L'Oreal SA                                                               | L'Oreal SA                                                                                                       | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |       168 | NS      | $71042.72     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                    | Schneider Electric SE                                                                                            | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |       890 | NS      | $223038.93    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                         | French Republic Government Bond OAT                                                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    300000 | PA      | $334418.45    | 0.12%             | 2027-05-25      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Vodafone Group PLC                                                       | Vodafone Group PLC                                                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |    160475 | NS      | $166722.56    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                                                | Shell PLC                                                                                                        | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     15426 | NS      | $508091.04    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank of Greece SA                                               | National Bank of Greece SA                                                                                       | CUSIP: 000000000<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | EC               | CORP              | GR        |      3208 | NS      | $38290.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cummins India Ltd                                                        | Cummins India Ltd                                                                                                | CUSIP: 000000000<br>LEI: 3358002PR6NKJRU4YS77 | Long             | EC               | CORP              | IN        |      2532 | NS      | $96783.40     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MatsukiyoCocokara & Co                                                   | MatsukiyoCocokara & Co                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11800 | NS      | $239112.41    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| KT&G Corp                                                                | KT&G Corp                                                                                                        | CUSIP: 000000000<br>LEI: 988400ZJV6ISYBLQX875 | Long             | EC               | CORP              | KR        |       472 | NS      | $40997.83     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NU Holdings Ltd/Cayman Islands                                           | NU Holdings Ltd/Cayman Islands                                                                                   | CUSIP: 000000000<br>LEI: 5493002DG1RHWK9W2X27 | Long             | EC               | CORP              | KY        |      1665 | NS      | $19996.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                              | Royal Caribbean Cruises Ltd                                                                                      | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |      3953 | NS      | $1015802.41   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology SA                                                    | Spotify Technology SA                                                                                            | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |      1267 | NS      | $842732.38    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Polska Kasa Opieki SA                                               | Bank Polska Kasa Opieki SA                                                                                       | CUSIP: 000000000<br>LEI: 5493000LKS7B3UTF7H35 | Long             | EC               | CORP              | PL        |      2143 | NS      | $105640.64    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kasikornbank PCL                                                         | Kasikornbank PCL                                                                                                 | CUSIP: 000000000<br>LEI: 5493004COSQ54937AW41 | Long             | EC               | CORP              | TH        |      8200 | NS      | $38478.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yang Ming Marine Transport Corp                                          | Yang Ming Marine Transport Corp                                                                                  | CUSIP: 000000000<br>LEI: 254900WG2ACWNVSP6E13 | Long             | EC               | CORP              | TW        |     25000 | NS      | $65937.77     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nedbank Group Ltd                                                        | Nedbank Group Ltd                                                                                                | CUSIP: 000000000<br>LEI: 3789009E42FA3CB31065 | Long             | EC               | CORP              | ZA        |      6331 | NS      | $90041.17     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cantaloupe Inc                                                           | Cantaloupe Inc                                                                                                   | CUSIP: 138103106<br>LEI: 529900O54DBQQVWO9Q85 | Long             | EC               | CORP              | US        |      1004 | NS      | $8403.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp                                                            | Carnival Corp                                                                                                    | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |     13522 | NS      | $313980.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cenovus Energy Inc                                                       | Cenovus Energy Inc                                                                                               | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |         1 | NS      | $13.17        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Software Inc/Canada                                        | Constellation Software Inc/Canada                                                                                | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |        29 | NS      | $105145.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED EUR / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $168.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED KRW / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | KR        |         1 | NC      | $6.43         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 89bio Inc                                                                | 89bio Inc                                                                                                        | CUSIP: 282559103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2102 | NS      | $20683.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc                                                   | Energizer Holdings Inc                                                                                           | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |       132 | NS      | $3074.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                         | Freddie Mac Multifamily Structured Pass Through Certificates                                                     | CUSIP: 3137HBC51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $204413.46    | 0.08%             | 2030-11-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                                | CUSIP: 36208HSK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       238 | PA      | $241.52       | 0.00%             | 2027-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                  | HCA Inc                                                                                                          | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252317.57    | 0.09%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                 | Host Hotels & Resorts LP                                                                                         | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |     50000 | PA      | $49196.15     | 0.02%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Qualys Inc                                                               | Qualys Inc                                                                                                       | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |       174 | NS      | $24107.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                                                               | US Bancorp                                                                                                       | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258222.51    | 0.10%             | 2034-06-12      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| FERROGLOBE REP + WRNTY INS TRU                                           | FERROGLOBE REP + WRNTY INS TRU NON TRANSFERABLE BENE INT UNIT                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5107 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Barclays Bank PLC                                                        | Long: SPBH1DYN0 CDS USD R V 03MEVENT SPBH1DYN0_PRO CDX / Short: SPBH1DYN0 CDS USD P F  1.00000 SPBH1DYN0_FEE CDX | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | US        |    750000 | OU      | $24075.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Santos Ltd                                                               | Santos Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 5299000RK70B5O2M7077 | Long             | EC               | CORP              | AU        |      9855 | NS      | $41674.59     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ageas SA/NV                                                              | Ageas SA/NV                                                                                                      | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |       308 | NS      | $20099.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleo Brasileiro SA - Petrobras                                       | Petroleo Brasileiro SA                                                                                           | CUSIP: 000000000<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               | CORP              | BR        |     12335 | NS      | $70975.58     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of China Ltd                                                        | Bank of China Ltd                                                                                                | CUSIP: 000000000<br>LEI: 54930053HGCFWVHYZX42 | Long             | EC               | CORP              | CN        |     23500 | NS      | $18021.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hellenic Telecommunications Organization SA                              | Hellenic Telecommunications Organization SA                                                                      | CUSIP: 000000000<br>LEI: ELPUFM0XZRZO4LFXW404 | Long             | EC               | CORP              | GR        |       609 | NS      | $11756.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Poste Italiane SpA                                                       | Poste Italiane SpA                                                                                               | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | EC               | CORP              | IT        |      3151 | NS      | $68427.13     | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| UniCredit SpA                                                            | UniCredit SpA                                                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |      8870 | NS      | $570651.33    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                                               | SAMSUNG ELECTRONICS CO LTD                                                                                       | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     10666 | NS      | $434635.92    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Hansoh Pharmaceutical Group Co Ltd                                       | Hansoh Pharmaceutical Group Co Ltd                                                                               | CUSIP: 000000000<br>LEI: 254900Q6MR00EBXTPF42 | Long             | EC               | CORP              | KY        |     28000 | NS      | $91750.93     | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Tatneft PJSC                                                             | Tatneft PJSC                                                                                                     | CUSIP: 000000000<br>LEI: 253400PAT768SVJMV121 | Long             | EC               | CORP              | RU        |     12123 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Discovery Ltd                                                            | Discovery Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 378900245A26169C8132 | Long             | EC               | CORP              | ZA        |      7058 | NS      | $85875.82     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Acushnet Holdings Corp                                                   | Acushnet Holdings Corp                                                                                           | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |       238 | NS      | $16241.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc                                                 | Agilent Technologies Inc                                                                                         | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      1173 | NS      | $131282.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                                                              | CDW Corp/DE                                                                                                      | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |      2558 | NS      | $461360.88    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Pass-Through Trust                                                   | CVS Pass-Through Trust                                                                                           | CUSIP: 126650AW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21716 | PA      | $21659.38     | 0.01%             | 2027-01-11      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Canada Government Bonds                                                  | Canadian Government Bond                                                                                         | CUSIP: 135087M84<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $142438.88    | 0.05%             | 2027-03-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                               | Capital One Financial Corp                                                                                       | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      7994 | NS      | $1512013.27   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                 | Charter Communications Operating LLC / Charter Communications Operating Capital                                  | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30145.66     | 0.01%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED USD / SOLD EUR                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-28560.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED JPY / SOLD EUR                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |         1 | NC      | $-6076.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                         | Exxon Mobil Corp                                                                                                 | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      8353 | NS      | $854511.90    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 31371HHK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1138 | PA      | $1153.03      | 0.00%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                         | Freddie Mac Multifamily Structured Pass Through Certificates                                                     | CUSIP: 3137HB2X1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $252666.63    | 0.09%             | 2033-10-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 31401XRX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1374 | PA      | $1381.62      | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Standard BioTools Inc                                                    | Standard BioTools Inc                                                                                            | CUSIP: 34385P108<br>LEI: 549300GX8Y96GSB6YP89 | Long             | EC               | CORP              | US        |     11902 | NS      | $12021.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                                                 | Fox Corp                                                                                                         | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      6770 | NS      | $371943.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL Environmental Inc                                                    | GFL Environmental Inc                                                                                            | CUSIP: 36168Q104<br>LEI: 549300FYK4MBXWIVZU26 | Long             | EC               | CORP              | CA        |       585 | NS      | $29566.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                                | CUSIP: 36210AWV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       407 | PA      | $416.02       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                      | Gilead Sciences Inc                                                                                              | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89421.68     | 0.03%             | 2026-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Hertz Global Holdings Inc                                                | Hertz Global Holdings Inc                                                                                        | CUSIP: 42806J700<br>LEI: 549300NBK3K85MH1EX16 | Long             | EC               | CORP              | US        |      1768 | NS      | $11580.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc                                                            | Interface Inc                                                                                                    | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |       777 | NS      | $15609.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LeMaitre Vascular Inc                                                    | LeMaitre Vascular Inc                                                                                            | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |         5 | NS      | $411.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNOX INTERNATIONAL INC                                                 | Lennox International Inc                                                                                         | CUSIP: 526107AF4<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70401.92     | 0.03%             | 2027-08-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                     | Lockheed Martin Corp                                                                                             | CUSIP: 539830BH1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89552.58     | 0.03%             | 2026-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Matson Inc                                                               | Matson Inc                                                                                                       | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |        79 | NS      | $8915.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                           | Morgan Stanley                                                                                                   | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      6244 | NS      | $799419.32    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings Inc                                                     | Palomar Holdings Inc                                                                                             | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |       134 | NS      | $22976.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp                                                     | Pilgrim's Pride Corp                                                                                             | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |      4389 | NS      | $215763.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                                             | QUALCOMM Inc                                                                                                     | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      5273 | NS      | $765639.60    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Rivian Automotive Inc                                                    | Rivian Automotive Inc                                                                                            | CUSIP: 76954A103<br>LEI: 25490004LNKJ84MFYY24 | Long             | EC               | CORP              | US        |      3147 | NS      | $45725.91     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SSR Mining Inc                                                           | SSR Mining Inc                                                                                                   | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | EC               | CORP              | CA        |       976 | NS      | $11546.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP                                                     | Targa Resources Corp                                                                                             | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64018.77     | 0.02%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                    | Uber Technologies Inc                                                                                            | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      9446 | NS      | $794975.36    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1020000 | PA      | $1009802.24   | 0.38%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                 | Wabtec Corp/DE                                                                                                   | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      2886 | NS      | $583895.52    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco do Brasil SA                                                       | Banco do Brasil SA                                                                                               | CUSIP: 000000000<br>LEI: QE0Q0253K88YAGNPE356 | Long             | EC               | CORP              | BR        |     15162 | NS      | $62084.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Swisscom AG                                                              | Swisscom AG                                                                                                      | CUSIP: 000000000<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |        23 | NS      | $15815.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Construction Bank Corp                                             | China Construction Bank Corp                                                                                     | CUSIP: 000000000<br>LEI: 5493001KQW6DM7KEDR62 | Long             | EC               | CORP              | CN        |    198501 | NS      | $177510.56    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                                                 | AT&T Inc                                                                                                         | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    364000 | PA      | $240861.65    | 0.09%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| China Pacific Insurance Group Co Ltd                                     | China Pacific Insurance Group Co Ltd                                                                             | CUSIP: 000000000<br>LEI: 529900BA5ILEL308WX03 | Long             | EC               | CORP              | CN        |     30600 | NS      | $94760.45     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Rockchip Electronics Co Ltd                                              | Rockchip Electronics Co Ltd                                                                                      | CUSIP: 000000000<br>LEI: 8368002HC3QUMAKOPK03 | Long             | EC               | CORP              | CN        |      1000 | NS      | $19971.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aveanna Healthcare Holdings Inc                                          | Aveanna Healthcare Holdings Inc                                                                                  | CUSIP: 05356F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         2 | NS      | $10.66        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueLinx Holdings Inc                                                    | BlueLinx Holdings Inc                                                                                            | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |       132 | NS      | $8833.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                 | Bundesrepublik Deutschland Bundesanleihe                                                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    840000 | PA      | $930076.71    | 0.35%             | 2027-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                                   | SAP SE                                                                                                           | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      2305 | NS      | $696319.75    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                   | Boardwalk Pipelines LP                                                                                           | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    130000 | PA      | $115433.73    | 0.04%             | 2032-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp                                                       | CNX Resources Corp                                                                                               | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |       669 | NS      | $21595.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vonovia SE                                                               | Vonovia SE                                                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | EC               | CORP              | DE        |      1306 | NS      | $42759.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                                   | Spain Government Bond                                                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    100000 | PA      | $99514.94     | 0.04%             | 2046-10-31      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Curbline Properties Corp                                                 | Curbline Properties Corp                                                                                         | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               |  | US        |       127 | NS      | $2881.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                            | CUSIP: 31292G7H3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       240 | PA      | $250.34       | 0.00%             | 2029-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UPM-Kymmene Oyj                                                          | UPM-Kymmene Oyj                                                                                                  | CUSIP: 000000000<br>LEI: 213800EC6PW5VU4J9U64 | Long             | EC               | CORP              | FI        |      1103 | NS      | $30585.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Oyj                                                                | Orion Oyj                                                                                                        | CUSIP: 000000000<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |       224 | NS      | $15216.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sampo Oyj                                                                | Sampo Oyj                                                                                                        | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |      5006 | NS      | $53462.09     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                                                           | Air Liquide SA                                                                                                   | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |       195 | NS      | $40403.74     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                            | CUSIP: 31292GUR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       211 | PA      | $220.24       | 0.00%             | 2028-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federated Core Trust III - Federated Project and Trade Finance Core Fund | FEDERATED CORE TR III FEDERATED PROJ+TRADE FIN CORE                                                              | CUSIP: 31415N103<br>LEI: 549300K79QCJYF3J1472 | Long             | EC               | RF                | US        |    417302 | NS      | $3705640.94   | 1.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Ipsen SA                                                                 | Ipsen SA                                                                                                         | CUSIP: 000000000<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |      1085 | NS      | $127789.86    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                          | AstraZeneca PLC                                                                                                  | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      1845 | NS      | $268205.63    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| First Financial Bancorp                                                  | First Financial Bancorp                                                                                          | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |       803 | NS      | $19400.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                   | General Motors Financial Co Inc                                                                                  | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125345.08    | 0.05%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group PLC                                              | Reckitt Benckiser Group PLC                                                                                      | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |       179 | NS      | $12166.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Richter Gedeon Nyrt                                                      | Richter Gedeon Nyrt                                                                                              | CUSIP: 000000000<br>LEI: 549300J6ZJW5IH4WEE46 | Long             | EC               | CORP              | HU        |       152 | NS      | $4423.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Rakyat Indonesia Persero Tbk PT                                     | Bank Rakyat Indonesia Persero Tbk PT                                                                             | CUSIP: 000000000<br>LEI: 254900HB6S4B12GBNP64 | Long             | EC               | CORP              | ID        |    390400 | NS      | $106254.46    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HDFC Asset Management Co Ltd                                             | HDFC Asset Management Co Ltd                                                                                     | CUSIP: 000000000<br>LEI: 3358002FLK8AK8WSEP31 | Long             | EC               | CORP              | IN        |      1685 | NS      | $94395.55     | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Greenbrier Cos Inc/The                                                   | Greenbrier Cos Inc/The                                                                                           | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |       122 | NS      | $5498.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Huron Consulting Group Inc                                               | Huron Consulting Group Inc                                                                                       | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |       137 | NS      | $19567.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DLF Ltd                                                                  | DLF Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 335800PJLUEOB8914F48 | Long             | EC               | CORP              | IN        |     11170 | NS      | $104037.57    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                                    | Japan Government Twenty Year Bond                                                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 175000000 | PA      | $1189907.57   | 0.44%             | 2035-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                  | Hyundai Capital America                                                                                          | CUSIP: 44891ADH7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194484.13    | 0.07%             | 2031-09-26      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trust                                          | M&T Bank Auto Receivables Trust 2024-1                                                                           | CUSIP: 55286TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100849.74    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co Ltd                                                | Shin-Etsu Chemical Co Ltd                                                                                        | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |      4400 | NS      | $140350.64    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai Nippon Printing Co Ltd                                               | Dai Nippon Printing Co Ltd                                                                                       | CUSIP: 000000000<br>LEI: 529900S7NFNQ4FT6OP83 | Long             | EC               | CORP              | JP        |     10000 | NS      | $147160.82    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Outfront Media Inc                                                       | Outfront Media Inc                                                                                               | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |      1229 | NS      | $20303.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                                                     | Rush Enterprises Inc                                                                                             | CUSIP: 781846308<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |       282 | NS      | $14724.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgestone Corp                                                         | Bridgestone Corp                                                                                                 | CUSIP: 000000000<br>LEI: 549300DHPOF90OYYD780 | Long             | EC               | CORP              | JP        |      5600 | NS      | $240311.95    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Grou                                           | Sumitomo Mitsui Financial Group Inc                                                                              | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |     16300 | NS      | $413658.83    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                    | Southern California Gas Co                                                                                       | CUSIP: 842434DC3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150233.48    | 0.06%             | 2035-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Elme Communities                                                         | Elme Communities                                                                                                 | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               |  | US        |      1112 | NS      | $17858.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LG Uplus Corp                                                            | LG Uplus Corp                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1884 | NS      | $17459.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HD Hyundai Co Ltd                                                        | HD Hyundai Co Ltd                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       193 | NS      | $15628.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WisdomTree Inc                                                           | WisdomTree Inc                                                                                                   | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |      1595 | NS      | $15056.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zymeworks Inc                                                            | Zymeworks Inc                                                                                                    | CUSIP: 98985Y108<br>LEI: 894500AHOYAGYLYZJL67 | Long             | EC               | CORP              | US        |         1 | NS      | $11.43        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xiaomi Corp                                                              | Xiaomi Corp                                                                                                      | CUSIP: 000000000<br>LEI: 2549001ACVFAZRNMKL32 | Long             | EC               | CORP              | KY        |     45200 | NS      | $291876.96    | 0.11%             |  |  |  | Yes           |                  2 | On Loan: No      |
| International Seaways Inc                                                | International Seaways Inc                                                                                        | CUSIP: 000000000<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | MH        |       414 | NS      | $15338.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                   | US 10YR NOTE (CBT)SEP25                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         1 | NC      | $216.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Australia Government Bonds                                               | Australia Government Bond                                                                                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    400000 | PA      | $245571.92    | 0.09%             | 2030-05-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                            | Koninklijke Ahold Delhaize NV                                                                                    | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |      1865 | NS      | $78716.06     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                                              | Equinor ASA                                                                                                      | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |      1732 | NS      | $40579.51     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Re AG                                                              | Swiss Re AG                                                                                                      | CUSIP: 000000000<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |      1592 | NS      | $282444.43    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Rheinmetall AG                                                           | Rheinmetall AG                                                                                                   | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |       193 | NS      | $411115.74    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Yara International ASA                                                   | Yara International ASA                                                                                           | CUSIP: 000000000<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |       342 | NS      | $12261.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Infratil Ltd                                                             | Infratil Ltd                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |      1893 | NS      | $11976.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CD Projekt SA                                                            | CD Projekt SA                                                                                                    | CUSIP: 000000000<br>LEI: 259400TYO5Q8SH8TL437 | Long             | EC               | CORP              | PL        |       284 | NS      | $16836.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Far EasTone Telecommunications Co Ltd                                    | Far EasTone Telecommunications Co Ltd                                                                            | CUSIP: 000000000<br>LEI: 529900L7W7BWDLVZL253 | Long             | EC               | CORP              | TW        |     25000 | NS      | $71682.49     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                                 | Spain Government Bond                                                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    600000 | PA      | $676371.74    | 0.25%             | 2027-04-30      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Orange SA                                                                | Orange SA                                                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |         1 | NS      | $14.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                                     | French Republic Government Bond OAT                                                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    300000 | PA      | $341199.13    | 0.13%             | 2030-05-25      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Sage Group PLC/The                                                       | Sage Group PLC/The                                                                                               | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |      4934 | NS      | $81063.05     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                                | Bank of Ireland Group PLC                                                                                        | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | EC               | CORP              | IE        |      2074 | NS      | $28464.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai-ichi Life Holdings Inc                                               | Dai-ichi Life Holdings Inc                                                                                       | CUSIP: 000000000<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |     23100 | NS      | $178741.98    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Gas Co Ltd                                                         | Tokyo Gas Co Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |       400 | NS      | $13467.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Estate Co Ltd                                                 | Mitsubishi Estate Co Ltd                                                                                         | CUSIP: 000000000<br>LEI: 353800KOFMRGOXSJ5Z65 | Long             | EC               | CORP              | JP        |     12100 | NS      | $220642.00    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Axiata Group Bhd                                                         | Axiata Group Bhd                                                                                                 | CUSIP: 000000000<br>LEI: 254900DM0V7OCPDUUC55 | Long             | EC               | CORP              | MY        |     56500 | NS      | $27215.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronext NV                                                              | Euronext NV                                                                                                      | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | Long             | EC               | CORP              | NL        |       651 | NS      | $106029.93    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Evolution AB                                                             | Evolution AB                                                                                                     | CUSIP: 000000000<br>LEI: 549300SUH6ZR1RF6TA88 | Long             | EC               | CORP              | SE        |      2923 | NS      | $200675.38    | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Standard Bank Group Ltd                                                  | Standard Bank Group Ltd                                                                                          | CUSIP: 000000000<br>LEI: 2549003PEZXUT7MDBU41 | Long             | EC               | CORP              | ZA        |      8765 | NS      | $114142.01    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| OUTsurance Group Ltd                                                     | OUTsurance Group Ltd                                                                                             | CUSIP: 000000000<br>LEI: 984500AC307E8L2D9X52 | Long             | EC               | CORP              | ZA        |     20465 | NS      | $86439.46     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                             | Alphabet Inc                                                                                                     | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      9766 | NS      | $1677212.84   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc                                                              | AmerisourceBergen Corp                                                                                           | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      1944 | NS      | $566170.56    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS BANK NA/RI                                                      | Citizens Bank NA/Providence RI                                                                                   | CUSIP: 17401QAU5<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248349.77    | 0.09%             | 2026-02-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DLLMT LLC                                                                | DLLMT 2023-1 LLC                                                                                                 | CUSIP: 232989AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $177125.68    | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Credit Agricole CIB                                                      | PURCHASED JPY / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | JP        |         1 | NC      | $1162.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enerpac Tool Group Corp                                                  | Enerpac Tool Group Corp                                                                                          | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |       461 | NS      | $19767.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                                 | Ford Credit Auto Owner Trust 2023-REV2                                                                           | CUSIP: 34535CAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $205559.03    | 0.08%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BGC Group Inc                                                            | BGC Group Inc                                                                                                    | CUSIP: 088929104<br>LEI: 2549001IGRCG4F0RLD36 | Long             | EC               | CORP              | US        |      2205 | NS      | $20462.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors                                                           | GMF Floorplan Owner Revolving Trust                                                                              | CUSIP: 361886DG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $200152.17    | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                                | CUSIP: 36225AUH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        91 | PA      | $91.04        | 0.00%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED PLN / SOLD NOK                                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | PL        |         1 | NC      | $-3533.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED CNY / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CN        |         1 | NC      | $-11.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| General Electric Co                                                      | General Electric Co                                                                                              | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      3185 | NS      | $783223.35    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc                                                       | Kontoor Brands Inc                                                                                               | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |       160 | NS      | $10976.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                                                         | NMI Holdings Inc                                                                                                 | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |       519 | NS      | $20614.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                                                               | Stride Inc                                                                                                       | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |       160 | NS      | $24222.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Bancorp Inc/MA                                                | Enterprise Bancorp Inc/MA                                                                                        | CUSIP: 293668109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        13 | NS      | $501.15       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                                | CUSIP: 36208WBG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        80 | PA      | $81.95        | 0.00%             | 2028-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Thomson Reuters Corp                                                     | Thomson Reuters Corp                                                                                             | CUSIP: 884903808<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |      1124 | NS      | $223317.55    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                              | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    125000 | PA      | $111521.98    | 0.04%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES                                        | GreatAmerica Leasing Receivables Funding LLC                                                                     | CUSIP: 39154GAK2<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |    160000 | PA      | $159698.77    | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                   | Motorola Solutions Inc                                                                                           | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      1384 | NS      | $574885.92    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Inflation-Indexed Notes                                                                            | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    152440 | PA      | $153841.57    | 0.06%             | 2029-10-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                        | EURO-SCHATZ FUT JUN25                                                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         2 | NC      | $677.95       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Steelcase Inc                                                            | Steelcase Inc                                                                                                    | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |       229 | NS      | $2360.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                                          | T-Mobile US Inc                                                                                                  | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |       875 | NS      | $211925.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurich Insurance Group AG                                                | ZURICH INSURANCE GROUP AG                                                                                        | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |       592 | NS      | $416996.09    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Zijin Mining Group Co Ltd                                                | Zijin Mining Group Co Ltd                                                                                        | CUSIP: 000000000<br>LEI: 836800JRNL2393Z2I561 | Long             | EC               | CORP              | CN        |      2000 | NS      | $4454.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Teck Resources Ltd                                                       | Teck Resources Ltd                                                                                               | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |         1 | NS      | $37.06        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey Inc                                                             | WP Carey Inc                                                                                                     | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |      3207 | NS      | $201271.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| China CSSC Holdings Ltd                                                  | China CSSC Holdings Ltd                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      8100 | NS      | $34533.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Life Insurance Co Ltd                                              | China Life Insurance Co Ltd                                                                                      | CUSIP: 000000000<br>LEI: 549300J6TFLDXGH6S048 | Long             | EC               | CORP              | CN        |     15400 | NS      | $81961.50     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Wartsila OYJ Abp                                                         | Wartsila OYJ Abp                                                                                                 | CUSIP: 000000000<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |      1040 | NS      | $20859.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                       | Credit Agricole SA                                                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |      4038 | NS      | $73869.97     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                                                 | Engie SA                                                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |      6767 | NS      | $146374.19    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesco PLC                                                                | Tesco PLC                                                                                                        | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |     47454 | NS      | $248217.89    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                                                   | AXA SA                                                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |      7709 | NS      | $363487.50    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitt                                           | LVMH Moet Hennessy Louis Vuitton SE                                                                              | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |       199 | NS      | $108123.73    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharti Airtel Ltd                                                        | Bharti Airtel Ltd                                                                                                | CUSIP: 000000000<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | EC               | CORP              | IN        |      7814 | NS      | $169754.32    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Denko Corp                                                         | Nitto Denko Corp                                                                                                 | CUSIP: 000000000<br>LEI: 3538009GX5P09USH2J25 | Long             | EC               | CORP              | JP        |      9600 | NS      | $174685.75    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Punjab National Bank                                                     | Punjab National Bank                                                                                             | CUSIP: 000000000<br>LEI: 335800LE3GBR6I412V82 | Long             | EC               | CORP              | IN        |     69752 | NS      | $86262.88     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                      | Intesa Sanpaolo SpA                                                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |    114860 | NS      | $641324.06    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Auckland International Airport Ltd                                       | Auckland International Airport Ltd                                                                               | CUSIP: 000000000<br>LEI: 549300HFZIZDJWB7AK60 | Long             | EC               | CORP              | NZ        |      3462 | NS      | $15619.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP SA                                                                   | EDP - Energias de Portugal SA                                                                                    | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | EC               | CORP              | PT        |      6487 | NS      | $25985.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                                       | Honda Motor Co Ltd                                                                                               | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |     28700 | NS      | $292616.33    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Electric Power Corp                                                | Korea Electric Power Corp                                                                                        | CUSIP: 000000000<br>LEI: 988400QG33WS7JEIV602 | Long             | EC               | CORP              | KR        |        74 | NS      | $1629.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Riyad Bank                                                               | Riyad Bank                                                                                                       | CUSIP: 000000000<br>LEI: 54930037RJ782ISGGM71 | Long             | EC               | CORP              | SA        |     11299 | NS      | $87292.22     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Novatek Microelectronics Corp                                            | Novatek Microelectronics Corp                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      6000 | NS      | $102328.49    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Giant Biogene Holding Co ltd                                             | Giant Biogene Holding Co ltd                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      7400 | NS      | $66596.83     | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                          | Telefonaktiebolaget LM Ericsson                                                                                  | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |         1 | NS      | $8.50         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACM Research Inc                                                         | ACM Research Inc                                                                                                 | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               | CORP              | US        |       729 | NS      | $16438.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                                 | AT&T Inc                                                                                                         | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     13335 | NS      | $370713.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGION PLC                                                             | Allegion PLC                                                                                                     | CUSIP: 01748TAB7<br>LEI: 984500560CAC2E6FB757 | Long             | DBT              | CORP              | IE        |    125000 | PA      | $119024.51    | 0.04%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                         | Altria Group Inc                                                                                                 | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     11178 | NS      | $677498.58    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc                                                | American Assets Trust Inc                                                                                        | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               |  | US        |       157 | NS      | $3130.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons Inc/The                                                        | Andersons Inc/The                                                                                                | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |        44 | NS      | $1562.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises Inc                                                   | Apogee Enterprises Inc                                                                                           | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |       220 | NS      | $8503.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                      | Ashtead Capital Inc                                                                                              | CUSIP: 045054AP8<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    315000 | PA      | $267128.66    | 0.10%             | 2031-08-12      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Autodesk Inc                                                             | Autodesk Inc                                                                                                     | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      2131 | NS      | $631031.72    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp                                                              | Avista Corp                                                                                                      | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |       387 | NS      | $14903.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BMO Mortgage Trust                                                       | BMO 2023-5C1 Mortgage Trust                                                                                      | CUSIP: 055986AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $156972.75    | 0.06%             | 2056-08-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Bank                                                                     | BANK 2024-BNK48                                                                                                  | CUSIP: 06541GAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $194367.62    | 0.07%             | 2057-10-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Barrett Business Services Inc                                            | Barrett Business Services Inc                                                                                    | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |        65 | NS      | $2686.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                                             | Broadcom Inc                                                                                                     | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     45000 | PA      | $32572.65     | 0.01%             | 2051-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Cabot Corp                                                               | Cabot Corp                                                                                                       | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |        31 | NS      | $2315.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden National Corp                                                     | Camden National Corp                                                                                             | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |       419 | NS      | $16483.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Natural Resources Ltd                                           | Canadian Natural Resources Ltd                                                                                   | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |      4470 | NS      | $135726.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                                                      | Cardinal Health Inc                                                                                              | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      3813 | NS      | $588879.72    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Biosciences Inc                                                   | Cogent Biosciences Inc                                                                                           | CUSIP: 19240Q201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         2 | NS      | $10.88        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp Inc                                              | Community Trust Bancorp Inc                                                                                      | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       333 | NS      | $16999.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Commvault Systems Inc                                                    | CommVault Systems Inc                                                                                            | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |       152 | NS      | $27838.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC                                                         | Crown Castle Inc                                                                                                 | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    330000 | PA      | $332142.87    | 0.12%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Crown Holdings Inc                                                       | Crown Holdings Inc                                                                                               | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |       542 | NS      | $53387.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                                               | Deere & Co                                                                                                       | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       486 | NS      | $246042.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                  | Dell International LLC / EMC Corp                                                                                | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    229000 | PA      | $231162.17    | 0.09%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED USD / SOLD MXN                                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-60138.64    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                      | PURCHASED EUR / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | XX        |         1 | NC      | $11199.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED USD / SOLD MXN                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-6189.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED JPY / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | JP        |         1 | NC      | $-1208.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED EUR / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |         1 | NC      | $80.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED GBP / SOLD AUD                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $340.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED CHF / SOLD AUD                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CH        |         1 | NC      | $41.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED JPY / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | JP        |         1 | NC      | $5061.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED EUR / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $8395.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                           | PURCHASED TRY / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TR        |         1 | NC      | $74.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED INR / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | IN        |         1 | NC      | $56.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dynatrace Inc                                                            | Dynatrace Inc                                                                                                    | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7762 | NS      | $419225.62    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Entrada Therapeutics Inc                                                 | Entrada Therapeutics Inc                                                                                         | CUSIP: 29384C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1748 | NS      | $13284.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| F&G Annuities & Life Inc                                                 | F&G Annuities & Life Inc                                                                                         | CUSIP: 30190A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       289 | NS      | $9236.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                                                        | Expedia Group Inc                                                                                                | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2619 | NS      | $436718.25    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                                       | Meta Platforms Inc                                                                                               | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      3898 | NS      | $2523916.02   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                         | Freddie Mac Multifamily Structured Pass Through Certificates                                                     | CUSIP: 3137FQXJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $487963.45    | 0.18%             | 2026-10-25      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                               | CUSIP: 3137HKMB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    478204 | PA      | $476754.63    | 0.18%             | 2055-03-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 31385W2D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       643 | PA      | $665.37       | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freshworks Inc                                                           | Freshworks Inc                                                                                                   | CUSIP: 358054104<br>LEI: 254900ULRGCUEIK0K191 | Long             | EC               | CORP              | US        |      1338 | NS      | $20431.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                                                               | CUSIP: 36202DC90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1306 | PA      | $1344.09      | 0.00%             | 2029-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                                                               | CUSIP: 36202DS44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3527 | PA      | $3637.44      | 0.00%             | 2032-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                                | CUSIP: 36209EX49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       639 | PA      | $649.10       | 0.00%             | 2028-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                    | General Dynamics Corp                                                                                            | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      2252 | NS      | $627159.48    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                      | Global Payments Inc                                                                                              | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    270000 | PA      | $234687.46    | 0.09%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Hancock Whitney Corp                                                     | Hancock Whitney Corp                                                                                             | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |       417 | NS      | $22797.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson Inc                                                      | Harley-Davidson Inc                                                                                              | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |      1171 | NS      | $28349.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| iA Financial Corp Inc                                                    | iA Financial Corp Inc                                                                                            | CUSIP: 45075E104<br>LEI: 549300ZXLJVHQAIXV215 | Long             | EC               | CORP              | CA        |      2298 | NS      | $233961.13    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp                                                            | Ingevity Corp                                                                                                    | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |       523 | NS      | $21636.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed Inc                                                               | Insmed Inc                                                                                                       | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |        14 | NS      | $976.22       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intapp Inc                                                               | Intapp Inc                                                                                                       | CUSIP: 45827U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       346 | NS      | $19071.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc                                                         | InterDigital Inc                                                                                                 | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        71 | NS      | $15425.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                                                   | Intuitive Surgical Inc                                                                                           | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       525 | NS      | $289978.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Finance PLC                                                      | Invesco Finance PLC                                                                                              | CUSIP: 46132FAD2<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |    140000 | PA      | $139273.37    | 0.05%             | 2026-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Itron Inc                                                                | Itron Inc                                                                                                        | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |       182 | NS      | $21039.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                                            | Kroger Co/The                                                                                                    | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |       637 | NS      | $43462.51     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Loblaw Cos Ltd                                                           | Loblaw Cos Ltd                                                                                                   | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |      1246 | NS      | $210213.41    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                                                  | MPLX LP                                                                                                          | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79418.15     | 0.03%             | 2027-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                           | MasterCard, Inc. Class A                                                                                         | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       649 | NS      | $380054.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Government Obligations Fund                             | Federated Hermes Government Obligations Fund                                                                     | CUSIP: 608919718<br>LEI: 254900VAJ9169N7JRF45 | Long             | STIV             | RF                | US        |   5276249 | NS      | $5276248.92   | 1.96%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                           | Morgan Stanley                                                                                                   | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     70000 | PA      | $58970.99     | 0.02%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                           | NRG Energy Inc                                                                                                   | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      6064 | NS      | $945377.60    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Navistar Financial Dealer Note Master Trust                              | Navistar Financial Dealer Note Master Owner Trust II                                                             | CUSIP: 63938PBU2<br>LEI: 549300S28N49H5RT4J50 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100325.06    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Navient Student Loan Trust                                               | Navient Private Education Refi Loan Trust 2021-A                                                                 | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     46857 | PA      | $42531.05     | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Northeast Bank                                                           | Northeast Bank                                                                                                   | CUSIP: 66405S100<br>LEI: 549300F0LV9TSW34E306 | Long             | EC               | CORP              | US        |       178 | NS      | $14921.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Novagold Resources Inc                                                   | Novagold Resources Inc                                                                                           | CUSIP: 66987E206<br>LEI: 529900587LVZTJ2BHS60 | Long             | EC               | CORP              | CA        |      4028 | NS      | $14420.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvation Bio Inc                                                         | Nuvation Bio Inc                                                                                                 | CUSIP: 67080N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7200 | NS      | $15264.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ocular Therapeutix Inc                                                   | Ocular Therapeutix Inc                                                                                           | CUSIP: 67576A100<br>LEI: 529900ABAWFXOHSIHG03 | Long             | EC               | CORP              | US        |         2 | NS      | $16.02        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                                              | Oracle Corp                                                                                                      | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $533999.41    | 0.20%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Option Care Health Inc                                                   | Option Care Health Inc                                                                                           | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |       715 | NS      | $23366.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OVINTIV INC                                                              | Ovintiv Inc                                                                                                      | CUSIP: 69047QAD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83223.03     | 0.03%             | 2053-07-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Pan American Silver Corp                                                 | Pan American Silver Corp                                                                                         | CUSIP: 697900108<br>LEI: 549300MKTF5851TYIB83 | Long             | EC               | CORP              | CA        |      8797 | NS      | $214548.47    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global Inc                                                      | Payoneer Global Inc                                                                                              | CUSIP: 70451X104<br>LEI: 984500491C64C70FF033 | Long             | EC               | CORP              | US        |      2215 | NS      | $15084.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp                                                      | Peabody Energy Corp                                                                                              | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |       539 | NS      | $7093.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncor Energy Inc                                                        | Petro-Canada                                                                                                     | CUSIP: 71644EAF9<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $37262.59     | 0.01%             | 2028-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Power Corp of Canada                                                     | Power Corp of Canada                                                                                             | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |      6559 | NS      | $253833.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp                                                   | Primoris Services Corp                                                                                           | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |       276 | NS      | $19902.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PureCycle Technologies Inc                                               | PureCycle Technologies Inc                                                                                       | CUSIP: 74623V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1825 | NS      | $17355.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REV Group Inc                                                            | REV Group Inc                                                                                                    | CUSIP: 749527107<br>LEI: 549300SRD0SIG5ZZ3X20 | Long             | EC               | CORP              | US        |       547 | NS      | $20507.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Relay Therapeutics Inc                                                   | Relay Therapeutics Inc                                                                                           | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4869 | NS      | $14607.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Remitly Global Inc                                                       | Remitly Global Inc                                                                                               | CUSIP: 75960P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        19 | NS      | $405.84       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA RESOLUTE FOREST                                                   | CONTRA RESOLUTE FOREST                                                                                           | CUSIP: 761CVR042<br>LEI: N/A                  | N/A              | DE               |  | US        |       575 | NS      | $816.50       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Royal Bank of Canada                                                     | Royal Bank of Canada                                                                                             | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |      3181 | NS      | $403179.32    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sezzle Inc                                                               | Sezzle Inc                                                                                                       | CUSIP: 78435P105<br>LEI: 9845000CA64541AE3I35 | Long             | EC               | CORP              | US        |       320 | NS      | $34147.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SandRidge Energy Inc                                                     | SandRidge Energy Inc                                                                                             | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |        51 | NS      | $500.31       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Securitized Term Auto Receivables Trust                                  | Securitized Term Auto Receivables Trust                                                                          | CUSIP: 81378RAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |    146537 | PA      | $146761.02    | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                                       | Siemens Funding BV                                                                                               | CUSIP: 82622RAE6<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $200887.50    | 0.07%             | 2035-05-28      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Skyward Specialty Insurance Gr                                           | Skyward Specialty Insurance Group Inc                                                                            | CUSIP: 830940102<br>LEI: 549300GXGXJG0YH4VN21 | Long             | EC               | CORP              | US        |       183 | NS      | $11593.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                                                          | TJX Cos Inc/The                                                                                                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      5795 | NS      | $735385.50    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                                                     | Tri Pointe Homes Inc                                                                                             | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       174 | NS      | $5129.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Inc                                                               | Tanger Factory Outlet Centers Inc                                                                                | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |       627 | NS      | $18684.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc                                                                | TEGNA Inc                                                                                                        | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |      1088 | NS      | $18191.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ubiquiti Inc                                                             | Ubiquiti Inc                                                                                                     | CUSIP: 90353W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       685 | NS      | $270773.65    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                                       | Union Pacific Corp                                                                                               | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      2460 | NS      | $545283.60    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc                                                 | United Natural Foods Inc                                                                                         | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |        79 | NS      | $2415.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                              | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3000 | PA      | $2234.53      | 0.00%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                              | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $134008.17    | 0.05%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $797588.16    | 0.30%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                   | UnitedHealth Group Inc                                                                                           | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       666 | NS      | $201072.06    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc                                                     | Urban Outfitters Inc                                                                                             | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |       137 | NS      | $9576.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc                                                        | Veeva Systems Inc                                                                                                | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      2306 | NS      | $644988.20    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                 | Wisconsin Electric Power Co                                                                                      | CUSIP: 976656CJ5<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    125000 | PA      | $100183.36    | 0.04%             | 2045-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                               | Zoetis Inc                                                                                                       | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      2718 | NS      | $458336.34    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                                           | JPN 10Y BOND(OSE) JUN25                                                                                          | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |         3 | NC      | $3028.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                   | US 5YR NOTE (CBT) SEP25                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        59 | NC      | $18240.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                 | BAC002363 EUR CALL USD PUT                                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    -80000 | OU      | $-910.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brambles Ltd                                                             | Brambles Ltd                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      3840 | NS      | $57391.14     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Origin Energy Ltd                                                        | Origin Energy Ltd                                                                                                | CUSIP: 000000000<br>LEI: ZSN2LWNPYW6ISMRUC664 | Long             | EC               | CORP              | AU        |      6458 | NS      | $45029.25     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| South32 Ltd                                                              | South32 Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 213800LAZNPXSBKVHR17 | Long             | EC               | CORP              | AU        |     54306 | NS      | $106950.95    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                                          | Kingdom of Belgium Government Bond                                                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    600000 | PA      | $611240.27    | 0.23%             | 2033-04-22      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                               | Anheuser-Busch InBev SA/NV                                                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |      1858 | NS      | $131102.93    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Health Information Technology Ltd                                | Alibaba Health Information Technology Ltd                                                                        | CUSIP: 000000000<br>LEI: 529900GE9653COPX1I86 | Long             | EC               | CORP              | BM        |     56000 | NS      | $32052.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Global Ltd                                                       | Liberty Global Ltd                                                                                               | CUSIP: 000000000<br>LEI: 213800HRMKKTYH7SKA24 | Long             | EC               | CORP              | BM        |       300 | NS      | $2889.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| B3 SA - Brasil Bolsa Balcao                                              | B3 SA - Brasil Bolsa Balcao                                                                                      | CUSIP: 000000000<br>LEI: 4GTK5S46E6H318LMDS44 | Long             | EC               | CORP              | BR        |     30505 | NS      | $74402.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BB Seguridade Participacoes SA                                           | BB Seguridade Participacoes SA                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     11670 | NS      | $76534.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BRF SA                                                                   | BRF SA                                                                                                           | CUSIP: 000000000<br>LEI: 254900MTXR9LUVQFU480 | Long             | EC               | CORP              | BR        |     20340 | NS      | $72191.97     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TIM SA/Brazil                                                            | TIM SA/Brazil                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     22961 | NS      | $78242.83     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Prime Site AG                                                      | Swiss Prime Site AG                                                                                              | CUSIP: 000000000<br>LEI: 506700XI9H64OPR34158 | Long             | EC               | CORP              | CH        |        15 | NS      | $2132.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG                                   | Chocoladefabriken Lindt & Spruengli AG                                                                           | CUSIP: 000000000<br>LEI: 529900JYJNNOKKAGK736 | Long             | EC               | CORP              | CH        |         3 | NS      | $48126.12     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd                                                                  | ABB Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |      6896 | NS      | $390232.82    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Logitech International SA                                                | Logitech International SA                                                                                        | CUSIP: 000000000<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |       697 | NS      | $58017.87     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                                              | Cie Financiere Richemont SA                                                                                      | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |      1334 | NS      | $252326.01    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Latam Airlines Group SA                                                  | Latam Airlines Group SA                                                                                          | CUSIP: 000000000<br>LEI: 549300HX3UUDPEFTG707 | Long             | EC               | CORP              | CL        |   1688795 | NS      | $32128.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PetroChina Co Ltd                                                        | PetroChina Co Ltd                                                                                                | CUSIP: 000000000<br>LEI: 529900RPY4YG47TRSV05 | Long             | EC               | CORP              | CN        |     27900 | NS      | $32137.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Agricultural Bank of China Ltd                                           | Agricultural Bank of China Ltd                                                                                   | CUSIP: 000000000<br>LEI: 549300E7TSGLCOVSY746 | Long             | EC               | CORP              | CN        |     78500 | NS      | $60337.44     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hygon Information Technology Co Ltd                                      | Hygon Information Technology Co Ltd                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      1132 | NS      | $21197.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Puma SE                                                                  | Puma SE                                                                                                          | CUSIP: 000000000<br>LEI: 529900GRZ2BQY5ZM9N49 | Long             | EC               | CORP              | DE        |         1 | NS      | $25.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                   | Mercedes-Benz Group AG                                                                                           | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |      4936 | NS      | $294831.02    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens AG                                                               | Siemens AG                                                                                                       | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |      1034 | NS      | $248856.91    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| adidas AG                                                                | adidas AG                                                                                                        | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |       162 | NS      | $40384.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daimler Truck Holding AG                                                 | Daimler Truck Holding AG                                                                                         | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |      4916 | NS      | $213402.36    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                                        | Siemens Energy AG                                                                                                | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |      3997 | NS      | $388440.52    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Healthineers AG                                                  | Siemens Healthineers AG                                                                                          | CUSIP: 000000000<br>LEI: 529900QBVWXMWANH7H45 | Long             | EC               | CORP              | DE        |      3660 | NS      | $193783.19    | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                                 | Spain Government Bond                                                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    640000 | PA      | $709939.37    | 0.26%             | 2030-07-30      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                                       | Banco Santander SA                                                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |     54963 | NS      | $440340.37    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| ACS Actividades de Construccion y Servicios SA                           | ACS Actividades de Construccion y Servicios SA                                                                   | CUSIP: 000000000<br>LEI: 95980020140005558665 | Long             | EC               | CORP              | ES        |       768 | NS      | $50561.71     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Acadia Realty Trust                                                      | Acadia Realty Trust                                                                                              | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               |  | US        |       926 | NS      | $17834.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCE AUTO PARTS                                                       | Advance Auto Parts Inc                                                                                           | CUSIP: 00751YAE6<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    600000 | PA      | $555632.78    | 0.21%             | 2030-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Alexander & Baldwin Inc                                                  | Alexander & Baldwin Inc                                                                                          | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       638 | NS      | $11426.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                                             | Alphabet Inc                                                                                                     | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      7971 | NS      | $1377787.35   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Kesko Oyj                                                                | Kesko Oyj                                                                                                        | CUSIP: 000000000<br>LEI: 743700OX6HSVMCAHPB95 | Long             | EC               | CORP              | FI        |       565 | NS      | $13667.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nokia Oyj                                                                | Nokia Oyj                                                                                                        | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |     11010 | NS      | $57383.31     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| American Express Co                                                      | American Express Co                                                                                              | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      1958 | NS      | $575749.90    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                                                | Apple Inc                                                                                                        | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     26929 | NS      | $5408689.65   | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco PLC                                             | British American Tobacco PLC                                                                                     | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |      7897 | NS      | $355259.30    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays PLC                                                             | Barclays PLC                                                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |    134135 | NS      | $595110.99    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Axos Financial Inc                                                       | Axos Financial Inc                                                                                               | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |       282 | NS      | $19610.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bel Fuse Inc                                                             | Bel Fuse Inc                                                                                                     | CUSIP: 077347300<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |       130 | NS      | $9594.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hikma Pharmaceuticals PLC                                                | Hikma Pharmaceuticals PLC                                                                                        | CUSIP: 000000000<br>LEI: 549300BNS685UXH4JI75 | Long             | EC               | CORP              | GB        |         1 | NS      | $28.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                                                             | Unilever PLC                                                                                                     | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      1890 | NS      | $120373.08    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                      | CDW LLC / CDW Finance Corp                                                                                       | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $242310.05    | 0.09%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Central Garden & Pet Co                                                  | Central Garden & Pet Co                                                                                          | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |       242 | NS      | $7736.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                                                  | Consolidated Edison Inc                                                                                          | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      4333 | NS      | $452755.17    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Inc                                                               | Diodes Inc                                                                                                       | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |       354 | NS      | $15717.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                                        | PURCHASED AUD / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |         1 | NC      | $21815.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED USD / SOLD JPY                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $4975.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid PLC                                                        | National Grid PLC                                                                                                | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |       966 | NS      | $13669.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                      | United Kingdom Gilt                                                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    330000 | PA      | $413030.22    | 0.15%             | 2028-10-22      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED EUR / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $3404.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                 | Electricite de France SA                                                                                         | CUSIP: 268317AU8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    275000 | PA      | $273155.52    | 0.10%             | 2028-09-21      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Land Securities Group PLC                                                | Land Securities Group PLC                                                                                        | CUSIP: 000000000<br>LEI: 213800V8IAVKS37D6B88 | Long             | EC               |  | GB        |      7102 | NS      | $60754.57     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OPAP SA                                                                  | OPAP SA                                                                                                          | CUSIP: 000000000<br>LEI: 213800M4NRGFJCI34834 | Long             | EC               | CORP              | GR        |       683 | NS      | $14711.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CLP Holdings Ltd                                                         | CLP Holdings Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 25490002BUTSMP94GO68 | Long             | EC               | CORP              | HK        |     19500 | NS      | $165327.49    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Guangdong Investment Ltd                                                 | Guangdong Investment Ltd                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      8000 | NS      | $6494.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerry Group PLC                                                          | Kerry Group PLC                                                                                                  | CUSIP: 000000000<br>LEI: 635400TLVVBNXLFHWC59 | Long             | EC               | CORP              | IE        |       309 | NS      | $33687.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Willis Towers Watson PLC                                                 | Willis Towers Watson PLC                                                                                         | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |       408 | NS      | $129152.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                            | CUSIP: 31293FUM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       238 | PA      | $243.97       | 0.00%             | 2028-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                               | CUSIP: 3137HDZQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    208857 | PA      | $208559.65    | 0.08%             | 2054-08-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                       | Johnson Controls International plc                                                                               | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |      6884 | NS      | $697831.08    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Hapoalim BM                                                         | Bank Hapoalim BM                                                                                                 | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |      8090 | NS      | $135527.18    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Pharmaceutical Industries Ltd                                        | Sun Pharmaceutical Industries Ltd                                                                                | CUSIP: 000000000<br>LEI: 335800KJ7GE29LB4SS73 | Long             | EC               | CORP              | IN        |      5486 | NS      | $107334.80    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BSE Ltd                                                                  | BSE Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 335800UOTLCPTZQVDA19 | Long             | EC               | CORP              | IN        |      1047 | NS      | $32803.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                               | CUSIP: 3137HHKT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    233870 | PA      | $233226.75    | 0.09%             | 2054-12-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc/NC                                         | First Citizens BancShares Inc/NC                                                                                 | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |         1 | NS      | $1848.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Indian Oil Corp Ltd                                                      | Indian Oil Corp Ltd                                                                                              | CUSIP: 000000000<br>LEI: 335800J8OBWE4VFUDG88 | Long             | EC               | CORP              | IN        |     41946 | NS      | $69616.67     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharat Electronics Ltd                                                   | Bharat Electronics Ltd                                                                                           | CUSIP: 000000000<br>LEI: 335800HS8AOTM9W1F335 | Long             | EC               | CORP              | IN        |     28109 | NS      | $126584.26    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                                       | Japan Government Twenty Year Bond                                                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  70000000 | PA      | $505515.83    | 0.19%             | 2030-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)                                                    | Japan Government Forty Year Bond                                                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  80000000 | PA      | $268690.36    | 0.10%             | 2059-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                 | Ford Motor Credit Co LLC                                                                                         | CUSIP: 345397E25<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195989.01    | 0.07%             | 2031-03-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Green Brick Partners Inc                                                 | Green Brick Partners Inc                                                                                         | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |       218 | NS      | $12742.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shionogi & Co Ltd                                                        | Shionogi & Co Ltd                                                                                                | CUSIP: 000000000<br>LEI: 35380049VXDTHZI3DY35 | Long             | EC               | CORP              | JP        |     13800 | NS      | $232630.58    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Sony Group Corp                                                          | Sony Group Corp                                                                                                  | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |      5100 | NS      | $135662.26    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Chugai Pharmaceutical Co Ltd                                             | Chugai Pharmaceutical Co Ltd                                                                                     | CUSIP: 000000000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |      1300 | NS      | $68419.77     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujitsu Ltd                                                              | Fujitsu Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |      9100 | NS      | $207870.03    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyster-Yale Inc                                                          | Hyster-Yale Materials Handling Inc                                                                               | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       215 | NS      | $8634.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA ICOSAVAX INC                                                      | CONTRA ICOSAVAX INC                                                                                              | CUSIP: 451CVR021<br>LEI: N/A                  | N/A              | DE               |  | US        |      1947 | NS      | $603.57       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Mitsubishi UFJ Financial Group                                           | Mitsubishi UFJ Financial Group Inc                                                                               | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |      9700 | NS      | $134997.41    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings Inc                                                | Tokio Marine Holdings Inc                                                                                        | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |      2300 | NS      | $96560.60     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Recruit Holdings Co Ltd                                                  | Recruit Holdings Co Ltd                                                                                          | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |      6300 | NS      | $380760.48    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Life Insurance Co Ltd                                            | Samsung Life Insurance Co Ltd                                                                                    | CUSIP: 000000000<br>LEI: 988400VYE6E0WYSM4S92 | Long             | EC               | CORP              | KR        |       257 | NS      | $18395.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVER Corp                                                               | NAVER Corp                                                                                                       | CUSIP: 000000000<br>LEI: 988400ULUQYDB2HQYJ61 | Long             | EC               | CORP              | KR        |       100 | NS      | $13576.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HD Hyundai Electric Co Ltd                                               | HD Hyundai Electric Co Ltd                                                                                       | CUSIP: 000000000<br>LEI: 988400CSDKM9UHLHGB91 | Long             | EC               | CORP              | KR        |        49 | NS      | $13468.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Square Co Ltd                                                         | SK Square Co Ltd                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1423 | NS      | $118479.57    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                | Alibaba Group Holding Ltd                                                                                        | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |     37808 | NS      | $541582.48    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Lucid Group Inc                                                          | Lucid Group Inc                                                                                                  | CUSIP: 549498103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10433 | NS      | $23265.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Maplebear Inc                                                            | Maplebear Inc                                                                                                    | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8073 | NS      | $368693.91    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bilibili Inc                                                             | Bilibili Inc                                                                                                     | CUSIP: 000000000<br>LEI: 5493008V60M52L3PIS45 | Long             | EC               | CORP              | KY        |      4580 | NS      | $84288.34     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Geely Automobile Holdings Ltd                                            | Geely Automobile Holdings Ltd                                                                                    | CUSIP: 000000000<br>LEI: 549300YS3T1KVQ2SNI84 | Long             | EC               | CORP              | KY        |      6000 | NS      | $13377.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JD Health International Inc                                              | JD Health International Inc                                                                                      | CUSIP: 000000000<br>LEI: 254900OM3MAXYK8PCC84 | Long             | EC               | CORP              | KY        |      7200 | NS      | $36875.09     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| XP Inc                                                                   | XP Inc                                                                                                           | CUSIP: 000000000<br>LEI: 5493008KDA8NBZRJST80 | Long             | EC               | CORP              | KY        |      5107 | NS      | $98871.52     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc                                                | Merit Medical Systems Inc                                                                                        | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |        77 | NS      | $7317.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp/IN                                                  | Old National Bancorp/IN                                                                                          | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |      1184 | NS      | $24698.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Safe Bulkers Inc                                                         | Safe Bulkers Inc                                                                                                 | CUSIP: 000000000<br>LEI: 549300V6ZM2HJJYQQO85 | Long             | EC               | CORP              | MH        |         2 | NS      | $7.60         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gruma SAB de CV                                                          | Gruma SAB de CV                                                                                                  | CUSIP: 000000000<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | EC               | CORP              | MX        |      4424 | NS      | $83240.81     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Text Corp                                                           | Open Text Corp                                                                                                   | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | CA        |         1 | NS      | $28.32        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp                                                          | Otter Tail Corp                                                                                                  | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       241 | NS      | $18600.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Malayan Banking Bhd                                                      | Malayan Banking Bhd                                                                                              | CUSIP: 000000000<br>LEI: 5493004OT3TOY404V310 | Long             | EC               | CORP              | MY        |     40300 | NS      | $92334.85     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Bank Bhd                                                          | Public Bank Bhd                                                                                                  | CUSIP: 000000000<br>LEI: 549300L2RSQCVMOHGM20 | Long             | EC               | CORP              | MY        |     84300 | NS      | $85369.21     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                       | Koninklijke KPN NV                                                                                               | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |     13674 | NS      | $64308.98     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Airbus SE                                                                | Airbus SE                                                                                                        | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |       109 | NS      | $20075.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                                             | Netherlands Government Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     80000 | PA      | $99581.25     | 0.04%             | 2042-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Netherlands Government Bonds                                             | Netherlands Government Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     60000 | PA      | $64956.92     | 0.02%             | 2047-01-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| EXOR NV                                                                  | EXOR NV                                                                                                          | CUSIP: 000000000<br>LEI: 5493002ENHZ6NYET7405 | Long             | EC               | CORP              | NL        |       677 | NS      | $65213.51     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosus NV                                                                | Prosus NV                                                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |      3270 | NS      | $168134.55    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Universal Music Group NV                                                 | Universal Music Group NV                                                                                         | CUSIP: 000000000<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | EC               | CORP              | NL        |       646 | NS      | $20637.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                             | DNB Bank ASA                                                                                                     | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |      1851 | NS      | $49551.83     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Biosciences of California Inc                                    | Pacific Biosciences of California Inc                                                                            | CUSIP: 69404D108<br>LEI: 529900F1BWRE1M0KZN89 | Long             | EC               | CORP              | US        |     14469 | NS      | $13943.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare Inc                                         | Prestige Consumer Healthcare Inc                                                                                 | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        19 | NS      | $1627.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank & Trust Co                                             | Metropolitan Bank & Trust Co                                                                                     | CUSIP: 000000000<br>LEI: 549300SQYI82RVWFN715 | Long             | EC               | CORP              | PH        |     48910 | NS      | $64492.05     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Galp Energia SGPS SA                                                     | Galp Energia SGPS SA                                                                                             | CUSIP: 000000000<br>LEI: 2138003319Y7NM75FG53 | Long             | EC               | CORP              | PT        |       863 | NS      | $13785.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QuantumScape Corp                                                        | QuantumScape Corp                                                                                                | CUSIP: 74767V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6165 | NS      | $24660.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Province of Quebec                                                       | Province of Quebec Canada                                                                                        | CUSIP: 74815HCD2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     50000 | PA      | $51042.44     | 0.02%             | 2026-03-10      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| Jeronimo Martins SGPS SA                                                 | Jeronimo Martins SGPS SA                                                                                         | CUSIP: 000000000<br>LEI: 259400A8SZP10GB5IB19 | Long             | EC               | CORP              | PT        |       586 | NS      | $14687.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Polyus PJSC                                                              | Polyus PJSC                                                                                                      | CUSIP: 000000000<br>LEI: 549300FUXVT7TF6ZKV71 | Long             | EC               | CORP              | RU        |      2740 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Shopify Inc                                                              | Shopify Inc                                                                                                      | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |      4199 | NS      | $448676.62    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                                                | Taylor Morrison Home Corp                                                                                        | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |       410 | NS      | $23074.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                                                  | UDR Inc                                                                                                          | CUSIP: 90265EAL4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    140000 | PA      | $137251.75    | 0.05%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| American Coastal Insurance Corp                                          | American Coastal Insurance Corp                                                                                  | CUSIP: 910710102<br>LEI: 5299002P9105LJQA8G51 | Long             | EC               | CORP              | US        |        86 | NS      | $928.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                              | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    515000 | PA      | $480325.51    | 0.18%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    375000 | PA      | $375813.23    | 0.14%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $99317.64     | 0.04%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Velocity Financial Inc                                                   | Velocity Financial Inc                                                                                           | CUSIP: 92262D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        50 | NS      | $837.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Village Super Market Inc                                                 | Village Super Market Inc                                                                                         | CUSIP: 927107409<br>LEI: 25490069686XCNNEMQ07 | Long             | EC               | CORP              | US        |        12 | NS      | $462.96       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                                                 | Visa Inc                                                                                                         | CUSIP: 92826CAD4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129163.90    | 0.05%             | 2025-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Al Rajhi Bank                                                            | Al Rajhi Bank                                                                                                    | CUSIP: 000000000<br>LEI: 558600BQZS4Y1DTU8589 | Long             | EC               | CORP              | SA        |      6081 | NS      | $147959.88    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Arabian Internet & Communications Services Co                            | Arabian Internet & Communications Services Co                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |       857 | NS      | $59752.62     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Zoom Communications Inc                                                  | Zoom Video Communications Inc                                                                                    | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |      6613 | NS      | $537306.25    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                   | US ULTRA BOND CBT SEP25                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         2 | NC      | $1838.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                         | Skandinaviska Enskilda Banken AB                                                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EC               | CORP              | SE        |         1 | NS      | $16.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                                           | Atlas Copco AB                                                                                                   | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |     17936 | NS      | $255640.12    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Saab AB                                                                  | Saab AB                                                                                                          | CUSIP: 000000000<br>LEI: 549300ZHO4JCQQI13M69 | Long             | EC               | CORP              | SE        |      1755 | NS      | $88893.53     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| True Corp PCL                                                            | True Corp PCL                                                                                                    | CUSIP: 000000000<br>LEI: 894500HQD71STX0DQK07 | Long             | EC               | CORP              | TH        |    115400 | NS      | $43955.88     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BIM Birlesik Magazalar AS                                                | BIM Birlesik Magazalar AS                                                                                        | CUSIP: 000000000<br>LEI: 7890001GCDJQD8DJKE29 | Long             | EC               | CORP              | TR        |      4606 | NS      | $56083.58     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MediaTek Inc                                                             | MediaTek Inc                                                                                                     | CUSIP: 000000000<br>LEI: 254900UEGBK1I4DM4E14 | Long             | EC               | CORP              | TW        |      5000 | NS      | $207302.87    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Evergreen Marine Corp Taiwan Ltd                                         | Evergreen Marine Corp Taiwan Ltd                                                                                 | CUSIP: 000000000<br>LEI: 254900EIJA0A39C5SO15 | Long             | EC               | CORP              | TW        |     11000 | NS      | $89108.21     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Wan Hai Lines Ltd                                                        | Wan Hai Lines Ltd                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      9000 | NS      | $32111.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hua Nan Financial Holdings Co Ltd                                        | Hua Nan Financial Holdings Co Ltd                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     95000 | NS      | $82645.21     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Gold Fields Ltd                                                          | Gold Fields Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 5299003KXIBJQYCBBD72 | Long             | EC               | CORP              | ZA        |      2448 | NS      | $55412.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Verbund AG                                                               | Verbund AG                                                                                                       | CUSIP: 000000000<br>LEI: 5299006UDSEJCTTEJS30 | Long             | EC               | CORP              | AT        |       141 | NS      | $11008.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd                                                  | QBE Insurance Group Ltd                                                                                          | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |         2 | NS      | $29.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstRand Ltd                                                            | FirstRand Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 529900XYOP8CUZU7R671 | Long             | EC               | CORP              | ZA        |      8432 | NS      | $35058.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Stockland                                                                | Stockland                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |     15277 | NS      | $53757.95     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd                                                | Woodside Energy Group Ltd                                                                                        | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |      1448 | NS      | $20721.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of NT Butterfield & Son L                                           | Bank of NT Butterfield & Son Ltd/The                                                                             | CUSIP: 000000000<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | BM        |       449 | NS      | $18929.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WEG SA                                                                   | WEG SA                                                                                                           | CUSIP: 000000000<br>LEI: 254900NKQV127YFRO022 | Long             | EC               | CORP              | BR        |        58 | NS      | $429.46       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander Chile                                                    | Banco Santander Chile                                                                                            | CUSIP: 000000000<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | EC               | CORP              | CL        |   1543651 | NS      | $91967.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COSCO SHIPPING Holdings Co Ltd                                           | COSCO SHIPPING Holdings Co Ltd                                                                                   | CUSIP: 000000000<br>LEI: 3003009XI0QGYYA29S17 | Long             | EC               | CORP              | CN        |     37200 | NS      | $84780.48     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hithink RoyalFlush Information Network Co Ltd                            | Hithink RoyalFlush Information Network Co Ltd                                                                    | CUSIP: 000000000<br>LEI: 300300TIQA4R0NPLQE78 | Long             | EC               | CORP              | CN        |      1600 | NS      | $55042.56     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Michelin                                                                 | Cie Generale des Etablissements Michelin SCA                                                                     | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |      5329 | NS      | $203884.53    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Smiths Group PLC                                                         | Smiths Group PLC                                                                                                 | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |      8653 | NS      | $252040.40    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings PLC                                                 | Rolls-Royce Holdings PLC                                                                                         | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |      9203 | NS      | $107933.93    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| International Game Technology PLC                                        | International Game Technology PLC                                                                                | CUSIP: 000000000<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               | CORP              | GB        |       895 | NS      | $13165.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kotak Mahindra Bank Ltd                                                  | Kotak Mahindra Bank Ltd                                                                                          | CUSIP: 000000000<br>LEI: 335800E6GTTXKHXE2I75 | Long             | EC               | CORP              | IN        |      5154 | NS      | $125143.38    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Aptiv PLC                                                                | Aptiv PLC                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |       812 | NS      | $54249.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Government Ten Year Bonds                                          | Japan Government Ten Year Bond                                                                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  60000000 | PA      | $407939.12    | 0.15%             | 2028-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Idemitsu Kosan Co Ltd                                                    | Idemitsu Kosan Co Ltd                                                                                            | CUSIP: 000000000<br>LEI: 549300P0R46FF6DUA630 | Long             | EC               | CORP              | JP        |      7300 | NS      | $44357.89     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Gas Co Ltd                                                         | Osaka Gas Co Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 353800024KMNOPQRWZ02 | Long             | EC               | CORP              | JP        |      3600 | NS      | $91527.84     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Komatsu Ltd                                                              | Komatsu Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |      7800 | NS      | $237275.22    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ZOZO Inc                                                                 | ZOZO Inc                                                                                                         | CUSIP: 000000000<br>LEI: 549300GC7XPQMZA0OW13 | Long             | EC               | CORP              | JP        |     12400 | NS      | $134470.38    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Corp                                                            | SoftBank Corp                                                                                                    | CUSIP: 000000000<br>LEI: 353800M1YCTS9JRBJ535 | Long             | EC               | CORP              | JP        |    128000 | NS      | $196132.59    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamaha Motor Co Ltd                                                      | Yamaha Motor Co Ltd                                                                                              | CUSIP: 000000000<br>LEI: 3538004LR5NXILJDHY88 | Long             | EC               | CORP              | JP        |     13700 | NS      | $104622.19    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Korean Air Lines Co Ltd                                                  | Korean Air Lines Co Ltd                                                                                          | CUSIP: 000000000<br>LEI: 988400C2UFBF4B660C58 | Long             | EC               | CORP              | KR        |      3978 | NS      | $64620.96     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Costamare Inc                                                            | Costamare Inc                                                                                                    | CUSIP: 000000000<br>LEI: 5299003L6NPTZ25LN818 | Long             | EC               | CORP              | MH        |       771 | NS      | $6607.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Argenx SE                                                                | Argenx SE                                                                                                        | CUSIP: 000000000<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |       125 | NS      | $71651.47     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                              | Aker BP ASA                                                                                                      | CUSIP: 000000000<br>LEI: 549300NFTY73920OYK69 | Long             | EC               | CORP              | NO        |       654 | NS      | $15031.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Severstal PAO                                                            | Severstal PJSC                                                                                                   | CUSIP: 000000000<br>LEI: 213800OKDPTV6K4ONO53 | Long             | EC               | CORP              | RU        |      3401 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Krung Thai Bank PCL                                                      | Krung Thai Bank PCL                                                                                              | CUSIP: 000000000<br>LEI: 54930007ZQMYCRFQGE36 | Long             | EC               | CORP              | TH        |     94500 | NS      | $64033.96     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                                               | Advanced Micro Devices Inc                                                                                       | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      1355 | NS      | $150039.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ALABAMA POWER CO                                                         | Alabama Power Co                                                                                                 | CUSIP: 010392FW3<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    150000 | PA      | $93793.59     | 0.03%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                    | Applied Materials Inc                                                                                            | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      4662 | NS      | $730768.50    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CRA International Inc                                                    | CRA International Inc                                                                                            | CUSIP: 12618T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        91 | NS      | $17294.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN GOVERNMENT                                                      | CANADIAN GOVERNMENT                                                                                              | CUSIP: 135087WL4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    674000 | PA      | $547347.82    | 0.20%             | 2029-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                          | Caterpillar Inc                                                                                                  | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      2214 | NS      | $770538.42    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                                                              | Cintas Corp                                                                                                      | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1500 | NS      | $339750.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CONCENTRIX CORP                                                          | Concentrix Corp                                                                                                  | CUSIP: 20602DAA9<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76351.18     | 0.03%             | 2026-08-02      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Dexcom Inc                                                               | DexCom Inc                                                                                                       | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      7376 | NS      | $632860.80    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED NOK / SOLD PLN                                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | NO        |         1 | NC      | $8456.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED JPY / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | JP        |         1 | NC      | $-10225.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| East West Bancorp Inc                                                    | East West Bancorp Inc                                                                                            | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5806 | NS      | $529507.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Emera US Finance LP                                                      | Emera US Finance LP                                                                                              | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $153466.49    | 0.06%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                              | Exelon Corp                                                                                                      | CUSIP: 30161NAU5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296912.40    | 0.11%             | 2026-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 31374S5U1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        42 | PA      | $43.27        | 0.00%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federated Core Trust - Federated Mortgage Core Portfolio                 | FEDERATED CORE TR MTG CORE PORTFOLIO                                                                             | CUSIP: 31409N200<br>LEI: 254900WC9GWJKY8X3D48 | Long             | EC               | RF                | US        |   1320909 | NS      | $10844660.57  | 4.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae I Pool                                                                                                | CUSIP: 36208YLQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        30 | PA      | $30.84        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                      | GS Mortgage-Backed Securities Trust 2023-PJ1                                                                     | CUSIP: 36267TAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300697 | PA      | $260431.65    | 0.10%             | 2053-02-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                      | Gilead Sciences Inc                                                                                              | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      6775 | NS      | $745792.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Gildan Activewear Inc                                                    | Gildan Activewear Inc                                                                                            | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Long             | EC               | CORP              | CA        |       467 | NS      | $21744.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                                               | AbbVie Inc                                                                                                       | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       922 | NS      | $171593.42    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                    | Camden Property Trust                                                                                            | CUSIP: 133131AZ5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |     70000 | PA      | $64166.83     | 0.02%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                            | PURCHASED USD / SOLD PLN                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-36243.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EverCommerce Inc                                                         | EverCommerce Inc                                                                                                 | CUSIP: 29977X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1171 | NS      | $11721.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                                       | Meta Platforms Inc                                                                                               | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143643.09    | 0.05%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                                 | Penske Truck Leasing Co Lp / PTL Finance Corp                                                                    | CUSIP: 709599BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $184011.06    | 0.07%             | 2028-05-01      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Phinia Inc                                                               | Phinia Inc                                                                                                       | CUSIP: 71880K101<br>LEI: 254900HG6MORZE1FFM18 | Long             | EC               | CORP              | US        |       169 | NS      | $7334.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                                                     | Rush Enterprises Inc                                                                                             | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |       389 | NS      | $19313.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                                | SFS Auto Receivables Securitization Trust 2023-1                                                                 | CUSIP: 78398AAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $178887.37    | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Verve Therapeutics Inc                                                   | Verve Therapeutics Inc                                                                                           | CUSIP: 92539P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2856 | NS      | $12709.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sofina SA                                                                | Sofina SA                                                                                                        | CUSIP: 000000000<br>LEI: 5493000GMVR38VUO5D39 | Long             | EC               | CORP              | BE        |        32 | NS      | $9287.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DSM-Firmenich AG                                                         | DSM-Firmenich AG                                                                                                 | CUSIP: 000000000<br>LEI: 506700G44V67MPM4BI12 | Long             | EC               | CORP              | CH        |        23 | NS      | $2572.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMOC Group Ltd                                                           | CMOC Group Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 2549008KG3638J59U652 | Long             | EC               | CORP              | CN        |     36000 | NS      | $28614.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pandora A/S                                                              | Pandora A/S                                                                                                      | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |      1556 | NS      | $284402.33    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Bollore SE                                                               | Bollore SE                                                                                                       | CUSIP: 000000000<br>LEI: 969500LEKCHH6VV86P94 | Long             | EC               | CORP              | FR        |         1 | NS      | $6.36         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Systemes SE                                                     | Dassault Systemes SE                                                                                             | CUSIP: 000000000<br>LEI: 96950065LBWY0APQIM86 | Long             | EC               | CORP              | FR        |      1365 | NS      | $51172.13     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                        | NatWest Group PLC                                                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |     62847 | NS      | $445881.45    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| MOL Hungarian Oil & Gas PLC                                              | MOL Hungarian Oil & Gas PLC                                                                                      | CUSIP: 000000000<br>LEI: 213800R83KX5FQFGXS67 | Long             | EC               | CORP              | HU        |       446 | NS      | $3857.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CRH PLC                                                                  | CRH PLC                                                                                                          | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |      6198 | NS      | $565009.68    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ICICI Bank Ltd                                                           | ICICI Bank Ltd                                                                                                   | CUSIP: 000000000<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |     15129 | NS      | $256740.51    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| China Feihe Ltd                                                          | China Feihe Ltd                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     62000 | NS      | $48000.59     | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ING Groep NV                                                             | ING Groep NV                                                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |     21875 | NS      | $464224.76    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                            | JDE Peet's NV                                                                                                    | CUSIP: 000000000<br>LEI: 724500EHG519SE5ZRT89 | Long             | EC               | CORP              | NL        |      4240 | NS      | $116629.13    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kongsberg Gruppen ASA                                                    | Kongsberg Gruppen ASA                                                                                            | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ9HK73 | Long             | EC               | CORP              | NO        |       182 | NS      | $32006.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cheng Shin Rubber Industry Co Ltd                                        | Cheng Shin Rubber Industry Co Ltd                                                                                | CUSIP: 000000000<br>LEI: 3003006VZBNKJZLNJ718 | Long             | EC               | CORP              | TW        |     23000 | NS      | $38701.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hon Hai Precision Industry Co Ltd                                        | Hon Hai Precision Industry Co Ltd                                                                                | CUSIP: 000000000<br>LEI: 30030004CM3GSZXX7O56 | Long             | EC               | CORP              | TW        |      8000 | NS      | $40996.83     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FNB CORP                                                                 | FNB Corp/PA                                                                                                      | CUSIP: 000000000<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173187.04    | 0.06%             | 2030-12-11      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| HEICO Corp                                                               | HEICO Corp                                                                                                       | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |      2514 | NS      | $592901.76    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc                                                        | Herc Holdings Inc                                                                                                | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |       151 | NS      | $18724.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HubSpot Inc                                                              | HubSpot Inc                                                                                                      | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |       488 | NS      | $287871.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM                                                                      | International Business Machines Corp                                                                             | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      2407 | NS      | $623557.42    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                                                    | Jackson Financial Inc                                                                                            | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |       299 | NS      | $24491.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                                                 | KLA Corp                                                                                                         | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       923 | NS      | $698600.24    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| KFW                                                                      | Kreditanstalt fuer Wiederaufbau                                                                                  | CUSIP: 500769BN3<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |  30000000 | PA      | $210837.33    | 0.08%             | 2026-02-16      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Lancaster Colony Corp                                                    | Lancaster Colony Corp                                                                                            | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |        45 | NS      | $7533.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                                                    | Lantheus Holdings Inc                                                                                            | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |       226 | NS      | $17076.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T BANK CORPORATION                                                     | M&T Bank Corp                                                                                                    | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58452.12     | 0.02%             | 2036-01-16      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Adtalem Global Education Inc                                             | Adtalem Global Education Inc                                                                                     | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |       196 | NS      | $25877.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                                                  | Marathon Petroleum Corp                                                                                          | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      3786 | NS      | $608561.64    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial Inc                                                   | Pathward Financial Inc                                                                                           | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |       230 | NS      | $17951.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allogene Therapeutics Inc                                                | Allogene Therapeutics Inc                                                                                        | CUSIP: 019770106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9489 | NS      | $11102.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                                                      | Elevance Health Inc                                                                                              | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       453 | NS      | $173879.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mineralys Therapeutics Inc                                               | Mineralys Therapeutics Inc                                                                                       | CUSIP: 603170101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       575 | NS      | $8958.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mission Produce Inc                                                      | Mission Produce Inc                                                                                              | CUSIP: 60510V108<br>LEI: 54930016JOKVFT59L825 | Long             | EC               | CORP              | US        |       135 | NS      | $1509.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arvinas Inc                                                              | Arvinas Inc                                                                                                      | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1714 | NS      | $12340.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                                            | Automatic Data Processing Inc                                                                                    | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      1973 | NS      | $642270.69    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL GRID PLC                                                        | National Grid PLC                                                                                                | CUSIP: 636274AD4<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    105000 | PA      | $108055.06    | 0.04%             | 2028-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                              | Netflix Inc                                                                                                      | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      1457 | NS      | $1758934.11   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTONATION INC                                                           | AutoNation Inc                                                                                                   | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $220934.52    | 0.08%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                | AvalonBay Communities Inc                                                                                        | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               |  | US        |      2525 | NS      | $522094.25    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BMO Mortgage Trust                                                       | BMO 2023-C4 Mortgage Trust                                                                                       | CUSIP: 05610CAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $199343.00    | 0.07%             | 2056-02-15      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| BrightView Holdings Inc                                                  | BrightView Holdings Inc                                                                                          | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |       133 | NS      | $2072.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                                             | Broadcom Inc                                                                                                     | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      6455 | NS      | $1562561.85   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc                                            | CSG Systems International Inc                                                                                    | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |       113 | NS      | $7464.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                                                      | Cal-Maine Foods Inc                                                                                              | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |       227 | NS      | $21776.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus Inc                                                             | Cargurus Inc                                                                                                     | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |       676 | NS      | $21185.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Natural Resources Inc                                               | Core Natural Resources Inc                                                                                       | CUSIP: 218937100<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |       175 | NS      | $12127.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corp                                                              | CorVel Corp                                                                                                      | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       168 | NS      | $18693.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DLLAA LLC                                                                | DLLAA 2025-1 LLC                                                                                                 | CUSIP: 233249AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170000 | PA      | $172652.95    | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Dave Inc                                                                 | Dave Inc                                                                                                         | CUSIP: 23834J201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       176 | NS      | $35344.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED JPY / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | JP        |         1 | NC      | $2820.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                        | PURCHASED PLN / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |         1 | NC      | $13778.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED USD / SOLD EUR                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-2006.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Edgewell Personal Care Co                                                | Edgewell Personal Care Co                                                                                        | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |       175 | NS      | $4833.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                                     | Edison International                                                                                             | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      9579 | NS      | $533071.35    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                            | CUSIP: 31288FB60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       462 | PA      | $479.17       | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                                                               | CUSIP: 3137HJX36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    234456 | PA      | $231056.18    | 0.09%             | 2055-02-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Frontdoor Inc                                                            | Frontdoor Inc                                                                                                    | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |       336 | NS      | $18483.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                   | GE HealthCare Technologies Inc                                                                                   | CUSIP: 36267VAM5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    105000 | PA      | $110880.89    | 0.04%             | 2052-11-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                   | General Motors Financial Co Inc                                                                                  | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146660.05    | 0.05%             | 2031-02-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Independent Bank Corp/MI                                                 | Independent Bank Corp/MI                                                                                         | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       439 | NS      | $13841.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                                               | Intuit Inc                                                                                                       | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      1264 | NS      | $952386.08    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO                                   | JW Trust 2024-BERY                                                                                               | CUSIP: 46676AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $150000.26    | 0.06%             | 2039-11-15      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                                                | Kubota Credit Owner Trust 2023-2                                                                                 | CUSIP: 500945AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $203143.53    | 0.08%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Kulicke & Soffa Industries Inc                                           | Kulicke & Soffa Industries Inc                                                                                   | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |       425 | NS      | $13663.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                                                     | Las Vegas Sands Corp                                                                                             | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |     13594 | NS      | $559529.04    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                                                                | Lear Corp                                                                                                        | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |       351 | NS      | $31737.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty Formula One                                   | Liberty Media Corp-Liberty Formula One                                                                           | CUSIP: 531229755<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5100 | NS      | $492303.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty Formula One                                   | Liberty Media Corp-Liberty Formula One                                                                           | CUSIP: 531229771<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1848 | NS      | $162845.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd                                                        | Steven Madden Ltd                                                                                                | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |       748 | NS      | $18438.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                 | Marsh & McLennan Cos Inc                                                                                         | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      3021 | NS      | $705886.86    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                                           | Microsoft Corp                                                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     12376 | NS      | $5697415.36   | 2.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                 | National Rural Utilities Cooperative Finance Corp                                                                | CUSIP: 637432NK7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138631.19    | 0.05%             | 2046-04-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                   | PNC Financial Services Group Inc/The                                                                             | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205831.48    | 0.08%             | 2029-06-12      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PACS Group Inc                                                           | PACS Group Inc                                                                                                   | CUSIP: 69380Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       293 | NS      | $2906.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pembina Pipeline Corp                                                    | Pembina Pipeline Corp                                                                                            | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |         1 | NS      | $37.48        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Perimeter Solutions Inc                                                  | Perimeter Solutions Inc                                                                                          | CUSIP: 71385M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       619 | NS      | $7471.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REVVITY INC                                                              | PerkinElmer Inc                                                                                                  | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    400000 | PA      | $376174.56    | 0.14%             | 2029-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                              | Phillips 66                                                                                                      | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      3320 | NS      | $376753.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc                                                           | Photronics Inc                                                                                                   | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |       693 | NS      | $11580.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Privia Health Group Inc                                                  | Privia Health Group Inc                                                                                          | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       795 | NS      | $18094.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parks & Resorts Inc                                               | SeaWorld Entertainment Inc                                                                                       | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |       280 | NS      | $12541.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SODEXO INC                                                               | Sodexo Inc                                                                                                       | CUSIP: 833794AD2<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203545.93    | 0.08%             | 2035-08-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Suncor Energy Inc                                                        | Suncor Energy Inc                                                                                                | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |      7732 | NS      | $274889.26    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Inc                                                            | Synaptics Inc                                                                                                    | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |        26 | NS      | $1527.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries Inc                                                      | Thor Industries Inc                                                                                              | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |       391 | NS      | $31745.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries Inc                                                   | Trinity Industries Inc                                                                                           | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |       697 | NS      | $17940.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                              | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $189601.27    | 0.07%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                               | Verizon Communications Inc                                                                                       | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      7827 | NS      | $344074.92    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                                                      | VICI Properties Inc                                                                                              | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |     16784 | NS      | $532220.64    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology Inc                                                    | Vir Biotechnology Inc                                                                                            | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2679 | NS      | $13234.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp                                                   | Webster Financial Corp                                                                                           | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |      2836 | NS      | $145997.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corp                                                    | World Acceptance Corp                                                                                            | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        62 | NS      | $9577.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zscaler Inc                                                              | Zscaler Inc                                                                                                      | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |      2272 | NS      | $626390.40    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Westpac Banking Corp                                                     | Westpac Banking Corp                                                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | EC               | CORP              | AU        |     16794 | NS      | $352384.05    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                                    | Australia Government Bond                                                                                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    350000 | PA      | $222656.72    | 0.08%             | 2027-11-21      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| New Jersey Resources Corp                                                | New Jersey Resources Corp                                                                                        | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |       429 | NS      | $19686.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ozon Holdings PLC                                                        | Ozon Holdings PLC                                                                                                | CUSIP: 69269L104<br>LEI: 213800GXSI7E5V776B13 | Long             | EC               | CORP              | CY        |      1945 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Lotus Bakeries NV                                                        | Lotus Bakeries NV                                                                                                | CUSIP: 000000000<br>LEI: 5493004C0K34IFI67I03 | Long             | EC               | CORP              | BE        |         1 | NS      | $10346.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Groupe Bruxelles Lambert NV                                              | Groupe Bruxelles Lambert NV                                                                                      | CUSIP: 000000000<br>LEI: 549300KV0ZEHT2KVU152 | Long             | EC               | CORP              | BE        |       171 | NS      | $13975.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hamilton Insurance Group Ltd                                             | Hamilton Insurance Group Ltd                                                                                     | CUSIP: 000000000<br>LEI: 549300W92BN1FIEXG871 | Long             | EC               | CORP              | BM        |        21 | NS      | $456.96       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Corp Ltd                                                          | Teekay Corp Ltd                                                                                                  | CUSIP: 000000000<br>LEI: YHKQM2RIPKZYOZ6RVZ46 | Long             | EC               | CORP              | BM        |       100 | NS      | $845.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc                                                         | Radian Group Inc                                                                                                 | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |       284 | NS      | $9698.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Root Inc/OH                                                              | Root Inc/OH                                                                                                      | CUSIP: 77664L207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       100 | NS      | $13099.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caixa Seguridade Participacoes S/A                                       | Caixa Seguridade Participacoes S/A                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     28019 | NS      | $73825.74     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Givaudan SA                                                              | Givaudan SA                                                                                                      | CUSIP: 000000000<br>LEI: 213800SVRMQA1TD91D41 | Long             | EC               | CORP              | CH        |        11 | NS      | $55328.30     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Galderma Group AG                                                        | Galderma Group AG                                                                                                | CUSIP: 000000000<br>LEI: 89450001OK6O8ELQ4584 | Long             | EC               | CORP              | CH        |       216 | NS      | $28457.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aluminum Corp of China Ltd                                               | Aluminum Corp of China Ltd                                                                                       | CUSIP: 000000000<br>LEI: 529900TKZUWQLIQN6T48 | Long             | EC               | CORP              | CN        |     40000 | NS      | $23128.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PING AN                                                                  | Ping An Insurance Group Co of China Ltd                                                                          | CUSIP: 000000000<br>LEI: 529900M9MC28JLN35U89 | Long             | EC               | CORP              | CN        |      5500 | NS      | $32136.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Postal Savings Bank of China Co Ltd                                      | Postal Savings Bank of China Co Ltd                                                                              | CUSIP: 000000000<br>LEI: 300300C1040311005298 | Long             | EC               | CORP              | CN        |     73000 | NS      | $47314.54     | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                                  | Santander Bank Auto Credit-Linked Notes Series 2023-A                                                            | CUSIP: 80290CBV5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     36581 | PA      | $36752.63     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Simon Property Group Inc                                                 | Simon Property Group Inc                                                                                         | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      3618 | NS      | $589987.26    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Moneta Money Bank AS                                                     | Moneta Money Bank AS                                                                                             | CUSIP: 000000000<br>LEI: I6USJ58BDV2BO5KP3C31 | Long             | EC               | CORP              | CZ        |        88 | NS      | $574.32       | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Allianz SE                                                               | Allianz SE                                                                                                       | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |      1128 | NS      | $446948.32    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| E.ON SE                                                                  | E.ON SE                                                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |      6369 | NS      | $111634.28    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                                         | Novo Nordisk A/S                                                                                                 | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      7000 | NS      | $489264.29    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP Renovaveis SA                                                        | EDP Renovaveis SA                                                                                                | CUSIP: 000000000<br>LEI: 529900MUFAH07Q1TAX06 | Long             | EC               | CORP              | ES        |       652 | NS      | $6553.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                             | CaixaBank SA                                                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |     17997 | NS      | $153488.58    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| AES Corp/The                                                             | AES Corp                                                                                                         | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |      3202 | NS      | $32308.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                                                                | Safran SA                                                                                                        | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |      1520 | NS      | $451490.35    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrefour SA                                                             | Carrefour SA                                                                                                     | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |         1 | NS      | $14.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                      | Abbott Laboratories                                                                                              | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      6845 | NS      | $914355.10    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc                                                        | ACI Worldwide Inc                                                                                                | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |       152 | NS      | $7031.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bouygues SA                                                              | Bouygues SA                                                                                                      | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |      5060 | NS      | $220629.45    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Klepierre SA                                                             | Klepierre SA                                                                                                     | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               |  | FR        |       917 | NS      | $35922.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Canada                                                               | Air Canada                                                                                                       | CUSIP: 008911877<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | EC               | CORP              | CA        |         1 | NS      | $13.99        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences Inc                                                    | Arcus Biosciences Inc                                                                                            | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1862 | NS      | $16627.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Next PLC                                                                 | Next PLC                                                                                                         | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |       267 | NS      | $46309.91     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Experian PLC                                                             | Experian PLC                                                                                                     | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | JE        |       782 | NS      | $39070.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Argan Inc                                                                | Argan Inc                                                                                                        | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |       119 | NS      | $25025.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                                        | Cisco Systems Inc                                                                                                | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      6572 | NS      | $414298.88    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| OTP Bank Nyrt                                                            | OTP Bank Nyrt                                                                                                    | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | EC               | CORP              | HU        |       245 | NS      | $18590.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zydus Lifesciences Ltd                                                   | Zydus Lifesciences Ltd                                                                                           | CUSIP: 000000000<br>LEI: 335800R9O14ORBXLPN13 | Long             | EC               | CORP              | IN        |      7241 | NS      | $78316.34     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED USD / SOLD MXN                                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-18540.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED USD / SOLD AUD                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-15139.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Eicher Motors Ltd                                                        | Eicher Motors Ltd                                                                                                | CUSIP: 000000000<br>LEI: 25490059S64CN2OY7239 | Long             | EC               | CORP              | IN        |      1206 | NS      | $75372.96     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bajaj Holdings & Investment Ltd                                          | Bajaj Holdings & Investment Ltd                                                                                  | CUSIP: 000000000<br>LEI: 335800NL7NWD9IPOHL48 | Long             | EC               | CORP              | IN        |       167 | NS      | $26353.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED USD / SOLD AUD                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-5317.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                              | PURCHASED AUD / SOLD GBP                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |         1 | NC      | $-43.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hero MotoCorp Ltd                                                        | Hero MotoCorp Ltd                                                                                                | CUSIP: 000000000<br>LEI: 335800Q49FBMZJTRLK49 | Long             | EC               | CORP              | IN        |      1257 | NS      | $63329.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Union Bank of India Ltd                                                  | Union Bank of India Ltd                                                                                          | CUSIP: 000000000<br>LEI: 5493000P4HD6132SQ711 | Long             | EC               | CORP              | IN        |     53171 | NS      | $91375.05     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                         | Duke Energy Corp                                                                                                 | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       811 | NS      | $95470.92     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group Inc/The                                                     | Ensign Group Inc/The                                                                                             | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |       191 | NS      | $28126.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                        | Italy Buoni Poliennali Del Tesoro                                                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    350000 | PA      | $450342.62    | 0.17%             | 2039-08-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                                 | Italy Buoni Poliennali Del Tesoro                                                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    825000 | PA      | $934211.51    | 0.35%             | 2026-06-01      | Fixed         | 1.60%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 31371LDJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       999 | PA      | $1037.64      | 0.00%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Ginnie Mae II Pool                                                                                               | CUSIP: 36202DLV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       918 | PA      | $949.33       | 0.00%             | 2031-02-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                                       | Japan Government Twenty Year Bond                                                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  90000000 | PA      | $638922.13    | 0.24%             | 2026-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                                    | Japan Government Twenty Year Bond                                                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  37000000 | PA      | $269731.40    | 0.10%             | 2029-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Granite Construction Inc                                                 | Granite Construction Inc                                                                                         | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |       252 | NS      | $22541.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA INC                                                                  | HCA Inc                                                                                                          | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18878.10     | 0.01%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                | ORIX Corp                                                                                                        | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |      4300 | NS      | $90885.72     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co Ltd                                              | Murata Manufacturing Co Ltd                                                                                      | CUSIP: 000000000<br>LEI: 529900QZG6DL8ZRI7140 | Long             | EC               | CORP              | JP        |     16300 | NS      | $234542.57    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Kia Corp                                                                 | Kia Motors Corp                                                                                                  | CUSIP: 000000000<br>LEI: 988400V8MJK9N7OI5X76 | Long             | EC               | CORP              | KR        |      1461 | NS      | $94142.94     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HD Korea Shipbuilding & Offshore Engineering Co Ltd                      | HD Korea Shipbuilding & Offshore Engineering Co Ltd                                                              | CUSIP: 000000000<br>LEI: 988400DPTJ9KH5R6W540 | Long             | EC               | CORP              | KR        |        97 | NS      | $22298.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intellia Therapeutics Inc                                                | Intellia Therapeutics Inc                                                                                        | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |      1901 | NS      | $13059.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Master Credit Card Trust                                                 | Master Credit Card Trust                                                                                         | CUSIP: 576339CS2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |    500000 | PA      | $474711.03    | 0.18%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Sprouts Farmers Market Inc                                               | Sprouts Farmers Market Inc                                                                                       | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |       135 | NS      | $23336.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TELUS Corp                                                               | TELUS Corp                                                                                                       | CUSIP: 87971M103<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | EC               | CORP              | CA        |      1733 | NS      | $28387.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                                                  | Charles Schwab Corp/The                                                                                          | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      3315 | NS      | $292847.10    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc                                               | Southwest Gas Holdings Inc                                                                                       | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |       281 | NS      | $20184.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Telecom Co Ltd                                                        | SK Telecom Co Ltd                                                                                                | CUSIP: 000000000<br>LEI: 9884003WEA1PHW006037 | Long             | EC               | CORP              | KR        |      1736 | NS      | $64822.53     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Woori Financial Group Inc                                                | Woori Financial Group Inc                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1255 | NS      | $17531.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Turning Point Brands Inc                                                 | Turning Point Brands Inc                                                                                         | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |       229 | NS      | $17019.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bonds                                                                                              | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    885000 | PA      | $844184.42    | 0.31%             | 2055-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50000 | PA      | $49987.15     | 0.02%             | 2031-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Vaxcyte Inc                                                              | Vaxcyte Inc                                                                                                      | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |       284 | NS      | $9227.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amer Sports Inc                                                          | Amer Sports Inc                                                                                                  | CUSIP: 000000000<br>LEI: 391200YCSWTRD1J21867 | Long             | EC               | CORP              | KY        |      9123 | NS      | $331894.74    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| JD Logistics Inc                                                         | JD Logistics Inc                                                                                                 | CUSIP: 000000000<br>LEI: 655600LWTFVMV3E2A890 | Long             | EC               | CORP              | KY        |     52900 | NS      | $83210.76     | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BHP Group Ltd                                                            | BHP Group Ltd                                                                                                    | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |      9925 | NS      | $243362.14    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| China Shenhua Energy Co Ltd                                              | China Shenhua Energy Co Ltd                                                                                      | CUSIP: 000000000<br>LEI: 529900N9JOX4C108MA40 | Long             | EC               | CORP              | CN        |       100 | NS      | $549.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                         | ArcelorMittal SA                                                                                                 | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |      7544 | NS      | $230962.38    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                                            | Akzo Nobel NV                                                                                                    | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | EC               | CORP              | NL        |       648 | NS      | $44139.28     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| New China Life Insurance Co Ltd                                          | New China Life Insurance Co Ltd                                                                                  | CUSIP: 000000000<br>LEI: 300300F2001111000095 | Long             | EC               | CORP              | CN        |      3400 | NS      | $23718.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Komercni Banka AS                                                        | Komercni Banka AS                                                                                                | CUSIP: 000000000<br>LEI: IYKCAVNFR8QGF00HV840 | Long             | EC               | CORP              | CZ        |        27 | NS      | $1246.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1460000 | PA      | $1486945.32   | 0.55%             | 2035-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $299529.99    | 0.11%             | 2032-02-29      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Orkla ASA                                                                | Orkla ASA                                                                                                        | CUSIP: 000000000<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |      1449 | NS      | $16397.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GMK Norilskiy Nickel PAO                                                 | MMC Norilsk Nickel PJSC                                                                                          | CUSIP: 000000000<br>LEI: 253400JPTEEW143W3E47 | Long             | EC               | CORP              | RU        |     36200 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                                 | Bundesrepublik Deutschland Bundesanleihe                                                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    450000 | PA      | $512339.79    | 0.19%             | 2029-11-15      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| Infineon Technologies AG                                                 | Infineon Technologies AG                                                                                         | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |      2517 | NS      | $97992.71     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Banque Saudi Fransi                                                      | Banque Saudi Fransi                                                                                              | CUSIP: 000000000<br>LEI: 558600N07EDF4ATYR106 | Long             | EC               | CORP              | SA        |     16490 | NS      | $75735.96     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Accton Technology Corp                                                   | Accton Technology Corp                                                                                           | CUSIP: 000000000<br>LEI: 529900M1YRZ0GWMDF920 | Long             | EC               | CORP              | TW        |      5000 | NS      | $122397.79    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Voltronic Power Technology Corp                                          | Voltronic Power Technology Corp                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      1000 | NS      | $44635.88     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                                             | Iberdrola SA                                                                                                     | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |     22601 | NS      | $413431.88    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                           | BNP Paribas SA                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |      2810 | NS      | $246296.56    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Visteon Corp                                                             | Visteon Corp                                                                                                     | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |       159 | NS      | $13423.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP INC                                                     | WEC Energy Group Inc                                                                                             | CUSIP: 92939UAG1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    155000 | PA      | $143218.60    | 0.05%             | 2028-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Worthington Steel Inc                                                    | Worthington Steel Inc                                                                                            | CUSIP: 982104101<br>LEI: 2549009ZUUWL3QLK6G24 | Long             | EC               | CORP              | US        |       385 | NS      | $9586.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                   | US 10YR ULTRA FUT SEP25                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         7 | NC      | $5717.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co                                                   | Abercrombie & Fitch Co                                                                                           | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |       243 | NS      | $19073.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp                                                      | Addus HomeCare Corp                                                                                              | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |        84 | NS      | $9316.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE Inc                                                               | ALLETE Inc                                                                                                       | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |       307 | NS      | $19967.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                                     | Bank of America Corp                                                                                             | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     24277 | NS      | $1071344.01   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc                                                   | Berkshire Hathaway Inc                                                                                           | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      4061 | NS      | $2046581.56   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN GOVERNMENT                                                      | Canadian Government Bond                                                                                         | CUSIP: 135087XG4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    550000 | PA      | $474233.98    | 0.18%             | 2033-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dorman Products Inc                                                      | Dorman Products Inc                                                                                              | CUSIP: 258278100<br>LEI: 2549000O0BBUX740XR59 | Long             | EC               | CORP              | US        |        95 | NS      | $12284.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED EUR / SOLD PLN                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |         1 | NC      | $-6515.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED JPY / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | JP        |         1 | NC      | $-6692.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                       | PURCHASED JPY / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | JP        |         1 | NC      | $-855.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                   | PURCHASED AUD / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |         1 | NC      | $20.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EverQuote Inc                                                            | EverQuote Inc                                                                                                    | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        95 | NS      | $2189.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings Inc                                                  | ExlService Holdings Inc                                                                                          | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |       534 | NS      | $24558.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 31374TPZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       274 | PA      | $280.82       | 0.00%             | 2029-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                                                  | CUSIP: 31401PFP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       352 | PA      | $360.20       | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| First Merchants Corp                                                     | First Merchants Corp                                                                                             | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |       503 | NS      | $18963.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF International Inc                                                    | ICF International Inc                                                                                            | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |        55 | NS      | $4725.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical Inc                                                          | ICU Medical Inc                                                                                                  | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |       118 | NS      | $15913.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ibotta Inc                                                               | Ibotta Inc                                                                                                       | CUSIP: 451051106<br>LEI: 54930026OZD4IQ7YR615 | Long             | EC               | CORP              | US        |       244 | NS      | $12197.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                                      | JPMorgan Chase & Co                                                                                              | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      3279 | NS      | $865656.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Keyera Corp                                                              | Keyera Corp                                                                                                      | CUSIP: 493271100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      5680 | NS      | $173129.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Oncology Inc                                                        | Kura Oncology Inc                                                                                                | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |       317 | NS      | $1803.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MicroStrategy Inc                                                        | MicroStrategy Inc                                                                                                | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EC               | CORP              | US        |      1521 | NS      | $561340.26    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PFS Financing Corp.                                                      | PFS Financing Corp                                                                                               | CUSIP: 69335PEV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $202501.58    | 0.08%             |  |  |  | Yes           |                  2 | On Loan: No      |
| PagerDuty Inc                                                            | PagerDuty Inc                                                                                                    | CUSIP: 69553P100<br>LEI: 549300U1SB749EDAGH21 | Long             | EC               | CORP              | US        |      1126 | NS      | $16056.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries Inc                                                    | Powell Industries Inc                                                                                            | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |        62 | NS      | $10514.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart Inc                                                           | PriceSmart Inc                                                                                                   | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |        34 | NS      | $3671.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                   | US 2YR NOTE (CBT) SEP25                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        35 | NC      | $3259.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Erste Group Bank AG                                                      | Erste Group Bank AG                                                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |      3261 | NS      | $262561.84    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Progyny Inc                                                              | Progyny Inc                                                                                                      | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       606 | NS      | $13029.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Replimune Group Inc                                                      | Replimune Group Inc                                                                                              | CUSIP: 76029N106<br>LEI: 549300AY704NEIRC4K64 | Long             | EC               | CORP              | US        |      1406 | NS      | $12625.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                                                       | Steel Dynamics Inc                                                                                               | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      3926 | NS      | $483172.82    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank/The                                                | Toronto-Dominion Bank/The                                                                                        | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |       396 | NS      | $27346.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncorp Group Ltd                                                        | Suncorp Group Ltd                                                                                                | CUSIP: 000000000<br>LEI: 549300BVOKRTHDIWVT46 | Long             | EC               | CORP              | AU        |      8160 | NS      | $108490.10    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                                        | Telstra Group Ltd                                                                                                | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |     17234 | NS      | $53098.04     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $500895.90    | 0.19%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Victoria's Secret & Co                                                   | Victoria's Secret & Co                                                                                           | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |        76 | NS      | $1611.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Ocean Group Ltd                                                   | Golden Ocean Group Ltd                                                                                           | CUSIP: 000000000<br>LEI: 549300HQH91CZG0OJL61 | Long             | EC               | CORP              | BM        |      1103 | NS      | $8493.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambev SA                                                                 | Ambev SA                                                                                                         | CUSIP: 000000000<br>LEI: 549300TH5Q6VRP8OT012 | Long             | EC               | CORP              | BR        |     31467 | NS      | $77188.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                    | Wells Fargo Commercial Mortgage Trust 2024-5C2                                                                   | CUSIP: 95003UAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $152653.61    | 0.06%             | 2057-11-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Syensqo SA                                                               | Syensqo SA                                                                                                       | CUSIP: 000000000<br>LEI: 549300060XNJ90PLNS10 | Long             | EC               | CORP              | BE        |       152 | NS      | $11658.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                                                | Nestle SA                                                                                                        | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |      5503 | NS      | $586194.88    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Alcon AG                                                                 | Alcon AG                                                                                                         | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |      3155 | NS      | $271185.74    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Holcim AG                                                                | Holcim AG                                                                                                        | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |      2506 | NS      | $278622.88    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| China Shenhua Energy Co Ltd                                              | China Shenhua Energy Co Ltd                                                                                      | CUSIP: 000000000<br>LEI: 529900N9JOX4C108MA40 | Long             | EC               | CORP              | CN        |      7000 | NS      | $29501.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                         | French Republic Government Bond OAT                                                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    600000 | PA      | $761629.28    | 0.28%             | 2029-04-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                      | United Kingdom Gilt                                                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    325000 | PA      | $436548.60    | 0.16%             | 2032-06-07      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Jiangsu Hengrui Pharmaceuticals Co Ltd                                   | Jiangsu Hengrui Pharmaceuticals Co Ltd                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     11800 | NS      | $89568.01     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of China Ltd                                                        | Bank of China Ltd                                                                                                | CUSIP: 000000000<br>LEI: 54930053HGCFWVHYZX42 | Long             | EC               | CORP              | CN        |     79388 | NS      | $45955.43     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                 | Lloyds Banking Group PLC                                                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |    192957 | NS      | $201446.92    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Adient PLC                                                               | Adient PLC                                                                                                       | CUSIP: 000000000<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | IE        |       148 | NS      | $2307.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| People's Insurance Co Group of China Ltd/The                             | People's Insurance Co Group of China Ltd/The                                                                     | CUSIP: 000000000<br>LEI: 3003000P2JHYHQ524P66 | Long             | EC               | CORP              | CN        |     42000 | NS      | $27268.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                 | Bundesrepublik Deutschland Bundesanleihe                                                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    375000 | PA      | $526372.68    | 0.20%             | 2040-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Tryg A/S                                                                 | Tryg A/S                                                                                                         | CUSIP: 000000000<br>LEI: 213800ZRS8AC4LSTCE39 | Long             | EC               | CORP              | DK        |      5501 | NS      | $141305.84    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                     | Banco de Sabadell SA                                                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | EC               | CORP              | ES        |    110169 | NS      | $352019.22    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharat Petroleum Corp Ltd                                                | Bharat Petroleum Corp Ltd                                                                                        | CUSIP: 000000000<br>LEI: 8GRDBX1TJ0PU5NCSHT72 | Long             | EC               | CORP              | IN        |     19607 | NS      | $72767.49     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Canara Bank                                                              | Canara Bank                                                                                                      | CUSIP: 000000000<br>LEI: 335800E4RH82Z8XC3C30 | Long             | EC               | CORP              | IN        |     31141 | NS      | $41718.76     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                       | Banco Bilbao Vizcaya Argentaria SA                                                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |     25893 | NS      | $389633.16    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Stora Enso Oyj                                                           | Stora Enso Oyj                                                                                                   | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | EC               | CORP              | FI        |      1203 | NS      | $12188.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Teleperformance SE                                                       | TELEPERFORMANCE                                                                                                  | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | EC               | CORP              | FR        |       559 | NS      | $56549.53     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                         | French Republic Government Bond OAT                                                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    100000 | PA      | $135610.78    | 0.05%             | 2032-10-25      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Bajaj Auto Ltd                                                           | Bajaj Auto Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 335800DLAO5NCNN8G863 | Long             | EC               | CORP              | IN        |       627 | NS      | $62969.54     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NetEase Inc                                                              | NetEase Inc                                                                                                      | CUSIP: 000000000<br>LEI: 5299004AF4DSJDB0PA32 | Long             | EC               | CORP              | KY        |       278 | NS      | $6764.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                      | United Kingdom Gilt                                                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    600000 | PA      | $412288.90    | 0.15%             | 2047-07-22      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| InterContinental Hotels Group PLC                                        | InterContinental Hotels Group PLC                                                                                | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |      1608 | NS      | $184386.78    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Elisa Oyj                                                                | Elisa Oyj                                                                                                        | CUSIP: 000000000<br>LEI: 743700TU2S3DXWGU7H32 | Long             | EC               | CORP              | FI        |       294 | NS      | $15523.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kone Oyj                                                                 | Kone Oyj                                                                                                         | CUSIP: 000000000<br>LEI: 2138001CNF45JP5XZK38 | Long             | EC               | CORP              | FI        |       703 | NS      | $43789.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Allegro.eu SA                                                            | Allegro.eu SA                                                                                                    | CUSIP: 000000000<br>LEI: 222100VRLXV3FPMG4982 | Long             | EC               | CORP              | LU        |      8124 | NS      | $74804.38     | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Ardmore Shipping Corp                                                    | Ardmore Shipping Corp                                                                                            | CUSIP: 000000000<br>LEI: 549300J8HD7K6BHD8O28 | Long             | EC               | CORP              | MH        |       459 | NS      | $4410.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Haleon PLC                                                               | Haleon PLC                                                                                                       | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |     31127 | NS      | $173632.47    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Metlen Energy & Metals SA                                                | Mytilineos SA                                                                                                    | CUSIP: 000000000<br>LEI: 213800KT8MEUJEJ2KW41 | Long             | EC               | CORP              | GR        |       396 | NS      | $20119.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                  | Mexican Bonos                                                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  15000000 | PA      | $758955.45    | 0.28%             | 2026-03-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                | Sanofi                                                                                                           | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      3483 | NS      | $344137.05    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Publicis Groupe SA                                                       | Publicis Groupe SA                                                                                               | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |      1317 | NS      | $143984.84    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashtead Group PLC                                                        | Ashtead Group PLC                                                                                                | CUSIP: 000000000<br>LEI: 2138007UTBN8X9K1A235 | Long             | EC               | CORP              | GB        |        84 | NS      | $4922.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                                            | Rio Tinto PLC                                                                                                    | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |      2049 | NS      | $122012.35    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Infosys Ltd                                                              | Infosys Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               | CORP              | IN        |      4365 | NS      | $79701.33     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Adani Ports & Special Economic Zone Ltd                                  | Adani Ports & Special Economic Zone Ltd                                                                          | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | EC               | CORP              | IN        |      1532 | NS      | $25653.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LivaNova PLC                                                             | LivaNova PLC                                                                                                     | CUSIP: 000000000<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |       366 | NS      | $15829.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Power Corp SA                                                     | Public Power Corp SA                                                                                             | CUSIP: 000000000<br>LEI: 213800T9Y5XCOVRZ4Y57 | Long             | EC               | CORP              | GR        |       681 | NS      | $10407.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                                            | AIA Group Ltd                                                                                                    | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |     28800 | NS      | $239131.92    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Alamtri Resources Indonesia Tbk PT                                       | Alamtri Resources Indonesia Tbk PT                                                                               | CUSIP: 000000000<br>LEI: 529900P2WAH7XA87OI24 | Long             | EC               | CORP              | ID        |    699900 | NS      | $94470.37     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingspan Group PLC                                                       | Kingspan Group PLC                                                                                               | CUSIP: 000000000<br>LEI: 635400HM7V74SUB9OG75 | Long             | EC               | CORP              | IE        |       319 | NS      | $27344.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB Group PLC                                                            | AIB Group PLC                                                                                                    | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |     27711 | NS      | $217713.78    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Cipla Ltd/India                                                          | Cipla Ltd/India                                                                                                  | CUSIP: 000000000<br>LEI: 335800KMJJYEDDK82Q34 | Long             | EC               | CORP              | IN        |      5264 | NS      | $90001.76     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tata Consultancy Services Ltd                                            | Tata Consultancy Services Ltd                                                                                    | CUSIP: 000000000<br>LEI: 335800ZJKU9GPQRE2U66 | Long             | EC               | CORP              | IN        |      3703 | NS      | $149773.32    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| United Spirits Ltd                                                       | United Spirits Ltd                                                                                               | CUSIP: 000000000<br>LEI: 3358004YFWQVX2EZDE82 | Long             | EC               | CORP              | IN        |      3420 | NS      | $61124.78     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                                 | Italy Buoni Poliennali Del Tesoro                                                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    208000 | PA      | $208730.25    | 0.08%             | 2046-09-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Toyota Motor Corp                                                        | Toyota Motor Corp                                                                                                | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |      8800 | NS      | $166996.48    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Subaru Corp                                                              | Subaru Corp                                                                                                      | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |     11200 | NS      | $206298.40    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Kao Corp                                                                 | Kao Corp                                                                                                         | CUSIP: 000000000<br>LEI: 353800HM38HFCB8RGL63 | Long             | EC               | CORP              | JP        |       300 | NS      | $13676.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Secom Co Ltd                                                             | Secom Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 529900TYCL9N3E9PGE47 | Long             | EC               | CORP              | JP        |      4300 | NS      | $156949.59    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp                                                 | Mitsubishi Electric Corp                                                                                         | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |      4600 | NS      | $92895.26     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| China Hongqiao Group Ltd                                                 | China Hongqiao Group Ltd                                                                                         | CUSIP: 000000000<br>LEI: 3003009Q4IBFSDE24571 | Long             | EC               | CORP              | KY        |     19377 | NS      | $34392.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Ltd                                                              | Hitachi Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |      1300 | NS      | $35951.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fabrinet                                                                 | Fabrinet                                                                                                         | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |        74 | NS      | $17232.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fibra Uno Administracion SA de CV                                        | Fibra Uno Administracion SA de CV                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | MX        |     65704 | NS      | $91869.07     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kuaishou Technology                                                      | Kuaishou Technology                                                                                              | CUSIP: 000000000<br>LEI: 300300FCDZBE6UP9ED24 | Long             | EC               | CORP              | KY        |       600 | NS      | $4032.93      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Meituan                                                                  | Meituan                                                                                                          | CUSIP: 000000000<br>LEI: 21380033K525E5JLIA77 | Long             | EC               | CORP              | KY        |     14514 | NS      | $251010.34    | 0.09%             |  |  |  | Yes           |                  2 | On Loan: No      |
| JD.com Inc                                                               | JD.com Inc                                                                                                       | CUSIP: 000000000<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | KY        |      9631 | NS      | $156433.34    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Costamare Bulkers Holdings Ltd                                           | Costamare Bulkers Holdings Ltd                                                                                   | CUSIP: 000000000<br>LEI: 529900XOR3ESNE5WKB78 | Long             | EC               | CORP              | MH        |       154 | NS      | $1441.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT Holdings Inc                                                         | DHT Holdings Inc                                                                                                 | CUSIP: 000000000<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               | CORP              | MH        |      1466 | NS      | $16976.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers Inc                                                      | Scorpio Tankers Inc                                                                                              | CUSIP: 000000000<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MH        |       337 | NS      | $13392.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                                          | ASML Holding NV                                                                                                  | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       943 | NS      | $700727.62    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Salmar ASA                                                               | Salmar ASA                                                                                                       | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGDBK67 | Long             | EC               | CORP              | NO        |       136 | NS      | $6054.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fisher & Paykel Healthcare Corp Ltd                                      | Fisher & Paykel Healthcare Corp Ltd                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |      1206 | NS      | $26398.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alrosa PJSC                                                              | Alrosa PJSC                                                                                                      | CUSIP: 000000000<br>LEI: 894500DKUWVBYZLLE651 | Long             | EC               | CORP              | RU        |     44236 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Inter RAO UES PJSC                                                       | Inter RAO UES PJSC                                                                                               | CUSIP: 000000000<br>LEI: 253400PMFKF8Q8G1FA17 | Long             | EC               | CORP              | RU        |   1181504 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Swedbank AB                                                              | Swedbank AB                                                                                                      | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |      2894 | NS      | $78715.55     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                                           | Atlas Copco AB                                                                                                   | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |     18747 | NS      | $301157.00    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| TMBThanachart Bank PCL                                                   | TMBThanachart Bank PCL                                                                                           | CUSIP: 000000000<br>LEI: 549300WKGLXEV3DB7I54 | Long             | EC               | CORP              | TH        |    749700 | NS      | $43856.34     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Realtek Semiconductor Corp                                               | Realtek Semiconductor Corp                                                                                       | CUSIP: 000000000<br>LEI: 5299002E7F36O00MYY75 | Long             | EC               | CORP              | TW        |      4000 | NS      | $71563.24     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Eva Airways Corp                                                         | Eva Airways Corp                                                                                                 | CUSIP: 000000000<br>LEI: 254900S1P4XOXV67GC07 | Long             | EC               | CORP              | TW        |     62000 | NS      | $83705.06     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| International Games System Co Ltd                                        | International Games System Co Ltd                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      2000 | NS      | $55562.25     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Unichip Corp                                                      | Global Unichip Corp                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      1000 | NS      | $38307.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Capitec Bank Holdings Ltd                                                | Capitec Bank Holdings Ltd                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |       259 | NS      | $49817.32     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Agnico Eagle Mines Ltd                                                   | Agnico Eagle Mines Ltd                                                                                           | CUSIP: 008474108<br>LEI: YGE0EUBRF7IJOB3QRX76 | Long             | EC               | CORP              | CA        |       969 | NS      | $114223.87    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                                           | Amazon.com Inc                                                                                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     16925 | NS      | $3469794.25   | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN CORP                                                              | Ameren Corp                                                                                                      | CUSIP: 023608AL6<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    185000 | PA      | $177338.07    | 0.07%             | 2027-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Bank                                                                     | BANK 2023-BNK46                                                                                                  | CUSIP: 06541DBH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $129674.26    | 0.05%             | 2056-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Belden Inc                                                               | Belden Inc                                                                                                       | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |       173 | NS      | $18372.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                                                           | BorgWarner Inc                                                                                                   | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |      1162 | NS      | $38450.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMP PENDELTON/QUANTICO                                                  | Camp Pendleton & Quantico Housing LLC                                                                            | CUSIP: 134011AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $95013.30     | 0.04%             | 2050-10-01      | Fixed         | 5.57%                 | Yes           |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                      | Carrier Global Corp                                                                                              | CUSIP: 14448CBD5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     85000 | PA      | $89906.67     | 0.03%             | 2054-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Compass Inc                                                              | Compass Inc                                                                                                      | CUSIP: 20464U100<br>LEI: 254900DMGQSTC3I2IM78 | Long             | EC               | CORP              | US        |      2522 | NS      | $14905.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp                                                | Constellation Energy Corp                                                                                        | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |       743 | NS      | $227469.45    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                                                      | Delta Air Lines Inc                                                                                              | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |      8259 | NS      | $399653.01    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                 | Discovery Communications LLC                                                                                     | CUSIP: 25470DAL3<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19972.27     | 0.01%             | 2026-03-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                                          | Dollar Tree Inc                                                                                                  | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      5870 | NS      | $529826.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA NA                                                         | PURCHASED USD / SOLD PLN                                                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-990.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                      | PURCHASED AUD / SOLD CHF                                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $126.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                   | PURCHASED IDR / SOLD USD                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | ID        |         1 | NC      | $21.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                      | Emerson Electric Co                                                                                              | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      5519 | NS      | $658858.22    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Erasca Inc                                                               | Erasca Inc                                                                                                       | CUSIP: 29479A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10968 | NS      | $15355.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Tr                                           | Essential Properties Realty Trust Inc                                                                            | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |       698 | NS      | $22685.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                                              | Exelon Corp                                                                                                      | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     11981 | NS      | $525007.42    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| EyePoint Pharmaceuticals Inc                                             | EyePoint Pharmaceuticals Inc                                                                                     | CUSIP: 30233G209<br>LEI: 549300QE1RU34T50MR69 | Long             | EC               | CORP              | US        |      1573 | NS      | $11388.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Gold Pool                                                                                            | CUSIP: 31293PG66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        32 | PA      | $32.64        | 0.00%             | 2029-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                                                                | CUSIP: 3136BTGP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    224455 | PA      | $223896.18    | 0.08%             | 2054-11-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Federated Core Trust - High Yield Bond Portfolio                         | FED HIGH YLD BOND PORT                                                                                           | CUSIP: 000000000<br>LEI: 549300FJ1PZWFDNRP685 | Long             | EC               | RF                | US        |    317404 | NS      | $1786987.04   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp                                                    | Fulton Financial Corp                                                                                            | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |      1115 | NS      | $19233.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                                                        | General Motors Co                                                                                                | CUSIP: 37045VAN0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68883.85     | 0.03%             | 2027-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Greif Inc                                                                | Greif Inc                                                                                                        | CUSIP: 397624206<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |         6 | NS      | $361.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp                                                             | Griffon Corp                                                                                                     | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |       257 | NS      | $17668.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Guardian Pharmacy Services Inc                                           | Guardian Pharmacy Services Inc                                                                                   | CUSIP: 40145W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        11 | NS      | $232.87       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Insurance Group Inc/T                                           | Hartford Financial Services Group Inc/The                                                                        | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      3799 | NS      | $493262.16    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Co                                                          | Hecla Mining Co                                                                                                  | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |      3373 | NS      | $17337.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                                       | Home Depot Inc/The                                                                                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      1661 | NS      | $611729.69    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets Inc                                                       | Ingles Markets Inc                                                                                               | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |        19 | NS      | $1183.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                                        | Johnson & Johnson                                                                                                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      7200 | NS      | $1117512.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP                                                                  | KeyCorp                                                                                                          | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104976.54    | 0.04%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                                                        | Kinross Gold Corp                                                                                                | CUSIP: 496902404<br>LEI: 549300UEBMAQDN0K0R06 | Long             | EC               | CORP              | CA        |     13257 | NS      | $195713.06    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                                           | ELI LILLY & CO                                                                                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      2016 | NS      | $1487142.72   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings Inc                                                    | LiveRamp Holdings Inc                                                                                            | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |       357 | NS      | $11631.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Manulife Financial Corp                                                  | Manulife Financial Corp                                                                                          | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |     10233 | NS      | $325851.35    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                                              | MetLife Inc                                                                                                      | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     10000 | PA      | $13126.61     | 0.00%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Murphy Oil Corp                                                          | Murphy Oil Corp                                                                                                  | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |       725 | NS      | $15174.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                                                    | Northrop Grumman Corp                                                                                            | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      1079 | NS      | $523066.83    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                                              | NVIDIA Corp                                                                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     42609 | NS      | $5757754.17   | 2.14%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                                                  | O'Reilly Automotive Inc                                                                                          | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       118 | NS      | $161365.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                                                          | OSI Systems Inc                                                                                                  | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |        98 | NS      | $21472.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oscar Health Inc                                                         | Oscar Health Inc                                                                                                 | CUSIP: 687793109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       731 | NS      | $10087.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc                                                   | Patrick Industries Inc                                                                                           | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |        63 | NS      | $5409.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                                                      | PayPal Holdings Inc                                                                                              | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      9074 | NS      | $637720.72    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International In                                           | Philip Morris International Inc                                                                                  | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      5550 | NS      | $1002274.50   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                   | Philip Morris International Inc                                                                                  | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    450000 | PA      | $471355.48    | 0.18%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pitney Bowes Inc                                                         | Pitney Bowes Inc                                                                                                 | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |      1756 | NS      | $18086.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                                                           | PulteGroup Inc                                                                                                   | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4093 | NS      | $401236.79    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| REG DIVERSIFIED FUNDING                                                  | Regional Diversified Funding 2005-1 Ltd                                                                          | CUSIP: 75902AAA6<br>LEI: 54930070N77H6NE83R38 | Long             | DBT              | CORP              | KY        |      4836 | PA      | $1015.63      | 0.00%             | 2030-03-15      | Fixed         | 9.25%                 | Yes           |                  3 | On Loan: No      |
| Ross Stores Inc                                                          | Ross Stores Inc                                                                                                  | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      3737 | NS      | $523516.33    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc                                               | Sabra Health Care REIT Inc                                                                                       | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |       935 | NS      | $16343.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Simply Good Foods Co/The                                                 | Simply Good Foods Co/The                                                                                         | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        57 | NS      | $1967.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                                      | Synchrony Financial                                                                                              | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      7764 | NS      | $447594.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                                              | Target Corp                                                                                                      | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      5348 | NS      | $502765.48    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Pacific Land Corp                                                  | Texas Pacific Land Corp                                                                                          | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       205 | NS      | $228376.15    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                                                           | Trustmark Corp                                                                                                   | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |       530 | NS      | $18263.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyra Biosciences Inc                                                     | Tyra Biosciences Inc                                                                                             | CUSIP: 90240B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       342 | NS      | $3112.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARCEL SERVICE                                                    | United Parcel Service Inc                                                                                        | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149382.32    | 0.06%             | 2055-05-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                                    | Costco Wholesale Corp                                                                                            | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       346 | NS      | $359902.28    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                                                      | Dominion Energy Inc                                                                                              | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      1466 | NS      | $83078.22     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries Inc                                                     | Dycom Industries Inc                                                                                             | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |       124 | NS      | $28510.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims & Hers Health Inc                                                   | Hims & Hers Health Inc                                                                                           | CUSIP: 433000106<br>LEI: 549300ZQ4ZUYSAAX6P59 | Long             | EC               | CORP              | US        |       732 | NS      | $41401.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Cooper Group Inc                                                      | Mr Cooper Group Inc                                                                                              | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |       216 | NS      | $27978.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Inflation-Indexed Notes                                                                            | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    509656 | PA      | $498459.91    | 0.19%             | 2027-04-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                                                              | CUSIP: 91282CFK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    290000 | PA      | $289231.91    | 0.11%             | 2025-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                     | Verisk Analytics Inc                                                                                             | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      1863 | NS      | $585242.82    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc                                                               | Xencor Inc                                                                                                       | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |       789 | NS      | $6312.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International SCA                                                 | Hermes International                                                                                             | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |        24 | NS      | $66194.92     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Corp                                                              | Vistra Corp                                                                                                      | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |      1023 | NS      | $164263.11    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                                         | Wells Fargo & Co                                                                                                 | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      1873 | NS      | $140062.94    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth Bank of Australia                                           | Commonwealth Bank of Australia                                                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |      5362 | NS      | $607997.85    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Wesfarmers Ltd                                                           | Wesfarmers Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 5493003L32ZX9557ST85 | Long             | EC               | CORP              | AU        |      3687 | NS      | $197268.97    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| D'ieteren Group                                                          | D'ieteren Group                                                                                                  | CUSIP: 000000000<br>LEI: 549300DV5KJ23OKVTW34 | Long             | EC               | CORP              | BE        |        44 | NS      | $9042.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Norwegian Cruise Line Holdings                                           | Norwegian Cruise Line Holdings Ltd                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     16600 | NS      | $292990.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                                             | UBS Group AG                                                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |       329 | NS      | $10527.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco de Credito e Inversiones SA                                        | Banco de Credito e Inversiones SA                                                                                | CUSIP: 000000000<br>LEI: 549300E9E5Y3PKW24142 | Long             | EC               | CORP              | CL        |       667 | NS      | $25730.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| China Yangtze Power Co Ltd                                               | China Yangtze Power Co Ltd                                                                                       | CUSIP: 000000000<br>LEI: 3003008VX8JFJXA6QP74 | Long             | EC               | CORP              | CN        |     13500 | NS      | $56650.45     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrial & Commercial Bank of China Ltd                                | Industrial & Commercial Bank of China Ltd                                                                        | CUSIP: 000000000<br>LEI: 5493002ERZU2K9PZDL40 | Long             | EC               | CORP              | CN        |     26200 | NS      | $25746.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrial & Commercial Bank of China Ltd                                | Industrial & Commercial Bank of China Ltd                                                                        | CUSIP: 000000000<br>LEI: 5493002ERZU2K9PZDL40 | Long             | EC               | CORP              | CN        |     71000 | NS      | $51525.45     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CMOC Group Ltd                                                           | CMOC Group Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 2549008KG3638J59U652 | Long             | EC               | CORP              | CN        |     37000 | NS      | $37047.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Heidelberg Materials AG                                                  | HeidelbergCement AG                                                                                              | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |      1205 | NS      | $236138.55    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Munich Re                                                                | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                                                        | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |       550 | NS      | $356792.59    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                          | Nordea Bank Abp                                                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |      6517 | NS      | $94619.81     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                         | TotalEnergies SE                                                                                                 | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |      4815 | NS      | $282992.67    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Sodexo SA                                                                | Sodexo SA                                                                                                        | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | EC               | CORP              | FR        |       546 | NS      | $37735.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Thales SA                                                                | Thales SA                                                                                                        | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |        58 | NS      | $17773.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                                     | French Republic Government Bond OAT                                                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    200000 | PA      | $126124.66    | 0.05%             | 2066-05-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                        | HSBC Holdings PLC                                                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |     55363 | NS      | $653809.48    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| BP PLC                                                                   | BP PLC                                                                                                           | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |      9115 | NS      | $44278.80     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                      | United Kingdom Gilt                                                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    270000 | PA      | $348850.98    | 0.13%             | 2036-03-07      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Alpha Services and Holdings SA                                           | Alpha Services and Holdings SA                                                                                   | CUSIP: 000000000<br>LEI: 5299009N55YRQC69CN08 | Long             | EC               | CORP              | GR        |      8249 | NS      | $26549.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Taiping Insurance Holdings Co Ltd                                  | China Taiping Insurance Holdings Co Ltd                                                                          | CUSIP: 000000000<br>LEI: 529900C2G37NOIADYW07 | Long             | EC               | CORP              | HK        |     52400 | NS      | $79837.74     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM                                                  | Bank Leumi Le-Israel BM                                                                                          | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |     17335 | NS      | $279930.64    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Bosch Ltd                                                                | Bosch Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 3358008TVK7S8BSVVW82 | Long             | EC               | CORP              | IN        |       236 | NS      | $86573.84     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Lupin Ltd                                                                | Lupin Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 335800HHXTESDEE2FC65 | Long             | EC               | CORP              | IN        |      2506 | NS      | $57210.18     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Financial Services Software Ltd                                   | Oracle Financial Services Software Ltd                                                                           | CUSIP: 000000000<br>LEI: 3358008SYNPKSPNMTJ57 | Long             | EC               | CORP              | IN        |       397 | NS      | $39177.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel SpA                                                                 | Enel SpA                                                                                                         | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |     38757 | NS      | $356019.57    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                                    | Japan Government Thirty Year Bond                                                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  90000000 | PA      | $559276.56    | 0.21%             | 2044-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Ajinomoto Co Inc                                                         | Ajinomoto Co Inc                                                                                                 | CUSIP: 000000000<br>LEI: 353800UT0TLROREPIC92 | Long             | EC               | CORP              | JP        |      9300 | NS      | $232223.60    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| KDDI Corp                                                                | KDDI Corp                                                                                                        | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |     12900 | NS      | $222989.46    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd                                                       | Tokyo Electron Ltd                                                                                               | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |      1900 | NS      | $299569.20    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co Ltd                                                          | Nintendo Co Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |      1700 | NS      | $138633.76    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                      | Nomura Holdings Inc                                                                                              | CUSIP: 000000000<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |     24700 | NS      | $150451.94    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FANUC Corp                                                               | FANUC Corp                                                                                                       | CUSIP: 000000000<br>LEI: 529900QTSW745LOKW705 | Long             | EC               | CORP              | JP        |     10000 | NS      | $266966.33    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| POSCO Holdings Inc                                                       | POSCO                                                                                                            | CUSIP: 000000000<br>LEI: 988400E5HRVX81AYLM04 | Long             | EC               | CORP              | KR        |       219 | NS      | $39867.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hana Financial Group Inc                                                 | Hana Financial Group Inc                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1221 | NS      | $64355.76     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KB Financial Group Inc                                                   | KB Financial Group Inc                                                                                           | CUSIP: 000000000<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |      1774 | NS      | $133520.30    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| China Resources Mixc Lifestyle Services Ltd                              | China Resources Mixc Lifestyle Services Ltd                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     17400 | NS      | $82840.48     | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Kingdee International Software Group Co Ltd                              | Kingdee International Software Group Co Ltd                                                                      | CUSIP: 000000000<br>LEI: 529900SWRZN94C5SZO63 | Long             | EC               | CORP              | KY        |     33000 | NS      | $51344.42     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingsoft Corp Ltd                                                        | Kingsoft Corp Ltd                                                                                                | CUSIP: 000000000<br>LEI: 529900UVT35D3Q7YQY41 | Long             | EC               | CORP              | KY        |     17400 | NS      | $74125.90     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| QUEEN S ROAD CAPITAL                                                     | QUEEN S ROAD CAPITAL                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       431 | NS      | $2041.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tecnoglass Inc                                                           | Tecnoglass Inc                                                                                                   | CUSIP: 000000000<br>LEI: 529900YRWTPOC2E6IO67 | Long             | EC               | CORP              | KY        |       167 | NS      | $14300.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zabka Group SA                                                           | Zabka Group SA                                                                                                   | CUSIP: 000000000<br>LEI: 549300TU2RZ35E4ET914 | Long             | EC               | CORP              | LU        |     14614 | NS      | $88316.27     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mowi ASA                                                                 | Mowi ASA                                                                                                         | CUSIP: 000000000<br>LEI: 549300W1OGQF5LZIH349 | Long             | EC               | CORP              | NO        |       962 | NS      | $17960.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Telenor ASA                                                              | TELENOR ASA                                                                                                      | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |      1273 | NS      | $19578.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Meridian Energy Ltd                                                      | Meridian Energy Ltd                                                                                              | CUSIP: 000000000<br>LEI: 254900IFKXIGNCY3A092 | Long             | EC               | CORP              | NZ        |      2682 | NS      | $8799.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Novolipetsk Steel PJSC                                                   | Novolipetsk Steel PJSC                                                                                           | CUSIP: 000000000<br>LEI: 213800913TPW32I84456 | Long             | EC               | CORP              | RU        |     23929 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Alinma Bank                                                              | Alinma Bank                                                                                                      | CUSIP: 000000000<br>LEI: 558600HPAUTN6XSVBK93 | Long             | EC               | CORP              | SA        |     11341 | NS      | $78340.53     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Alfa Laval AB                                                            | Alfa Laval AB                                                                                                    | CUSIP: 000000000<br>LEI: 549300UCKT2UK88AG251 | Long             | EC               | CORP              | SE        |      3966 | NS      | $168738.93    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Compal Electronics Inc                                                   | Compal Electronics Inc                                                                                           | CUSIP: 000000000<br>LEI: 529900ZPKWFDL21LW166 | Long             | EC               | CORP              | TW        |     62000 | NS      | $59042.33     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fubon Financial Holding Co Ltd                                           | Fubon Financial Holding Co Ltd                                                                                   | CUSIP: 000000000<br>LEI: 549300G7Y2TS2XNIB476 | Long             | EC               | CORP              | TW        |     43000 | NS      | $113245.07    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                   | Philip Morris International Inc                                                                                  | CUSIP: 000000000<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    520000 | PA      | $594340.37    | 0.22%             | 2029-05-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-22

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

**Signature:** Stephen Van Meter

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

**Title:** Chief Compliance Officer