# EDGAR Filing Document

**Accession Number:** 0000778207
**File Stem:** 0001752724-25-206878
**Filing Date:** 2025-8
**Character Count:** 634592
**Document Hash:** 18b3b1af1c31d5b8741fcc9d0c55d426
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-206878.hdr.sgml**: 20250827

**ACCESSION NUMBER**: 0001752724-25-206878

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250827

**DATE AS OF CHANGE**: 20250827

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** TRANSAMERICA SERIES TRUST
- **CENTRAL INDEX KEY:** 0000778207

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04419
- **FILM NUMBER:** 251260046

**BUSINESS ADDRESS:**
- **STREET 1:** 1801 CALIFORNIA STREET
- **STREET 2:** SUITE 5200
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80202
- **BUSINESS PHONE:** 720-482-8836

**MAIL ADDRESS:**
- **STREET 1:** 1801 CALIFORNIA STREET
- **STREET 2:** SUITE 5200
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80202

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AEGON/TRANSAMERICA SERIES TRUST
- **DATE OF NAME CHANGE:** 20050511

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AEGON/TRANSAMERICA SERIES FUND INC
- **DATE OF NAME CHANGE:** 20010501

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** WRL SERIES FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Transamerica Morgan Stanley Global Allocation VP (Series ID: S000025459)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000076205 | Initial      |  |
| C000076206 | Service      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** TRANSAMERICA SERIES TRUST

- **b. Investment Company Act file number:** 811-04419

- **c. CIK number of Registrant:** 0000778207

- **d. LEI of Registrant:** 5493000QR1WGXIM5V222

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

  - **Street Address 1:** 1801 CALIFORNIA STREET

  - **City:** DENVER

  - **State:** CO

  - **Foreign country:** US

  - **Zip / Postal Code:** 80202

  - **Telephone number:** 720-493-4256

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

- **a. Name of Series:** Transamerica Morgan Stanley Global Allocation VP

- **b. EDGAR series identifier (if any):** S000025459

- **c. LEI of Series:** ORP3UMV3V03ZTFCT2438

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1280327305.57

**Total Liabilities:** $356151753.02

**Net Assets:** $924175552.55

**Amount of Assets Invested in Other Investment Companies:** $48821453.33

**Delayed Delivery Securities:** $20443864.80

**Cash Not Reported:** $6289448.65

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -363.98000000 | **1-Year:** -6139.07000000 | **5-Year:** -29540.31000000 | **10-Year:** -24838.23000000 | **30-Year:** -3783.87000000

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

- **3-Month:** -101.10000000 | **1-Year:** -207.82000000 | **5-Year:** -852.28000000 | **10-Year:** -680.73000000 | **30-Year:** -0.13000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000076205 | 1.88%                | 3.13%                | 3.39%                |
| Class ID C000076206 | 1.90%                | 3.05%                | 3.32%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2988675.02              | $5565458.98                                |
| Month 2  | $690857.26               | $22612159.97                               |
| Month 3  | $8943307.85              | $16059962.30                               |

### Schedule of Portfolio Investments

| Name                                                      | Title                                                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JPMorgan Chase Bank NA                                    | Purchased CNH / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $26801.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Honeywell International Inc                               | Honeywell International, Inc.                                                 | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |        3841 | NS      | $894492.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp.                                                     | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      210000 | PA      | $247353.88    | 0.03%             | 2035-05-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd                        | Hong Kong Exchanges & Clearing Ltd.                                           | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |        7737 | NS      | $416146.41    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedish Orphan Biovitrum AB                               | Swedish Orphan Biovitrum AB                                                   | CUSIP: 000000000<br>LEI: 549300124Y3MQI87PT35 | Long             | EC               | CORP              | SE        |        1299 | NS      | $39535.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Nemetschek SE                                             | Nemetschek SE                                                                 | CUSIP: 000000000<br>LEI: 529900R0S2IX1S358J38 | Long             | EC               | CORP              | DE        |         382 | NS      | $55387.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Swap                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FR        |     5138690 | OU      | $-61408.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH COL INV                                           | British Columbia Investment Management Corp.                                  | CUSIP: 110610AD4<br>LEI: 549300C74Y46JUAO4N13 | Long             | DBT              | NUSS              | CA        |      720000 | PA      | $530587.26    | 0.06%             | 2035-06-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                      | Purchased USD / Sold EUR                                                      | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $-162387.16   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| EQT Corp                                                  | EQT Corp.                                                                     | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |        3342 | NS      | $194905.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc              | BAMLL Commercial Mortgage Securities Trust                                    | CUSIP: 05523GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $846707.30    | 0.09%             | 2034-08-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Universal Music Group NV                                  | Universal Music Group NV                                                      | CUSIP: 000000000<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | EC               | CORP              | NL        |        7390 | NS      | $239735.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Nordson Corp                                              | Nordson Corp.                                                                 | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |         303 | NS      | $64954.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold THB                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-777861.51   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Pure Storage Inc                                          | Pure Storage, Inc.                                                            | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |        1933 | NS      | $111302.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc                                          | EPAM Systems, Inc.                                                            | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |         336 | NS      | $59411.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                                    | Equitable Holdings, Inc.                                                      | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |        1834 | NS      | $102887.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                       | LVMH Moet Hennessy Louis Vuitton SE                                           | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |        1836 | NS      | $960925.88    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Jabil Inc                                                 | Jabil, Inc.                                                                   | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |         658 | NS      | $143509.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingfisher PLC                                            | Kingfisher PLC                                                                | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |       11699 | NS      | $46721.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd                                | BOC Hong Kong Holdings Ltd.                                                   | CUSIP: 000000000<br>LEI: 254900JB98W77JDJMW15 | Long             | EC               | CORP              | HK        |       24017 | NS      | $104551.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP SA                                                    | EDP SA                                                                        | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | EC               | CORP              | PT        |       18076 | NS      | $78527.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                         | Cisco Systems, Inc.                                                           | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |       23675 | NS      | $1642571.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                                            | Albemarle Corp.                                                               | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |         704 | NS      | $44119.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                                              | Assurant, Inc.                                                                | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |         300 | NS      | $59247.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| L E Lundbergforetagen AB                                  | L E Lundbergforetagen AB                                                      | CUSIP: 000000000<br>LEI: 529900BPSFZS6O3A9R04 | Long             | EC               | CORP              | SE        |         502 | NS      | $25058.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OMV AG                                                    | OMV AG                                                                        | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |        1036 | NS      | $56338.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Salesforce Inc                                            | Salesforce, Inc.                                                              | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |        5944 | NS      | $1620869.36   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                                | Intuit, Inc.                                                                  | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |        1655 | NS      | $1303527.65   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc                                             | Dynatrace, Inc.                                                               | CUSIP: 268150109<br>LEI: 6488T0Z33CE9L61EX904 | Long             | EC               | CORP              | US        |        1745 | NS      | $96341.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                                   | Dow, Inc.                                                                     | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |        4093 | NS      | $108382.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NY MELLON CORP                                    | Bank of New York Mellon Corp.                                                 | CUSIP: 06406RBW6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1113832.35   | 0.12%             | 2035-03-14      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                                       | Imperial Brands PLC                                                           | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |        5167 | NS      | $204148.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Washington H Soul Pattinson & Co Ltd                      | Washington H Soul Pattinson & Co. Ltd.                                        | CUSIP: 000000000<br>LEI: 549300G2Q3P6ZVNC1465 | Long             | EC               | CORP              | AU        |        1586 | NS      | $43845.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Citigroup Mortgage Loan Trust Inc                         | Citigroup Mortgage Loan Trust                                                 | CUSIP: 17332RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      693634 | PA      | $698237.26    | 0.08%             | 2055-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Swap                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    71179000 | OU      | $86425.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                         | LEG Immobilien SE                                                             | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | EC               | CORP              | DE        |         490 | NS      | $43615.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sigma Healthcare Ltd                                      | Sigma Healthcare Ltd.                                                         | CUSIP: 000000000<br>LEI: 529900BZSP3BK7GYAO50 | Long             | EC               | CORP              | AU        |       30734 | NS      | $60493.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                 | L3Harris Technologies, Inc.                                                   | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |        1127 | NS      | $282696.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corp                                         | Hyatt Hotels Corp.                                                            | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |         249 | NS      | $34772.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Zebra Technologies Corp                                   | Zebra Technologies Corp.                                                      | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |         304 | NS      | $93741.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kone Oyj                                                  | Kone OYJ                                                                      | CUSIP: 000000000<br>LEI: 2138001CNF45JP5XZK38 | Long             | EC               | CORP              | FI        |        2201 | NS      | $145003.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Warner Bros Discovery Inc                                 | Warner Bros Discovery, Inc.                                                   | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |       13878 | NS      | $159041.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BT Group PLC                                              | BT Group PLC                                                                  | CUSIP: 000000000<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |       39078 | NS      | $104053.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | Future                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         124 | NC      | $241342.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                                 | United Parcel Service, Inc.                                                   | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |        4286 | NS      | $432628.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexico Bonos                                                                  | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     6000000 | PA      | $291486.58    | 0.03%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Nokia Oyj                                                 | Nokia OYJ                                                                     | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |       35573 | NS      | $184575.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Galderma Group AG                                         | Galderma Group AG                                                             | CUSIP: 000000000<br>LEI: 89450001OK6O8ELQ4584 | Long             | EC               | CORP              | CH        |         773 | NS      | $112359.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollar General Corp                                       | Dollar General Corp.                                                          | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |        1310 | NS      | $149837.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock Inc                                             | Blackrock, Inc.                                                               | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |         865 | NS      | $907601.25    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                             | Accenture PLC                                                                 | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |        3667 | NS      | $1096029.63   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Student Loan Trust                                | Navient Private Education Loan Trust                                          | CUSIP: 63939CAD9<br>LEI: 54930094LU45XF2CP718 | Long             | ABS-O            | CORP              | US        |        6932 | PA      | $6934.13      | 0.00%             | 2031-10-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc              | BAMLL Trust                                                                   | CUSIP: 05493WAA0<br>LEI: 5493001M1XQ4INMTAE48 | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1507484.25   | 0.16%             | 2039-08-15      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Equity Residential                                        | Equity Residential                                                            | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               |  | US        |        1998 | NS      | $134845.02    | 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        |     2830000 | PA      | $3543137.12   | 0.38%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| L'Oreal SA                                                | L'Oreal SA                                                                    | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |        1618 | NS      | $693076.35    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Italia SpA/Milano                                 | Telecom Italia SpA                                                            | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | EC               | CORP              | IT        |       69664 | NS      | $34422.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                          | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1240000 | PA      | $1062652.65   | 0.11%             | 2036-10-20      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AMETEK Inc                                                | AMETEK, Inc.                                                                  | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |        1357 | NS      | $245562.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial Inc                           | Fidelity National Financial, Inc.                                             | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |        1521 | NS      | $85267.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | Purchased TRY / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TR        |           1 | NC      | $-379142.71   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Saab AB                                                   | Saab AB                                                                       | CUSIP: 000000000<br>LEI: 549300ZHO4JCQQI13M69 | Long             | EC               | CORP              | SE        |        2043 | NS      | $114230.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                            | American Electric Power Co., Inc.                                             | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |        3117 | NS      | $323419.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                                         | General Motors Co.                                                            | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |        6475 | NS      | $318634.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                               | Purchased USD / Sold GBP                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-499.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Western Digital Corp                                      | Western Digital Corp.                                                         | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |        2033 | NS      | $130091.67    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boliden AB                                                | Boliden AB                                                                    | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |        1829 | NS      | $57155.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                        | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      810000 | PA      | $440413.40    | 0.05%             | 2031-05-19      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                               | Alnylam Pharmaceuticals, Inc.                                                 | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |         744 | NS      | $242610.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrick Mining Corp                                       | Barrick Mining Corp.                                                          | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |       11580 | NS      | $241081.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG                    | Chocoladefabriken Lindt & Spruengli AG                                        | CUSIP: 000000000<br>LEI: 529900JYJNNOKKAGK736 | Long             | EC               | CORP              | CH        |           1 | NS      | $166725.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VONTIER CORP                                              | Vontier Corp.                                                                 | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |      925000 | PA      | $868934.53    | 0.09%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                        | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      290000 | PA      | $340792.86    | 0.04%             | 2054-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Amundi SA                                                 | Amundi SA                                                                     | CUSIP: 000000000<br>LEI: 96950010FL2T1TJKR531 | Long             | EC               | CORP              | FR        |         406 | NS      | $32908.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                 | Teledyne Technologies, Inc.                                                   | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |         274 | NS      | $140372.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                         | Purchased USD / Sold MXN                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-2876.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Corp                                               | Vistra Corp.                                                                  | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |        2024 | NS      | $392271.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                                             | Welltower, Inc.                                                               | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               |  | US        |        3642 | NS      | $559884.66    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington Inc                | Expeditors International of Washington, Inc.                                  | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |         820 | NS      | $93685.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | Purchased IDR / Sold USD                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | ID        |           1 | NC      | $421.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                    | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     2770000 | PA      | $1542395.27   | 0.17%             | 2032-05-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Purchased JPY / Sold USD                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |           1 | NC      | $159474.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC Group NV                                              | KBC Group NV                                                                  | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |        1531 | NS      | $158013.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co.                                                          | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $991324.28    | 0.11%             | 2033-02-17      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                          | Genuine Parts Co.                                                             | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |         822 | NS      | $99716.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                                                  | MSCI, Inc.                                                                    | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |         461 | NS      | $265877.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SKF AB                                                    | SKF AB                                                                        | CUSIP: 000000000<br>LEI: 549300B6HWYEE57O8J84 | Long             | EC               | CORP              | SE        |        2235 | NS      | $51338.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill Inc                                | Chipotle Mexican Grill, Inc.                                                  | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8084 | NS      | $453916.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hungary Government International Bonds                    | Hungary Government International Bonds                                        | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      638000 | PA      | $665426.58    | 0.07%             | 2032-09-22      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Viatris Inc                                               | Viatris, Inc.                                                                 | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |        6931 | NS      | $61893.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FDJ UNITED                                                | FDJ UNITED                                                                    | CUSIP: 000000000<br>LEI: 969500R4CLSQFTYYI535 | Long             | EC               | CORP              | FR        |         737 | NS      | $28920.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario                                                           | CUSIP: 000000000<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      360000 | PA      | $423421.57    | 0.05%             | 2035-07-03      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Volvo AB                                                  | Volvo AB                                                                      | CUSIP: 000000000<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |       10537 | NS      | $296485.96    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                           | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5070000 | PA      | $3366004.69   | 0.36%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Beiersdorf AG                                             | Beiersdorf AG                                                                 | CUSIP: 000000000<br>LEI: L47NHHI0Z9X22DV46U41 | Long             | EC               | CORP              | DE        |         655 | NS      | $82332.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                      | Progressive Corp.                                                             | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |        3459 | NS      | $923068.74    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc                               | Jack Henry & Associates, Inc.                                                 | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |         438 | NS      | $78914.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp                                                 | Pool Corp.                                                                    | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |         223 | NS      | $65000.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | Purchased THB / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TH        |           1 | NC      | $953764.71    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Argenx SE                                                 | Argenx SE                                                                     | CUSIP: 000000000<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |         407 | NS      | $225308.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| American Water Works Co Inc                               | American Water Works Co., Inc.                                                | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |        1143 | NS      | $159002.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp                                            | Atlassian Corp.                                                               | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |         990 | NS      | $201059.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                | Vertex Pharmaceuticals, Inc.                                                  | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |        1520 | NS      | $676704.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                                       | Dominion Energy, Inc.                                                         | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |        4950 | NS      | $279774.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                                | Mondelez International, Inc.                                                  | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |        7803 | NS      | $526234.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta Inc                                                  | Okta, Inc.                                                                    | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |         953 | NS      | $95271.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association                                         | CUSIP: 3140MSSF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2712249 | PA      | $2254691.08   | 0.24%             | 2052-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO                    | JW Commercial Mortgage Trust                                                  | CUSIP: 46657XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $1000623.40   | 0.11%             | 2039-06-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                         | Kinder Morgan, Inc.                                                           | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $1046545.23   | 0.11%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                        | Union Pacific Corp.                                                           | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |        3585 | NS      | $824836.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Skanska AB                                                | Skanska AB                                                                    | CUSIP: 000000000<br>LEI: 549300UINV5RINHGMG07 | Long             | EC               | CORP              | SE        |        2238 | NS      | $52133.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd                                    | Aristocrat Leisure Ltd.                                                       | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |        3768 | NS      | $161439.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                         | Johnson & Johnson                                                             | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       14152 | NS      | $2161718.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                         | Purchased USD / Sold HKD                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $48.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REA Group Ltd                                             | REA Group Ltd.                                                                | CUSIP: 000000000<br>LEI: 894500KA4UBDATOFPN36 | Long             | EC               | CORP              | AU        |         352 | NS      | $55742.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Realty Income Corp                                        | Realty Income Corp.                                                           | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               |  | US        |        5135 | NS      | $295827.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | Purchased NOK / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | NO        |           1 | NC      | $379.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| McDonald's Corp                                           | McDonald's Corp.                                                              | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |        4248 | NS      | $1241138.16   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                                                | NetApp, Inc.                                                                  | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |        1209 | NS      | $128818.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Ltd                                                   | ASX Ltd.                                                                      | CUSIP: 000000000<br>LEI: 549300VSBVYUCBIQKT71 | Long             | EC               | CORP              | AU        |        1289 | NS      | $59185.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased TRY / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TR        |           1 | NC      | $325201.13    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings PLC                                  | Rolls-Royce Holdings PLC                                                      | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |       55676 | NS      | $737854.23    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Purchased HKD / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | HK        |           1 | NC      | $43.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                           | BAE Systems PLC                                                               | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |       19401 | NS      | $503511.42    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hess Corp                                                 | Hess Corp.                                                                    | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |        1613 | NS      | $223465.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | Swap                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FR        |    19004010 | OU      | $-1214188.44  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | Purchased NOK / Sold USD                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NO        |           1 | NC      | $610.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken Holding NV                                       | Heineken Holding NV                                                           | CUSIP: 000000000<br>LEI: 724500M1WJLFM9TYBS04 | Long             | EC               | CORP              | NL        |         880 | NS      | $65665.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                    | UnitedHealth Group, Inc.                                                      | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |        5466 | NS      | $1705228.02   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Snam SpA                                                  | Snam SpA                                                                      | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | EC               | CORP              | IT        |       13240 | NS      | $80150.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Exact Sciences Corp                                       | Exact Sciences Corp.                                                          | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |        1100 | NS      | $58454.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                           | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3200000 | PA      | $3050375.01   | 0.33%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BP PLC                                                    | BP PLC                                                                        | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |      105084 | NS      | $523559.12    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank of Canada                                   | National Bank of Canada                                                       | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |        2654 | NS      | $273868.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Clorox Co/The                                             | Clorox Co.                                                                    | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |         728 | NS      | $87410.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Montreal                                          | Bank of Montreal                                                              | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | EC               | CORP              | CA        |        4868 | NS      | $539474.85    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Stora Enso Oyj                                            | Stora Enso OYJ                                                                | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | EC               | CORP              | FI        |        3664 | NS      | $39833.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Cochlear Ltd                                              | Cochlear Ltd.                                                                 | CUSIP: 000000000<br>LEI: 5493001OLLWY8KV5UC08 | Long             | EC               | CORP              | AU        |         435 | NS      | $86032.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bonds                                        | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      189000 | PA      | $239772.30    | 0.03%             | 2033-09-12      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Purchased USD / Sold CNH                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-5434.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co                                  | Molson Coors Beverage Co.                                                     | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |        1053 | NS      | $50638.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Toromont Industries Ltd                                   | Toromont Industries Ltd.                                                      | CUSIP: 891102105<br>LEI: 5493008W5EPRSLQ0B737 | Long             | EC               | CORP              | CA        |         538 | NS      | $48353.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                           | ASML Holding NV                                                               | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |        2711 | NS      | $2172424.49   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                           | Philip Morris International, Inc.                                             | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |        9241 | NS      | $1683063.33   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                                        | United Rentals, Inc.                                                          | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |         386 | NS      | $290812.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Corp                                           | Brookfield Corp.                                                              | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |        9204 | NS      | $569644.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Svenska Cellulosa AB SCA                                  | Svenska Cellulosa AB SCA                                                      | CUSIP: 000000000<br>LEI: 549300FW5JDRV1IJ0M67 | Long             | EC               | CORP              | SE        |        3963 | NS      | $51529.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Purchased CHF / Sold USD                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |           1 | NC      | $2926.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KOREA SOUTHERN POWER                                      | Korea Southern Power Co. Ltd.                                                 | CUSIP: 50065AAC8<br>LEI: 9884001B6VSIQS4ZY558 | Long             | DBT              | CORP              | KR        |     1650000 | PA      | $1615723.92   | 0.17%             | 2026-01-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                      | International Business Machines Corp.                                         | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |        5486 | NS      | $1617163.08   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco PLC                              | British American Tobacco PLC                                                  | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |       13302 | NS      | $632461.06    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Purchased SEK / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |           1 | NC      | $1199.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG                    | Chocoladefabriken Lindt & Spruengli AG                                        | CUSIP: 000000000<br>LEI: 529900JYJNNOKKAGK736 | Long             | EC               | CORP              | CH        |           6 | NS      | $101121.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pentair PLC                                               | Pentair PLC                                                                   | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |         969 | NS      | $99477.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Land Securities Group PLC                                 | Land Securities Group PLC                                                     | CUSIP: 000000000<br>LEI: 213800V8IAVKS37D6B88 | Long             | EC               |  | GB        |        4608 | NS      | $40024.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                       | Macquarie Group Ltd.                                                          | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |        2376 | NS      | $357363.75    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association                                         | CUSIP: 3140XBNR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3992733 | PA      | $3635570.18   | 0.39%             | 2051-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association                                         | CUSIP: 3140A12P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      284204 | PA      | $295402.74    | 0.03%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                        | Valero Energy Corp.                                                           | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |        1851 | NS      | $248811.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                             | Amphenol Corp.                                                                | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |        7055 | NS      | $696681.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                          | Wells Fargo & Co.                                                             | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |       19384 | NS      | $1553046.08   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                                       | Northern Trust Corp.                                                          | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |        1164 | NS      | $147583.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                                 | News Corp.                                                                    | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |        2247 | NS      | $66780.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LAS VEGAS SANDS CORP                                      | Las Vegas Sands Corp.                                                         | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      200000 | PA      | $206334.63    | 0.02%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                   | Marathon Petroleum Corp.                                                      | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |        1890 | NS      | $313947.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                      | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      910000 | PA      | $952493.65    | 0.10%             | 2054-08-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Revvity Inc                                               | Revvity, Inc.                                                                 | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |         715 | NS      | $69154.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bonds                                               | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    15920000 | PA      | $657100.59    | 0.07%             | 2031-03-13      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold CHF                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-1523.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | Purchased JPY / Sold USD                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |           1 | NC      | $-985.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Scentre Group                                             | Scentre Group                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |       34559 | NS      | $81169.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Straumann Holding AG                                      | Straumann Holding AG                                                          | CUSIP: 000000000<br>LEI: 50670046ML5FVIM60Z37 | Long             | EC               | CORP              | CH        |         739 | NS      | $96727.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Ltd                          | Singapore Telecommunications Ltd.                                             | CUSIP: 000000000<br>LEI: 2549003XJKIQO8YDYD89 | Long             | EC               | CORP              | SG        |       49041 | NS      | $147848.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                                 | Partners Group Holding AG                                                     | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |         167 | NS      | $218490.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                        | NextEra Energy, Inc.                                                          | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |       11860 | NS      | $823321.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                             | Hilton Worldwide Holdings, Inc.                                               | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |        1456 | NS      | $387791.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey Inc                                              | WP Carey, Inc.                                                                | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               |  | US        |        1289 | NS      | $80407.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                                   | UDR, Inc.                                                                     | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               |  | US        |        1830 | NS      | $74718.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BPER Banca SPA                                            | BPER Banca SpA                                                                | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | EC               | CORP              | IT        |        6636 | NS      | $60230.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| General Mills Inc                                         | General Mills, Inc.                                                           | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |        3224 | NS      | $167035.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                                             | DR Horton, Inc.                                                               | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |        1700 | NS      | $219164.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                               | Paychex, Inc.                                                                 | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |        1912 | NS      | $278119.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesco PLC                                                 | Tesco PLC                                                                     | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |       44396 | NS      | $244778.26    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Interactive Brokers Group Inc                             | Interactive Brokers Group, Inc.                                               | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |        2588 | NS      | $143401.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bonds                                                      | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 17305000000 | PA      | $1182655.78   | 0.13%             | 2034-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Purchased AUD / Sold USD                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | AU        |           1 | NC      | $1668.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Continental AG                                            | Continental AG                                                                | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | EC               | CORP              | DE        |         732 | NS      | $63887.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                          | Terna - Rete Elettrica Nazionale                                              | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | EC               | CORP              | IT        |        9230 | NS      | $94893.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Mowi ASA                                                  | Mowi ASA                                                                      | CUSIP: 000000000<br>LEI: 549300W1OGQF5LZIH349 | Long             | EC               | CORP              | NO        |        3245 | NS      | $62672.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Schlumberger NV                                           | Schlumberger NV                                                               | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |        8312 | NS      | $280945.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | Future                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -7 | NC      | $-3473.23     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Sembcorp Industries Ltd                                   | Sembcorp Industries Ltd.                                                      | CUSIP: 000000000<br>LEI: 254900J0FF14U6TPQM96 | Long             | EC               | CORP              | SG        |        5860 | NS      | $31568.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Purchased IDR / Sold USD                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | ID        |           1 | NC      | $2969.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zscaler Inc                                               | Zscaler, Inc.                                                                 | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |         593 | NS      | $186166.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Lufthansa AG                                     | Deutsche Lufthansa AG                                                         | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | EC               | CORP              | DE        |        3973 | NS      | $33729.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                        | BX Trust                                                                      | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      576000 | PA      | $538449.70    | 0.06%             | 2041-12-09      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Singapore Airlines Ltd                                    | Singapore Airlines Ltd.                                                       | CUSIP: 000000000<br>LEI: 549300ZG62N2599PWR15 | Long             | EC               | CORP              | SG        |        9720 | NS      | $53311.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Lotus Bakeries NV                                         | Lotus Bakeries NV                                                             | CUSIP: 000000000<br>LEI: 5493004C0K34IFI67I03 | Long             | EC               | CORP              | BE        |           3 | NS      | $28907.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                | AbbVie, Inc.                                                                  | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       10303 | NS      | $1912442.86   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                                         | Tractor Supply Co.                                                            | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |        3167 | NS      | $167122.59    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | Purchased JPY / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | JP        |           1 | NC      | $-131996.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                      | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2940000 | PA      | $4013641.36   | 0.43%             | 2039-07-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                             | Universal Health Services, Inc.                                               | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |         345 | NS      | $62496.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Insurance Australia Group Ltd                             | Insurance Australia Group Ltd.                                                | CUSIP: 000000000<br>LEI: 549300PFEWKNHRG25N08 | Long             | EC               | CORP              | AU        |       15693 | NS      | $93295.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Publicis Groupe SA                                        | Publicis Groupe SA                                                            | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |        1518 | NS      | $171450.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Goldman Sachs International                               | Purchased USD / Sold THB                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $1684.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Exchange                                            | Future                                                                        | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |         -34 | NC      | $-147875.48   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                                                 | Ball Corp.                                                                    | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |        1745 | NS      | $97877.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC                           | Seagate Technology Holdings PLC                                               | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |        1244 | NS      | $179546.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Purchased CHF / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |           1 | NC      | $12851.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wesfarmers Ltd                                            | Wesfarmers Ltd.                                                               | CUSIP: 000000000<br>LEI: 5493003L32ZX9557ST85 | Long             | EC               | CORP              | AU        |        7519 | NS      | $419615.43    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Check Point Software Technologies Ltd                     | Check Point Software Technologies Ltd.                                        | CUSIP: 000000000<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | IL        |         566 | NS      | $125227.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                                              | Unilever PLC                                                                  | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |       16836 | NS      | $1027437.06   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                            | Air Products & Chemicals, Inc.                                                | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |        1316 | NS      | $371190.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp. of Victoria                                                    | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     4246000 | PA      | $2340091.18   | 0.25%             | 2033-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                            | Commonwealth Bank of Australia                                                | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |       10914 | NS      | $1328324.13   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Ltd                                    | Singapore Exchange Ltd.                                                       | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |        5414 | NS      | $63393.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ventas Inc                                                | Ventas, Inc.                                                                  | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               |  | US        |        2483 | NS      | $156801.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARC Resources Ltd                                         | ARC Resources Ltd.                                                            | CUSIP: 00208D408<br>LEI: 5493000OCGNQZEVTDT08 | Long             | EC               | CORP              | CA        |        3990 | NS      | $84121.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto Ltd                                             | Rio Tinto Ltd.                                                                | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |        2478 | NS      | $175418.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association                                         | CUSIP: 31418EPS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10586395 | PA      | $9168623.87   | 0.99%             | 2053-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sonova Holding AG                                         | Sonova Holding AG                                                             | CUSIP: 000000000<br>LEI: 5299004A0QNX7FBNHS61 | Long             | EC               | CORP              | CH        |         372 | NS      | $110939.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                                       | Future                                                                        | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |         -51 | NC      | $-25377.65    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Purchased KRW / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $55159.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                                    | SAP SE                                                                        | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |        6959 | NS      | $2127920.25   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| REI AGRO LTD                                              | REI Agro Ltd.                                                                 | CUSIP: Y7253SAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |      259000 | PA      | $0.00         | 0.00%             | 2014-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Tradeweb Markets Inc                                      | Tradeweb Markets, Inc.                                                        | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         688 | NS      | $100723.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tourmaline Oil Corp                                       | Tourmaline Oil Corp.                                                          | CUSIP: 89156V106<br>LEI: 894500I7AXG91VB3PM28 | Long             | EC               | CORP              | CA        |        2390 | NS      | $115309.71    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amadeus IT Group SA                                       | Amadeus IT Group SA                                                           | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |        3023 | NS      | $255392.34    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Acciona SA                                                | Acciona SA                                                                    | CUSIP: 000000000<br>LEI: 54930002KP75TLLLNO21 | Long             | EC               | CORP              | ES        |         164 | NS      | $29579.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Swiss Life Holding AG                                     | Swiss Life Holding AG                                                         | CUSIP: 000000000<br>LEI: 5493000KUC3Z24U77V93 | Long             | EC               | CORP              | CH        |         213 | NS      | $215633.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Swap                                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     8479573 | OU      | $-23413.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                              | Thermo Fisher Scientific, Inc.                                                | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |        2244 | NS      | $909852.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                                     | Costco Wholesale Corp.                                                        | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |        2629 | NS      | $2602552.26   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank AS                                                                | CUSIP: 23636ABK6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      800000 | PA      | $809066.50    | 0.09%             | 2031-03-04      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                         | Expedia Group, Inc.                                                           | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         739 | NS      | $124654.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | Purchased THB / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TH        |           1 | NC      | $102582.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Holcim AG                                                 | Holcim AG                                                                     | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |        3940 | NS      | $292580.98    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp.                                                                  | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      775000 | PA      | $792170.64    | 0.09%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Endesa SA                                                 | Endesa SA                                                                     | CUSIP: 000000000<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |        2104 | NS      | $66644.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Cloudflare Inc                                            | Cloudflare, Inc.                                                              | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |        1781 | NS      | $348773.23    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group Ltd                                         | Everest Group Ltd.                                                            | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |         246 | NS      | $83603.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bonds                                          | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      360000 | PA      | $422463.52    | 0.05%             | 2035-07-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Carrefour SA                                              | Carrefour SA                                                                  | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |        3906 | NS      | $55098.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MTR Corp Ltd                                              | MTR Corp. Ltd.                                                                | CUSIP: 000000000<br>LEI: 254900IH4U9NHH9AQM97 | Long             | EC               | CORP              | HK        |       10097 | NS      | $36307.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Software Inc/Canada                         | Constellation Software, Inc.                                                  | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |         133 | NS      | $487678.06    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                                     | Uber Technologies, Inc.                                                       | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |       11753 | NS      | $1096554.90   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeroports de Paris SA                                     | Aeroports de Paris SA                                                         | CUSIP: 000000000<br>LEI: 969500PJMBSFHYC37989 | Long             | EC               | CORP              | FR        |         231 | NS      | $28961.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Brown-Forman Corp                                         | Brown-Forman Corp.                                                            | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |        1074 | NS      | $28901.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                                              | Teradyne, Inc.                                                                | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |         957 | NS      | $86053.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F030678<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      300000 | PA      | $259542.16    | 0.03%             | 2054-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CLP Holdings Ltd                                          | CLP Holdings Ltd.                                                             | CUSIP: 000000000<br>LEI: 25490002BUTSMP94GO68 | Long             | EC               | CORP              | HK        |       10651 | NS      | $89955.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rexel SA                                                  | Rexel SA                                                                      | CUSIP: 000000000<br>LEI: 969500N6AVPA51648T62 | Long             | EC               | CORP              | FR        |        1476 | NS      | $45523.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                  | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     1000000 | PA      | $1176136.30   | 0.13%             | 2037-03-05      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BKW AG                                                    | BKW AG                                                                        | CUSIP: 000000000<br>LEI: 549300IE30SKTUO98Q38 | Long             | EC               | CORP              | CH        |         139 | NS      | $30475.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp                       | Cognizant Technology Solutions Corp.                                          | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |        2923 | NS      | $228081.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Keyera Corp                                               | Keyera Corp.                                                                  | CUSIP: 493271100<br>LEI: 254900LXI62FUHZGH122 | Long             | EC               | CORP              | CA        |        1508 | NS      | $49323.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AddTech AB                                                | AddTech AB                                                                    | CUSIP: 000000000<br>LEI: 549300QZ5U2IDRHPWL60 | Long             | EC               | CORP              | SE        |        1694 | NS      | $57751.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Masco Corp                                                | Masco Corp.                                                                   | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |        1261 | NS      | $81157.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |        6704 | NS      | $601360.20    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Quintis PTY                                               | Quintis Australia Pty. Ltd.                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | AU        |     1725383 | NS      | $1.14         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: —       |
| Barclays Bank PLC                                         | Purchased USD / Sold NOK                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1320.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                          | Bank Hapoalim BM                                                              | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |        8147 | NS      | $156488.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | Future                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          25 | NC      | $123959.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                                  | eBay, Inc.                                                                    | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |        2821 | NS      | $210051.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                                      | WEC Energy Group, Inc.                                                        | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |        1860 | NS      | $193812.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                                         | EOG Resources, Inc.                                                           | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |        3315 | NS      | $396507.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                         | Purchased USD / Sold GBP                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1350.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| M&G PLC                                                   | M&G PLC                                                                       | CUSIP: 000000000<br>LEI: 254900TWUJUQ44TQJY84 | Long             | EC               | CORP              | GB        |       15033 | NS      | $53137.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd                                    | Arch Capital Group Ltd.                                                       | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |        2198 | NS      | $200127.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                                     | 3M Co.                                                                        | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |        3204 | NS      | $487776.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                                  | NIKE, Inc.                                                                    | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |        7021 | NS      | $498771.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbus SE                                                 | Airbus SE                                                                     | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |        3882 | NS      | $812117.02    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                  | Agilent Technologies, Inc.                                                    | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |        1642 | NS      | $193772.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     5170000 | PA      | $1240603.54   | 0.13%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Shell PLC                                                 | Shell PLC                                                                     | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |       39305 | NS      | $1371332.46   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                         | Future                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |          67 | NC      | $53552.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical Inc                               | BioMarin Pharmaceutical, Inc.                                                 | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |        1122 | NS      | $61676.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TFI International Inc                                     | TFI International, Inc.                                                       | CUSIP: 87241L109<br>LEI: 5493007R9W7KO7SJN678 | Long             | EC               | CORP              | CA        |         536 | NS      | $48115.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Owens Corning                                             | Owens Corning                                                                 | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |         502 | NS      | $69035.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Quebecor Inc                                              | Quebecor, Inc.                                                                | CUSIP: 748193208<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |        1040 | NS      | $31656.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors                              | State Street Navigator Securities Lending Government Money Market Portfolio   | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |      747974 | NS      | $747974.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| REI AGRO LTD                                              | REI Agro Ltd.                                                                 | CUSIP: 74948PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |      697000 | PA      | $0.01         | 0.00%             | 2014-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Micron Technology Inc                                     | Micron Technology, Inc.                                                       | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |        6531 | NS      | $804945.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp                                      | Regency Centers Corp.                                                         | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               |  | US        |        1009 | NS      | $71871.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                                             | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1214000 | PA      | $1651232.13   | 0.18%             | 2026-11-13      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Covivio SA/France                                         | Covivio SA                                                                    | CUSIP: 000000000<br>LEI: 969500P8M3W2XX376054 | Long             | EC               |  | FR        |         365 | NS      | $23142.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jeronimo Martins SGPS SA                                  | Jeronimo Martins SGPS SA                                                      | CUSIP: 000000000<br>LEI: 259400A8SZP10GB5IB19 | Long             | EC               | CORP              | PT        |        1632 | NS      | $41318.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F052672<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7145000 | PA      | $7143365.37   | 0.77%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Industrivarden AB                                         | Industrivarden AB                                                             | CUSIP: 000000000<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |         790 | NS      | $28719.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Burlington Stores Inc                                     | Burlington Stores, Inc.                                                       | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |         394 | NS      | $91660.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                                      | Williams Cos., Inc.                                                           | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |        7230 | NS      | $454116.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VAT Group AG                                              | VAT Group AG                                                                  | CUSIP: 000000000<br>LEI: 529900MVFK7NVALR7Y83 | Long             | EC               | CORP              | CH        |         178 | NS      | $75424.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| AIB GROUP PLC                                             | AIB Group PLC                                                                 | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |     1175000 | PA      | $1211698.78   | 0.13%             | 2035-03-28      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| HubSpot Inc                                               | HubSpot, Inc.                                                                 | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |         306 | NS      | $170328.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TMX Group Ltd                                             | TMX Group Ltd.                                                                | CUSIP: 87262K105<br>LEI: 549300N65GFVKSHGJW59 | Long             | EC               | CORP              | CA        |        1864 | NS      | $79008.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Investment AB Latour                                      | Investment AB Latour                                                          | CUSIP: 000000000<br>LEI: 5493006GFBLNB3Y0Y789 | Long             | EC               | CORP              | SE        |         971 | NS      | $25610.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Deutsche Boerse AG                                        | Deutsche Boerse AG                                                            | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |        1228 | NS      | $401174.78    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold EUR                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-142560.63   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Snap-on Inc                                               | Snap-on, Inc.                                                                 | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |         308 | NS      | $95843.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                             | Citigroup, Inc.                                                               | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       11120 | NS      | $946534.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolution Mining Ltd                                      | Evolution Mining Ltd.                                                         | CUSIP: 000000000<br>LEI: 254900BCFW5QO5LW8F27 | Long             | EC               | CORP              | AU        |       13408 | NS      | $69805.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                 | Prologis Euro Finance LLC                                                     | CUSIP: 74341EAA0<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |      950000 | PA      | $1083715.66   | 0.12%             | 2029-01-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM                                   | Bank Leumi Le-Israel BM                                                       | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |        9736 | NS      | $181143.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Randstad NV                                               | Randstad NV                                                                   | CUSIP: 000000000<br>LEI: 7245009EAAUUQJ0U4T57 | Long             | EC               | CORP              | NL        |         720 | NS      | $33279.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Walgreens Boots Alliance Inc                              | Walgreens Boots Alliance, Inc.                                                | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |        4334 | NS      | $49754.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                                  | Swap                                                                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    37458106 | OU      | $21176.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubb Ltd                                                 | Chubb Ltd.                                                                    | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |        2226 | NS      | $644916.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   173950000 | PA      | $1183277.95   | 0.13%             | 2034-06-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Syensqo SA                                                | Syensqo SA                                                                    | CUSIP: 000000000<br>LEI: 549300060XNJ90PLNS10 | Long             | EC               | CORP              | BE        |         483 | NS      | $37415.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Rational AG                                               | Rational AG                                                                   | CUSIP: 000000000<br>LEI: 529900K139N6UFJ1A758 | Long             | EC               | CORP              | DE        |          33 | NS      | $27729.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Swap                                                                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   925000000 | OU      | $628366.37    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                         | Omnicom Group, Inc.                                                           | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |        1172 | NS      | $84313.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| West Fraser Timber Co Ltd                                 | West Fraser Timber Co. Ltd.                                                   | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |         361 | NS      | $26472.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sea Ltd                                                   | Sea Ltd.                                                                      | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |        2518 | NS      | $402728.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Severn Trent PLC                                          | Severn Trent PLC                                                              | CUSIP: 000000000<br>LEI: 213800RPBXRETY4A4C59 | Long             | EC               | CORP              | GB        |        1763 | NS      | $66239.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amcor PLC                                                 | Amcor PLC                                                                     | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |       13479 | NS      | $123872.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc/The                      | PNC Financial Services Group, Inc.                                            | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |        2340 | NS      | $436222.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKWOOL A/S                                              | Rockwool AS                                                                   | CUSIP: 000000000<br>LEI: 213800QRC7LNX935OZ09 | Long             | EC               | CORP              | DK        |         618 | NS      | $28967.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cooper Cos Inc/The                                        | Cooper Cos., Inc.                                                             | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |        1181 | NS      | $84039.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizrahi Tefahot Bank Ltd                                  | Mizrahi Tefahot Bank Ltd.                                                     | CUSIP: 000000000<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | EC               | CORP              | IL        |        1010 | NS      | $65884.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hang Seng Bank Ltd                                        | Hang Seng Bank Ltd.                                                           | CUSIP: 000000000<br>LEI: 5493009Z5F07LWZYMK62 | Long             | EC               | CORP              | HK        |        4883 | NS      | $73275.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Porsche Automobil Holding SE                              | Porsche Automobil Holding SE                                                  | CUSIP: 000000000<br>LEI: 52990053Z17ZYM1KFV27 | Long             | EP               | CORP              | DE        |        1022 | NS      | $40571.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spotify Technology SA                                     | Spotify Technology SA                                                         | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |        1022 | NS      | $784221.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                        | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3040000 | PA      | $3678175.40   | 0.40%             | 2034-10-31      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Iberdrola SA                                              | Iberdrola SA                                                                  | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |       38393 | NS      | $738605.85    | 0.08%             |  |  |  | No            |                  2 | On Loan: —       |
| General Dynamics Corp                                     | General Dynamics Corp.                                                        | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |        1378 | NS      | $401907.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                        | Purchased EUR / Sold USD                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |           1 | NC      | $699937.91    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Robinhood Markets Inc                                     | Robinhood Markets, Inc.                                                       | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |        3675 | NS      | $344090.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                  | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      120000 | PA      | $72831.45     | 0.01%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd                               | Northern Star Resources Ltd.                                                  | CUSIP: 000000000<br>LEI: 254900XFXCRYYZAX6M78 | Long             | EC               | CORP              | AU        |        9254 | NS      | $114306.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                                    | DBS Group Holdings Ltd.                                                       | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |       13853 | NS      | $489039.29    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group, Inc.                                            | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     1775000 | PA      | $1984275.87   | 0.21%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                           | Xcel Energy, Inc.                                                             | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |        3365 | NS      | $229156.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   641550000 | PA      | $4272975.60   | 0.46%             | 2034-09-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Bollore SE                                                | Bollore SE                                                                    | CUSIP: 000000000<br>LEI: 969500LEKCHH6VV86P94 | Long             | EC               | CORP              | FR        |        4680 | NS      | $29415.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DaVita Inc                                                | DaVita, Inc.                                                                  | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |         267 | NS      | $38034.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Helvetia Holding AG                                       | Helvetia Holding AG                                                           | CUSIP: 000000000<br>LEI: 529900SUJBXTORH0LT80 | Long             | EC               | CORP              | CH        |         245 | NS      | $57520.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Swap                                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     8523659 | OU      | $-128809.90   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                       | Cheniere Energy, Inc.                                                         | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |        1334 | NS      | $324855.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsara Inc                                               | Samsara, Inc.                                                                 | CUSIP: 79589L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1558 | NS      | $61977.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                              | Allegion PLC                                                                  | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |         511 | NS      | $73645.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                              | Comcast Corp.                                                                 | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |       22874 | NS      | $816373.06    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | Purchased DKK / Sold USD                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | DK        |           1 | NC      | $3408.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BERG Finance                                              | Berg Finance DAC                                                              | CUSIP: 000000000<br>LEI: 635400MVCRPAUVUGGY60 | Long             | ABS-MBS          | CORP              | IE        |      148309 | PA      | $174070.81    | 0.02%             | 2033-04-22      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                        | PPG Industries, Inc.                                                          | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |        1363 | NS      | $155041.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank/The                                 | Toronto-Dominion Bank                                                         | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |       11661 | NS      | $857694.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| James Hardie Industries PLC                               | James Hardie Industries PLC                                                   | CUSIP: 000000000<br>LEI: 635400NSGXKTVOO7JU45 | Long             | EC               | CORP              | IE        |        2815 | NS      | $75592.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | Canadian Imperial Bank of Commerce                                            | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |        6331 | NS      | $449388.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| ICL Group Ltd                                             | ICL Group Ltd.                                                                | CUSIP: 000000000<br>LEI: 529900FQVQD88SHIGM04 | Long             | EC               | CORP              | IL        |        5027 | NS      | $34511.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Talanx AG                                                 | Talanx AG                                                                     | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | EC               | CORP              | DE        |         428 | NS      | $55486.68     | 0.01%             |  |  |  | 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        |        1166 | NS      | $81045.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Atmos Energy Corp                                         | Atmos Energy Corp.                                                            | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |         915 | NS      | $141010.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD                             | Marriott International, Inc.                                                  | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |        1404 | NS      | $383586.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Xero Ltd                                                  | Xero Ltd.                                                                     | CUSIP: 000000000<br>LEI: 254900UG5D8YST164N14 | Long             | EC               | CORP              | NZ        |         965 | NS      | $114187.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Moody's Corp                                              | Moody's Corp.                                                                 | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |         957 | NS      | $480021.63    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                                  | Fox Corp.                                                                     | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |        1358 | NS      | $76102.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Akzo Nobel NV                                             | Akzo Nobel NV                                                                 | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | EC               | CORP              | NL        |        1155 | NS      | $81039.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Orange SA                                                 | Orange SA                                                                     | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |       12222 | NS      | $186118.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GEA Group AG                                              | GEA Group AG                                                                  | CUSIP: 000000000<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |         968 | NS      | $67856.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PPL Corp                                                  | PPL Corp.                                                                     | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |        4330 | NS      | $146743.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                         | Swap                                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     8360639 | OU      | $-13955.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sun Communities Inc                                       | Sun Communities, Inc.                                                         | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               |  | US        |         748 | NS      | $94614.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                               | Exelon Corp.                                                                  | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |        5875 | NS      | $255092.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co                                                | Carvana Co.                                                                   | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |         686 | NS      | $231154.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB Ltd                                                   | ABB Ltd.                                                                      | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |       11795 | NS      | $706860.46    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                        | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3900000 | PA      | $4791480.94   | 0.52%             | 2029-05-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                | Nucor Corp.                                                                   | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |        1394 | NS      | $180578.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Nova Scotia/The                                   | Bank of Nova Scotia                                                           | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |        8201 | NS      | $453486.54    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group, Inc.                                                     | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1260000 | PA      | $1268358.30   | 0.14%             | 2032-03-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | Societe Generale SA                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |        4798 | NS      | $274465.75    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ASM International NV                                      | ASM International NV                                                          | CUSIP: 000000000<br>LEI: 7245001I22ND6ZFHX623 | Long             | EC               | CORP              | NL        |         320 | NS      | $205272.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold NOK                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $213.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased THB / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TH        |           1 | NC      | $-39653.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Metro Inc/CN                                              | Metro, Inc.                                                                   | CUSIP: 59162N109<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | EC               | CORP              | CA        |        1414 | NS      | $111074.41    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                                               | Cintas Corp.                                                                  | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2148 | NS      | $478724.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                  | Thermo Fisher Scientific, Inc.                                                | CUSIP: 883556CC4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      850000 | PA      | $878623.97    | 0.10%             | 2031-10-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Medtronic PLC                                             | Medtronic PLC                                                                 | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |        7500 | NS      | $653775.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc                                       | Paycom Software, Inc.                                                         | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |         311 | NS      | $71965.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Evraz PLC                                                 | Evraz PLC                                                                     | CUSIP: 000000000<br>LEI: 5493005B7DAN39RXLK23 | Long             | EC               | CORP              | GB        |        6267 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Truist Financial Corp                                     | Truist Financial Corp.                                                        | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |        7858 | NS      | $337815.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | Purchased EUR / Sold USD                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $44070.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Next PLC                                                  | Next PLC                                                                      | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |         773 | NS      | $132023.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Corteva Inc                                               | Corteva, Inc.                                                                 | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |        4098 | NS      | $305423.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Reckitt Benckiser Group PLC                               | Reckitt Benckiser Group PLC                                                   | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |        4546 | NS      | $309705.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UPJOHN FINANCE BV                                         | Upjohn Finance BV                                                             | CUSIP: 000000000<br>LEI: 254900OG32E8F3XO5O83 | Long             | DBT              | CORP              | NL        |     1400000 | PA      | $1430152.71   | 0.15%             | 2032-06-23      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                                | Advanced Micro Devices, Inc.                                                  | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |        9582 | NS      | $1359685.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH                              | Huntington Bancshares, Inc.                                                   | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |        8533 | NS      | $143013.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold GBP                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-1884.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold EUR                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-3685.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                        | Coterra Energy, Inc.                                                          | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |        4324 | NS      | $109743.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Smithfield Foods Inc                                      | Smithfield Foods, Inc.                                                        | CUSIP: 832248207<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | EC               | CORP              | US        |           6 | NS      | $141.18       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                               | PepsiCo, Inc.                                                                 | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |        8055 | NS      | $1063582.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Jardine Matheson Holdings Ltd                             | Jardine Matheson Holdings Ltd.                                                | CUSIP: 000000000<br>LEI: 2138009KENVUNWOLPK41 | Long             | EC               | CORP              | BM        |        1033 | NS      | $49648.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group, Inc.                                                     | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      750000 | PA      | $786516.92    | 0.09%             | 2035-04-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                             | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1360000 | PA      | $1665874.45   | 0.18%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                     | Texas Instruments, Inc.                                                       | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |        5385 | NS      | $1118033.70   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                             | CME Group, Inc.                                                               | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |        2125 | NS      | $585692.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc                                  | Super Micro Computer, Inc.                                                    | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |        3157 | NS      | $154724.57    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Lifco AB                                                  | Lifco AB                                                                      | CUSIP: 000000000<br>LEI: 549300RTLL4VDQRCTW41 | Long             | EC               | CORP              | SE        |        1539 | NS      | $62370.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Purchased USD / Sold KRW                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-22469.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Thales SA                                                 | Thales SA                                                                     | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |         600 | NS      | $177164.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                    | Chubb INA Holdings LLC                                                        | CUSIP: 000000000<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1143796.16   | 0.12%             | 2027-06-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                       | Vulcan Materials Co.                                                          | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |         772 | NS      | $201353.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc                                  | Manhattan Associates, Inc.                                                    | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |         361 | NS      | $71286.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                                       | PayPal Holdings, Inc.                                                         | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |        5680 | NS      | $422137.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                              | Centene Corp.                                                                 | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |        2960 | NS      | $160668.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Getlink SE                                                | Getlink SE                                                                    | CUSIP: 000000000<br>LEI: 9695007ZEQ7M0OE74G82 | Long             | EC               | CORP              | FR        |        1989 | NS      | $38395.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased PLN / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PL        |           1 | NC      | $8556.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dell Technologies Inc                                     | Dell Technologies, Inc.                                                       | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |        1916 | NS      | $234901.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Renault SA                                                | Renault SA                                                                    | CUSIP: 000000000<br>LEI: 969500F7JLTX36OUI695 | Long             | EC               | CORP              | FR        |        1285 | NS      | $59296.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                                              | Alphabet, Inc.                                                                | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       34687 | NS      | $6112890.01   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Avolta AG                                                 | Avolta AG                                                                     | CUSIP: 000000000<br>LEI: 549300X53WDBVW7TIF57 | Long             | EC               | CORP              | CH        |         584 | NS      | $31811.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Meridian Energy Ltd                                       | Meridian Energy Ltd.                                                          | CUSIP: 000000000<br>LEI: 254900IFKXIGNCY3A092 | Long             | EC               | CORP              | NZ        |       10118 | NS      | $36387.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barry Callebaut AG                                        | Barry Callebaut AG                                                            | CUSIP: 000000000<br>LEI: 213800Y5RWKLDPUTT265 | Long             | EC               | CORP              | CH        |          23 | NS      | $25140.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Barclays Bank PLC                                         | Purchased USD / Sold DKK                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-719.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division          | Future                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |          15 | NC      | $-16765.61    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BXP Inc                                                   | BXP, Inc.                                                                     | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               |  | US        |         878 | NS      | $59238.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The                                  | Estee Lauder Cos., Inc.                                                       | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |        1328 | NS      | $107302.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tele2 AB                                                  | Tele2 AB                                                                      | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | EC               | CORP              | SE        |        3620 | NS      | $52842.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Phillips 66                                               | Phillips 66                                                                   | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |        2402 | NS      | $286558.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pan American Silver Corp                                  | Pan American Silver Corp.                                                     | CUSIP: 697900108<br>LEI: 549300MKTF5851TYIB83 | Long             | EC               | CORP              | CA        |        2444 | NS      | $69349.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV                                         | CNH Industrial NV                                                             | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | NL        |        5238 | NS      | $67884.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc                                  | Microchip Technology, Inc.                                                    | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |        3156 | NS      | $222087.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                              | Prologis, Inc.                                                                | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |        5410 | NS      | $568699.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cenovus Energy Inc                                        | Cenovus Energy, Inc.                                                          | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |        9135 | NS      | $124304.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co KGaA                                       | Henkel AG & Co. KGaA                                                          | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |        1112 | NS      | $87384.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                  | Lloyds Banking Group PLC                                                      | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |      398125 | NS      | $418634.63    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong & China Gas Co Ltd                              | Hong Kong & China Gas Co. Ltd.                                                | CUSIP: 000000000<br>LEI: 254900P7BETXGC7YU827 | Long             | EC               | CORP              | HK        |       72944 | NS      | $61330.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | Purchased USD / Sold JPY                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-18899.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Genmab A/S                                                | Genmab AS                                                                     | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |         420 | NS      | $87220.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortum Oyj                                                | Fortum OYJ                                                                    | CUSIP: 000000000<br>LEI: 635400IUIZZIUJSAMF76 | Long             | EC               | CORP              | FI        |        2911 | NS      | $54586.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Visa Inc                                                  | Visa, Inc.                                                                    | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       10146 | NS      | $3602337.30   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                             | Hewlett Packard Enterprise Co.                                                | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |        7776 | NS      | $159019.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ageas SA/NV                                               | Ageas SA                                                                      | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |         993 | NS      | $67174.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co/The                                           | Southern Co.                                                                  | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |        6436 | NS      | $591017.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                                        | Crown Holdings, Inc.                                                          | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |         703 | NS      | $72394.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Celestica Inc                                             | Celestica, Inc.                                                               | CUSIP: 15101Q207<br>LEI: 549300J3CG5T6RZWLN53 | Long             | EC               | CORP              | CA        |         795 | NS      | $124210.91    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc                                              | Enbridge, Inc.                                                                | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |       14529 | NS      | $658832.94    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Metso Oyj                                                 | Metso OYJ                                                                     | CUSIP: 000000000<br>LEI: 549300R0VN9C371W0E07 | Long             | EC               | CORP              | FI        |        3989 | NS      | $51696.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| ASX Clear (Futures)                                       | Future                                                                        | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DE               |  | AU        |           7 | NC      | $811.17       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pandora A/S                                               | Pandora AS                                                                    | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |         547 | NS      | $96378.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association                                         | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      424640 | PA      | $353205.10    | 0.04%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Legal & General Group PLC                                 | Legal & General Group PLC                                                     | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | EC               | CORP              | GB        |       38676 | NS      | $135324.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle Group Inc/The                                     | Carlyle Group, Inc.                                                           | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |        1376 | NS      | $70726.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Orkla ASA                                                 | Orkla ASA                                                                     | CUSIP: 000000000<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |        4945 | NS      | $53858.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sodexo SA                                                 | Sodexo SA                                                                     | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | EC               | CORP              | FR        |         584 | NS      | $35943.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                          | Roche Holding AG                                                              | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |        5158 | NS      | $1683672.61   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Swap                                                                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    62849000 | OU      | $26746.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd                                      | Woolworths Group Ltd.                                                         | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | EC               | CORP              | AU        |        8159 | NS      | $167127.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                | Zoetis, Inc.                                                                  | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |        2644 | NS      | $412331.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                                            | NRG Energy, Inc.                                                              | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |        1215 | NS      | $195104.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Informa PLC                                               | Informa PLC                                                                   | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | EC               | CORP              | GB        |        8727 | NS      | $96618.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                       | Eastman Chemical Co.                                                          | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |         680 | NS      | $50768.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Securitas AB                                              | Securitas AB                                                                  | CUSIP: 000000000<br>LEI: 635400TTYKE8EIWDS617 | Long             | EC               | CORP              | SE        |        3256 | NS      | $48749.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Healthineers AG                                   | Siemens Healthineers AG                                                       | CUSIP: 000000000<br>LEI: 529900QBVWXMWANH7H45 | Long             | EC               | CORP              | DE        |        2242 | NS      | $124463.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                                     | American Homes 4 Rent                                                         | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               |  | US        |        1953 | NS      | $70444.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F042673<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2390000 | PA      | $2285847.34   | 0.25%             | 2054-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                    | Boston Scientific Corp.                                                       | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |        8702 | NS      | $934681.82    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sampo Oyj                                                 | Sampo OYJ                                                                     | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |       15718 | NS      | $169165.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                | Zimmer Biomet Holdings, Inc.                                                  | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |        1172 | NS      | $106898.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION SOFTWARE INC                                | Constellation Software, Inc.                                                  | CUSIP: 000000000<br>LEI: 549300B6PYHMCTDWQV29 | N/A              | DE               |  | CA        |         203 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Futu Holdings Ltd                                         | Futu Holdings Ltd.                                                            | CUSIP: 36118L106<br>LEI: 213800X4W4ZRESFPTQ37 | Long             | EC               | CORP              | KY        |         376 | NS      | $46469.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corp                                             | Westlake Corp.                                                                | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |         226 | NS      | $17160.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Swap                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    18538511 | OU      | $1308363.07   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                 | Archer-Daniels-Midland Co.                                                    | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |        2834 | NS      | $149578.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Daimler Truck Holding AG                                  | Daimler Truck Holding AG                                                      | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |        3123 | NS      | $148167.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ResMed Inc                                                | ResMed, Inc.                                                                  | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |         866 | NS      | $223428.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedbank AB                                               | Swedbank AB                                                                   | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |        5641 | NS      | $149409.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                       | Elevance Health, Inc.                                                         | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |        1364 | NS      | $530541.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                               | Lennar Corp.                                                                  | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |        1410 | NS      | $155960.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                                         | Lam Research Corp.                                                            | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |        7596 | NS      | $739394.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                   | Pfizer Investment Enterprises Pte. Ltd.                                       | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      575000 | PA      | $533295.28    | 0.06%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Co                                           | Baker Hughes Co.                                                              | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5741 | NS      | $220109.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co/The                                        | J.M. Smucker Co.                                                              | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |         620 | NS      | $60884.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                                     | NXP Semiconductors NV                                                         | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |        1505 | NS      | $328827.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                                       | Leidos Holdings, Inc.                                                         | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |         760 | NS      | $119897.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Essity AB                                                 | Essity AB                                                                     | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |        4013 | NS      | $111115.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F040677<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2780000 | PA      | $2584640.56   | 0.28%             | 2054-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CBRE Group Inc                                            | CBRE Group, Inc.                                                              | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |        1793 | NS      | $251235.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HKT Trust & HKT Ltd                                       | HKT Trust & HKT Ltd.                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       24895 | NS      | $37219.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWITZERLAND                                               | Swiss Confederation Government Bonds                                          | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |     1250000 | PA      | $1548380.49   | 0.17%             | 2035-06-23      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Raymond James Financial Inc                               | Raymond James Financial, Inc.                                                 | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |        1142 | NS      | $175148.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 3i Group PLC                                              | 3i Group PLC                                                                  | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |        6173 | NS      | $349343.59    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Brenntag SE                                               | Brenntag SE                                                                   | CUSIP: 000000000<br>LEI: NNROIXVWJ7CPSR27SV97 | Long             | EC               | CORP              | DE        |         797 | NS      | $52801.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Biogen Inc                                                | Biogen, Inc.                                                                  | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |         830 | NS      | $104239.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | Swap                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FR        |     5492466 | OU      | $-65636.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Dollarama Inc                                             | Dollarama, Inc.                                                               | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |        1867 | NS      | $263059.51    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WPP PLC                                                   | WPP PLC                                                                       | CUSIP: 000000000<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | JE        |        7116 | NS      | $50103.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Block Inc                                                 | Block, Inc.                                                                   | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |        3274 | NS      | $222402.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties Inc                         | Gaming & Leisure Properties, Inc.                                             | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               |  | US        |        1617 | NS      | $75481.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                                | Fiserv, Inc.                                                                  | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |        3392 | NS      | $584814.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                      | Edison International                                                          | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |        2266 | NS      | $116925.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                                   | Procter & Gamble Co.                                                          | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       13806 | NS      | $2199571.92   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire Co Ltd                                             | Empire Co. Ltd.                                                               | CUSIP: 291843407<br>LEI: 549300TX0ZUSTEF7C719 | Long             | EC               | CORP              | CA        |         876 | NS      | $36352.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                                          | TotalEnergies SE                                                              | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |       13511 | NS      | $825828.46    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp. of Victoria                                                    | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     4240000 | PA      | $2126488.04   | 0.23%             | 2035-09-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield                                 | Unibail-Rodamco-Westfield                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | XX        |         798 | NS      | $76709.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Reece Ltd                                                 | Reece Ltd.                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |        1476 | NS      | $13946.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| AXA SA                                                    | AXA SA                                                                        | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |     1300000 | PA      | $1532606.85   | 0.17%             | 2049-05-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Akamai Technologies Inc                                   | Akamai Technologies, Inc.                                                     | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |         893 | NS      | $71225.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Tire Corp Ltd                                    | Canadian Tire Corp. Ltd.                                                      | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               | CORP              | CA        |         351 | NS      | $47785.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                           | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1500000 | PA      | $1714112.56   | 0.19%             | 2043-06-22      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                          | Novo Nordisk AS                                                               | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |       21409 | NS      | $1483515.42   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | Purchased JPY / Sold USD                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |           1 | NC      | $10000.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goodman Group                                             | Goodman Group                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |       13430 | NS      | $302774.21    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AFRICA FINANCE CORP                                       | Africa Finance Corp.                                                          | CUSIP: 000000000<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | XX        |     1040000 | PA      | $1033093.74   | 0.11%             | 2026-04-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CONTRA ABIOMED INC                                        | ABIOMED, Inc.                                                                 | CUSIP: 003CVR016<br>LEI: N/A                  | N/A              | DE               |  | US        |          56 | NS      | $57.12        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| State Street Corp                                         | State Street Corp.                                                            | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |        1732 | NS      | $184180.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | Purchased USD / Sold SGD                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-53.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                         | Hellenic Republic Government Bonds                                            | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      110000 | PA      | $139572.11    | 0.02%             | 2038-07-18      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Lockheed Martin Corp                                      | Lockheed Martin Corp.                                                         | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |        1252 | NS      | $579851.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lottery Corp Ltd/The                                      | Lottery Corp. Ltd.                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       14655 | NS      | $51410.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| H & M Hennes & Mauritz AB                                 | H & M Hennes & Mauritz AB                                                     | CUSIP: 000000000<br>LEI: 529900O5RR7R39FRDM42 | Long             | EC               | CORP              | SE        |        3586 | NS      | $50505.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| NatWest Group PLC                                         | NatWest Group PLC                                                             | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |       53669 | NS      | $376914.82    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Delivery Hero SE                                          | Delivery Hero SE                                                              | CUSIP: 000000000<br>LEI: 529900C3EX1FZGE48X78 | Long             | EC               | CORP              | DE        |        1274 | NS      | $34579.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medibank Pvt Ltd                                          | Medibank Pvt Ltd.                                                             | CUSIP: 000000000<br>LEI: BDYVSUPTML83OLINBJ17 | Long             | EC               | CORP              | AU        |       18272 | NS      | $60679.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Corp of Canada                                      | Power Corp. of Canada                                                         | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |        3736 | NS      | $145928.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| BOEING CO/THE                                             | Boeing Co.                                                                    | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      225000 | PA      | $231483.46    | 0.03%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Trelleborg AB                                             | Trelleborg AB                                                                 | CUSIP: 000000000<br>LEI: 213800XY16PAWG2PAD14 | Long             | EC               | CORP              | SE        |        1345 | NS      | $50102.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Lowe's Cos Inc                                            | Lowe's Cos., Inc.                                                             | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |        3362 | NS      | $745926.94    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc                             | Old Dominion Freight Line, Inc.                                               | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |        1139 | NS      | $184859.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp                                  | United Therapeutics Corp.                                                     | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |         248 | NS      | $71262.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RELX PLC                                                  | RELX PLC                                                                      | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |       12322 | NS      | $667823.65    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                    | Koninklijke Philips NV                                                        | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |        5640 | NS      | $135429.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Swap                                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |   690532305 | OU      | $193930.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bonds                                          | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     1010000 | PA      | $1185535.17   | 0.13%             | 2032-03-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Purchased USD / Sold GBP                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-3082.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                                    | AP Moller - Maersk AS                                                         | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |          19 | NS      | $35054.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc                              | Alimentation Couche-Tard, Inc.                                                | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |        5131 | NS      | $255052.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos Inc                                        | Albertsons Cos., Inc.                                                         | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |        2220 | NS      | $47752.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                      | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2250000 | PA      | $2491355.02   | 0.27%             | 2029-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                               | Cummins, Inc.                                                                 | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |         806 | NS      | $263965.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                                               | Workday, Inc.                                                                 | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |        1256 | NS      | $301440.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sartorius AG                                              | Sartorius AG                                                                  | CUSIP: 000000000<br>LEI: 529900EQV2DY4FOAMU38 | Long             | EP               | CORP              | DE        |         171 | NS      | $43553.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                               | Royal Caribbean Cruises Ltd.                                                  | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |        1492 | NS      | $467204.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp                                                 | IDEX Corp.                                                                    | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |         445 | NS      | $78128.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teck Resources Ltd                                        | Teck Resources Ltd.                                                           | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |        3151 | NS      | $127428.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Azrieli Group Ltd                                         | Azrieli Group Ltd.                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |         276 | NS      | $25416.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDW Corp/DE                                               | CDW Corp.                                                                     | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |         793 | NS      | $141621.87    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Canada                                                | Air Canada                                                                    | CUSIP: 008911877<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | EC               | CORP              | CA        |        1104 | NS      | $17081.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Scout24 SE                                                | Scout24 SE                                                                    | CUSIP: 000000000<br>LEI: 5493007EIKM2ENQS7U66 | Long             | EC               | CORP              | DE        |         497 | NS      | $68610.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association                                         | CUSIP: 31418EHV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      885413 | PA      | $734238.32    | 0.08%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Tyler Technologies Inc                                    | Tyler Technologies, Inc.                                                      | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |         253 | NS      | $149988.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                                     | Norfolk Southern Corp.                                                        | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |        1317 | NS      | $337112.49    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   787450000 | PA      | $4361337.25   | 0.47%             | 2040-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Swap                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FR        |     6834425 | OU      | $-73721.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp                                            | Microsoft Corp.                                                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       41630 | NS      | $20707178.30  | 2.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | Swap                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FR        |     6406991 | OU      | $-70754.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                         | Suncor Energy, Inc.                                                           | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |        8355 | NS      | $312971.21    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corp                                              | Insulet Corp.                                                                 | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |         415 | NS      | $130384.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel SpA                                                  | Enel SpA                                                                      | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |       53714 | NS      | $509783.90    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurazeo SE                                                | Eurazeo SE                                                                    | CUSIP: 000000000<br>LEI: 969500C656AA39O94N60 | Long             | EC               | CORP              | FR        |         270 | NS      | $19303.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | Future                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          25 | NC      | $22803.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| A O Smith Corp                                            | A.O. Smith Corp.                                                              | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |         702 | NS      | $46030.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dr Ing hc F Porsche AG                                    | Dr. Ing hc F Porsche AG                                                       | CUSIP: 000000000<br>LEI: 529900EWEX125AULXI58 | Long             | EP               | CORP              | DE        |         751 | NS      | $37117.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Align Technology Inc                                      | Align Technology, Inc.                                                        | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |         414 | NS      | $78382.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                                      | Targa Resources Corp.                                                         | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |        1237 | NS      | $215336.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                             | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      970000 | PA      | $1098644.41   | 0.12%             | 2054-06-12      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                             | Industria de Diseno Textil SA                                                 | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |        7323 | NS      | $382017.18    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                           | Tyson Foods, Inc.                                                             | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |        1674 | NS      | $93643.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson & Co                                     | Becton Dickinson & Co.                                                        | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |        1706 | NS      | $293858.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STMicroelectronics NV                                     | STMicroelectronics NV                                                         | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |        4391 | NS      | $134636.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Goldman Sachs International                               | Purchased USD / Sold THB                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-1020016.25  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co                                        | Vertiv Holdings Co.                                                           | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |        2113 | NS      | $271330.33    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                                       | American Tower Corp.                                                          | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |        2750 | NS      | $607805.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Neste Oyj                                                 | Neste OYJ                                                                     | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | EC               | CORP              | FI        |        2743 | NS      | $37173.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Kering SA                                                 | Kering SA                                                                     | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |         493 | NS      | $107402.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolution AB                                              | Evolution AB                                                                  | CUSIP: 000000000<br>LEI: 549300SUH6ZR1RF6TA88 | Long             | EC               | CORP              | SE        |         978 | NS      | $77675.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bonds                                          | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     1030000 | PA      | $1234106.01   | 0.13%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| APA Group                                                 | APA Group                                                                     | CUSIP: 000000000<br>LEI: 549300T9RBSX164T8H40 | Long             | EC               | CORP              | AU        |        8645 | NS      | $46482.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                           | Dollar Tree, Inc.                                                             | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |        1201 | NS      | $118947.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | Future                                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |           8 | NC      | $58027.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANCE (GOVT OF)                                          | French Republic Government Bonds OAT                                          | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     7840000 | PA      | $8301431.40   | 0.90%             | 2029-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                 | Packaging Corp. of America                                                    | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |         528 | NS      | $99501.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                                        | IQVIA Holdings, Inc.                                                          | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |        1066 | NS      | $167990.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | Purchased USD / Sold NOK                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $4587.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Veeva Systems Inc                                         | Veeva Systems, Inc.                                                           | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |         759 | NS      | $218576.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Accor SA                                                  | Accor SA                                                                      | CUSIP: 000000000<br>LEI: 969500QZC2Q0TK11NV07 | Long             | EC               | CORP              | FR        |        1307 | NS      | $68497.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Swap                                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |   377108172 | OU      | $105351.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Utilities Ltd                                    | Canadian Utilities Ltd.                                                       | CUSIP: 136717832<br>LEI: LWV4QIQODEH3VBHUFX07 | Long             | EC               | CORP              | CA        |         887 | NS      | $24543.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec                                                            | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      580000 | PA      | $681656.39    | 0.07%             | 2035-05-22      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Axon Enterprise Inc                                       | Axon Enterprise, Inc.                                                         | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |         433 | NS      | $358498.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                             | Intercontinental Exchange, Inc.                                               | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |        3382 | NS      | $620495.54    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                                     | Applied Materials, Inc.                                                       | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |        4869 | NS      | $891367.83    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                                 | Occidental Petroleum Corp.                                                    | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |        4132 | NS      | $173585.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trade Desk Inc/The                                        | Trade Desk, Inc.                                                              | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |        2710 | NS      | $195092.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange SA                                                 | Orange SA                                                                     | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      255000 | PA      | $308156.32    | 0.03%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                     | Pembina Pipeline Corp.                                                        | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |        3905 | NS      | $146622.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                                 | Aptiv PLC                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |        1381 | NS      | $94211.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lundin Mining Corp                                        | Lundin Mining Corp.                                                           | CUSIP: 550372106<br>LEI: 549300FQDIM6C8HTN269 | Long             | EC               | CORP              | CA        |        4945 | NS      | $52001.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                     | Foundry JV Holdco LLC                                                         | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1435974.65   | 0.16%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                   | Rockwell Automation, Inc.                                                     | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |         665 | NS      | $220893.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Energy Ltd                                         | Origin Energy Ltd.                                                            | CUSIP: 000000000<br>LEI: ZSN2LWNPYW6ISMRUC664 | Long             | EC               | CORP              | AU        |       11409 | NS      | $81094.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Moderna Inc                                               | Moderna, Inc.                                                                 | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |        1880 | NS      | $51869.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Keppel Ltd                                                | Keppel Ltd.                                                                   | CUSIP: 000000000<br>LEI: 254900SQ7IPDOY6IDW33 | Long             | EC               | CORP              | SG        |        9536 | NS      | $55686.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                                       | Henkel AG & Co. KGaA                                                          | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |         683 | NS      | $49534.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Oyj                                                 | Orion OYJ                                                                     | CUSIP: 000000000<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |         708 | NS      | $53265.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Constellation Energy Corp                                 | Constellation Energy Corp.                                                    | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |        1872 | NS      | $604206.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellanova                                                 | Kellanova                                                                     | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |        1624 | NS      | $129156.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                                              | Stryker Corp.                                                                 | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |        2023 | NS      | $800359.49    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tryg A/S                                                  | Tryg AS                                                                       | CUSIP: 000000000<br>LEI: 213800ZRS8AC4LSTCE39 | Long             | EC               | CORP              | DK        |        2249 | NS      | $58139.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rheinmetall AG                                            | Rheinmetall AG                                                                | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |         282 | NS      | $597190.87    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                  | Enterprise Products Operating LLC                                             | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      575000 | PA      | $572997.72    | 0.06%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JPMorgan Mortgage Trust                                                       | CUSIP: 46654FAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1357476 | PA      | $1156279.30   | 0.13%             | 2052-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Pearson PLC                                               | Pearson PLC                                                                   | CUSIP: 000000000<br>LEI: 2138004JBXWWJKIURC57 | Long             | EC               | CORP              | GB        |        3971 | NS      | $58496.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Trane Technologies PLC                                    | Trane Technologies PLC                                                        | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |        1331 | NS      | $582192.71    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NBN CO LTD                                                | NBN Co. Ltd.                                                                  | CUSIP: 62878U2B7<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |     1015000 | PA      | $914899.58    | 0.10%             | 2031-05-05      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                              | Newmont Corp.                                                                 | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |        6738 | NS      | $392555.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities Inc                       | Alexandria Real Estate Equities, Inc.                                         | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               |  | US        |         911 | NS      | $66165.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Adyen NV                                                  | Adyen NV                                                                      | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |         173 | NS      | $317720.90    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CapitaLand Investment Ltd/Singapore                       | CapitaLand Investment Ltd.                                                    | CUSIP: 000000000<br>LEI: 254900AT4UQDU7SNXX49 | Long             | EC               | CORP              | SG        |       15210 | NS      | $31707.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased EUR / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $229599.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                  | Constellation Brands, Inc.                                                    | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |         956 | NS      | $155522.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                                               | Trimble, Inc.                                                                 | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |        1440 | NS      | $109411.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                                     | AECOM                                                                         | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |         782 | NS      | $88256.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | Swap                                                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |     2999351 | OU      | $46383.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Willis Towers Watson PLC                                  | Willis Towers Watson PLC                                                      | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |         590 | NS      | $180835.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                       | GS Mortgage-Backed Securities Corp. Trust                                     | CUSIP: 36267EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      778356 | PA      | $660113.09    | 0.07%             | 2052-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Kerry Group PLC                                           | Kerry Group PLC                                                               | CUSIP: 000000000<br>LEI: 635400TLVVBNXLFHWC59 | Long             | EC               | CORP              | IE        |        1075 | NS      | $118772.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                               | NVIDIA Corp.                                                                  | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      140256 | NS      | $22159045.44  | 2.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Monday.com Ltd                                            | Monday.com Ltd.                                                               | CUSIP: 000000000<br>LEI: 984500MDAFVD86E3B328 | Long             | EC               | CORP              | IL        |         265 | NS      | $83337.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                                           | Best Buy Co., Inc.                                                            | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |        1311 | NS      | $88007.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                              | Chevron Corp.                                                                 | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9960 | NS      | $1426172.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | Purchased RON / Sold USD                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | RO        |           1 | NC      | $5697.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spirax Group PLC                                          | Spirax Group PLC                                                              | CUSIP: 000000000<br>LEI: 213800WFVZQMHOZP2W17 | Long             | EC               | CORP              | GB        |         476 | NS      | $38923.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Williams-Sonoma Inc                                       | Williams-Sonoma, Inc.                                                         | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |         730 | NS      | $119260.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc                        | Johnson Controls International PLC                                            | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |        3891 | NS      | $410967.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                                 | Adobe, Inc.                                                                   | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |        2574 | NS      | $995829.12    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                                   | KeyCorp                                                                       | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |        5432 | NS      | $94625.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Assets Holdings Ltd                                 | Power Assets Holdings Ltd.                                                    | CUSIP: 000000000<br>LEI: 254900JOWYUW1ZX4DF47 | Long             | EC               | CORP              | HK        |        8991 | NS      | $57808.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd                                 | Woodside Energy Group Ltd.                                                    | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |       12682 | NS      | $195897.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                             | Citigroup, Inc.                                                               | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $1076031.72   | 0.12%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                             | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      190000 | PA      | $224491.23    | 0.02%             | 2054-10-01      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario                                                           | CUSIP: 68333ZAH0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1790000 | PA      | $1253966.15   | 0.14%             | 2030-06-02      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold BRL                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-11870.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sino Land Co Ltd                                          | Sino Land Co. Ltd.                                                            | CUSIP: 000000000<br>LEI: 529900G5P51053HJVZ92 | Long             | EC               | CORP              | HK        |       23007 | NS      | $24505.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wharf Holdings Ltd/The                                    | Wharf Holdings Ltd.                                                           | CUSIP: 000000000<br>LEI: 254900JCV4TBBPX9IW91 | Long             | EC               | CORP              | HK        |        6858 | NS      | $20879.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| BNP Paribas SA                                            | Swap                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FR        |      258413 | OU      | $-2853.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                         | Take-Two Interactive Software, Inc.                                           | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |        1050 | NS      | $254992.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                        | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |       11749 | NS      | $576935.03    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Waste Management Inc                                      | Waste Management, Inc.                                                        | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |        2369 | NS      | $542074.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                             | Purchased HUF / Sold USD                                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | HU        |           1 | NC      | $1057.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVC Capital Partners PLC                                  | CVC Capital Partners PLC                                                      | CUSIP: 000000000<br>LEI: 213800E8UQS1KA32YD39 | Long             | EC               | CORP              | JE        |        1382 | NS      | $28415.93     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GSK PLC                                                   | GSK PLC                                                                       | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |       27103 | NS      | $516758.14    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Entergy Corp                                              | Entergy Corp.                                                                 | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |        2516 | NS      | $209129.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Elisa Oyj                                                 | Elisa OYJ                                                                     | CUSIP: 000000000<br>LEI: 743700TU2S3DXWGU7H32 | Long             | EC               | CORP              | FI        |         901 | NS      | $50078.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                        | Banco Santander SA                                                            | CUSIP: 05971KAA7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     1400000 | PA      | $1401511.97   | 0.15%             | 2025-11-19      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Purchased USD / Sold COP                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-13.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association                                         | CUSIP: 3140MPWE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1737666 | PA      | $1446454.18   | 0.16%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                           | Danske Bank AS                                                                | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |        4588 | NS      | $187391.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Evonik Industries AG                                      | Evonik Industries AG                                                          | CUSIP: 000000000<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | EC               | CORP              | DE        |        1706 | NS      | $35243.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased TRY / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TR        |           1 | NC      | $587321.19    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Hubbell Inc                                               | Hubbell, Inc.                                                                 | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |         315 | NS      | $128649.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | Future                                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         -77 | NC      | $-852751.90   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                              | Alphabet, Inc.                                                                | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       29551 | NS      | $5242051.89   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| AltaGas Ltd                                               | AltaGas Ltd.                                                                  | CUSIP: 021361100<br>LEI: 2549008X5V70MOS4HM10 | Long             | EC               | CORP              | CA        |        1958 | NS      | $56838.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Smiths Group PLC                                          | Smiths Group PLC                                                              | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |        2207 | NS      | $68073.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                      | Las Vegas Sands Corp.                                                         | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      450000 | PA      | $459015.87    | 0.05%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                           | Cigna Group                                                                   | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |        1645 | NS      | $543804.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                  | JBS USA Holding Lux SARL/JBS USA Food Co./JBS Lux Co. SARL                    | CUSIP: 46590XAS5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1000000 | PA      | $972718.00    | 0.11%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SITC International Holdings Co Ltd                        | SITC International Holdings Co. Ltd.                                          | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | KY        |        9044 | NS      | $28975.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dayforce Inc                                              | Dayforce, Inc.                                                                | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |         885 | NS      | $49020.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Admiral Group PLC                                         | Admiral Group PLC                                                             | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |        1743 | NS      | $78272.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                               | Cie Financiere Richemont SA                                                   | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |        4040 | NS      | $764500.36    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Aviation SA                                      | Dassault Aviation SA                                                          | CUSIP: 000000000<br>LEI: 969500CVFTUT88V8QN95 | Long             | EC               | CORP              | FR        |         128 | NS      | $45257.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stockland                                                 | Stockland                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |       16036 | NS      | $56673.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryanair Holdings PLC                                      | Ryanair Holdings PLC                                                          | CUSIP: 000000000<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |        5464 | NS      | $154990.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                             | M&T Bank Corp.                                                                | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |         972 | NS      | $188558.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF LITHUANIA                                     | Republic of Lithuania                                                         | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      500000 | PA      | $607594.67    | 0.07%             | 2031-07-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sempra                                                    | Sempra                                                                        | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |        3723 | NS      | $282091.71    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                                   | O'Reilly Automotive, Inc.                                                     | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |        5160 | NS      | $465070.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp                                          | W.R. Berkley Corp.                                                            | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |        1788 | NS      | $131364.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Great-West Lifeco Inc                                     | Great-West Lifeco, Inc.                                                       | CUSIP: 39138C106<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               | CORP              | CA        |        1859 | NS      | $70701.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                           | CVS Health Corp.                                                              | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |        7390 | NS      | $509762.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bonds                                                        | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    22130000 | PA      | $3307758.79   | 0.36%             | 2032-08-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bonds                                          | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      670000 | PA      | $810546.32    | 0.09%             | 2031-07-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                          | Crown Castle, Inc.                                                            | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |        2556 | NS      | $262577.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Purchased MXN / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |           1 | NC      | $10.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                                     | DuPont de Nemours, Inc.                                                       | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |        2450 | NS      | $168045.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| adidas AG                                                 | adidas AG                                                                     | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |        1143 | NS      | $266810.44    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   642800000 | PA      | $4450253.42   | 0.48%             | 2035-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Purchased USD / Sold CAD                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-7766.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MTU Aero Engines AG                                       | MTU Aero Engines AG                                                           | CUSIP: 000000000<br>LEI: 529900807L67JY81RD65 | Long             | EC               | CORP              | DE        |         358 | NS      | $159042.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EMCOR Group Inc                                           | EMCOR Group, Inc.                                                             | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |         272 | NS      | $145490.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wharf Real Estate Investment Co Ltd                       | Wharf Real Estate Investment Co. Ltd.                                         | CUSIP: 000000000<br>LEI: 529900QLPKS8U9QOPB59 | Long             | EC               | CORP              | KY        |       10722 | NS      | $30435.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrovial SE                                              | Ferrovial SE                                                                  | CUSIP: 000000000<br>LEI: 72450022R2ZFL41Y6I04 | Long             | EC               | CORP              | NL        |        3410 | NS      | $181898.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Illumina Inc                                              | Illumina, Inc.                                                                | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |         940 | NS      | $89685.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bureau Veritas SA                                         | Bureau Veritas SA                                                             | CUSIP: 000000000<br>LEI: 969500TPU5T3HA5D1F11 | Long             | EC               | CORP              | FR        |        2092 | NS      | $71404.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CyberArk Software Ltd                                     | CyberArk Software Ltd.                                                        | CUSIP: 000000000<br>LEI: 529900YEXNDM894PWS93 | Long             | EC               | CORP              | IL        |         307 | NS      | $124912.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia                                                  | CUSIP: 110709AN2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     1590000 | PA      | $1613006.52   | 0.17%             | 2034-06-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                        | Walt Disney Co.                                                               | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |       10692 | NS      | $1325914.92   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | Purchased JPY / Sold USD                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |           1 | NC      | $48155.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Purchased USD / Sold TRY                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-32243.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                         | Telstra Group Ltd.                                                            | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |       26989 | NS      | $86057.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                              | DNB Bank ASA                                                                  | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |        6260 | NS      | $173117.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KINGDOM OF DENMARK                                        | Denmark Government Bonds                                                      | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     3590000 | PA      | $562177.85    | 0.06%             | 2033-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                                 | Linde PLC                                                                     | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |        2801 | NS      | $1314173.18   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold TRY                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-44791.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Santos Ltd                                                | Santos Ltd.                                                                   | CUSIP: 000000000<br>LEI: 5299000RK70B5O2M7077 | Long             | EC               | CORP              | AU        |       21805 | NS      | $109937.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Garmin Ltd                                                | Garmin Ltd.                                                                   | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |         904 | NS      | $188682.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc                                       | Quanta Services, Inc.                                                         | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |         873 | NS      | $330063.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                               | Target Corp.                                                                  | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |        2741 | NS      | $270399.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc                                 | Dick's Sporting Goods, Inc.                                                   | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |         337 | NS      | $66661.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                           | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2330000 | PA      | $1993515.24   | 0.22%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Gartner Inc                                               | Gartner, Inc.                                                                 | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |         457 | NS      | $184728.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Hung Kai Properties Ltd                               | Sun Hung Kai Properties Ltd.                                                  | CUSIP: 000000000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |        9158 | NS      | $105528.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                  | Marsh & McLennan Cos., Inc.                                                   | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |        2882 | NS      | $630120.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc                             | Principal Financial Group, Inc.                                               | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |        1336 | NS      | $106118.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                               | Walmart, Inc.                                                                 | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |       25959 | NS      | $2538271.02   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Symrise AG                                                | Symrise AG                                                                    | CUSIP: 000000000<br>LEI: 529900D82I6R9601CF26 | Long             | EC               | CORP              | DE        |         871 | NS      | $91336.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group PLC                                         | Compass Group PLC                                                             | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |       11325 | NS      | $383600.06    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                           | CUSIP: 912797QH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    22126000 | PA      | $22034468.94  | 2.38%             | 2025-08-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bonds                                                        | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    11340000 | PA      | $1696696.10   | 0.18%             | 2029-11-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                          | Coca-Cola Co.                                                                 | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |       24077 | NS      | $1703447.75   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                              | Fortinet, Inc.                                                                | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |        3969 | NS      | $419602.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CapitaLand Ascendas REIT                                  | CapitaLand Ascendas REIT                                                      | CUSIP: 000000000<br>LEI: 549300ILIBAEMQZK3L20 | Long             | EC               |  | SG        |       24397 | NS      | $51481.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GoDaddy Inc                                               | GoDaddy, Inc.                                                                 | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |         824 | NS      | $148369.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Thomson Reuters Corp                                      | Thomson Reuters Corp.                                                         | CUSIP: 884903808<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |        1055 | NS      | $212154.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Purchased PLN / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | PL        |           1 | NC      | $1857.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                        | Smith & Nephew PLC                                                            | CUSIP: 000000000<br>LEI: 213800ZTMDN8S67S1H61 | Long             | EC               | CORP              | GB        |        5499 | NS      | $84212.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F060675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3190000 | PA      | $3241431.86   | 0.35%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Shopify Inc                                               | Shopify, Inc.                                                                 | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |        8101 | NS      | $934344.09    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB Inc                                               | MongoDB, Inc.                                                                 | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |         436 | NS      | $91555.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corp                                      | ARES Management Corp.                                                         | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |        1106 | NS      | $191559.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| International Consolidated Airlines Group SA              | International Consolidated Airlines Group SA                                  | CUSIP: 000000000<br>LEI: 959800TZHQRUSH1ESL13 | Long             | EC               | CORP              | ES        |        8266 | NS      | $38942.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                                       | OMERS Finance Trust                                                           | CUSIP: 682142AL8<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |      850000 | PA      | $872928.00    | 0.09%             | 2031-03-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bonds                                                        | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     4790000 | PA      | $687556.07    | 0.07%             | 2034-11-25      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                      | Royal Bank of Canada                                                          | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |        9772 | NS      | $1287887.53   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                            | Public Storage                                                                | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               |  | US        |         921 | NS      | $270239.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | Purchased USD / Sold HKD                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $132.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                           | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9340000 | PA      | $9006897.68   | 0.97%             | 2026-10-31      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   378100000 | PA      | $1629213.09   | 0.18%             | 2051-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Rentokil Initial PLC                                      | Rentokil Initial PLC                                                          | CUSIP: 000000000<br>LEI: 549300VN4WV7Z6T14K68 | Long             | EC               | CORP              | GB        |       16605 | NS      | $80115.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Techtronic Industries Co Ltd                              | Techtronic Industries Co. Ltd.                                                | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |        9592 | NS      | $105837.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Magna International Inc                                   | Magna International, Inc.                                                     | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |        1783 | NS      | $68923.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                                                 | ONEOK, Inc.                                                                   | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     1175000 | PA      | $1143447.20   | 0.12%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Commercial Mortgage Securities LLC         | Ladder Capital Commercial Mortgage Trust                                      | CUSIP: 50184BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      377531 | PA      | $365394.76    | 0.04%             | 2036-02-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                | Stanley Black & Decker, Inc.                                                  | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |         909 | NS      | $61584.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp.                                                         | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      975000 | PA      | $1028878.51   | 0.11%             | 2034-09-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| TransUnion                                                | TransUnion                                                                    | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |        1161 | NS      | $102168.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc                                                | Airbnb, Inc.                                                                  | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |        2566 | NS      | $339584.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                                | PACCAR, Inc.                                                                  | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |        3092 | NS      | $293925.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                          | Exxon Mobil Corp.                                                             | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |       25827 | NS      | $2784150.60   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Cellnex Telecom SA                                        | Cellnex Telecom SA                                                            | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |        3266 | NS      | $127172.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Purchased USD / Sold TRY                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-14830.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Corning Inc                                               | Corning, Inc.                                                                 | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |        4762 | NS      | $250433.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications, Inc.                                                   | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      975000 | PA      | $906025.84    | 0.10%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Emera Inc                                                 | Emera, Inc.                                                                   | CUSIP: 290876101<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | EC               | CORP              | CA        |        1967 | NS      | $90105.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingspan Group PLC                                        | Kingspan Group PLC                                                            | CUSIP: 000000000<br>LEI: 635400HM7V74SUB9OG75 | Long             | EC               | CORP              | IE        |        1000 | NS      | $85209.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                                            | Air Liquide SA                                                                | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |        3825 | NS      | $788719.05    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Swap                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FR        |     5763187 | OU      | $-68871.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Swap                                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |   429735145 | OU      | $120821.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                    | SLM Private Education Loan Trust                                              | CUSIP: 78445QAE1<br>LEI: 549300JEA36NHBYED811 | Long             | ABS-O            | CORP              | US        |      639798 | PA      | $670228.64    | 0.07%             | 2041-10-15      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| Franklin Resources Inc                                    | Franklin Resources, Inc.                                                      | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |        1694 | NS      | $40401.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                                                 | Nestle SA                                                                     | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |       19333 | NS      | $1922209.46   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec                                                            | CUSIP: 74814ZFG3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     3090000 | PA      | $2139230.77   | 0.23%             | 2030-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                           | CMS Energy Corp.                                                              | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |        1747 | NS      | $121032.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix Inc                                               | Nutanix, Inc.                                                                 | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |        1567 | NS      | $119781.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division          | Future                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          12 | NC      | $42013.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                                   | Algonquin Power & Utilities Corp.                                             | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |      550000 | PA      | $552928.46    | 0.06%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133A5AQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1173773 | PA      | $985652.95    | 0.11%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Galaxy Entertainment Group Ltd                            | Galaxy Entertainment Group Ltd.                                               | CUSIP: 000000000<br>LEI: 549300ZSEBV3HR826S10 | Long             | EC               | CORP              | HK        |       13828 | NS      | $61639.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts Inc                                 | Host Hotels & Resorts, Inc.                                                   | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |        4114 | NS      | $63191.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Elia Group SA/NV                                          | Elia Group SA                                                                 | CUSIP: 000000000<br>LEI: 549300S1MP1NFDIKT460 | Long             | EC               | CORP              | BE        |         319 | NS      | $36842.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | Deutsche Bank AG                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |       12135 | NS      | $359747.29    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Agnico Eagle Mines Ltd                                    | Agnico Eagle Mines Ltd.                                                       | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |        3351 | NS      | $399240.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | Purchased CZK / Sold USD                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CZ        |           1 | NC      | $2295.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | Purchased JPY / Sold USD                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |           1 | NC      | $209476.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                             | JDE Peet's NV                                                                 | CUSIP: 000000000<br>LEI: 724500EHG519SE5ZRT89 | Long             | EC               | CORP              | NL        |        1155 | NS      | $32992.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Steel Dynamics Inc                                        | Steel Dynamics, Inc.                                                          | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |         865 | NS      | $110728.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kesko Oyj                                                 | Kesko OYJ                                                                     | CUSIP: 000000000<br>LEI: 743700OX6HSVMCAHPB95 | Long             | EC               | CORP              | FI        |        1777 | NS      | $43828.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                         | Wolters Kluwer NV                                                             | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |        1622 | NS      | $271260.34    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                        | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     7810000 | PA      | $1090925.83   | 0.12%             | 2025-07-14      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings Inc                                      | Amentum Holdings, Inc.                                                        | CUSIP: 023939101<br>LEI: 2549009FJIBLW40CU216 | Long             | EC               | CORP              | US        |          48 | NS      | $1133.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc                                    | Darden Restaurants, Inc.                                                      | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |         692 | NS      | $150835.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sagax AB                                                  | Sagax AB                                                                      | CUSIP: 000000000<br>LEI: 549300LJX28T6OM8DT95 | Long             | EC               | CORP              | SE        |        1425 | NS      | $32652.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Geberit AG                                                | Geberit AG                                                                    | CUSIP: 000000000<br>LEI: 52990093Z5OHD6T7BS47 | Long             | EC               | CORP              | CH        |         248 | NS      | $195311.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BE Semiconductor Industries NV                            | BE Semiconductor Industries NV                                                | CUSIP: 000000000<br>LEI: 7245007A1YFLI2GNYX06 | Long             | EC               | CORP              | NL        |         549 | NS      | $82104.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| American Financial Group Inc/OH                           | American Financial Group, Inc.                                                | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |         417 | NS      | $52629.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD                                     | McCormick & Co., Inc.                                                         | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |        1472 | NS      | $111607.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc                                 | Palantir Technologies, Inc.                                                   | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |       12520 | NS      | $1706726.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WiseTech Global Ltd                                       | WiseTech Global Ltd.                                                          | CUSIP: 000000000<br>LEI: 254900VE3AF301Q85K83 | Long             | EC               | CORP              | AU        |        1337 | NS      | $95884.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ralliant Corp                                             | Ralliant Corp.                                                                | CUSIP: 750940108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         688 | NS      | $33377.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Purchased EUR / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $83775.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                    | Marvell Technology, Inc.                                                      | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5173 | NS      | $400390.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Eventim AG & Co KGaA                                  | CTS Eventim AG & Co. KGaA                                                     | CUSIP: 000000000<br>LEI: 529900FDHSN08UBJII80 | Long             | EC               | CORP              | DE        |         418 | NS      | $51978.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Consolidated Edison Inc                                   | Consolidated Edison, Inc.                                                     | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |        2018 | NS      | $202506.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX Trust                                                                     | CUSIP: 67448TAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      170388 | PA      | $152355.55    | 0.02%             | 2060-02-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold JPY                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $4993.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                       | CUSIP: 135087Q72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     5920000 | PA      | $4369953.37   | 0.47%             | 2033-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                             | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     1825000 | PA      | $1845948.83   | 0.20%             | 2030-08-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bonds                                        | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      541000 | PA      | $642874.21    | 0.07%             | 2034-06-16      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Sandvik AB                                                | Sandvik AB                                                                    | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |        7002 | NS      | $160782.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                        | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |      900000 | PA      | $907581.17    | 0.10%             | 2034-10-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold EUR                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-128434.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Marks & Spencer Group PLC                                 | Marks & Spencer Group PLC                                                     | CUSIP: 000000000<br>LEI: 213800EJP14A79ZG1X44 | Long             | EC               | CORP              | GB        |       13566 | NS      | $66025.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Link REIT                                                 | Link REIT                                                                     | CUSIP: 000000000<br>LEI: 529900XUE70U36QX5M62 | Long             | EC               |  | HK        |       16697 | NS      | $89437.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                             | Martin Marietta Materials, Inc.                                               | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |         362 | NS      | $198723.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                         | Swap                                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     8362521 | OU      | $-40349.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                               | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1960000 | PA      | $2100900.43   | 0.23%             | 2030-04-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Purchased USD / Sold SGD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-220.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Assa Abloy AB                                             | Assa Abloy AB                                                                 | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |        6661 | NS      | $208247.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| London Stock Exchange Group PLC                           | London Stock Exchange Group PLC                                               | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |        3170 | NS      | $463603.38    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                          | Carlisle Cos., Inc.                                                           | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |         268 | NS      | $100071.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group Inc                                          | CoStar Group, Inc.                                                            | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |        2498 | NS      | $200839.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DSM-Firmenich AG                                          | DSM-Firmenich AG                                                              | CUSIP: 000000000<br>LEI: 506700G44V67MPM4BI12 | Long             | EC               | CORP              | CH        |        1264 | NS      | $134470.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                           | TJX Cos., Inc.                                                                | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |        6603 | NS      | $815404.47    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie SA                                                  | Engie SA                                                                      | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |       11991 | NS      | $281822.04    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hikma Pharmaceuticals PLC                                 | Hikma Pharmaceuticals PLC                                                     | CUSIP: 000000000<br>LEI: 549300BNS685UXH4JI75 | Long             | EC               | CORP              | GB        |        1118 | NS      | $30509.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Incyte Corp                                               | Incyte Corp.                                                                  | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |         952 | NS      | $64831.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Pacific Land Corp                                   | Texas Pacific Land Corp.                                                      | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         117 | NS      | $123597.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage Group PLC/The                                        | Sage Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |        6508 | NS      | $111760.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Repsol SA                                                 | Repsol SA                                                                     | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |        7737 | NS      | $113164.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Monster Beverage Corp                                     | Monster Beverage Corp.                                                        | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |        4316 | NS      | $270354.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                  | Medtronic Global Holdings SCA                                                 | CUSIP: 58507LAH2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      840000 | PA      | $969417.86    | 0.10%             | 2027-03-07      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Wartsila OYJ Abp                                          | Wartsila OYJ Abp                                                              | CUSIP: 000000000<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |        3275 | NS      | $77402.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Indutrade AB                                              | Indutrade AB                                                                  | CUSIP: 000000000<br>LEI: 549300FISLQ6CEFP1867 | Long             | EC               | CORP              | SE        |        1797 | NS      | $49067.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Berkshire Hathaway Inc                                    | Berkshire Hathaway, Inc.                                                      | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |        7834 | NS      | $3805522.18   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Markel Group Inc                                          | Markel Group, Inc.                                                            | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |          76 | NS      | $151799.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd                                               | Nutrien Ltd.                                                                  | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |        3327 | NS      | $193866.31    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Vestas Wind Systems A/S                                   | Vestas Wind Systems AS                                                        | CUSIP: 000000000<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |        6533 | NS      | $98131.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DoorDash Inc                                              | DoorDash, Inc.                                                                | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |        2091 | NS      | $515452.41    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DSV A/S                                                   | DSV AS                                                                        | CUSIP: 000000000<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |        1363 | NS      | $326921.31    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexico Bonos                                                                  | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    18000000 | PA      | $956015.88    | 0.10%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased TRY / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TR        |           1 | NC      | $65004.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hershey Co/The                                            | Hershey Co.                                                                   | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |         844 | NS      | $140061.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannover Rueck SE                                         | Hannover Rueck SE                                                             | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | EC               | CORP              | DE        |         402 | NS      | $126675.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                       | Intesa Sanpaolo SpA                                                           | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |      100538 | NS      | $579140.30    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc/NC                          | First Citizens BancShares, Inc.                                               | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |          58 | NS      | $113475.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Copco AB                                            | Atlas Copco AB                                                                | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |       18085 | NS      | $292362.13    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   350000000 | PA      | $2329071.91   | 0.25%             | 2034-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| JT INTL FIN SERVICES BV                                   | JT International Financial Services BV                                        | CUSIP: 000000000<br>LEI: 549300U2F0PG10VZUN93 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $814397.56    | 0.09%             | 2034-04-11      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia                                                  | CUSIP: 110709GK2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     1960000 | PA      | $1382859.70   | 0.15%             | 2030-06-18      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Swap                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FR        |     2295144 | OU      | $-24262.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm Group Inc                                       | TransDigm Group, Inc.                                                         | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         332 | NS      | $504852.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                               | Netflix, Inc.                                                                 | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |        2583 | NS      | $3458972.79   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                      | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1210000 | PA      | $1390608.03   | 0.15%             | 2034-02-15      | Fixed         | 2.20%                 | Yes           |                  2 | On Loan: No      |
| Fresenius Medical Care AG                                 | Fresenius Medical Care AG                                                     | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |        1448 | NS      | $83195.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                                | Cadence Design Systems, Inc.                                                  | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |        1643 | NS      | $506290.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORP                                       | Charles Schwab Corp.                                                          | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     1045000 | PA      | $1110115.28   | 0.12%             | 2034-05-19      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                           | AstraZeneca PLC                                                               | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |       10315 | NS      | $1435529.62   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                         | Kimco Realty Corp.                                                            | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               |  | US        |        3913 | NS      | $82251.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke KPN NV                                        | Koninklijke KPN NV                                                            | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |       26065 | NS      | $127150.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aena SME SA                                               | Aena SME SA                                                                   | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |        5017 | NS      | $133922.67    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Purchased USD / Sold TRY                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-175985.66   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Juniper Networks Inc                                      | Juniper Networks, Inc.                                                        | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |        1949 | NS      | $77823.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                  | Bank Gospodarstwa Krajowego                                                   | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      590000 | PA      | $704025.99    | 0.08%             | 2030-03-18      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Intuitive Surgical Inc                                    | Intuitive Surgical, Inc.                                                      | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |        2089 | NS      | $1135183.49   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Purchased USD / Sold CHF                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-16978.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                             | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      710000 | PA      | $885369.83    | 0.10%             | 2043-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                    | Corp. Andina de Fomento                                                       | CUSIP: 219868CL8<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |      760000 | PA      | $783309.20    | 0.08%             | 2030-01-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                | Allianz SE                                                                    | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      900000 | PA      | $1192990.96   | 0.13%             | 2053-07-25      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                 | Bank of Ireland Group PLC                                                     | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | EC               | CORP              | IE        |        6373 | NS      | $90816.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BlueScope Steel Ltd                                       | BlueScope Steel Ltd.                                                          | CUSIP: 000000000<br>LEI: 529900H6UQI16XACWC95 | Long             | EC               | CORP              | AU        |        2911 | NS      | $44359.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sika AG                                                   | Sika AG                                                                       | CUSIP: 000000000<br>LEI: 549300R3N69ECGYPU434 | Long             | EC               | CORP              | CH        |        1136 | NS      | $309087.16    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Purchased ILS / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IL        |           1 | NC      | $2358.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                                    | Fresenius SE & Co. KGaA                                                       | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |        2785 | NS      | $140148.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bentley Systems Inc                                       | Bentley Systems, Inc.                                                         | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Long             | EC               | CORP              | US        |         942 | NS      | $50839.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                                              | Xylem, Inc.                                                                   | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |        1434 | NS      | $185502.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                                | Ecolab, Inc.                                                                  | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |        1500 | NS      | $404160.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                            | Mastercard, Inc.                                                              | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |        4827 | NS      | $2712484.38   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Arkema SA                                                 | Arkema SA                                                                     | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | EC               | CORP              | FR        |         373 | NS      | $27543.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic Services Inc                                     | Republic Services, Inc.                                                       | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |        1294 | NS      | $319113.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                  | AT&T, Inc.                                                                    | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |       42569 | NS      | $1231946.86   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Purchased AUD / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $312.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schroders PLC                                             | Schroders PLC                                                                 | CUSIP: 000000000<br>LEI: 2138001YYBULX5SZ2H24 | Long             | EC               | CORP              | GB        |        4777 | NS      | $23756.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Salmar ASA                                                | Salmar ASA                                                                    | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGDBK67 | Long             | EC               | CORP              | NO        |         469 | NS      | $20324.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased THB / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TH        |           1 | NC      | $4013.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                          | Pernod Ricard SA                                                              | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | EC               | CORP              | FR        |        1329 | NS      | $132569.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                     | Southwest Airlines Co.                                                        | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |         867 | NS      | $28125.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAR Group Ltd                                             | CAR Group Ltd.                                                                | CUSIP: 000000000<br>LEI: 5299009TFWZGH2AN7D11 | Long             | EC               | CORP              | AU        |        2509 | NS      | $61789.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Holding Corp                          | Booz Allen Hamilton Holding Corp.                                             | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |         745 | NS      | $77576.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kongsberg Gruppen ASA                                     | Kongsberg Gruppen ASA                                                         | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ9HK73 | Long             | EC               | CORP              | NO        |        3028 | NS      | $117417.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom Inc                                              | Broadcom, Inc.                                                                | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       26060 | NS      | $7183439.00   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                                 | Amgen, Inc.                                                                   | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |        3129 | NS      | $873648.09    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Westpac Banking Corp                                      | Westpac Banking Corp.                                                         | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | EC               | CORP              | AU        |       22548 | NS      | $502516.58    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp.                                                         | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |       40411 | NS      | $1912248.52   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                  | AT&T, Inc.                                                                    | CUSIP: 00206RHG0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      220000 | PA      | $257526.02    | 0.03%             | 2026-09-05      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Antofagasta PLC                                           | Antofagasta PLC                                                               | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Long             | EC               | CORP              | GB        |        2490 | NS      | $61908.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                        | Credit Agricole SA                                                            | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |        6966 | NS      | $131784.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SSE PLC                                                   | SSE PLC                                                                       | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |        7353 | NS      | $185149.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                       | CUSIP: 44891ADC8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1349187.69   | 0.15%             | 2029-06-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JD Sports Fashion PLC                                     | JD Sports Fashion PLC                                                         | CUSIP: 000000000<br>LEI: 213800HROV6Y9MUU8375 | Long             | EC               | CORP              | GB        |       16557 | NS      | $20190.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HEICO Corp                                                | HEICO Corp.                                                                   | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |         256 | NS      | $83968.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke AG                               | Bayerische Motoren Werke AG                                                   | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |        1913 | NS      | $170370.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Alfa Laval AB                                             | Alfa Laval AB                                                                 | CUSIP: 000000000<br>LEI: 549300UCKT2UK88AG251 | Long             | EC               | CORP              | SE        |        1927 | NS      | $81162.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Snap Inc                                                  | Snap, Inc.                                                                    | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |        6348 | NS      | $55164.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilt                                                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1390000 | PA      | $1823217.23   | 0.20%             | 2043-10-22      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen AG                                             | Volkswagen AG                                                                 | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |        1378 | NS      | $145673.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                  | Medtronic Global Holdings SCA                                                 | CUSIP: 58507LAN9<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      450000 | PA      | $470815.09    | 0.05%             | 2031-07-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Essex Property Trust Inc                                  | Essex Property Trust, Inc.                                                    | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               |  | US        |         376 | NS      | $106558.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | Swap                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FR        |   804195418 | OU      | $460516.98    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hormel Foods Corp                                         | Hormel Foods Corp.                                                            | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |        1772 | NS      | $53603.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta                                                           | CUSIP: 000000000<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      610000 | PA      | $726217.60    | 0.08%             | 2035-04-02      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Stellantis NV                                             | Stellantis NV                                                                 | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |       13485 | NS      | $135067.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | Purchased NZD / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NZ        |           1 | NC      | $2925.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunge Global SA                                           | Bunge Global SA                                                               | CUSIP: 000000000<br>LEI: 254900IVXSV9K0B7PO26 | Long             | EC               | CORP              | CH        |         828 | NS      | $66471.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                                 | Tesla, Inc.                                                                   | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       17006 | NS      | $5402125.96   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcon AG                                                  | Alcon AG                                                                      | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |        3700 | NS      | $328126.80    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| US Bancorp                                                | U.S. Bancorp                                                                  | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |        9151 | NS      | $414082.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Novonesis Novozymes B                                     | Novonesis Novozymes B                                                         | CUSIP: 000000000<br>LEI: 529900T6WNZXD2R3JW38 | Long             | EC               | CORP              | DK        |        2325 | NS      | $166927.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Swisscom AG                                               | Swisscom AG                                                                   | CUSIP: 000000000<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |         189 | NS      | $134206.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Campbell's Company                                    | Campbell's Co.                                                                | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |        1134 | NS      | $34757.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                                       | Deutsche Telekom AG                                                           | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |       23045 | NS      | $843529.93    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Aviva PLC                                                 | Aviva PLC                                                                     | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |       17744 | NS      | $150854.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Entegris Inc                                              | Entegris, Inc.                                                                | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |         900 | NS      | $72585.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                              | ING Groep NV                                                                  | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |       21446 | NS      | $470046.76    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Reddit Inc                                                | Reddit, Inc.                                                                  | CUSIP: 75734B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         377 | NS      | $56764.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp.                                                         | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     1250000 | PA      | $1102604.13   | 0.12%             | 2035-11-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                        | Home Depot, Inc.                                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |        5893 | NS      | $2160609.52   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp                                       | Alliant Energy Corp.                                                          | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |        1507 | NS      | $91128.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                  | Charter Communications Operating LLC/Charter Communications Operating Capital | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1225000 | PA      | $1213780.05   | 0.13%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Schindler Holding AG                                      | Schindler Holding AG                                                          | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |         154 | NS      | $55946.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust             | JPMorgan Chase Commercial Mortgage Securities Trust                           | CUSIP: 46593EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1300000 | PA      | $1300000.00   | 0.14%             | 2039-03-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                | Intel Corp.                                                                   | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |       25685 | NS      | $575344.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Veolia Environnement SA                                   | Veolia Environnement SA                                                       | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | EC               | CORP              | FR        |        4090 | NS      | $146020.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                  | Corebridge Financial, Inc.                                                    | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |        1490 | NS      | $52895.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | Purchased COP / Sold USD                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CO        |           1 | NC      | $6916.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wilmar International Ltd                                  | Wilmar International Ltd.                                                     | CUSIP: 000000000<br>LEI: 549300H2EAI4YRLWBB20 | Long             | EC               | CORP              | SG        |       12665 | NS      | $28588.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Labcorp Holdings Inc                                      | Labcorp Holdings, Inc.                                                        | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         494 | NS      | $129679.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | Swap                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FR        |     6819801 | OU      | $16602.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Auto Trader Group PLC                                     | Auto Trader Group PLC                                                         | CUSIP: 000000000<br>LEI: 213800QLK9BZILB1DI86 | Long             | EC               | CORP              | GB        |        5801 | NS      | $65706.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Camden Property Trust                                     | Camden Property Trust                                                         | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               |  | US        |         626 | NS      | $70543.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fisher & Paykel Healthcare Corp Ltd                       | Fisher & Paykel Healthcare Corp. Ltd.                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |        4522 | NS      | $99324.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANDER NV                                              | Alliander NV                                                                  | CUSIP: 000000000<br>LEI: 724500XBZ9QOPTI11U82 | Long             | DBT              | CORP              | NL        |      250000 | PA      | $301437.70    | 0.03%             | 2032-03-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Holdings Inc                            | SS&C Technologies Holdings, Inc.                                              | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |        1321 | NS      | $109378.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | Swap                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FR        |     6024314 | OU      | $-5104.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                             | Rio Tinto PLC                                                                 | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |        7302 | NS      | $425006.09    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| IMCD NV                                                   | IMCD NV                                                                       | CUSIP: 000000000<br>LEI: 724500NSJPNFJPDAUP02 | Long             | EC               | CORP              | NL        |         400 | NS      | $53798.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                       | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     1100000 | PA      | $1390215.88   | 0.15%             | 2033-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Galp Energia SGPS SA                                      | Galp Energia SGPS SA                                                          | CUSIP: 000000000<br>LEI: 2138003319Y7NM75FG53 | Long             | EC               | CORP              | PT        |        2407 | NS      | $44062.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CapitaLand Integrated Commercial Trust                    | CapitaLand Integrated Commercial Trust                                        | CUSIP: 000000000<br>LEI: 54930031292WUTXF0L29 | Long             | EC               |  | SG        |       38132 | NS      | $65113.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Purchased USD / Sold SEK                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $335.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bouygues SA                                               | Bouygues SA                                                                   | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |        1245 | NS      | $56304.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Evergy Inc                                                | Evergy, Inc.                                                                  | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |        1349 | NS      | $92986.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                                        | Conagra Brands, Inc.                                                          | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |        2842 | NS      | $58175.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                                  | Swap                                                                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    18715250 | OU      | $9968.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Descartes Systems Group Inc/The                           | Descartes Systems Group, Inc.                                                 | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |         575 | NS      | $58409.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Inc                                         | Iron Mountain, Inc.                                                           | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               |  | US        |        1732 | NS      | $177651.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                | Anheuser-Busch InBev SA                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |        6531 | NS      | $449335.38    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                          | ABN AMRO Bank NV                                                              | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |        3119 | NS      | $85167.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wise PLC                                                  | Wise PLC                                                                      | CUSIP: 000000000<br>LEI: 213800LD9XCHIC1C4V71 | Long             | EC               | CORP              | GB        |        4400 | NS      | $62855.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Swap                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    18524530 | OU      | $-1501386.21  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc                            | Fortune Brands Innovations, Inc.                                              | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |         724 | NS      | $37271.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp                                                 | PG&E Corp.                                                                    | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |       12839 | NS      | $178975.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                             | Koninklijke Ahold Delhaize NV                                                 | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |        6234 | NS      | $260371.99    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc                                                  | AT&T, Inc.                                                                    | CUSIP: 00206RGE6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      200000 | PA      | $268485.93    | 0.03%             | 2026-12-04      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BCE Inc                                                   | BCE, Inc.                                                                     | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Long             | EC               | CORP              | CA        |         480 | NS      | $10645.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Verbund AG                                                | Verbund AG                                                                    | CUSIP: 000000000<br>LEI: 5299006UDSEJCTTEJS30 | Long             | EC               | CORP              | AT        |         478 | NS      | $36723.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                  | Charter Communications Operating LLC/Charter Communications Operating Capital | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      425000 | PA      | $303045.62    | 0.03%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilt                                                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      750000 | PA      | $1049094.04   | 0.11%             | 2028-06-07      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Jacobs Solutions Inc                                      | Jacobs Solutions, Inc.                                                        | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         736 | NS      | $96747.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                       | Abbott Laboratories                                                           | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       10191 | NS      | $1386077.91   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bonds                                                        | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     3700000 | PA      | $682548.59    | 0.07%             | 2051-10-18      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Legrand SA                                                | Legrand SA                                                                    | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |        1726 | NS      | $231333.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FedEx Corp                                                | FedEx Corp.                                                                   | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |        1340 | NS      | $304595.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp                                              | Veralto Corp.                                                                 | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |        1457 | NS      | $147084.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                         | Purchased TRY / Sold USD                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $572232.24    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bonds                                          | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      820000 | PA      | $832845.23    | 0.09%             | 2028-01-13      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                       | Synchrony Financial                                                           | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |        2309 | NS      | $154102.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                                             | Ford Motor Co.                                                                | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |       22945 | NS      | $248953.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QUINTIS AUS PTY LTD                                       | Quintis Australia Pty. Ltd.                                                   | CUSIP: 74877UAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     3336317 | PA      | $0.00         | 0.00%             | 2028-10-01      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| UBS AG                                                    | Purchased TRY / Sold USD                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TR        |           1 | NC      | $168.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                | Kenvue, Inc.                                                                  | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |       11299 | NS      | $236488.07    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management Inc                              | Apollo Global Management, Inc.                                                | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |        2334 | NS      | $331124.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BPR Trust                                                 | BPR Trust                                                                     | CUSIP: 05602HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1998128.20   | 0.22%             | 2039-05-15      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp                                   | SBA Communications Corp.                                                      | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |         634 | NS      | $148888.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                                       | Arista Networks, Inc.                                                         | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |        6743 | NS      | $689876.33    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| J Sainsbury PLC                                           | J Sainsbury PLC                                                               | CUSIP: 000000000<br>LEI: 213800VGZAAJIKJ9Y484 | Long             | EC               | CORP              | GB        |       11657 | NS      | $46393.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                    | Galaxy Pipeline Assets Bidco Ltd.                                             | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     1575000 | PA      | $1338105.56   | 0.14%             | 2036-03-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                           | CUSIP: 91282CBC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6690000 | PA      | $6563255.88   | 0.71%             | 2025-12-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                            | Commerzbank AG                                                                | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |        5894 | NS      | $185737.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BASF SE                                                   | BASF SE                                                                       | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | EC               | CORP              | DE        |        5893 | NS      | $291464.86    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Landmark Mortgage Securities Plc                          | Landmark Mortgage Securities No. 3 PLC                                        | CUSIP: 000000000<br>LEI: 213800S8KWEEVI3XTK68 | Long             | ABS-MBS          | CORP              | GB        |      921925 | PA      | $1215278.89   | 0.13%             | 2044-04-17      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                              | CaixaBank SA                                                                  | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |       26513 | NS      | $229730.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Domino's Pizza Inc                                        | Domino's Pizza, Inc.                                                          | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |         208 | NS      | $93724.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Retained Vantage Data Centers Issuer, LLC                 | Retained Vantage Data Centers Issuer LLC                                      | CUSIP: 76134KAA2<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |     1500000 | PA      | $1487371.95   | 0.16%             | 2048-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Industrivarden AB                                         | Industrivarden AB                                                             | CUSIP: 000000000<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |        1027 | NS      | $37189.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                      | Parker-Hannifin Corp.                                                         | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |         759 | NS      | $530138.73    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lonza Group AG                                            | Lonza Group AG                                                                | CUSIP: 000000000<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |         536 | NS      | $383327.62    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                            | GE HealthCare Technologies, Inc.                                              | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |        2697 | NS      | $199766.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | Purchased AUD / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | AU        |           1 | NC      | $729.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSX Corp                                                  | CSX Corp.                                                                     | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |       11351 | NS      | $370383.13    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United Utilities Group PLC                                | United Utilities Group PLC                                                    | CUSIP: 000000000<br>LEI: 2138002IEYQAOC88ZJ59 | Long             | EC               | CORP              | GB        |        4450 | NS      | $69877.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Purchased USD / Sold AUD                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-86385.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CAE Inc                                                   | CAE, Inc.                                                                     | CUSIP: 124765108<br>LEI: 549300FFM2BEH2GF1E44 | Long             | EC               | CORP              | CA        |        2120 | NS      | $62132.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | Swap                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FR        |     2885027 | OU      | $-30497.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                | Allianz SE                                                                    | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $221729.89    | 0.02%             | 2050-07-08      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bonds                                                      | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    82630000 | PA      | $208069.46    | 0.02%             | 2030-08-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T, Inc.                                                                    | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      750000 | PA      | $532832.01    | 0.06%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Corpay Inc                                                | Corpay, Inc.                                                                  | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |         390 | NS      | $129409.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Asset Management Ltd                           | Brookfield Asset Management Ltd.                                              | CUSIP: 113004105<br>LEI: 549300CZ84WPNJZKY093 | Long             | EC               | CORP              | CA        |        2390 | NS      | $132281.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold JPY                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $141038.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold TRY                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $164112.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                         | Kinder Morgan, Inc.                                                           | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |       11823 | NS      | $347596.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Ltd                                          | Wynn Resorts Ltd.                                                             | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |         545 | NS      | $51050.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NAT GRID ELECTY WM                                        | National Grid Electricity Distribution West Midlands PLC                      | CUSIP: 000000000<br>LEI: 549300L22M2RCLXON143 | Long             | DBT              | CORP              | GB        |      950000 | PA      | $1343819.16   | 0.15%             | 2032-04-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cincinnati Financial Corp                                 | Cincinnati Financial Corp.                                                    | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |         913 | NS      | $135963.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                               | Goldman Sachs Group, Inc.                                                     | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |        1867 | NS      | $1321369.25   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola HBC AG                                          | Coca-Cola HBC AG                                                              | CUSIP: 000000000<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |        1434 | NS      | $74915.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo SpA                                              | Leonardo SpA                                                                  | CUSIP: 000000000<br>LEI: 529900X4EEX1U9LN3U39 | Long             | EC               | CORP              | IT        |        2612 | NS      | $147387.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                         | Future                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -71 | NC      | $54867.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Logitech International SA                                 | Logitech International SA                                                     | CUSIP: 000000000<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |        1141 | NS      | $103470.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                            | Atlas Copco AB                                                                | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |       10401 | NS      | $148033.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                               | FinecoBank Banca Fineco SpA                                                   | CUSIP: 000000000<br>LEI: 549300L7YCATGO57ZE10 | Long             | EC               | CORP              | IT        |        4037 | NS      | $89554.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rollins Inc                                               | Rollins, Inc.                                                                 | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |        1709 | NS      | $96421.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankinter SA                                              | Bankinter SA                                                                  | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | EC               | CORP              | ES        |        4544 | NS      | $59319.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold DKK                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-133.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                   | Essential Utilities, Inc.                                                     | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |        1536 | NS      | $57047.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ipsen SA                                                  | Ipsen SA                                                                      | CUSIP: 000000000<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |         248 | NS      | $29541.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                      | Freeport-McMoRan, Inc.                                                        | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |        8454 | NS      | $366480.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                            | ServiceNow, Inc.                                                              | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |        1223 | NS      | $1257341.84   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc                                    | CenterPoint Energy, Inc.                                                      | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |        3849 | NS      | $141412.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                                                | Sysco Corp.                                                                   | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |        2880 | NS      | $218131.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc                                 | AvalonBay Communities, Inc.                                                   | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               |  | US        |         826 | NS      | $168091.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CSL Ltd                                                   | CSL Ltd.                                                                      | CUSIP: 000000000<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |        3250 | NS      | $513371.82    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                            | Canadian Natural Resources Ltd.                                               | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |       14111 | NS      | $443510.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| National Australia Bank Ltd                               | National Australia Bank Ltd.                                                  | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | EC               | CORP              | AU        |       20167 | NS      | $522684.19    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                         | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1110000 | PA      | $1317567.01   | 0.14%             | 2034-09-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Gildan Activewear Inc                                     | Gildan Activewear, Inc.                                                       | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Long             | EC               | CORP              | CA        |         931 | NS      | $45874.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Melrose Industries PLC                                    | Melrose Industries PLC                                                        | CUSIP: 000000000<br>LEI: 213800RGNXXZY2M7TR85 | Long             | EC               | CORP              | GB        |        8571 | NS      | $62424.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FactSet Research Systems Inc                              | FactSet Research Systems, Inc.                                                | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |         223 | NS      | $99743.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                  | Thermo Fisher Scientific, Inc.                                                | CUSIP: 883556CE0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      400000 | PA      | $304596.36    | 0.03%             | 2049-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp.                                                                 | CUSIP: 000000000<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      950000 | PA      | $1114024.50   | 0.12%             | 2032-09-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd                                   | QBE Insurance Group Ltd.                                                      | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |        9955 | NS      | $153298.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                | Fidelity National Information Services, Inc.                                  | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |        3264 | NS      | $265722.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Onslow Bay Financial LLC                                  | Onslow Bay Financial LLC                                                      | CUSIP: 67448KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1071420 | PA      | $908656.16    | 0.10%             | 2052-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Ashtead Group PLC                                         | Ashtead Group PLC                                                             | CUSIP: 000000000<br>LEI: 2138007UTBN8X9K1A235 | Long             | EC               | CORP              | GB        |        2830 | NS      | $181476.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Erie Indemnity Co                                         | Erie Indemnity Co.                                                            | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |         149 | NS      | $51671.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc                                                | Watsco, Inc.                                                                  | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |         205 | NS      | $90532.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Julius Baer Group Ltd                                     | Julius Baer Group Ltd.                                                        | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |        1345 | NS      | $91237.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DraftKings Inc                                            | DraftKings, Inc.                                                              | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Long             | EC               | CORP              | US        |        2526 | NS      | $108340.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The                                   | Sherwin-Williams Co.                                                          | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |        1409 | NS      | $483794.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandoz Group AG                                           | Sandoz Group AG                                                               | CUSIP: 000000000<br>LEI: 5493000JWK6XWFEUD320 | Long             | EC               | CORP              | CH        |        2746 | NS      | $150490.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Purchased SEK / Sold USD                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |           1 | NC      | $20281.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dexcom Inc                                                | Dexcom, Inc.                                                                  | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |        2368 | NS      | $206702.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Givaudan SA                                               | Givaudan SA                                                                   | CUSIP: 000000000<br>LEI: 213800SVRMQA1TD91D41 | Long             | EC               | CORP              | CH        |          68 | NS      | $329767.75    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Purchased USD / Sold DKK                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-5193.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Prosus NV                                                 | Prosus NV                                                                     | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |        8959 | NS      | $502658.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                           | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4590000 | PA      | $2853689.06   | 0.31%             | 2040-05-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Yangzijiang Shipbuilding Holdings Ltd                     | Yangzijiang Shipbuilding Holdings Ltd.                                        | CUSIP: 000000000<br>LEI: 254900Z3JEM14YIGLM66 | Long             | EC               | CORP              | SG        |       17145 | NS      | $29919.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WH Group Ltd                                              | WH Group Ltd.                                                                 | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |       54282 | NS      | $52316.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| International Paper Co                                    | International Paper Co.                                                       | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |        2929 | NS      | $137165.07    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | Purchased TRY / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TR        |           1 | NC      | $464924.79    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PRMI Securitization Trust                                 | PRMI Securitization Trust                                                     | CUSIP: 69359DAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1541469 | PA      | $1253166.89   | 0.14%             | 2051-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                             | UniCredit SpA                                                                 | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |        9328 | NS      | $625753.57    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co. LLC                                                     | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1683832.80   | 0.18%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                              | NiSource, Inc.                                                                | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |        2742 | NS      | $110612.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilt                                                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2540000 | PA      | $2909896.27   | 0.31%             | 2030-10-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                          | FirstEnergy Corp.                                                             | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |        3190 | NS      | $128429.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                                       | General Electric Co.                                                          | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |        6384 | NS      | $1643177.76   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AON NORTH AMERICA INC                                     | Aon North America, Inc.                                                       | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1386705.08   | 0.15%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Carlsberg AS                                              | Carlsberg AS                                                                  | CUSIP: 000000000<br>LEI: 5299001O0WJQYB5GYZ19 | Long             | EC               | CORP              | DK        |         634 | NS      | $89827.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DiaSorin SpA                                              | DiaSorin SpA                                                                  | CUSIP: 000000000<br>LEI: 8156002878BDF0EE4348 | Long             | EC               | CORP              | IT        |         146 | NS      | $15626.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund                           | Bayview Opportunity Master Fund VIA Trust                                     | CUSIP: 07336FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1560854 | PA      | $1329201.55   | 0.14%             | 2052-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Fastighets AB Balder                                      | Fastighets AB Balder                                                          | CUSIP: 000000000<br>LEI: 549300GHKJCEZOAEUU82 | Long             | EC               | CORP              | SE        |        4639 | NS      | $34580.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deere & Co                                                | Deere & Co.                                                                   | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |        1536 | NS      | $781040.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hydro One Ltd                                             | Hydro One Ltd.                                                                | CUSIP: 448811208<br>LEI: 5493007QZDXTP1W2VL44 | Long             | EC               | CORP              | CA        |        2201 | NS      | $79311.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LAS VEGAS SANDS CORP                                      | Las Vegas Sands Corp.                                                         | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      329000 | PA      | $338146.63    | 0.04%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Swiss Re AG                                               | Swiss Re AG                                                                   | CUSIP: 000000000<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |        2242 | NS      | $387836.94    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                                 | Zurich Insurance Group AG                                                     | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |        1085 | NS      | $759199.28    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                        | Analog Devices, Inc.                                                          | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |        2934 | NS      | $698350.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold JPY                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-721.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Danone SA                                                 | Danone SA                                                                     | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |        4285 | NS      | $350612.97    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NMC Health PLC                                            | NMC Health PLC                                                                | CUSIP: 000000000<br>LEI: 2138008YQEVWBE1V2M52 | Long             | EC               | CORP              | GB        |       77617 | NS      | $0.11         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Roche Holding AG                                          | Roche Holding AG                                                              | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |         209 | NS      | $72634.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Purchased USD / Sold NZD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-488.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                   | Charles Schwab Corp.                                                          | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |       10210 | NS      | $931560.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                               | MetLife, Inc.                                                                 | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |        3445 | NS      | $277046.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EDP Renovaveis SA                                         | EDP Renovaveis SA                                                             | CUSIP: 000000000<br>LEI: 529900MUFAH07Q1TAX06 | Long             | EC               | CORP              | ES        |        1809 | NS      | $20242.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| JEFFERIES FIN GROUP INC                                   | Jefferies Financial Group, Inc.                                               | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |      775000 | PA      | $674289.85    | 0.07%             | 2031-10-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                   | Illinois Tool Works, Inc.                                                     | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |        1734 | NS      | $428731.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec                                                            | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     1700000 | PA      | $1739808.02   | 0.19%             | 2030-10-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                               | Swap                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |    44999808 | OU      | $4728765.68   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Valterra Platinum Ltd                                     | Valterra Platinum Ltd.                                                        | CUSIP: 000000000<br>LEI: 529900RORCZ0E5S5FX81 | Long             | EC               | CORP              | ZA        |         916 | NS      | $40235.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MGM Resorts International                                 | MGM Resorts International                                                     | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |        1325 | NS      | $45566.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                                                 | Aflac, Inc.                                                                   | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |        3090 | NS      | $325871.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonica SA                                             | Telefonica SA                                                                 | CUSIP: 000000000<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |       24549 | NS      | $129203.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Eversource Energy                                         | Eversource Energy                                                             | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |        2137 | NS      | $135955.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                                    | F5, Inc.                                                                      | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |         350 | NS      | $103012.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                          | Duke Energy Corp.                                                             | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |        4525 | NS      | $533950.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | Purchased PEN / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PE        |           1 | NC      | $3964.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                                | Allianz SE                                                                    | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |        2550 | NS      | $1034875.18   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Snowflake Inc                                             | Snowflake, Inc.                                                               | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |        1764 | NS      | $394730.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Holdings NV                                        | AerCap Holdings NV                                                            | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | NL        |        1261 | NS      | $147537.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                        | Meta Platforms, Inc.                                                          | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       12866 | NS      | $9496265.94   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | Purchased USD / Sold SGD                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-1298.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                | Pfizer, Inc.                                                                  | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |       33253 | NS      | $806052.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                                              | VeriSign, Inc.                                                                | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |         514 | NS      | $148443.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                       | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |       14675 | NS      | $270396.16    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                           | Ross Stores, Inc.                                                             | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |        1951 | NS      | $248908.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                | Future                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |           6 | NC      | $5318.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp                                           | Bio-Techne Corp.                                                              | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |         928 | NS      | $47745.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Inc                                   | Lululemon Athletica, Inc.                                                     | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |         650 | NS      | $154427.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                                               | Ameren Corp.                                                                  | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |        1564 | NS      | $150206.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                                           | First Solar, Inc.                                                             | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |         607 | NS      | $100482.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Connections Inc                                     | Waste Connections, Inc.                                                       | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |        1530 | NS      | $285681.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                                                  | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |       23977 | NS      | $814060.84    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | Purchased EUR / Sold USD                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $41203.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nibe Industrier AB                                        | Nibe Industrier AB                                                            | CUSIP: 000000000<br>LEI: 549300ZQH0FIF1P0MX67 | Long             | EC               | CORP              | SE        |       10034 | NS      | $42841.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Eurex Deutschland                                         | Future                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          95 | NC      | $-16324.08    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                  | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      560000 | PA      | $620156.34    | 0.07%             | 2047-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WSP Global Inc                                            | WSP Global, Inc.                                                              | CUSIP: 92938W202<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | EC               | CORP              | CA        |         872 | NS      | $177870.71    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Mediobanca Banca di Credito Finanziario SpA               | Mediobanca Banca di Credito Finanziario SpA                                   | CUSIP: 000000000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | EC               | CORP              | IT        |        3335 | NS      | $77608.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Verizon Communications Inc                                | Verizon Communications, Inc.                                                  | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |       24838 | NS      | $1074740.26   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                | Future                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |           8 | NC      | $24467.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd                                             | BHP Group Ltd.                                                                | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |       34024 | NS      | $818535.60    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Generali                                                  | Generali                                                                      | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |        5723 | NS      | $203575.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondi PLC                                                 | Mondi PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LOZA69QFDC9N34 | Long             | EC               | CORP              | GB        |        2840 | NS      | $46407.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Associated British Foods PLC                              | Associated British Foods PLC                                                  | CUSIP: 000000000<br>LEI: GBQKSY6W7G0OHCQ8OQ72 | Long             | EC               | CORP              | GB        |        2122 | NS      | $59955.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Molina Healthcare Inc                                     | Molina Healthcare, Inc.                                                       | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |         336 | NS      | $100094.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AUST & NZ BANKING GROUP                                   | Australia & New Zealand Banking Group Ltd.                                    | CUSIP: 052528AM8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     1750000 | PA      | $1535083.45   | 0.17%             | 2035-11-25      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                               | Oracle Corp.                                                                  | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |       10029 | NS      | $2192640.27   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitecap Resources Inc                                    | Whitecap Resources, Inc.                                                      | CUSIP: 96467A200<br>LEI: 894500UA4G4BTB67II45 | Long             | EC               | CORP              | CA        |        8240 | NS      | $55366.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| UCB SA                                                    | UCB SA                                                                        | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |         843 | NS      | $165866.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| CarMax Inc                                                | CarMax, Inc.                                                                  | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         911 | NS      | $61228.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered PLC                                    | Standard Chartered PLC                                                        | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |       13359 | NS      | $221071.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Experian PLC                                              | Experian PLC                                                                  | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | JE        |        6186 | NS      | $318988.78    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RTX Corp                                                  | RTX Corp.                                                                     | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |        7755 | NS      | $1132385.10   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                                 | Edwards Lifesciences Corp.                                                    | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |        3461 | NS      | $270684.81    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   203600000 | PA      | $1246455.30   | 0.13%             | 2037-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                                 | Gecina SA                                                                     | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | EC               |  | FR        |         303 | NS      | $33355.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alstom SA                                                 | Alstom SA                                                                     | CUSIP: 000000000<br>LEI: 96950032TUYMW11FB530 | Long             | EC               | CORP              | FR        |        2317 | NS      | $54080.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| George Weston Ltd                                         | George Weston Ltd.                                                            | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |         390 | NS      | $78217.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fairfax Financial Holdings Ltd                            | Fairfax Financial Holdings Ltd.                                               | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |         135 | NS      | $243679.09    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT AB                                                    | EQT AB                                                                        | CUSIP: 000000000<br>LEI: 213800U7P9GOIRKCTB34 | Long             | EC               | CORP              | SE        |        2357 | NS      | $79067.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| KKR & Co Inc                                              | KKR & Co., Inc.                                                               | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |        3635 | NS      | $483564.05    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eni SpA                                                   | Eni SpA                                                                       | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |       14567 | NS      | $235317.12    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EMS-Chemie Holding AG                                     | EMS-Chemie Holding AG                                                         | CUSIP: 000000000<br>LEI: 529900G1XFTGSE0DIX60 | Long             | EC               | CORP              | CH        |          46 | NS      | $34776.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Purchased IDR / Sold USD                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | ID        |           1 | NC      | $253.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                       | Avery Dennison Corp.                                                          | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |         470 | NS      | $82470.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                    | Corp. Andina de Fomento                                                       | CUSIP: 000000000<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |     2650000 | PA      | $1782537.96   | 0.19%             | 2029-02-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                         | Brown & Brown, Inc.                                                           | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |        1427 | NS      | $158211.49    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eiffage SA                                                | Eiffage SA                                                                    | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |         451 | NS      | $63371.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QIAGEN NV                                                 | Qiagen NV                                                                     | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |        1396 | NS      | $67258.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co/The                                             | Boeing Co.                                                                    | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |        4316 | NS      | $904331.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | Purchased JPY / Sold USD                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |           1 | NC      | $-3443.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| D'ieteren Group                                           | D'ieteren Group                                                               | CUSIP: 000000000<br>LEI: 549300DV5KJ23OKVTW34 | Long             | EC               | CORP              | BE        |         142 | NS      | $30579.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Autodesk Inc                                              | Autodesk, Inc.                                                                | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |        1279 | NS      | $395940.03    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Prysmian SpA                                              | Prysmian SpA                                                                  | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |        1858 | NS      | $131544.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orsted AS                                                 | Orsted AS                                                                     | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | EC               | CORP              | DK        |        1105 | NS      | $47601.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Purchased USD / Sold SGD                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-2171.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings Inc                                  | Crowdstrike Holdings, Inc.                                                    | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |        1481 | NS      | $754288.11    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                                   | Aon PLC                                                                       | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |        1134 | NS      | $404565.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                                  | Swap                                                                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    11653000 | OU      | $-30288.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BioMerieux                                                | BioMerieux                                                                    | CUSIP: 000000000<br>LEI: 549300AK8Y0LBIQ4T071 | Long             | EC               | CORP              | FR        |         275 | NS      | $38037.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fox Corp                                                  | Fox Corp.                                                                     | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |         864 | NS      | $44608.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc                                            | GE Vernova, Inc.                                                              | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |        1663 | NS      | $879976.45    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                                            | Blackstone, Inc.                                                              | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |        4269 | NS      | $638557.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                           | Gen Digital, Inc.                                                             | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |        3283 | NS      | $96520.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ivanhoe Mines Ltd                                         | Ivanhoe Mines Ltd.                                                            | CUSIP: 46579R104<br>LEI: 5299006XZISURYIA4G32 | Long             | EC               | CORP              | CA        |        4891 | NS      | $36743.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Brookfield Renewable Corp                                 | Brookfield Renewable Corp.                                                    | CUSIP: 11285B108<br>LEI: 894500N9AWD5I1YNP231 | Long             | EC               | CORP              | CA        |         932 | NS      | $30545.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexi SpA                                                  | Nexi SpA                                                                      | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | EC               | CORP              | IT        |        3145 | NS      | $18782.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrari NV                                                | Ferrari NV                                                                    | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | NL        |         842 | NS      | $412505.04    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                         | Allstate Corp.                                                                | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |        1555 | NS      | $313037.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Moncler SpA                                               | Moncler SpA                                                                   | CUSIP: 000000000<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |        1573 | NS      | $89726.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Redeia Corp SA                                            | Redeia Corp. SA                                                               | CUSIP: 000000000<br>LEI: 5493009HMD0C90GUV498 | Long             | EC               | CORP              | ES        |        2677 | NS      | $57281.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Computershare Ltd                                         | Computershare Ltd.                                                            | CUSIP: 000000000<br>LEI: 21380085HOKTMGLV9G93 | Long             | EC               | CORP              | AU        |        3468 | NS      | $90979.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                      | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     5880000 | PA      | $6043101.69   | 0.65%             | 2031-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Swap                                                                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   113672000 | OU      | $72154.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Solventum Corp                                            | Solventum Corp.                                                               | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |         870 | NS      | $65980.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp                                                | Dover Corp.                                                                   | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |         810 | NS      | $148416.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                                       | Cardinal Health, Inc.                                                         | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |        1424 | NS      | $239232.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc                                               | Cencora, Inc.                                                                 | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |        1022 | NS      | $306446.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wheaton Precious Metals Corp                              | Wheaton Precious Metals Corp.                                                 | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |        3036 | NS      | $273022.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amrize Ltd                                                | Amrize Ltd.                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |        3952 | NS      | $197139.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Heidelberg Materials AG                                   | Heidelberg Materials AG                                                       | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |         883 | NS      | $207943.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronext NV                                               | Euronext NV                                                                   | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | Long             | EC               | CORP              | NL        |         510 | NS      | $87384.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                      | Las Vegas Sands Corp.                                                         | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      550000 | PA      | $561916.44    | 0.06%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                  | Bayer AG                                                                      | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |        6514 | NS      | $196249.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                                         | Kinross Gold Corp.                                                            | CUSIP: 496902404<br>LEI: 549300UEBMAQDN0K0R06 | Long             | EC               | CORP              | CA        |        8286 | NS      | $129484.91    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings Inc                                | LPL Financial Holdings, Inc.                                                  | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |         465 | NS      | $174361.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MicroStrategy Inc                                         | MicroStrategy, Inc.                                                           | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EC               | CORP              | US        |        1327 | NS      | $536413.21    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Carrier Global Corp                                       | Carrier Global Corp.                                                          | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |        4748 | NS      | $347506.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Intact Financial Corp                                     | Intact Financial Corp.                                                        | CUSIP: 45823T106<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | EC               | CORP              | CA        |        1190 | NS      | $276712.69    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                                    | Roper Technologies, Inc.                                                      | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |         639 | NS      | $362210.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                                         | Devon Energy Corp.                                                            | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |        3663 | NS      | $116520.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                              | LyondellBasell Industries NV                                                  | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |        1526 | NS      | $88294.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Life Financial Inc                                    | Sun Life Financial, Inc.                                                      | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |        3831 | NS      | $254912.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International SCA                                  | Hermes International SCA                                                      | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |         212 | NS      | $574703.46    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                                 | Sanofi SA                                                                     | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |        7309 | NS      | $707611.75    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Skyworks Solutions Inc                                    | Skyworks Solutions, Inc.                                                      | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |         951 | NS      | $70868.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                          | Altria Group, Inc.                                                            | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |       10012 | NS      | $587003.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                                       | VICI Properties, Inc.                                                         | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |        6196 | NS      | $201989.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                                                  | LKQ Corp.                                                                     | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |        1538 | NS      | $56921.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Capgemini SE                                              | Capgemini SE                                                                  | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |        1074 | NS      | $183907.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Palo Alto Networks Inc                                    | Palo Alto Networks, Inc.                                                      | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |        3936 | NS      | $805463.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AIB Group PLC                                             | AIB Group PLC                                                                 | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |       13487 | NS      | $111306.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D                                  | Banque Ouest Africaine de Developpement                                       | CUSIP: 000000000<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | XX        |      530000 | PA      | $482806.60    | 0.05%             | 2031-10-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                            | Starbucks Corp.                                                               | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |        6838 | NS      | $626565.94    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| National Stock Exchange Of India                          | Future                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IN        |         103 | NC      | $57656.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC                                       | TE Connectivity PLC                                                           | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |        1746 | NS      | $294497.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE AG                                                    | RWE AG                                                                        | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |        4176 | NS      | $174507.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| QUINTIS AUS PTY LTD                                       | Quintis Australia Pty. Ltd.                                                   | CUSIP: 74877UAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      237012 | PA      | $46928.38     | 0.01%             | 2026-10-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| Cameco Corp                                               | Cameco Corp.                                                                  | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |        2996 | NS      | $222497.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario                                                           | CUSIP: 68333ZBD8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1690000 | PA      | $1288793.32   | 0.14%             | 2033-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                       | Emerson Electric Co.                                                          | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |        3370 | NS      | $449322.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services Inc                            | JB Hunt Transport Services, Inc.                                              | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |         474 | NS      | $68066.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NUVEEN LLC                                                | Nuveen LLC                                                                    | CUSIP: 67080LAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      475000 | PA      | $494352.45    | 0.05%             | 2034-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                  | Vinci SA                                                                      | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |        3245 | NS      | $478541.38    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                              | Citizens Financial Group, Inc.                                                | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |        2581 | NS      | $115499.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays PLC                                              | Barclays PLC                                                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |       94739 | NS      | $437766.73    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                                  | Simon Property Group, Inc.                                                    | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |        1906 | NS      | $306408.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TC Energy Corp                                            | TC Energy Corp.                                                               | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |        6950 | NS      | $339295.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac                                               | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DWGL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1759986 | PA      | $1461867.05   | 0.16%             | 2053-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Open Text Corp                                            | Open Text Corp.                                                               | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | CA        |        1782 | NS      | $52069.60     | 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        |      930000 | PA      | $1056384.96   | 0.11%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                | U.S. Bancorp                                                                  | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     1178000 | PA      | $1237387.27   | 0.13%             | 2034-06-12      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                                    | Future                                                                        | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |        -182 | NC      | $-175093.10   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                                           | Yum! Brands, Inc.                                                             | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |        1643 | NS      | $243459.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Barratt Redrow PLC                                        | Barratt Redrow PLC                                                            | CUSIP: 000000000<br>LEI: 2138006R85VEOF5YNK29 | Long             | EC               | CORP              | GB        |        9156 | NS      | $57334.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Purchased USD / Sold NZD                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-10.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                                  | New Zealand Local Government Funding Agency Bonds                             | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |     3150000 | PA      | $2105639.03   | 0.23%             | 2027-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                | TELUS Corp.                                                                   | CUSIP: 87971M103<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | EC               | CORP              | CA        |        3276 | NS      | $52613.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Akelius Residential Property Financing BV                 | Akelius Residential Property Financing BV                                     | CUSIP: 000000000<br>LEI: 724500ABLEHD1CIBAA35 | Long             | DBT              | CORP              | NL        |      435000 | PA      | $475444.71    | 0.05%             | 2029-01-11      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Zoom Communications Inc                                   | Zoom Communications, Inc.                                                     | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |        1474 | NS      | $114942.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S                                    | AP Moller - Maersk AS                                                         | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |          28 | NS      | $52071.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                           | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4670000 | PA      | $4449634.38   | 0.48%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Purchased USD / Sold THB                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-4760.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                             | Live Nation Entertainment, Inc.                                               | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |         985 | NS      | $149010.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                           | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      820000 | PA      | $631815.69    | 0.07%             | 2050-06-22      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Tenaris SA                                                | Tenaris SA                                                                    | CUSIP: 000000000<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |        2702 | NS      | $50648.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Datadog Inc                                               | Datadog, Inc.                                                                 | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |        1653 | NS      | $222047.49    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Docusign Inc                                              | Docusign, Inc.                                                                | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |        1195 | NS      | $93078.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold THB                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-533104.88   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Purchased USD / Sold TRY                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-79709.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Schindler Holding AG                                      | Schindler Holding AG                                                          | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |         267 | NS      | $99422.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Infrastrutture Wireless Italiane SpA                      | Infrastrutture Wireless Italiane SpA                                          | CUSIP: 000000000<br>LEI: 81560066183FE361C071 | Long             | EC               | CORP              | IT        |        1823 | NS      | $22291.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Norsk Hydro ASA                                           | Norsk Hydro ASA                                                               | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |        9664 | NS      | $55339.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Infratil Ltd                                              | Infratil Ltd.                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |        7239 | NS      | $46711.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Ltd                                 | CK Hutchison Holdings Ltd.                                                    | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | KY        |       17449 | NS      | $107445.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased CAD / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CA        |           1 | NC      | $-3381.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                    | Corp. Andina de Fomento                                                       | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |      860000 | PA      | $882265.42    | 0.10%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilt                                                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      580000 | PA      | $611271.28    | 0.07%             | 2033-07-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                            | PulteGroup, Inc.                                                              | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1206 | NS      | $127184.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Tower Mortgage Trust                              | Olympic Tower Mortgage Trust                                                  | CUSIP: 68162MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1400000 | PA      | $1235750.88   | 0.13%             | 2039-05-10      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises Inc                                  | Ferguson Enterprises, Inc.                                                    | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |        1173 | NS      | $255420.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nice Ltd                                                  | Nice Ltd.                                                                     | CUSIP: 000000000<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |         411 | NS      | $69669.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc                    | International Flavors & Fragrances, Inc.                                      | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |        1494 | NS      | $109883.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                                    | Blackstone Property Partners Europe Holdings SARL                             | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |     1000000 | PA      | $1145898.61   | 0.12%             | 2027-04-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                              | Klepierre SA                                                                  | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               |  | FR        |        1432 | NS      | $56620.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Swap                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    17700990 | OU      | $-566858.23   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CK Infrastructure Holdings Ltd                            | CK Infrastructure Holdings Ltd.                                               | CUSIP: 000000000<br>LEI: 5299005U11RQ1C27MR12 | Long             | EC               | CORP              | BM        |        4035 | NS      | $26720.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | Future                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -21 | NC      | $-25311.82    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Epiroc AB                                                 | Epiroc AB                                                                     | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |        4339 | NS      | $94415.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                          | Bank of New York Mellon Corp.                                                 | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |        4217 | NS      | $384210.87    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortescue Ltd                                             | Fortescue Ltd.                                                                | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |       11500 | NS      | $115600.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PTC Inc                                                   | PTC, Inc.                                                                     | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |         709 | NS      | $122189.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Technologies Engineering Ltd                    | Singapore Technologies Engineering Ltd.                                       | CUSIP: 000000000<br>LEI: 254900OEXGGWCR24DG90 | Long             | EC               | CORP              | SG        |       10068 | NS      | $61733.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Carnival Corp                                             | Carnival Corp.                                                                | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |        6098 | NS      | $171475.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Swap                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     5650810 | OU      | $-113061.42   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Ulta Beauty Inc                                           | Ulta Beauty, Inc.                                                             | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |         272 | NS      | $127247.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRKCM Trust                                               | PRKCM Trust                                                                   | CUSIP: 693981AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1308057 | PA      | $1310667.83   | 0.14%             | 2058-02-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                        | Ingersoll Rand, Inc.                                                          | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |        2369 | NS      | $197053.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                           | Caterpillar, Inc.                                                             | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |        2832 | NS      | $1099410.72   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                                        | Banco Santander SA                                                            | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |      101739 | NS      | $842488.21    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuehne + Nagel International AG                           | Kuehne & Nagel International AG                                               | CUSIP: 000000000<br>LEI: 529900Q0YED3805QXQ66 | Long             | EC               | CORP              | CH        |         363 | NS      | $78605.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                           | Nordea Bank Abp                                                               | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |       20415 | NS      | $302911.78    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstService Corp                                         | FirstService Corp.                                                            | CUSIP: 33767E202<br>LEI: 5493000XUDIV75BCF118 | Long             | EC               | CORP              | CA        |         272 | NS      | $47464.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexagon AB                                                | Hexagon AB                                                                    | CUSIP: 000000000<br>LEI: 549300WJFW6ILNI4TA80 | Long             | EC               | CORP              | SE        |       13741 | NS      | $138503.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Baloise Holding AG                                        | Baloise Holding AG                                                            | CUSIP: 000000000<br>LEI: 529900G5XKBZN48T6283 | Long             | EC               | CORP              | CH        |         273 | NS      | $64387.59     | 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        |       22130 | NS      | $283779.98    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bonds                                                        | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     2780000 | PA      | $483003.30    | 0.05%             | 2052-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CF Industries Holdings Inc                                | CF Industries Holdings, Inc.                                                  | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |        1045 | NS      | $96140.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Henderson Land Development Co Ltd                         | Henderson Land Development Co. Ltd.                                           | CUSIP: 000000000<br>LEI: 529900SYQB7IVR9QGN76 | Long             | EC               | CORP              | HK        |        9079 | NS      | $31885.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Monolithic Power Systems Inc                              | Monolithic Power Systems, Inc.                                                | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |         287 | NS      | $209906.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold NZD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-12.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merck KGaA                                                | Merck KGaA                                                                    | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | EC               | CORP              | DE        |         843 | NS      | $109302.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                              | QUALCOMM, Inc.                                                                | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |        6551 | NS      | $1043312.26   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RB Global Inc                                             | RB Global, Inc.                                                               | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |        1248 | NS      | $132585.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera Inc                                                | Natera, Inc.                                                                  | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         751 | NS      | $126873.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CGI Inc                                                   | CGI, Inc.                                                                     | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |        1358 | NS      | $142616.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Diageo PLC                                                | Diageo PLC                                                                    | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |       14649 | NS      | $369390.52    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens AG                                                | Siemens AG                                                                    | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |        5010 | NS      | $1286860.28   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust                                                                      | CUSIP: 05610DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1640000 | PA      | $1650228.02   | 0.18%             | 2038-05-15      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| ANZ Group Holdings Ltd                                    | ANZ Group Holdings Ltd.                                                       | CUSIP: 000000000<br>LEI: 9845005D9C6BAA10BK72 | Long             | EC               | CORP              | AU        |       19376 | NS      | $371569.41    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Textron Inc                                               | Textron, Inc.                                                                 | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |        1092 | NS      | $87676.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc                                | Neurocrine Biosciences, Inc.                                                  | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |         593 | NS      | $74534.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA              | Cie Generale des Etablissements Michelin SCA                                  | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |        4534 | NS      | $168638.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group NV                                               | NN Group NV                                                                   | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |        1823 | NS      | $121300.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Purchased USD / Sold SEK                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $102.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bonds                                                        | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    20420000 | PA      | $3081508.12   | 0.33%             | 2032-11-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Swire Pacific Ltd                                         | Swire Pacific Ltd.                                                            | CUSIP: 000000000<br>LEI: 549300KZOZHII0DGF611 | Long             | EC               | CORP              | HK        |        2289 | NS      | $19621.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                        | Ally Financial, Inc.                                                          | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |        1607 | NS      | $62592.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                         | Purchased NZD / Sold USD                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |           1 | NC      | $92.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd                                  | United Overseas Bank Ltd.                                                     | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |        8182 | NS      | $231580.88    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Covestro AG                                               | Covestro AG                                                                   | CUSIP: 000000000<br>LEI: 3912005AWHKLQ1CPLV11 | Long             | EC               | CORP              | DE        |        1187 | NS      | $84452.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AutoZone Inc                                              | AutoZone, Inc.                                                                | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |         101 | NS      | $374935.23    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Purchased USD / Sold ZAR                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-198.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                           | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4950000 | PA      | $4667501.97   | 0.51%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co.                                                          | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2934469.43   | 0.32%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                                       | EssilorLuxottica SA                                                           | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |        2017 | NS      | $553853.50    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp                                     | ON Semiconductor Corp.                                                        | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |        2511 | NS      | $131601.51    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genting Singapore Ltd                                     | Genting Singapore Ltd.                                                        | CUSIP: 000000000<br>LEI: 254900Y2N3AK93K1O866 | Long             | EC               | CORP              | SG        |       39313 | NS      | $22111.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Haleon PLC                                                | Haleon PLC                                                                    | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |       60207 | NS      | $309441.46    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                     | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |         891 | NS      | $578557.10    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                  | Ameriprise Financial, Inc.                                                    | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |         573 | NS      | $305827.29    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                                        | HCA Healthcare, Inc.                                                          | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |        1117 | NS      | $427922.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | Purchased CNY / Sold USD                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CN        |           1 | NC      | $18537.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                            | Air Lease Corp.                                                               | CUSIP: 00914AAK8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $947184.72    | 0.10%             | 2030-12-01      | Fixed         | 3.13%                 | No            |                  2 | 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        |        1237 | NS      | $129266.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SC FNCE I                                   | Thermo Fisher Scientific Finance I BV                                         | CUSIP: 000000000<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $76037.88     | 0.01%             | 2051-10-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Imperial Oil Ltd                                          | Imperial Oil Ltd.                                                             | CUSIP: 453038408<br>LEI: 549300JZNB745JT5WY51 | Long             | EC               | CORP              | CA        |        1194 | NS      | $94853.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Post AG                                          | Deutsche Post AG                                                              | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |        6333 | NS      | $293343.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bio-Rad Laboratories Inc                                  | Bio-Rad Laboratories, Inc.                                                    | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |         116 | NS      | $27993.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                    | Pertamina Persero PT                                                          | CUSIP: 69370RAC1<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |      850000 | PA      | $871817.78    | 0.09%             | 2048-11-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                         | Future                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         615 | NC      | $-246953.25   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp                                       | Otis Worldwide Corp.                                                          | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |        2362 | NS      | $233885.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Transurban Group                                          | Transurban Group                                                              | CUSIP: 000000000<br>LEI: 549300ZR71SUQ4VUTM79 | Long             | EC               | CORP              | AU        |       20769 | NS      | $191094.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KLA Corp                                                  | KLA Corp.                                                                     | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |         793 | NS      | $710321.82    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore PLC                                              | Glencore PLC                                                                  | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |       64635 | NS      | $251859.38    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Avantor Inc                                               | Avantor, Inc.                                                                 | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4011 | NS      | $53988.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                                                | Copart, Inc.                                                                  | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |        5192 | NS      | $254771.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                                     | Northrop Grumman Corp.                                                        | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |         809 | NS      | $404483.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                           | Telefonaktiebolaget LM Ericsson                                               | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |       18383 | NS      | $157088.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The                          | Hartford Insurance Group, Inc.                                                | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |        1699 | NS      | $215552.13    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stantec Inc                                               | Stantec, Inc.                                                                 | CUSIP: 85472N109<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | EC               | CORP              | CA        |         768 | NS      | $83564.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                                    | Diamondback Energy, Inc.                                                      | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |        1110 | NS      | $152514.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco BPM SpA                                             | Banco BPM SpA                                                                 | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | EC               | CORP              | IT        |        7561 | NS      | $88256.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NVR Inc                                                   | NVR, Inc.                                                                     | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |          18 | NS      | $132941.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO/THE                                             | Boeing Co.                                                                    | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      425000 | PA      | $449289.40    | 0.05%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Electronic Arts Inc                                       | Electronic Arts, Inc.                                                         | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |        1527 | NS      | $243861.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bonds                                                     | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |     1400000 | PA      | $1615985.84   | 0.17%             | 2040-02-27      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| McKesson Corp                                             | McKesson Corp.                                                                | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |         749 | NS      | $548852.22    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                          | Skandinaviska Enskilda Banken AB                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EC               | CORP              | SE        |       10561 | NS      | $184083.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                         | Future                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -19 | NC      | $14800.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Co                                         | U-Haul Holding Co.                                                            | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |         564 | NS      | $30664.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                             | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1310000 | PA      | $1609978.54   | 0.17%             | 2034-07-01      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Regions Financial Corp                                    | Regions Financial Corp.                                                       | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |        5334 | NS      | $125455.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc                                      | Verisk Analytics, Inc.                                                        | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |         838 | NS      | $261037.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold EUR                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-242984.15   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Humana Inc                                                | Humana, Inc.                                                                  | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |         709 | NS      | $173336.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SGS SA                                                    | SGS SA                                                                        | CUSIP: 000000000<br>LEI: 2138007JNS19JHNA2336 | Long             | EC               | CORP              | CH        |        1064 | NS      | $108033.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Onex Corp                                                 | Onex Corp.                                                                    | CUSIP: 68272K103<br>LEI: 894500LB8PNE5C7CEN88 | Long             | EC               | CORP              | CA        |         409 | NS      | $33669.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Knorr-Bremse AG                                           | Knorr-Bremse AG                                                               | CUSIP: 000000000<br>LEI: 5299001GRRO0Z25YZT52 | Long             | EC               | CORP              | DE        |         480 | NS      | $46558.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                      | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     2450000 | PA      | $2102075.02   | 0.23%             | 2036-04-15      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: No      |
| SIG Group AG                                              | SIG Group AG                                                                  | CUSIP: 000000000<br>LEI: 5493004Z6P7TSVB1L042 | Long             | EC               | CORP              | CH        |        2019 | NS      | $37345.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Keysight Technologies Inc                                 | Keysight Technologies, Inc.                                                   | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |        1023 | NS      | $167628.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | Swap                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FR        |     6018893 | OU      | $-96446.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Kroger Co/The                                             | Kroger Co.                                                                    | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |        4096 | NS      | $293806.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                   | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      800000 | PA      | $836305.38    | 0.09%             | 2034-03-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                         | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     1200000 | PA      | $1624629.73   | 0.18%             | 2025-12-05      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                               | Purchased USD / Sold CHF                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-1946.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pinterest Inc                                             | Pinterest, Inc.                                                               | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3541 | NS      | $126980.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                         | Swap                                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |   378464991 | OU      | $105730.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                              | United Airlines Holdings, Inc.                                                | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |         477 | NS      | $37983.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                                  | Swap                                                                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     8414500 | OU      | $93834.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROBLOX Corp                                               | ROBLOX Corp.                                                                  | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2853 | NS      | $300135.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc                                     | RPM International, Inc.                                                       | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |         757 | NS      | $83148.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pro Medicus Ltd                                           | Pro Medicus Ltd.                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |         384 | NS      | $71859.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SGH Ltd                                                   | SGH Ltd.                                                                      | CUSIP: 000000000<br>LEI: 254900DME8O9GCK94794 | Long             | EC               | CORP              | AU        |        1327 | NS      | $47259.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                  | Sumitomo Mitsui Financial Group, Inc.                                         | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     1500000 | PA      | $1340260.49   | 0.15%             | 2030-07-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Fortive Corp                                              | Fortive Corp.                                                                 | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |        2065 | NS      | $107648.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc                                    | Church & Dwight Co., Inc.                                                     | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |        1445 | NS      | $138878.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sweden Government Bonds                                   | Sweden Government Bonds                                                       | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |     4590000 | PA      | $485761.13    | 0.05%             | 2035-05-11      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Twilio Inc                                                | Twilio, Inc.                                                                  | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |         869 | NS      | $108068.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Epiroc AB                                                 | Epiroc AB                                                                     | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |        2558 | NS      | $49043.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                    | Cie de Saint-Gobain SA                                                        | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |        2939 | NS      | $345259.69    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Swap                                                                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    18687644 | OU      | $9852.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UPM-Kymmene Oyj                                           | UPM-Kymmene OYJ                                                               | CUSIP: 000000000<br>LEI: 213800EC6PW5VU4J9U64 | Long             | EC               | CORP              | FI        |        3386 | NS      | $92464.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Synopsys Inc                                              | Synopsys, Inc.                                                                | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |         938 | NS      | $480893.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF SLOVENIA                                      | Slovenia Government International Bonds                                       | CUSIP: 831594AH9<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |     1300000 | PA      | $1315723.50   | 0.14%             | 2033-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Swap                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FR        |     6268784 | OU      | $-69228.17    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                              | Canadian National Railway Co.                                                 | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |        3590 | NS      | $374066.53    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IGM Financial Inc                                         | IGM Financial, Inc.                                                           | CUSIP: 449586106<br>LEI: 254900RYHLVJNTUFDA95 | Long             | EC               | CORP              | CA        |         556 | NS      | $17564.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                               | Ovintiv, Inc.                                                                 | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |        1541 | NS      | $58635.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                                 | Apple, Inc.                                                                   | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |       89182 | NS      | $18297470.94  | 1.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Restaurant Brands International Inc                       | Restaurant Brands International, Inc.                                         | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |        2091 | NS      | $138703.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Erste Group Bank AG                                       | Erste Group Bank AG                                                           | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |        2181 | NS      | $185658.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                                    | Eurofins Scientific SE                                                        | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | EC               | CORP              | LU        |         773 | NS      | $55088.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| JP Morgan Mortgage Trust                                  | JPMorgan Mortgage Trust                                                       | CUSIP: 46593FAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1168388 | PA      | $993113.54    | 0.11%             | 2052-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                              | Danaher Corp.                                                                 | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |        3813 | NS      | $753220.02    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dassault Systemes SE                                      | Dassault Systemes SE                                                          | CUSIP: 000000000<br>LEI: 96950065LBWY0APQIM86 | Long             | EC               | CORP              | FR        |        4482 | NS      | $162435.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                           | CUSIP: 912797PQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    51490000 | PA      | $51131214.59  | 5.53%             | 2025-08-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Smurfit WestRock PLC                                      | Smurfit WestRock PLC                                                          | CUSIP: 000000000<br>LEI: 635400EGSEOPDW2EXS14 | Long             | EC               | CORP              | IE        |        3040 | NS      | $131176.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Auckland International Airport Ltd                        | Auckland International Airport Ltd.                                           | CUSIP: 000000000<br>LEI: 549300HFZIZDJWB7AK60 | Long             | EC               | CORP              | NZ        |       13239 | NS      | $62500.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Roku Inc                                                  | Roku, Inc.                                                                    | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |         764 | NS      | $67147.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS Inc                                                 | ANSYS, Inc.                                                                   | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |         521 | NS      | $182985.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banca Mediolanum SpA                                      | Banca Mediolanum SpA                                                          | CUSIP: 000000000<br>LEI: 7LVZJ6XRIE7VNZ4UBX81 | Long             | EC               | CORP              | IT        |        1469 | NS      | $25315.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lennox International Inc                                  | Lennox International, Inc.                                                    | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |         189 | NS      | $108342.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold TRY                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $273850.59    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Poste Italiane SpA                                        | Poste Italiane SpA                                                            | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | EC               | CORP              | IT        |        3005 | NS      | $64565.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Swap                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FR        |    13904762 | OU      | $1152514.04   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                             | Regeneron Pharmaceuticals, Inc.                                               | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |         628 | NS      | $329700.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fixed Income Clearing Corp                                | FIXED INC CLEARING CORP.REPO                                                  | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |    63025107 | PA      | $63025106.86  | 6.82%             |  |  |  | No            |                  2 | On Loan: No      |
| HEICO Corp                                                | HEICO Corp.                                                                   | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |         441 | NS      | $114108.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                                   | Cboe Global Markets, Inc.                                                     | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |         615 | NS      | $143424.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hongkong Land Holdings Ltd                                | Hongkong Land Holdings Ltd.                                                   | CUSIP: 000000000<br>LEI: 213800XCHYNRPAYGXW28 | Long             | EC               | CORP              | BM        |        7081 | NS      | $40857.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc                                  | Builders FirstSource, Inc.                                                    | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |         676 | NS      | $78882.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group PLC                                        | Vodafone Group PLC                                                            | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |      130137 | NS      | $139305.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EXOR NV                                                   | EXOR NV                                                                       | CUSIP: 000000000<br>LEI: 5493002ENHZ6NYET7405 | Long             | EC               | CORP              | NL        |         603 | NS      | $60871.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Purchased USD / Sold ZAR                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-44.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ESTONIA                                       | Estonia Government International Bonds                                        | CUSIP: 000000000<br>LEI: 254900EIG0O7C6C9R437 | Long             | DBT              | NUSS              | EE        |      710000 | PA      | $839304.08    | 0.09%             | 2034-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sofina SA                                                 | Sofina SA                                                                     | CUSIP: 000000000<br>LEI: 5493000GMVR38VUO5D39 | Long             | EC               | CORP              | BE        |         100 | NS      | $33074.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Demant A/S                                                | Demant AS                                                                     | CUSIP: 000000000<br>LEI: 213800RM6L9LN78BVA56 | Long             | EC               | CORP              | DK        |         566 | NS      | $23648.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | Future                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          25 | NC      | $111574.37    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                         | Swap                                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    57000088 | OU      | $1546031.49   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                      | Howmet Aerospace, Inc.                                                        | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |        2280 | NS      | $424376.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp                                             | AppLovin Corp.                                                                | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |        1254 | NS      | $439000.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold THB                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-740312.74   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                             | Automatic Data Processing, Inc.                                               | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |        2411 | NS      | $743552.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Rivian Automotive Inc                                     | Rivian Automotive, Inc.                                                       | CUSIP: 76954A103<br>LEI: 25490004LNKJ84MFYY24 | Long             | EC               | CORP              | US        |        4612 | NS      | $63368.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Fortis Inc/Canada                                         | Fortis, Inc.                                                                  | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |        3311 | NS      | $158091.59    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vonovia SE                                                | Vonovia SE                                                                    | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | EC               | CORP              | DE        |        4879 | NS      | $172977.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold MYR                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-25.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Edenred SE                                                | Edenred SE                                                                    | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | EC               | CORP              | FR        |        1513 | NS      | $46994.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mid-America Apartment Communities Inc                     | Mid-America Apartment Communities, Inc.                                       | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               |  | US        |         688 | NS      | $101830.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | Purchased ILS / Sold USD                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | IL        |           1 | NC      | $9763.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                  | Prudential Financial, Inc.                                                    | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |        2078 | NS      | $223260.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Manulife Financial Corp                                   | Manulife Financial Corp.                                                      | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |       11529 | NS      | $368623.21    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MercadoLibre Inc                                          | MercadoLibre, Inc.                                                            | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |         270 | NS      | $705680.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| South32 Ltd                                               | South32 Ltd.                                                                  | CUSIP: 000000000<br>LEI: 213800LAZNPXSBKVHR17 | Long             | EC               | CORP              | AU        |       30785 | NS      | $58826.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sands China Ltd                                           | Sands China Ltd.                                                              | CUSIP: 000000000<br>LEI: 549300EVO6UZDGY05787 | Long             | EC               | CORP              | KY        |       14970 | NS      | $31286.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                          | ArcelorMittal SA                                                              | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |        3067 | NS      | $97390.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker BP ASA                                               | Aker BP ASA                                                                   | CUSIP: 000000000<br>LEI: 549300NFTY73920OYK69 | Long             | EC               | CORP              | NO        |        2227 | NS      | $56909.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Swap                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    17673754 | OU      | $391782.13    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Telia Co AB                                               | Telia Co. AB                                                                  | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | EC               | CORP              | SE        |       15653 | NS      | $56301.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Realty Trust Inc                                  | Digital Realty Trust, Inc.                                                    | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               |  | US        |        1929 | NS      | $336282.57    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                                | Nasdaq, Inc.                                                                  | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |        2525 | NS      | $225785.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                                 | Boeing Co.                                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      750000 | PA      | $719250.59    | 0.08%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Swap                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     5647910 | OU      | $104973.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Grifols SA                                                | Grifols SA                                                                    | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | EC               | CORP              | ES        |        1936 | NS      | $23623.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| University of Michigan                                    | University of Michigan                                                        | CUSIP: 914455UJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      650000 | PA      | $509786.75    | 0.06%             | 2122-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Swap                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    33030000 | OU      | $27277.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | Swap                                                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |     1855599 | OU      | $28696.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| InPost SA                                                 | InPost SA                                                                     | CUSIP: 000000000<br>LEI: 2221003M23QLERR89585 | Long             | EC               | CORP              | LU        |        1498 | NS      | $24929.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                           | WW Grainger, Inc.                                                             | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |         258 | NS      | $268381.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc                                               | Equifax, Inc.                                                                 | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |         733 | NS      | $190118.21    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Franco-Nevada Corp                                        | Franco-Nevada Corp.                                                           | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Long             | EC               | CORP              | CA        |        1287 | NS      | $211297.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    13880000 | PA      | $426337.11    | 0.05%             | 2035-12-17      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                       | Fifth Third Bancorp                                                           | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |        3932 | NS      | $161723.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                           | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3140000 | PA      | $2758293.75   | 0.30%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Sartorius Stedim Biotech                                  | Sartorius Stedim Biotech                                                      | CUSIP: 000000000<br>LEI: 52990006IVXY7GCSSR39 | Long             | EC               | CORP              | FR        |         190 | NS      | $45459.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilt                                                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      250000 | PA      | $338546.89    | 0.04%             | 2034-07-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Prudential PLC                                            | Prudential PLC                                                                | CUSIP: 000000000<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | GB        |       17070 | NS      | $213652.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                                           | T-Mobile U.S., Inc.                                                           | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |        3127 | NS      | $745039.02    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                               | Novartis AG                                                                   | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |       14009 | NS      | $1700371.74   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Segro PLC                                                 | Segro PLC                                                                     | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | EC               |  | GB        |        8457 | NS      | $79167.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                       | Kimberly-Clark Corp.                                                          | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |        1955 | NS      | $252038.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc                          | Mettler-Toledo International, Inc.                                            | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |         123 | NS      | $144490.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bonds                                                        | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    19820000 | PA      | $3818227.92   | 0.41%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Swap                                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    26998314 | OU      | $1489974.50   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid PLC                                         | National Grid PLC                                                             | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |       32210 | NS      | $472799.59    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    45430000 | PA      | $1441433.21   | 0.16%             | 2031-12-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/The                          | Interpublic Group of Cos., Inc.                                               | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |        2221 | NS      | $54370.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bonds                                                        | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    26140000 | PA      | $3638203.18   | 0.39%             | 2030-01-25      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| DCC PLC                                                   | DCC PLC                                                                       | CUSIP: 000000000<br>LEI: 213800UPS1QEE4TD3T45 | Long             | EC               | CORP              | IE        |         637 | NS      | $41341.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | Purchased INR / Sold USD                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | IN        |           1 | NC      | $-10382.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Swap                                                                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    50859000 | OU      | $11747.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                     | Travelers Cos., Inc.                                                          | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |        1338 | NS      | $357968.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AIA Group Ltd                                             | AIA Group Ltd.                                                                | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |       69155 | NS      | $626436.36    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Saputo Inc                                                | Saputo, Inc.                                                                  | CUSIP: 802912105<br>LEI: 549300HH4U1DPY0TBT90 | Long             | EC               | CORP              | CA        |        1686 | NS      | $34506.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                                | Charter Communications, Inc.                                                  | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |         566 | NS      | $231386.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp                                      | Deckers Outdoor Corp.                                                         | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |         873 | NS      | $89980.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                                        | Kraft Heinz Co.                                                               | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |        5281 | NS      | $136355.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Temenos AG                                                | Temenos AG                                                                    | CUSIP: 000000000<br>LEI: 5067007NW6550481FH64 | Long             | EC               | CORP              | CH        |         383 | NS      | $27512.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonic Healthcare Ltd                                      | Sonic Healthcare Ltd.                                                         | CUSIP: 000000000<br>LEI: 549300NQQ5L2NONWR862 | Long             | EC               | CORP              | AU        |        3034 | NS      | $53553.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bonds                                                        | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    70300000 | PA      | $10743497.94  | 1.16%             | 2030-11-19      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                           | Weyerhaeuser Co.                                                              | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |        4274 | NS      | $109799.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc                                   | Extra Space Storage, Inc.                                                     | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               |  | US        |        1237 | NS      | $182383.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CK Asset Holdings Ltd                                     | CK Asset Holdings Ltd.                                                        | CUSIP: 000000000<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | KY        |       12296 | NS      | $54333.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Industries Ltd                        | Teva Pharmaceutical Industries Ltd.                                           | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |        7485 | NS      | $125448.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke AG                               | Bayerische Motoren Werke AG                                                   | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EP               | CORP              | DE        |         369 | NS      | $30643.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                       | Delta Air Lines, Inc.                                                         | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |         955 | NS      | $46966.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicinity Ltd                                              | Vicinity Ltd.                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |       25733 | NS      | $42008.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Purchased CAD / Sold USD                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |           1 | NC      | $-326.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bonds                                           | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     2860000 | PA      | $639643.31    | 0.07%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                    | Korea Development Bank                                                        | CUSIP: 500630DG0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |     1210000 | PA      | $1167478.24   | 0.13%             | 2026-07-19      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| CCL Industries Inc                                        | CCL Industries, Inc.                                                          | CUSIP: 124900309<br>LEI: 549300TD3EMSRRC0YH75 | Long             | EC               | CORP              | CA        |         992 | NS      | $57848.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                      | Purchased GBP / Sold USD                                                      | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | GB        |           1 | NC      | $11058.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toast Inc                                                 | Toast, Inc.                                                                   | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |        2355 | NS      | $104302.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                        | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      722000 | PA      | $701773.88    | 0.08%             | 2048-10-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Groupe Bruxelles Lambert NV                               | Groupe Bruxelles Lambert NV                                                   | CUSIP: 000000000<br>LEI: 549300KV0ZEHT2KVU152 | Long             | EC               | CORP              | BE        |         551 | NS      | $47033.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Purchased CLP / Sold USD                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CL        |           1 | NC      | $989.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                      | Las Vegas Sands Corp.                                                         | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |        2140 | NS      | $93111.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                         | Purchased EUR / Sold USD                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $38552.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased HUF / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HU        |           1 | NC      | $1407.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | Future                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         159 | NC      | $214007.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                         | Swap                                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |  1208949753 | OU      | $340357.10    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunzl PLC                                                 | Bunzl PLC                                                                     | CUSIP: 000000000<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |        2164 | NS      | $68959.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased EUR / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $166923.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                      | Booking Holdings, Inc.                                                        | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |         195 | NS      | $1128901.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                                    | T. Rowe Price Group, Inc.                                                     | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |        1309 | NS      | $126318.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco de Sabadell SA                                      | Banco de Sabadell SA                                                          | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | EC               | CORP              | ES        |       35871 | NS      | $114197.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                        | Coca-Cola Europacific Partners PLC                                            | CUSIP: 000000000<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               | CORP              | GB        |        1578 | NS      | $146312.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                                      | Keurig Dr. Pepper, Inc.                                                       | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |        7476 | NS      | $247156.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                            | Merck & Co., Inc.                                                             | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       14978 | NS      | $1185658.48   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                                                 | Safran SA                                                                     | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |        2364 | NS      | $770957.90    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinix Inc                                               | Equinix, Inc.                                                                 | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |         566 | NS      | $450236.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc                                 | Healthpeak Properties, Inc.                                                   | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               |  | US        |        4103 | NS      | $71843.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Elbit Systems Ltd                                         | Elbit Systems Ltd.                                                            | CUSIP: 000000000<br>LEI: 529900Q9CB1REUMZSS32 | Long             | EC               | CORP              | IL        |         174 | NS      | $77505.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Entain PLC                                                | Entain PLC                                                                    | CUSIP: 000000000<br>LEI: 213800GNI3K45LQR8L28 | Long             | EC               | CORP              | IM        |        3856 | NS      | $47758.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                        | Expand Energy Corp.                                                           | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |        1223 | NS      | $143017.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                                      | Colgate-Palmolive Co.                                                         | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |        4566 | NS      | $415049.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions Inc                        | Broadridge Financial Solutions, Inc.                                          | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |         695 | NS      | $168905.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coloplast A/S                                             | Coloplast AS                                                                  | CUSIP: 000000000<br>LEI: 529900NN7SOJ5QG82X67 | Long             | EC               | CORP              | DK        |         829 | NS      | $78923.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                     | Quest Diagnostics, Inc.                                                       | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |         657 | NS      | $118016.91    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                                | STERIS PLC                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |         583 | NS      | $140048.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GCAT                                                      | GCAT Trust                                                                    | CUSIP: 36831BBC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      948324 | PA      | $966438.40    | 0.10%             | 2054-01-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Swiss Prime Site AG                                       | Swiss Prime Site AG                                                           | CUSIP: 000000000<br>LEI: 506700XI9H64OPR34158 | Long             | EC               | CORP              | CH        |         527 | NS      | $79115.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bonds                                                        | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    12960000 | PA      | $1860180.77   | 0.20%             | 2028-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                            | S&P Global, Inc.                                                              | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |        1866 | NS      | $983923.14    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                         | Purchased EUR / Sold USD                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $9518.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Equity LifeStyle Properties Inc                           | Equity LifeStyle Properties, Inc.                                             | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               |  | US        |        1080 | NS      | $66603.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Inc                          | West Pharmaceutical Services, Inc.                                            | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |         429 | NS      | $93865.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                                   | CRH PLC                                                                       | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |        4014 | NS      | $368485.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Croda International PLC                                   | Croda International PLC                                                       | CUSIP: 000000000<br>LEI: 2138004WCNBFJEEOXV26 | Long             | EC               | CORP              | GB        |         884 | NS      | $35490.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Israel Discount Bank Ltd                                  | Israel Discount Bank Ltd.                                                     | CUSIP: 000000000<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |        7982 | NS      | $79618.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold TRY                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $9128.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                                  | Unipol Assicurazioni SpA                                                      | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | EC               | CORP              | IT        |        2409 | NS      | $47709.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Flutter Entertainment PLC                                 | Flutter Entertainment PLC                                                     | CUSIP: 000000000<br>LEI: 635400EG4YIJLJMZJ782 | Long             | EC               | CORP              | IE        |        1044 | NS      | $298333.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Davide Campari-Milano NV                                  | Davide Campari-Milano NV                                                      | CUSIP: 000000000<br>LEI: 213800ED5AN2J56N6Z02 | Long             | EC               | CORP              | NL        |        4071 | NS      | $27407.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Goldman Sachs International                               | Purchased USD / Sold JPY                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $52779.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings PLC                                | Phoenix Group Holdings PLC                                                    | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | EC               | CORP              | GB        |        4615 | NS      | $41752.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brambles Ltd                                              | Brambles Ltd.                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |        9198 | NS      | $142052.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Waters Corp                                               | Waters Corp.                                                                  | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |         350 | NS      | $122164.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                            | Eli Lilly & Co.                                                               | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |        4764 | NS      | $3713680.92   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F050676<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4455000 | PA      | $4365455.21   | 0.47%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                 | Rogers Communications, Inc.                                                   | CUSIP: 775109200<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | EC               | CORP              | CA        |        2374 | NS      | $70413.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| iA Financial Corp Inc                                     | iA Financial Corp., Inc.                                                      | CUSIP: 45075E104<br>LEI: 549300ZXLJVHQAIXV215 | Long             | EC               | CORP              | CA        |         633 | NS      | $69396.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group Inc                                          | Zillow Group, Inc.                                                            | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |         961 | NS      | $67318.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| InterContinental Hotels Group PLC                         | InterContinental Hotels Group PLC                                             | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |         986 | NS      | $112734.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglo American PLC                                        | Anglo American PLC                                                            | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |        6975 | NS      | $205608.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                         | Siemens Energy AG                                                             | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |        4445 | NS      | $519535.79    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                   | Arthur J Gallagher & Co.                                                      | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |        1470 | NS      | $470576.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                                       | Global Payments, Inc.                                                         | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |        1495 | NS      | $119659.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wix.com Ltd                                               | Wix.com Ltd.                                                                  | CUSIP: 000000000<br>LEI: 5493008P6N29Q1AG9464 | Long             | EC               | CORP              | IL        |         345 | NS      | $54668.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co.                                                          | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       16599 | NS      | $4812216.09   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Gjensidige Forsikring ASA                                 | Gjensidige Forsikring ASA                                                     | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6FAO47 | Long             | EC               | CORP              | NO        |        1409 | NS      | $35718.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Halliburton Co                                            | Halliburton Co.                                                               | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |        5156 | NS      | $105079.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                            | Amazon.com, Inc.                                                              | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |       55745 | NS      | $12229895.55  | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Holmen AB                                                 | Holmen AB                                                                     | CUSIP: 000000000<br>LEI: 52990080SH3454F0QE68 | Long             | EC               | CORP              | SE        |         497 | NS      | $19687.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Schneider Electric SE                                     | Schneider Electric SE                                                         | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |        3622 | NS      | $972452.45    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| HP Inc                                                    | HP, Inc.                                                                      | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |        6029 | NS      | $147469.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Norway Government Bonds                                   | Norway Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     1770000 | PA      | $174722.04    | 0.02%             | 2035-06-12      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Swatch Group AG/The                                       | Swatch Group AG                                                               | CUSIP: 000000000<br>LEI: 529900NTES2LEON1JZ55 | Long             | EC               | CORP              | CH        |         192 | NS      | $31346.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                               | Equinor ASA                                                                   | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |        5873 | NS      | $148317.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                  | Infineon Technologies AG                                                      | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |        8558 | NS      | $365187.27    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Purchased USD / Sold MYR                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-6266.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                  | Westinghouse Air Brake Technologies Corp.                                     | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |        1013 | NS      | $212071.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hundred Acre Wood Trust                                   | Hundred Acre Wood Trust                                                       | CUSIP: 44555QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1161347 | PA      | $948497.10    | 0.10%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Yara International ASA                                    | Yara International ASA                                                        | CUSIP: 000000000<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |        1193 | NS      | $44024.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Recordati Industria Chimica e Farmaceutica SpA            | Recordati Industria Chimica e Farmaceutica SpA                                | CUSIP: 000000000<br>LEI: 815600FBF92FD3531704 | Long             | EC               | CORP              | IT        |         753 | NS      | $47329.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                        | Royalty Pharma PLC                                                            | CUSIP: 000000000<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | GB        |        2224 | NS      | $80130.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | Purchased CAD / Sold USD                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CA        |           1 | NC      | $831.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilt                                                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     4110000 | PA      | $2072965.14   | 0.22%             | 2050-10-22      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Telenor ASA                                               | Telenor ASA                                                                   | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |        4338 | NS      | $67552.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Purchased SGD / Sold USD                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SG        |           1 | NC      | $3274.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DTE Energy Co                                             | DTE Energy Co.                                                                | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |        1215 | NS      | $160938.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zalando SE                                                | Zalando SE                                                                    | CUSIP: 000000000<br>LEI: 529900YRFFGH5AXU4S86 | Long             | EC               | CORP              | DE        |        1475 | NS      | $48671.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Contact Energy Ltd                                        | Contact Energy Ltd.                                                           | CUSIP: 000000000<br>LEI: 549300FT5JOXS1PZ1I32 | Long             | EC               | CORP              | NZ        |        6194 | NS      | $33991.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Loews Corp                                                | Loews Corp.                                                                   | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |        1087 | NS      | $99634.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrica PLC                                              | Centrica PLC                                                                  | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | EC               | CORP              | GB        |       33433 | NS      | $74180.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romania Government International Bonds                                        | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      770000 | PA      | $926571.68    | 0.10%             | 2030-03-10      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Motorola Solutions Inc                                    | Motorola Solutions, Inc.                                                      | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |         990 | NS      | $416255.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp                                           | Fair Isaac Corp.                                                              | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |         139 | NS      | $254086.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global Inc                                       | Coinbase Global, Inc.                                                         | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |        1178 | NS      | $412877.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Grab Holdings Ltd                                         | Grab Holdings Ltd.                                                            | CUSIP: 000000000<br>LEI: 549300N4VQX83VPJF439 | Long             | EC               | CORP              | KY        |       15953 | NS      | $80243.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc                                                 | Graco, Inc.                                                                   | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |         989 | NS      | $85024.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup, Inc.                                                               | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $934774.75    | 0.10%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| IDEXX Laboratories Inc                                    | IDEXX Laboratories, Inc.                                                      | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |         484 | NS      | $259588.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intertek Group PLC                                        | Intertek Group PLC                                                            | CUSIP: 000000000<br>LEI: 2138003GAT25WW1RN369 | Long             | EC               | CORP              | GB        |        1066 | NS      | $69437.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                    | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1080000 | PA      | $877023.71    | 0.09%             | 2032-08-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Swap                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    66759000 | OU      | $544071.41    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Coles Group Ltd                                           | Coles Group Ltd.                                                              | CUSIP: 000000000<br>LEI: 549300OHQRG2HN8LZ793 | Long             | EC               | CORP              | AU        |        8941 | NS      | $122600.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Reliance Inc                                              | Reliance, Inc.                                                                | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |         323 | NS      | $101389.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                                                 | ONEOK, Inc.                                                                   | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |        3689 | NS      | $301133.07    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                               | Hologic, Inc.                                                                 | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |        1353 | NS      | $88161.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc                                  | Baxter International, Inc.                                                    | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |        3021 | NS      | $91475.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                                   | Bristol-Myers Squibb Co.                                                      | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |       11862 | NS      | $549091.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc                                      | Invitation Homes, Inc.                                                        | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               |  | US        |        3431 | NS      | $112536.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banque Cantonale Vaudoise                                 | Banque Cantonale Vaudoise                                                     | CUSIP: 000000000<br>LEI: K1MOBB3OPSBBQO554R76 | Long             | EC               | CORP              | CH        |         199 | NS      | $22951.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| LCH Ltd.                                                  | Swap                                                                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     8414500 | OU      | $80838.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American Express Co                                       | American Express Co.                                                          | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |        3310 | NS      | $1055823.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL Environmental Inc                                     | GFL Environmental, Inc.                                                       | CUSIP: 36168Q104<br>LEI: 549300FYK4MBXWIVZU26 | Long             | EC               | CORP              | CA        |        1548 | NS      | $78141.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SMB Private Education Loan Trust                          | SMB Private Education Loan Trust                                              | CUSIP: 78449TAB7<br>LEI: 549300WEYOS38NWU8D22 | Long             | ABS-O            | CORP              | US        |       59724 | PA      | $58812.88     | 0.01%             | 2036-07-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| CH Robinson Worldwide Inc                                 | CH Robinson Worldwide, Inc.                                                   | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |         697 | NS      | $66877.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncorp Group Ltd                                         | Suncorp Group Ltd.                                                            | CUSIP: 000000000<br>LEI: 549300BVOKRTHDIWVT46 | Long             | EC               | CORP              | AU        |        7119 | NS      | $101457.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Teleperformance SE                                        | Teleperformance SE                                                            | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | EC               | CORP              | FR        |         350 | NS      | $33994.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Purchased USD / Sold TWD                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-5840.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp.                                                         | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1214973.51   | 0.13%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                      | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1910000 | PA      | $1961504.38   | 0.21%             | 2031-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                    | Mercedes-Benz Group AG                                                        | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |        4828 | NS      | $281280.21    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Pacific Kansas City Ltd                          | Canadian Pacific Kansas City Ltd.                                             | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |        6237 | NS      | $495479.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | Purchased DKK / Sold USD                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | DK        |           1 | NC      | $1666.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                | Capital One Financial Corp.                                                   | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |        3795 | NS      | $807424.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Fleet Management Corp                             | Element Fleet Management Corp.                                                | CUSIP: 286181201<br>LEI: 5493000PGBS1C22ELQ16 | Long             | EC               | CORP              | CA        |        2735 | NS      | $68508.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Korea Exchange (Futures Market)                           | Future                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | KR        |          55 | NC      | $15777.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Quantum Minerals Ltd                                | First Quantum Minerals Ltd.                                                   | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |        4713 | NS      | $83721.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Inc                       | Public Service Enterprise Group, Inc.                                         | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |        2898 | NS      | $243953.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc                          | American International Group, Inc.                                            | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |        3645 | NS      | $311975.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Qantas Airways Ltd                                        | Qantas Airways Ltd.                                                           | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |        4882 | NS      | $34489.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                                    | Netherlands Government Bonds                                                  | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     1500000 | PA      | $1574958.30   | 0.17%             | 2030-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Investor AB                                               | Investor AB                                                                   | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |       11555 | NS      | $342413.72    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                      | Colombia TES                                                                  | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  2182500000 | PA      | $431283.45    | 0.05%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Halma PLC                                                 | Halma PLC                                                                     | CUSIP: 000000000<br>LEI: 2138007FRGLUR9KGBT40 | Long             | EC               | CORP              | GB        |        2490 | NS      | $109445.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fastenal Co                                               | Fastenal Co.                                                                  | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |        6829 | NS      | $286818.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc                             | Annaly Capital Management, Inc.                                               | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               |  | US        |        3310 | NS      | $62294.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Loblaw Cos Ltd                                            | Loblaw Cos. Ltd.                                                              | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |        1010 | NS      | $167066.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                        | Banco Bilbao Vizcaya Argentaria SA                                            | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |       38281 | NS      | $589461.35    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     3510000 | PA      | $852494.95    | 0.09%             | 2029-08-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Purchased USD / Sold GBP                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-36896.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                                            | Eaton Corp. PLC                                                               | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |        2339 | NS      | $834999.61    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                                       | Gilead Sciences, Inc.                                                         | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |        7196 | NS      | $797820.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | Purchased USD / Sold IDR                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-2936.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SEI Investments Co                                        | SEI Investments Co.                                                           | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |         652 | NS      | $58588.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Svenska Handelsbanken AB                                  | Svenska Handelsbanken AB                                                      | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |        9720 | NS      | $130124.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   704800000 | PA      | $2986437.36   | 0.32%             | 2049-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Whitbread PLC                                             | Whitbread PLC                                                                 | CUSIP: 000000000<br>LEI: 21380099VMZKRMN3EX36 | Long             | EC               | CORP              | GB        |        1164 | NS      | $45170.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijer Ref AB                                             | Beijer Ref AB                                                                 | CUSIP: 000000000<br>LEI: 549300PZZEUVH08H4G75 | Long             | EC               | CORP              | SE        |        2521 | NS      | $39783.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ConocoPhillips                                            | ConocoPhillips                                                                | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |        7574 | NS      | $679690.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                                             | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |      118481 | NS      | $1433167.53   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                                   | Ireland Government Bonds                                                      | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      720000 | PA      | $661749.12    | 0.07%             | 2035-05-15      | Fixed         | 0.40%                 | Yes           |                  2 | On Loan: No      |
| Heineken NV                                               | Heineken NV                                                                   | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |        1956 | NS      | $170646.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-29

**Name of Applicant:** TRANSAMERICA SERIES TRUST

**Signature:** Joshua Durham

**Name of Signer:** Joshua Durham

**Title:** Chief Operating Officer and Interim Treasurer