# EDGAR Filing Document

**Accession Number:** 0000741375
**File Stem:** 0001410368-25-031656
**Filing Date:** 2025-11
**Character Count:** 710470
**Document Hash:** e83454f27d2ddb7c97e94aeff63fe0ac
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-031656.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0001410368-25-031656

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251126

**DATE AS OF CHANGE**: 20251126

**PERIOD START**: 20250930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MORGAN STANLEY INSTITUTIONAL FUND TRUST
- **CENTRAL INDEX KEY:** 0000741375

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** PA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03980
- **FILM NUMBER:** 251524515

**BUSINESS ADDRESS:**
- **STREET 1:** 1585 BROADWAY
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10036
- **BUSINESS PHONE:** 800-548-7786

**MAIL ADDRESS:**
- **STREET 1:** 1585 BROADWAY
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10036

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MAS FUNDS /MA/
- **DATE OF NAME CHANGE:** 19960724

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MAS FUNDS INC
- **DATE OF NAME CHANGE:** 19931227

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MAS FUNDS
- **DATE OF NAME CHANGE:** 19930927

## Series and Classes Contracts Data

### Global Strategist Portfolio (Series ID: S000004124)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000011555 | Class A Shares | MBAAX           |
| C000011556 | Class I Shares | MPBAX           |
| C000113792 | Class L        | MSDLX           |
| C000155933 | Class C        | MSSOX           |
| C000156275 | Class R6       | MGPOX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** MORGAN STANLEY INSTITUTIONAL FUND TRUST

- **b. Investment Company Act file number:** 811-03980

- **c. CIK number of Registrant:** 0000741375

- **d. LEI of Registrant:** BD1UNSIL1398DHGY2770

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

  - **Street Address 1:** 1585 Broadway

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10036

  - **Telephone number:** 800-869-6397

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

- **a. Name of Series:** Global Strategist Portfolio

- **b. EDGAR series identifier (if any):** S000004124

- **c. LEI of Series:** 549300K315XZ78JB7940

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

- **a. Date of fiscal year-end:** 2025-09-30

- **b. Date as of which information is reported:** 2025-09-30

**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:** $751425955.48

**Total Liabilities:** $179564406.60

**Net Assets:** $571861548.88

**Amount of Assets Invested in Other Investment Companies:** $13571823.68

**Cash Not Reported:** $1149052.94

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -226.60000000 | **1-Year:** -2946.37000000 | **5-Year:** -15635.16000000 | **10-Year:** -14942.65000000 | **30-Year:** -2601.56000000

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

- **3-Month:** -3.10000000 | **1-Year:** -147.80000000 | **5-Year:** -437.71000000 | **10-Year:** -254.58000000 | **30-Year:** -24.89000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000155933 | -0.27%               | 2.35%                | 2.14%                |
| Class ID C000011556 | -0.15%               | 2.42%                | 2.21%                |
| Class ID C000113792 | -0.21%               | 2.37%                | 2.15%                |
| Class ID C000011555 | -0.21%               | 2.41%                | 2.20%                |
| Class ID C000156275 | -0.15%               | 2.41%                | 2.26%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $214153.82               | $-1714267.68                               |
| Month 2  | $281240.05               | $9193361.01                                |
| Month 3  | $1584832.12              | $7424370.44                                |

**Designated Index Information**

- **Index Name:** Blended: (60% MSCI ACWI / 40% BBG Global Aggregate Index)

- **Index Identifier:** MSAWIF_A_BBG_GA

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Honeywell International Inc                               | Honeywell International Inc                                                                                                 | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |        2360 | NS      | $496780.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                             | CUSIP: 3140JXQN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      135977 | PA      | $121719.13    | 0.02%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                                                                    | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      130000 | PA      | $152203.99    | 0.03%             | 2035-05-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $218218.79    | 0.04%             | 2031-07-13      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd                        | Hong Kong Exchanges & Clearing Ltd                                                                                          | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |        4764 | NS      | $270454.93    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedish Orphan Biovitrum AB                               | Swedish Orphan Biovitrum AB                                                                                                 | CUSIP: 000000000<br>LEI: 549300124Y3MQI87PT35 | Long             | EC               | CORP              | SE        |         742 | NS      | $22681.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD INR                                                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $312.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nemetschek SE                                             | Nemetschek SE                                                                                                               | CUSIP: 000000000<br>LEI: 529900R0S2IX1S358J38 | Long             | EC               | CORP              | DE        |         224 | NS      | $29232.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                             | CUSIP: 3140E0PQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      212141 | PA      | $205353.24    | 0.04%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD JPY                                                                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $255638.36    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH COL INV                                           | British Columbia Investment Management Corp                                                                                 | CUSIP: 110610AD4<br>LEI: 549300C74Y46JUAO4N13 | Long             | DBT              | NUSS              | CA        |     1590000 | PA      | $1162332.61   | 0.20%             | 2035-06-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                             | CUSIP: 3138Y6Y40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       17616 | PA      | $17557.61     | 0.00%             | 2044-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                  | EQT Corp                                                                                                                    | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |        2176 | NS      | $118439.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Music Group NV                                  | Universal Music Group NV                                                                                                    | CUSIP: 000000000<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | EC               | CORP              | NL        |        4281 | NS      | $123710.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED THB / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TH        |           1 | NC      | $27961.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordson Corp                                              | Nordson Corp                                                                                                                | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |         195 | NS      | $44255.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO-BOBL FUTURE DEC25                                                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -34 | NC      | $482.43       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage Inc                                          | Pure Storage Inc                                                                                                            | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |        1117 | NS      | $93615.77     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                                    | Equitable Holdings Inc                                                                                                      | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |        1101 | NS      | $55908.78     | 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        |         949 | NS      | $583996.96    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Jabil Inc                                                 | Jabil Inc                                                                                                                   | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |         387 | NS      | $84044.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingfisher PLC                                            | Kingfisher PLC                                                                                                              | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |        6775 | NS      | $28223.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                    | Logicor Financing Sarl                                                                                                      | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $349986.92    | 0.06%             | 2026-07-13      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd                                | BOC Hong Kong Holdings Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 254900JB98W77JDJMW15 | Long             | EC               | CORP              | HK        |       14393 | NS      | $67427.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP SA                                                    | EDP SA                                                                                                                      | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | EC               | CORP              | PT        |       13428 | NS      | $63728.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                         | Cisco Systems Inc                                                                                                           | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |       14399 | NS      | $985179.58    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| L E Lundbergforetagen AB                                  | L E Lundbergforetagen AB                                                                                                    | CUSIP: 000000000<br>LEI: 529900BPSFZS6O3A9R04 | Long             | EC               | CORP              | SE        |         293 | NS      | $15224.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD BRL                                                                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-5421.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OMV AG                                                    | OMV AG                                                                                                                      | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |         589 | NS      | $31468.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Salesforce Inc                                            | Salesforce Inc                                                                                                              | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |        3424 | NS      | $811488.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                                | Intuit Inc                                                                                                                  | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |        1009 | NS      | $689056.19    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc                                             | Dynatrace Inc                                                                                                               | CUSIP: 268150109<br>LEI: 6488T0Z33CE9L61EX904 | Long             | EC               | CORP              | US        |        1106 | NS      | $53585.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                                   | Dow Inc                                                                                                                     | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |        2587 | NS      | $59319.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NY MELLON CORP                                    | Bank of New York Mellon Corp/The                                                                                            | CUSIP: 06406RBW6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      550000 | PA      | $567197.62    | 0.10%             | 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        |        2997 | NS      | $127316.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Washington H Soul Pattinson & Co Ltd                      | Washington H Soul Pattinson & Co Ltd                                                                                        | CUSIP: 000000000<br>LEI: 254900CV4BQYQLH2KI62 | Long             | EC               | CORP              | AU        |         946 | NS      | $24085.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      400000 | PA      | $65798.36     | 0.01%             | 2052-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                         | Citigroup Mortgage Loan Trust 2025-3 Trust                                                                                  | CUSIP: 17332RAA1<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |      457466 | PA      | $465078.62    | 0.08%             | 2055-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                                                                | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      240000 | PA      | $140878.70    | 0.02%             | 2034-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                         | LEG Immobilien SE                                                                                                           | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | EC               | CORP              | DE        |         292 | NS      | $23271.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sigma Healthcare Ltd                                      | Sigma Healthcare Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 529900BZSP3BK7GYAO50 | Long             | EC               | CORP              | AU        |       17805 | NS      | $34965.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                 | L3Harris Technologies Inc                                                                                                   | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |         681 | NS      | $207984.21    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corp                                         | Hyatt Hotels Corp                                                                                                           | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |         152 | NS      | $21573.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp                                   | Zebra Technologies Corp                                                                                                     | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |         184 | NS      | $54677.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kone Oyj                                                  | Kone Oyj                                                                                                                    | CUSIP: 000000000<br>LEI: 2138001CNF45JP5XZK38 | Long             | EC               | CORP              | FI        |        1308 | NS      | $89217.54     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Warner Bros Discovery Inc                                 | Warner Bros Discovery Inc                                                                                                   | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |        8363 | NS      | $163329.39    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BT Group PLC                                              | BT Group PLC                                                                                                                | CUSIP: 000000000<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |       23182 | NS      | $59640.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                   | PURCHASED USD / SOLD NZD                                                                                                    | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $214.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                 | United Parcel Service Inc                                                                                                   | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |        2648 | NS      | $221187.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                                                               | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     4000000 | PA      | $206867.53    | 0.04%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Nokia Oyj                                                 | Nokia Oyj                                                                                                                   | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |       19621 | NS      | $94353.42     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Galderma Group AG                                         | Galderma Group AG                                                                                                           | CUSIP: 000000000<br>LEI: 89450001OK6O8ELQ4584 | Long             | EC               | CORP              | CH        |         507 | NS      | $89637.71     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollar General Corp                                       | Dollar General Corp                                                                                                         | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |         800 | NS      | $82680.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                       | AUST 10Y BOND FUT DEC25                                                                                                     | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |         -54 | NC      | $11872.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                                                                  | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      625000 | PA      | $568398.63    | 0.10%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Banco Comercial Portugues SA                              | Banco Comercial Portugues SA                                                                                                | CUSIP: 000000000<br>LEI: JU1U6S0DG9YLT7N8ZV32 | Long             | EC               | CORP              | PT        |       35565 | NS      | $31572.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Blackrock Inc                                             | Blackrock Inc                                                                                                               | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |         540 | NS      | $629569.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD MXN                                                                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-2954.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Accenture PLC                                             | Accenture PLC                                                                                                               | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |        2275 | NS      | $561015.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc              | BAMLL Trust 2024-BHP                                                                                                        | CUSIP: 05493WAA0<br>LEI: 5493001M1XQ4INMTAE48 | Long             | ABS-MBS          | CORP              | US        |      800000 | PA      | $803663.12    | 0.14%             | 2039-08-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Equity Residential                                        | Equity Residential                                                                                                          | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               |  | US        |        1295 | NS      | $83825.35     | 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        |     1580000 | PA      | $1960307.47   | 0.34%             | 2030-11-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| L'Oreal SA                                                | L'Oreal SA                                                                                                                  | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |         926 | NS      | $402335.14    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Italia SpA/Milano                                 | Telecom Italia SpA/Milano                                                                                                   | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | EC               | CORP              | IT        |       44165 | NS      | $23139.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMETEK Inc                                                | AMETEK Inc                                                                                                                  | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |         842 | NS      | $158296.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chase Mortgage Finance Corporation                        | Chase Home Lending Mortgage Trust 2024-8                                                                                    | CUSIP: 16159XAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      702120 | PA      | $707331.34    | 0.12%             | 2055-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial Inc                           | Fidelity National Financial Inc                                                                                             | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |         933 | NS      | $56437.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Saab AB                                                   | Saab AB                                                                                                                     | CUSIP: 000000000<br>LEI: 549300ZHO4JCQQI13M69 | Long             | EC               | CORP              | SE        |        1249 | NS      | $76741.33     | 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        |        1931 | NS      | $217237.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                                         | General Motors Co                                                                                                           | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |        3496 | NS      | $213151.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                                      | Western Digital Corp                                                                                                        | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |        1206 | NS      | $144792.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Boliden AB                                                | Boliden AB                                                                                                                  | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |        1059 | NS      | $43226.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                               | Alnylam Pharmaceuticals Inc                                                                                                 | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |         473 | NS      | $215688.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrick Mining Corp                                       | Barrick Mining Corp                                                                                                         | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |        6516 | NS      | $214016.21    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                       | GS Mortgage-Backed Securities Trust 2021-PJ7                                                                                | CUSIP: 36262CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      453349 | PA      | $376916.92    | 0.07%             | 2052-01-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                              | Vontier Corp                                                                                                                | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |      250000 | PA      | $237955.46    | 0.04%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                          | NTT Finance Corp                                                                                                            | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      525000 | PA      | $533602.83    | 0.09%             | 2030-07-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                                                                      | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      130000 | PA      | $150333.37    | 0.03%             | 2054-10-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Amundi SA                                                 | Amundi SA                                                                                                                   | CUSIP: 000000000<br>LEI: 96950010FL2T1TJKR531 | Long             | EC               | CORP              | FR        |         237 | NS      | $18835.48     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                 | Teledyne Technologies Inc                                                                                                   | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |         168 | NS      | $98454.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                                               | Vistra Corp                                                                                                                 | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |        1215 | NS      | $238042.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                                             | Welltower Inc                                                                                                               | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               |  | US        |        2347 | NS      | $418094.58    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington Inc                | Expeditors International of Washington Inc                                                                                  | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |         495 | NS      | $60682.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD NZD                                                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $4027.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                                                                  | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     2240000 | PA      | $1250731.48   | 0.22%             | 2032-05-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                              | KBC Group NV                                                                                                                | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |         892 | NS      | $106896.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                          | Genuine Parts Co                                                                                                            | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |         499 | NS      | $69161.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                                                  | MSCI Inc                                                                                                                    | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |         281 | NS      | $159442.21    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SKF AB                                                    | SKF AB                                                                                                                      | CUSIP: 000000000<br>LEI: 549300B6HWYEE57O8J84 | Long             | EC               | CORP              | SE        |        1309 | NS      | $32556.38     | 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        |        4857 | NS      | $190345.83    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hungary Government International Bonds                    | Hungary Government International Bonds                                                                                      | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1120000 | PA      | $1202522.41   | 0.21%             | 2032-09-22      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ACM Auto Trust                                            | ACM Auto Trust 2024-1                                                                                                       | CUSIP: 00161CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      295147 | PA      | $298012.44    | 0.05%             | 2031-01-21      | Fixed         | 11.40%                | No            |                  2 | On Loan: No      |
| FDJ UNITED                                                | FDJ UNITED                                                                                                                  | CUSIP: 000000000<br>LEI: 969500R4CLSQFTYYI535 | Long             | EC               | CORP              | FR        |         430 | NS      | $14418.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                                                                  | CUSIP: 000000000<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      220000 | PA      | $257758.27    | 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        |        6209 | NS      | $178555.83    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                         | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1770000 | PA      | $1201491.20   | 0.21%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Beiersdorf AG                                             | Beiersdorf AG                                                                                                               | CUSIP: 000000000<br>LEI: L47NHHI0Z9X22DV46U41 | Long             | EC               | CORP              | DE        |         377 | NS      | $39447.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                      | Progressive Corp/The                                                                                                        | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |        2115 | NS      | $522299.25    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc                               | Jack Henry & Associates Inc                                                                                                 | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |         263 | NS      | $39168.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp                                                 | Pool Corp                                                                                                                   | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |         130 | NS      | $40309.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Argenx SE                                                 | Argenx SE                                                                                                                   | CUSIP: 000000000<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |           9 | NS      | $6649.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Water Works Co Inc                               | American Water Works Co Inc                                                                                                 | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |         708 | NS      | $98546.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp                                            | Atlassian Corp                                                                                                              | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |         608 | NS      | $97097.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                | Vertex Pharmaceuticals Inc                                                                                                  | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |         940 | NS      | $368141.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC                                     | Micron Technology Inc                                                                                                       | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |      250000 | PA      | $258781.71    | 0.05%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                       | Dominion Energy Inc                                                                                                         | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |        3093 | NS      | $189198.81    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD TWD                                                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $75.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                | Mondelez International Inc                                                                                                  | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |        4729 | NS      | $295420.63    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta Inc                                                  | Okta Inc                                                                                                                    | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |         603 | NS      | $55295.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                  | Export-Import Bank of Korea                                                                                                 | CUSIP: 302154DF3<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |      640000 | PA      | $632223.01    | 0.11%             | 2026-02-09      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO                    | JW Commercial Mortgage Trust 2024-MRCO                                                                                      | CUSIP: 46657XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      600000 | PA      | $602645.88    | 0.11%             | 2039-06-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                         | Kinder Morgan Inc                                                                                                           | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      625000 | PA      | $644888.80    | 0.11%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                        | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-1                                                               | CUSIP: 35563PHZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      196788 | PA      | $171398.83    | 0.03%             | 2058-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                        | Union Pacific Corp                                                                                                          | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |        2178 | NS      | $514813.86    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED CAD / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |           1 | NC      | $-10066.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Skanska AB                                                | Skanska AB                                                                                                                  | CUSIP: 000000000<br>LEI: 549300UINV5RINHGMG07 | Long             | EC               | CORP              | SE        |        1322 | NS      | $34313.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd                                    | Aristocrat Leisure Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |        2191 | NS      | $101428.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust 2024-12                                                                                            | CUSIP: 46658TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      831809 | PA      | $845650.51    | 0.15%             | 2055-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                         | Johnson & Johnson                                                                                                           | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |        8712 | NS      | $1615379.04   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| REA Group Ltd                                             | REA Group Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 894500KA4UBDATOFPN36 | Long             | EC               | CORP              | AU        |         207 | NS      | $31654.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED JPY / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | JP        |           1 | NC      | $-372.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Realty Income Corp                                        | Realty Income Corp                                                                                                          | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               |  | US        |        3245 | NS      | $197263.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                           | McDonald's Corp                                                                                                             | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |        2570 | NS      | $780997.30    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED TRY / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TR        |           1 | NC      | $102327.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NetApp Inc                                                | NetApp Inc                                                                                                                  | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |         718 | NS      | $85054.28     | 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      | $-547929.63   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      285000 | PA      | $332276.90    | 0.06%             | 2026-06-11      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| ASX Ltd                                                   | ASX Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 549300VSBVYUCBIQKT71 | Long             | EC               | CORP              | AU        |         760 | NS      | $29455.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings PLC                                  | Rolls-Royce Holdings PLC                                                                                                    | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |       32355 | NS      | $520082.12    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                           | BAE Systems PLC                                                                                                             | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |       11589 | NS      | $322596.23    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken Holding NV                                       | Heineken Holding NV                                                                                                         | CUSIP: 000000000<br>LEI: 724500M1WJLFM9TYBS04 | Long             | EC               | CORP              | NL        |         510 | NS      | $35018.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                    | UnitedHealth Group Inc                                                                                                      | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |        3296 | NS      | $1138108.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Snam SpA                                                  | Snam SpA                                                                                                                    | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | EC               | CORP              | IT        |        7764 | NS      | $46616.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                         | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3590000 | PA      | $3448924.20   | 0.60%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED CZK / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CZ        |           1 | NC      | $-565.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BP PLC                                                    | BP PLC                                                                                                                      | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |       61497 | NS      | $353094.18    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED MXN / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |           1 | NC      | $15.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank of Canada                                   | National Bank of Canada                                                                                                     | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |        1513 | NS      | $160714.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Clorox Co/The                                             | Clorox Co/The                                                                                                               | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |         437 | NS      | $53882.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Montreal                                          | Bank of Montreal                                                                                                            | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | EC               | CORP              | CA        |        2742 | NS      | $357305.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Stora Enso Oyj                                            | Stora Enso Oyj                                                                                                              | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | EC               | CORP              | FI        |        2259 | NS      | $24860.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cochlear Ltd                                              | Cochlear Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 5493001OLLWY8KV5UC08 | Long             | EC               | CORP              | AU        |         253 | NS      | $46624.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co                                  | Molson Coors Beverage Co                                                                                                    | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |         644 | NS      | $29141.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Toromont Industries Ltd                                   | Toromont Industries Ltd                                                                                                     | CUSIP: 891102105<br>LEI: 5493008W5EPRSLQ0B737 | Long             | EC               | CORP              | CA        |         313 | NS      | $34752.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                           | ASML Holding NV                                                                                                             | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |        1501 | NS      | $1463755.59   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                           | Philip Morris International Inc                                                                                             | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |        5782 | NS      | $937840.40    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                                        | United Rentals Inc                                                                                                          | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |         238 | NS      | $227209.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Corp                                           | Brookfield Corp                                                                                                             | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |        5389 | NS      | $369760.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mello Mortgage Capital Acceptance Trust                   | Mello Mortgage Capital Acceptance 2021-INV2                                                                                 | CUSIP: 58549XAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      445097 | PA      | $370056.77    | 0.06%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED GBP / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |           1 | NC      | $-8060.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                                                           | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      525000 | PA      | $538530.08    | 0.09%             | 2031-05-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Svenska Cellulosa AB SCA                                  | Svenska Cellulosa AB SCA                                                                                                    | CUSIP: 000000000<br>LEI: 549300FW5JDRV1IJ0M67 | Long             | EC               | CORP              | SE        |        2343 | NS      | $31013.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KOREA SOUTHERN POWER                                      | Korea Southern Power Co Ltd                                                                                                 | CUSIP: 50065AAC8<br>LEI: 9884001B6VSIQS4ZY558 | Long             | DBT              | CORP              | KR        |      730000 | PA      | $721874.75    | 0.13%             | 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        |        3341 | NS      | $942696.56    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco PLC                              | British American Tobacco PLC                                                                                                | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |        8122 | NS      | $431987.06    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG                    | Chocoladefabriken Lindt & Spruengli AG                                                                                      | CUSIP: 000000000<br>LEI: 529900JYJNNOKKAGK736 | Long             | EC               | CORP              | CH        |           4 | NS      | $61154.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pentair PLC                                               | Pentair PLC                                                                                                                 | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |         594 | NS      | $65791.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Land Securities Group PLC                                 | Land Securities Group PLC                                                                                                   | CUSIP: 000000000<br>LEI: 213800V8IAVKS37D6B88 | Long             | EC               |  | GB        |        2705 | NS      | $21216.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                       | Macquarie Group Ltd                                                                                                         | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |        1433 | NS      | $207999.88    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                             | CUSIP: 3140XBNR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      777850 | PA      | $719519.93    | 0.13%             | 2051-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                        | Valero Energy Corp                                                                                                          | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |        1124 | NS      | $191372.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | S+P500 EMINI FUT DEC25                                                                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |           1 | NC      | $2977.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                             | Amphenol Corp                                                                                                               | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |        4358 | NS      | $539302.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                          | Wells Fargo & Co                                                                                                            | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |       11831 | NS      | $991674.42    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                                       | Northern Trust Corp                                                                                                         | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |         709 | NS      | $95431.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                                 | News Corp                                                                                                                   | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |        1368 | NS      | $42011.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LAS VEGAS SANDS CORP                                      | Las Vegas Sands Corp                                                                                                        | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      125000 | PA      | $130230.07    | 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        |        1117 | NS      | $215290.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                                                                    | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1540000 | PA      | $1552323.59   | 0.27%             | 2054-08-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Revvity Inc                                               | Revvity Inc                                                                                                                 | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |         451 | NS      | $39530.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                                                              | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     6000000 | PA      | $248709.77    | 0.04%             | 2031-03-13      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Scentre Group                                             | Scentre Group                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |       20335 | NS      | $54851.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Straumann Holding AG                                      | Straumann Holding AG                                                                                                        | CUSIP: 000000000<br>LEI: 50670046ML5FVIM60Z37 | Long             | EC               | CORP              | CH        |         426 | NS      | $45669.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Ltd                          | Singapore Telecommunications Ltd                                                                                            | CUSIP: 000000000<br>LEI: 2549003XJKIQO8YDYD89 | Long             | EC               | CORP              | SG        |       27589 | NS      | $88203.87     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                                 | Partners Group Holding AG                                                                                                   | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |          87 | NS      | $113831.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                        | NextEra Energy Inc                                                                                                          | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |        7524 | NS      | $567986.76    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                             | Hilton Worldwide Holdings Inc                                                                                               | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |         860 | NS      | $223118.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey Inc                                              | WP Carey Inc                                                                                                                | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               |  | US        |         787 | NS      | $53177.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                                   | UDR Inc                                                                                                                     | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               |  | US        |        1142 | NS      | $42550.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BPER Banca SPA                                            | BPER Banca SPA                                                                                                              | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | EC               | CORP              | IT        |        5628 | NS      | $62595.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| General Mills Inc                                         | General Mills Inc                                                                                                           | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |        1949 | NS      | $98268.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                                             | DR Horton Inc                                                                                                               | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |         981 | NS      | $166250.07    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                               | Paychex Inc                                                                                                                 | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |        1172 | NS      | $148562.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesco PLC                                                 | Tesco PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |       25252 | NS      | $151352.48    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Interactive Brokers Group Inc                             | Interactive Brokers Group Inc                                                                                               | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |        1585 | NS      | $109063.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                                                                     | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 11802000000 | PA      | $805262.53    | 0.14%             | 2034-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Continental AG                                            | Continental AG                                                                                                              | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | EC               | CORP              | DE        |         430 | NS      | $28447.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                          | Terna - Rete Elettrica Nazionale                                                                                            | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | EC               | CORP              | IT        |        5399 | NS      | $54791.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mowi ASA                                                  | Mowi ASA                                                                                                                    | CUSIP: 000000000<br>LEI: 549300W1OGQF5LZIH349 | Long             | EC               | CORP              | NO        |        1809 | NS      | $38270.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Schlumberger NV                                           | Schlumberger NV                                                                                                             | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |        5524 | NS      | $189859.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sembcorp Industries Ltd                                   | Sembcorp Industries Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 254900J0FF14U6TPQM96 | Long             | EC               | CORP              | SG        |        3290 | NS      | $15371.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zscaler Inc                                               | Zscaler Inc                                                                                                                 | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |         374 | NS      | $112072.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Lufthansa AG                                     | Deutsche Lufthansa AG                                                                                                       | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | EC               | CORP              | DE        |        2363 | NS      | $20055.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Airlines Ltd                                    | Singapore Airlines Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 549300ZG62N2599PWR15 | Long             | EC               | CORP              | SG        |        5582 | NS      | $28219.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lotus Bakeries NV                                         | Lotus Bakeries NV                                                                                                           | CUSIP: 000000000<br>LEI: 5493004C0K34IFI67I03 | Long             | EC               | CORP              | BE        |           2 | NS      | $18871.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                | AbbVie Inc                                                                                                                  | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |        6362 | NS      | $1473057.48   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | PURCHASED JPY / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |           1 | NC      | $-26528.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD MXN                                                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1734.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tractor Supply Co                                         | Tractor Supply Co                                                                                                           | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |        1938 | NS      | $110214.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                                                                    | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1230000 | PA      | $1653252.23   | 0.29%             | 2039-07-04      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Universal Health Services Inc                             | Universal Health Services Inc                                                                                               | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |         206 | NS      | $42114.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                               | PURCHASED JPY / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |           1 | NC      | $4814.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED PEN / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | PE        |           1 | NC      | $434.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED TRY / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $417829.46    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Insurance Australia Group Ltd                             | Insurance Australia Group Ltd                                                                                               | CUSIP: 000000000<br>LEI: 549300PFEWKNHRG25N08 | Long             | EC               | CORP              | AU        |        9225 | NS      | $49987.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Publicis Groupe SA                                        | Publicis Groupe SA                                                                                                          | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |         868 | NS      | $83530.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                                          | CUSIP: 36179UUC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       48244 | PA      | $47928.78     | 0.01%             | 2049-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ball Corp                                                 | Ball Corp                                                                                                                   | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |         970 | NS      | $48907.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC                           | Seagate Technology Holdings PLC                                                                                             | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |         750 | NS      | $177045.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wesfarmers Ltd                                            | Wesfarmers Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 5493003L32ZX9557ST85 | Long             | EC               | CORP              | AU        |        4355 | NS      | $264929.05    | 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        |         327 | NS      | $67659.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                                              | Unilever PLC                                                                                                                | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |        9429 | NS      | $557334.89    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                            | Air Products and Chemicals Inc                                                                                              | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |         804 | NS      | $219266.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                                                                   | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     2963000 | PA      | $1647192.72   | 0.29%             | 2033-09-15      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                            | Commonwealth Bank of Australia                                                                                              | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |        6685 | NS      | $738248.11    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED MXN / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |           1 | NC      | $3341.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                             | CUSIP: 3138WELB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      187531 | PA      | $180994.96    | 0.03%             | 2045-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Singapore Exchange Ltd                                    | Singapore Exchange Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |        3172 | NS      | $40720.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ventas Inc                                                | Ventas Inc                                                                                                                  | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               |  | US        |        1631 | NS      | $114153.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD TRY                                                                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-21155.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARC Resources Ltd                                         | ARC Resources Ltd                                                                                                           | CUSIP: 00208D408<br>LEI: 5493000OCGNQZEVTDT08 | Long             | EC               | CORP              | CA        |        2284 | NS      | $41652.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                             | CUSIP: 31414AYQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1239 | PA      | $1302.26      | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd                                             | Rio Tinto Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |        1442 | NS      | $116316.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonova Holding AG                                         | Sonova Holding AG                                                                                                           | CUSIP: 000000000<br>LEI: 5299004A0QNX7FBNHS61 | Long             | EC               | CORP              | CH        |         192 | NS      | $52666.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD EUR                                                                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-12970.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Whole Loan Securities Trust                   | Freddie Mac Whole Loan Securities Trust                                                                                     | CUSIP: 3137G1BK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       51720 | PA      | $44566.08     | 0.01%             | 2046-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                    | SAP SE                                                                                                                      | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |        3991 | NS      | $1068659.52   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Tradeweb Markets Inc                                      | Tradeweb Markets Inc                                                                                                        | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         417 | NS      | $46278.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tourmaline Oil Corp                                       | Tourmaline Oil Corp                                                                                                         | CUSIP: 89156V106<br>LEI: 894500I7AXG91VB3PM28 | Long             | EC               | CORP              | CA        |        1418 | NS      | $61154.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amadeus IT Group SA                                       | Amadeus IT Group SA                                                                                                         | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |        1720 | NS      | $136722.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ACM Auto Trust                                            | ACM Auto Trust 2025-2                                                                                                       | CUSIP: 00161TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      735140 | PA      | $732686.77    | 0.13%             | 2028-06-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                         | EURO-BUND FUTURE DEC25                                                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -4 | NC      | $607.74       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Financial Services Trust                             | Life 2022-BMR Mortgage Trust                                                                                                | CUSIP: 53218DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $486808.55    | 0.09%             | 2039-05-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Acciona SA                                                | Acciona SA                                                                                                                  | CUSIP: 000000000<br>LEI: 54930002KP75TLLLNO21 | Long             | EC               | CORP              | ES        |          95 | NS      | $19089.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Life Holding AG                                     | Swiss Life Holding AG                                                                                                       | CUSIP: 000000000<br>LEI: 5493000KUC3Z24U77V93 | Long             | EC               | CORP              | CH        |         112 | NS      | $120916.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                          | ASR Nederland NV                                                                                                            | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | EC               | CORP              | NL        |         573 | NS      | $38992.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                              | Thermo Fisher Scientific Inc                                                                                                | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |        1371 | NS      | $664962.42    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                                     | Costco Wholesale Corp                                                                                                       | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |        1588 | NS      | $1469900.44   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                                                             | CUSIP: 23636ABK6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      475000 | PA      | $484579.83    | 0.08%             | 2031-03-04      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                         | Expedia Group Inc                                                                                                           | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |         442 | NS      | $94477.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Trust                              | GS Mortgage Securities Corp Trust 2024-MARK                                                                                 | CUSIP: 36270HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      700000 | PA      | $700829.50    | 0.12%             | 2034-06-15      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                             | CUSIP: 3138A4JG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       11124 | PA      | $11341.12     | 0.00%             | 2041-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Holcim AG                                                 | Holcim AG                                                                                                                   | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |        1983 | NS      | $169198.45    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                 | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      225000 | PA      | $231629.00    | 0.04%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Endesa SA                                                 | Endesa SA                                                                                                                   | CUSIP: 000000000<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |        1235 | NS      | $39463.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cloudflare Inc                                            | Cloudflare Inc                                                                                                              | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |        1137 | NS      | $243988.83    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group Ltd                                         | Everest Group Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |         153 | NS      | $53585.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                                                                         | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      220000 | PA      | $259013.69    | 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        |        2271 | NS      | $34416.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MTR Corp Ltd                                              | MTR Corp Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 254900IH4U9NHH9AQM97 | Long             | EC               | CORP              | HK        |        6109 | NS      | $20688.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Software Inc/Canada                         | Constellation Software Inc/Canada                                                                                           | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |          78 | NS      | $211742.79    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD JPY                                                                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $113308.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                     | Uber Technologies Inc                                                                                                       | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |        7159 | NS      | $701367.23    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeroports de Paris SA                                     | Aeroports de Paris SA                                                                                                       | CUSIP: 000000000<br>LEI: 969500PJMBSFHYC37989 | Long             | EC               | CORP              | FR        |         133 | NS      | $17619.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                         | Brown-Forman Corp                                                                                                           | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |         679 | NS      | $18387.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                                              | Teradyne Inc                                                                                                                | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |         587 | NS      | $80794.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CLP Holdings Ltd                                          | CLP Holdings Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 25490002BUTSMP94GO68 | Long             | EC               | CORP              | HK        |        6507 | NS      | $53840.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rexel SA                                                  | Rexel SA                                                                                                                    | CUSIP: 000000000<br>LEI: 969500N6AVPA51648T62 | Long             | EC               | CORP              | FR        |         856 | NS      | $28182.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD JPY                                                                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-14938.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD THB                                                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $1246.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                                                                | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $711088.20    | 0.12%             | 2037-03-05      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BKW AG                                                    | BKW AG                                                                                                                      | CUSIP: 000000000<br>LEI: 549300IE30SKTUO98Q38 | Long             | EC               | CORP              | CH        |          82 | NS      | $17587.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp                       | Cognizant Technology Solutions Corp                                                                                         | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |        1785 | NS      | $119719.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Keyera Corp                                               | Keyera Corp                                                                                                                 | CUSIP: 493271100<br>LEI: 254900LXI62FUHZGH122 | Long             | EC               | CORP              | CA        |         887 | NS      | $29757.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AddTech AB                                                | AddTech AB                                                                                                                  | CUSIP: 000000000<br>LEI: 549300QZ5U2IDRHPWL60 | Long             | EC               | CORP              | SE        |        1010 | NS      | $32855.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Masco Corp                                                | Masco Corp                                                                                                                  | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |         763 | NS      | $53707.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                                                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |        3910 | NS      | $357619.60    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                          | Bank Hapoalim BM                                                                                                            | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |        4694 | NS      | $95415.77     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| eBay Inc                                                  | eBay Inc                                                                                                                    | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |        1669 | NS      | $151795.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                                      | WEC Energy Group Inc                                                                                                        | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |        1148 | NS      | $131549.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                                         | EOG Resources Inc                                                                                                           | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |        2050 | NS      | $229846.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| M&G PLC                                                   | M&G PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 254900TWUJUQ44TQJY84 | Long             | EC               | CORP              | GB        |        8883 | NS      | $30293.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd                                    | Arch Capital Group Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |        1333 | NS      | $120943.09    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                                     | 3M Co                                                                                                                       | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |        1982 | NS      | $307566.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                                  | NIKE Inc                                                                                                                    | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |        4218 | NS      | $294121.14    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbus SE                                                 | Airbus SE                                                                                                                   | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |        2233 | NS      | $521463.36    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                  | Agilent Technologies Inc                                                                                                    | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |        1030 | NS      | $132200.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                                                                    | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     3020000 | PA      | $725100.03    | 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        |       22814 | NS      | $813113.60    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD TRY                                                                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-207.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical Inc                               | BioMarin Pharmaceutical Inc                                                                                                 | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |         695 | NS      | $37641.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TFI International Inc                                     | TFI International Inc                                                                                                       | CUSIP: 87241L109<br>LEI: 5493007R9W7KO7SJN678 | Long             | EC               | CORP              | CA        |         302 | NS      | $26578.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                             | Owens Corning                                                                                                               | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |         311 | NS      | $43994.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED EUR / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $102209.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED GBP / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $-2981.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                     | Micron Technology Inc                                                                                                       | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |        4059 | NS      | $679151.88    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp                                      | Regency Centers Corp                                                                                                        | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               |  | US        |         623 | NS      | $45416.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                                                                                           | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $402361.82    | 0.07%             | 2026-11-13      | Fixed         | 2.26%                 | Yes           |                  2 | On Loan: No      |
| Covivio SA/France                                         | Covivio SA/France                                                                                                           | CUSIP: 000000000<br>LEI: 969500P8M3W2XX376054 | Long             | EC               |  | FR        |         213 | NS      | $14356.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Long: 1340215   TRS USD R E II6454740250127 EQUITYTRS / Short: 1340215   TRS USD P V 00MSOFR II4998320250127 EQUITYTRS      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | GB        |    35073561 | OU      | $2284078.46   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                         | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2280000 | PA      | $2331121.89   | 0.41%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Jeronimo Martins SGPS SA                                  | Jeronimo Martins SGPS SA                                                                                                    | CUSIP: 000000000<br>LEI: 259400A8SZP10GB5IB19 | Long             | EC               | CORP              | PT        |        1206 | NS      | $29360.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrivarden AB                                         | Industrivarden AB                                                                                                           | CUSIP: 000000000<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |         460 | NS      | $18274.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Burlington Stores Inc                                     | Burlington Stores Inc                                                                                                       | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |         226 | NS      | $57517.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                                      | Williams Cos Inc/The                                                                                                        | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |        4391 | NS      | $278169.85    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VAT Group AG                                              | VAT Group AG                                                                                                                | CUSIP: 000000000<br>LEI: 529900MVFK7NVALR7Y83 | Long             | EC               | CORP              | CH        |         102 | NS      | $40715.07     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| AIB GROUP PLC                                             | AIB Group PLC                                                                                                               | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      500000 | PA      | $526240.59    | 0.09%             | 2035-03-28      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| HubSpot Inc                                               | HubSpot Inc                                                                                                                 | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |         182 | NS      | $85139.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD MYR                                                                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $8.11         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TMX Group Ltd                                             | TMX Group Ltd                                                                                                               | CUSIP: 87262K105<br>LEI: 549300N65GFVKSHGJW59 | Long             | EC               | CORP              | CA        |        1063 | NS      | $40665.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Investment AB Latour                                      | Investment AB Latour                                                                                                        | CUSIP: 000000000<br>LEI: 5493006GFBLNB3Y0Y789 | Long             | EC               | CORP              | SE        |         571 | NS      | $13558.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                        | Deutsche Boerse AG                                                                                                          | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |         731 | NS      | $195755.26    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Snap-on Inc                                               | Snap-on Inc                                                                                                                 | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |         190 | NS      | $65840.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                                                                                               | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |        6685 | NS      | $678527.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                             | CUSIP: 31385XTC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1877 | PA      | $1941.25      | 0.00%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Evolution Mining Ltd                                      | Evolution Mining Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 254900BCFW5QO5LW8F27 | Long             | EC               | CORP              | AU        |        7858 | NS      | $56015.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                 | Prologis Euro Finance LLC                                                                                                   | CUSIP: 74341EAA0<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |      300000 | PA      | $342381.09    | 0.06%             | 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        |        5609 | NS      | $110511.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Randstad NV                                               | Randstad NV                                                                                                                 | CUSIP: 000000000<br>LEI: 7245009EAAUUQJ0U4T57 | Long             | EC               | CORP              | NL        |         418 | NS      | $17823.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | US 2YR NOTE (CBT) DEC25                                                                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          38 | NC      | $-3872.13     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                                 | Chubb Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |        1371 | NS      | $386964.75    | 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        |   177000000 | PA      | $1151681.92   | 0.20%             | 2034-06-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Syensqo SA                                                | Syensqo SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300060XNJ90PLNS10 | Long             | EC               | CORP              | BE        |         276 | NS      | $22407.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rational AG                                               | Rational AG                                                                                                                 | CUSIP: 000000000<br>LEI: 529900K139N6UFJ1A758 | Long             | EC               | CORP              | DE        |          19 | NS      | $14519.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD AUD                                                                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-3753.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                         | Omnicom Group Inc                                                                                                           | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |         695 | NS      | $56663.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sea Ltd                                                   | Sea Ltd                                                                                                                     | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |        1398 | NS      | $249864.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Severn Trent PLC                                          | Severn Trent PLC                                                                                                            | CUSIP: 000000000<br>LEI: 213800RPBXRETY4A4C59 | Long             | EC               | CORP              | GB        |        1047 | NS      | $36505.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amcor PLC                                                 | Amcor PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |        8320 | NS      | $68057.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                         | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4800000 | PA      | $4823250.00   | 0.84%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                      | PNC Financial Services Group Inc/The                                                                                        | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |        1439 | NS      | $289138.27    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKWOOL A/S                                              | ROCKWOOL A/S                                                                                                                | CUSIP: 000000000<br>LEI: 213800QRC7LNX935OZ09 | Long             | EC               | CORP              | DK        |         373 | NS      | $13905.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cooper Cos Inc/The                                        | Cooper Cos Inc/The                                                                                                          | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |         708 | NS      | $48540.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizrahi Tefahot Bank Ltd                                  | Mizrahi Tefahot Bank Ltd                                                                                                    | CUSIP: 000000000<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | EC               | CORP              | IL        |         586 | NS      | $38503.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                                            | CUSIP: 31329Q5L1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       56030 | PA      | $55319.39     | 0.01%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | US ULTRA BOND CBT DEC25                                                                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |           6 | NC      | $16921.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hang Seng Bank Ltd                                        | Hang Seng Bank Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 5493009Z5F07LWZYMK62 | Long             | EC               | CORP              | HK        |        2935 | NS      | $44661.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Porsche Automobil Holding SE                              | Porsche Automobil Holding SE                                                                                                | CUSIP: 000000000<br>LEI: 52990053Z17ZYM1KFV27 | Long             | EP               | CORP              | DE        |         590 | NS      | $23250.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spotify Technology SA                                     | Spotify Technology SA                                                                                                       | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |         596 | NS      | $416008.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                                                                      | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2300000 | PA      | $2765392.13   | 0.48%             | 2034-10-31      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Iberdrola SA                                              | Iberdrola SA                                                                                                                | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |       24568 | NS      | $465055.99    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                     | General Dynamics Corp                                                                                                       | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |         829 | NS      | $282689.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets Inc                                     | Robinhood Markets Inc                                                                                                       | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |        2638 | NS      | $377708.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                                                                | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      180000 | PA      | $106890.26    | 0.02%             | 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        |        5207 | NS      | $81308.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanergy Thin Film Power Group Ltd.                        | Hanergy Thin Film Power Group Ltd.                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |       42000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| DBS Group Holdings Ltd                                    | DBS Group Holdings Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |        7895 | NS      | $313098.14    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group Inc/The                                                                                        | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      925000 | PA      | $1048310.74   | 0.18%             | 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        |        2081 | NS      | $167832.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   419000000 | PA      | $2671785.51   | 0.47%             | 2034-09-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Bollore SE                                                | Bollore SE                                                                                                                  | CUSIP: 000000000<br>LEI: 969500LEKCHH6VV86P94 | Long             | EC               | CORP              | FR        |        2715 | NS      | $15397.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DaVita Inc                                                | DaVita Inc                                                                                                                  | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |         150 | NS      | $19930.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Helvetia Holding AG                                       | Helvetia Holding AG                                                                                                         | CUSIP: 000000000<br>LEI: 529900SUJBXTORH0LT80 | Long             | EC               | CORP              | CH        |         144 | NS      | $35386.60     | 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      | $90580.93     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                       | Cheniere Energy Inc                                                                                                         | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |         802 | NS      | $188453.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsara Inc                                               | Samsara Inc                                                                                                                 | CUSIP: 79589L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1019 | NS      | $37957.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                              | Allegion plc                                                                                                                | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |         312 | NS      | $55333.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                              | Comcast Corp                                                                                                                | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |       13603 | NS      | $427406.26    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BERG Finance                                              | Berg Finance 2021 DAC                                                                                                       | CUSIP: 000000000<br>LEI: 635400MVCRPAUVUGGY60 | Long             | ABS-MBS          | CORP              | IE        |       74153 | PA      | $86921.89     | 0.02%             | 2033-04-22      | Floating      | 3.05%                 | Yes           |                  2 | On Loan: No      |
| PPG Industries Inc                                        | PPG Industries Inc                                                                                                          | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |         823 | NS      | $86505.53     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank/The                                 | Toronto-Dominion Bank/The                                                                                                   | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |        6609 | NS      | $528454.06    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| James Hardie Industries PLC                               | James Hardie Industries PLC                                                                                                 | CUSIP: 000000000<br>LEI: 635400NSGXKTVOO7JU45 | Long             | EC               | CORP              | IE        |        2260 | NS      | $41944.18     | 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        |        3565 | NS      | $284877.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ICL Group Ltd                                             | ICL Group Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 529900FQVQD88SHIGM04 | Long             | EC               | CORP              | IL        |        2908 | NS      | $18158.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Talanx AG                                                 | Talanx AG                                                                                                                   | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | EC               | CORP              | DE        |         258 | NS      | $34398.48     | 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        |         690 | NS      | $55309.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                         | Atmos Energy Corp                                                                                                           | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |         575 | NS      | $98181.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD                             | Marriott International Inc/MD                                                                                               | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |         838 | NS      | $218248.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED MXN / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | MX        |           1 | NC      | $137.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Xero Ltd                                                  | Xero Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 254900UG5D8YST164N14 | Long             | EC               | CORP              | NZ        |         677 | NS      | $70641.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Moody's Corp                                              | Moody's Corp                                                                                                                | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |         589 | NS      | $280646.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                   | Jersey Central Power & Light Co                                                                                             | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |      975000 | PA      | $872432.93    | 0.15%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD NZD                                                                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $246.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fox Corp                                                  | Fox Corp                                                                                                                    | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |         784 | NS      | $49439.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                                                                  | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      150000 | PA      | $176449.04    | 0.03%             | 2030-09-19      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                             | Akzo Nobel NV                                                                                                               | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | EC               | CORP              | NL        |         656 | NS      | $46817.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orange SA                                                 | Orange SA                                                                                                                   | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |        7266 | NS      | $117861.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GEA Group AG                                              | GEA Group AG                                                                                                                | CUSIP: 000000000<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |         562 | NS      | $41549.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PPL Corp                                                  | PPL Corp                                                                                                                    | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |        2689 | NS      | $99923.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities Inc                                       | Sun Communities Inc                                                                                                         | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               |  | US        |         458 | NS      | $59082.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                               | Exelon Corp                                                                                                                 | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |        3668 | NS      | $165096.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co                                                | Carvana Co                                                                                                                  | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |         444 | NS      | $167494.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB Ltd                                                   | ABB Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |        5994 | NS      | $433745.76    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                                                                      | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1050000 | PA      | $1279991.07   | 0.22%             | 2029-05-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD AUD                                                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-5079.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nucor Corp                                                | Nucor Corp                                                                                                                  | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |         846 | NS      | $114573.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Nova Scotia/The                                   | Bank of Nova Scotia/The                                                                                                     | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |        4755 | NS      | $307467.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                 | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      520000 | PA      | $525318.26    | 0.09%             | 2032-03-23      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                       | Societe Generale SA                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |        2769 | NS      | $184349.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ASM International NV                                      | ASM International NV                                                                                                        | CUSIP: 000000000<br>LEI: 7245001I22ND6ZFHX623 | Long             | EC               | CORP              | NL        |         180 | NS      | $108566.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Metro Inc/CN                                              | Metro Inc/CN                                                                                                                | CUSIP: 59162N109<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | EC               | CORP              | CA        |         789 | NS      | $52991.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                                               | Cintas Corp                                                                                                                 | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1318 | NS      | $270532.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                  | Thermo Fisher Scientific Inc                                                                                                | CUSIP: 883556CC4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      650000 | PA      | $674094.33    | 0.12%             | 2031-10-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Medtronic PLC                                             | Medtronic PLC                                                                                                               | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |        4697 | NS      | $447342.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc                                       | Paycom Software Inc                                                                                                         | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |         188 | NS      | $39130.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Evraz PLC                                                 | Evraz PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 5493005B7DAN39RXLK23 | Long             | EC               | CORP              | GB        |        2495 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Truist Financial Corp                                     | Truist Financial Corp                                                                                                       | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |        4762 | NS      | $217718.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Next PLC                                                  | Next PLC                                                                                                                    | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |         447 | NS      | $74516.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Corteva Inc                                               | Corteva Inc                                                                                                                 | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |        2495 | NS      | $168736.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED SGD / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $-2982.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group PLC                               | Reckitt Benckiser Group PLC                                                                                                 | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |        2609 | NS      | $200898.06    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UPJOHN FINANCE BV                                         | Upjohn Finance BV                                                                                                           | CUSIP: 000000000<br>LEI: 254900OG32E8F3XO5O83 | Long             | DBT              | CORP              | NL        |      550000 | PA      | $564986.82    | 0.10%             | 2032-06-23      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                                | Advanced Micro Devices Inc                                                                                                  | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |        5880 | NS      | $951325.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD TRY                                                                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-16389.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                              | Huntington Bancshares Inc/OH                                                                                                | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |        5307 | NS      | $91651.89     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM STUDENT LOAN TR 04-2                                  | SLM Student Loan Trust 2004-2                                                                                               | CUSIP: 000000000<br>LEI: 549300Y3YMECZJOAL893 | Long             | DBT              | CORP              | US        |      195452 | PA      | $216771.43    | 0.04%             | 2039-07-25      | Variable      | 2.49%                 | Yes           |                  2 | On Loan: No      |
| Coterra Energy Inc                                        | Coterra Energy Inc                                                                                                          | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |        2815 | NS      | $66574.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Smithfield Foods Inc                                      | Smithfield Foods Inc                                                                                                        | CUSIP: 832248207<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | EC               | CORP              | US        |           3 | NS      | $70.44        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                               | PepsiCo Inc                                                                                                                 | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |        5026 | NS      | $705851.44    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Jardine Matheson Holdings Ltd                             | Jardine Matheson Holdings Ltd                                                                                               | CUSIP: 000000000<br>LEI: 2138009KENVUNWOLPK41 | Long             | EC               | CORP              | BM        |         627 | NS      | $39568.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                 | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      525000 | PA      | $559555.84    | 0.10%             | 2035-04-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                            | Bombardier Inc                                                                                                              | CUSIP: 097751861<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | EC               | CORP              | CA        |         338 | NS      | $47366.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                                                           | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      580000 | PA      | $693573.16    | 0.12%             | 2053-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Texas Instruments Inc                                     | Texas Instruments Inc                                                                                                       | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |        3379 | NS      | $620823.67    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                             | CME Group Inc                                                                                                               | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |        1286 | NS      | $347464.34    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc                                  | Super Micro Computer Inc                                                                                                    | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |        1853 | NS      | $88832.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifco AB                                                  | Lifco AB                                                                                                                    | CUSIP: 000000000<br>LEI: 549300RTLL4VDQRCTW41 | Long             | EC               | CORP              | SE        |         900 | NS      | $30473.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Thales SA                                                 | Thales SA                                                                                                                   | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |         351 | NS      | $110956.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                    | Chubb INA Holdings LLC                                                                                                      | CUSIP: 000000000<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      400000 | PA      | $457767.94    | 0.08%             | 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        |         485 | NS      | $149195.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                                       | PayPal Holdings Inc                                                                                                         | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |        3327 | NS      | $223108.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                              | Centene Corp                                                                                                                | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |        1778 | NS      | $63439.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Getlink SE                                                | Getlink SE                                                                                                                  | CUSIP: 000000000<br>LEI: 9695007ZEQ7M0OE74G82 | Long             | EC               | CORP              | FR        |        1167 | NS      | $21518.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dell Technologies Inc                                     | Dell Technologies Inc                                                                                                       | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |        1148 | NS      | $162751.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Renault SA                                                | Renault SA                                                                                                                  | CUSIP: 000000000<br>LEI: 969500F7JLTX36OUI695 | Long             | EC               | CORP              | FR        |         746 | NS      | $30674.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                                              | Alphabet Inc                                                                                                                | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       19326 | NS      | $4698150.60   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Avolta AG                                                 | Avolta AG                                                                                                                   | CUSIP: 000000000<br>LEI: 549300X53WDBVW7TIF57 | Long             | EC               | CORP              | CH        |         338 | NS      | $18456.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Meridian Energy Ltd                                       | Meridian Energy Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900IFKXIGNCY3A092 | Long             | EC               | CORP              | NZ        |        4233 | NS      | $13666.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barry Callebaut AG                                        | Barry Callebaut AG                                                                                                          | CUSIP: 000000000<br>LEI: 213800Y5RWKLDPUTT265 | Long             | EC               | CORP              | CH        |          13 | NS      | $17903.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BXP Inc                                                   | BXP Inc                                                                                                                     | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               |  | US        |         536 | NS      | $39846.24     | 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      | $-58670.66    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                  | Estee Lauder Cos Inc/The                                                                                                    | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |         847 | NS      | $74637.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tele2 AB                                                  | Tele2 AB                                                                                                                    | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | EC               | CORP              | SE        |        2147 | NS      | $36624.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Phillips 66                                               | Phillips 66                                                                                                                 | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |        1503 | NS      | $204438.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pan American Silver Corp                                  | Pan American Silver Corp                                                                                                    | CUSIP: 697900108<br>LEI: 549300MKTF5851TYIB83 | Long             | EC               | CORP              | CA        |        1403 | NS      | $54367.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV                                         | CNH Industrial NV                                                                                                           | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | NL        |        3157 | NS      | $34253.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc                                  | Microchip Technology Inc                                                                                                    | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |        1982 | NS      | $127284.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                              | Prologis Inc                                                                                                                | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |        3336 | NS      | $382038.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cenovus Energy Inc                                        | Cenovus Energy Inc                                                                                                          | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |        5351 | NS      | $90855.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co KGaA                                       | Henkel AG & Co KGaA                                                                                                         | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |         621 | NS      | $50106.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                  | Lloyds Banking Group PLC                                                                                                    | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |      231457 | NS      | $261912.94    | 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        |       44133 | NS      | $38298.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Genmab A/S                                                | Genmab A/S                                                                                                                  | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |         229 | NS      | $70657.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortum Oyj                                                | Fortum Oyj                                                                                                                  | CUSIP: 000000000<br>LEI: 635400IUIZZIUJSAMF76 | Long             | EC               | CORP              | FI        |        1749 | NS      | $33197.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED CNY / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CN        |           1 | NC      | $-4271.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Visa Inc                                                  | Visa Inc                                                                                                                    | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |        6195 | NS      | $2114849.10   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                             | Hewlett Packard Enterprise Co                                                                                               | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |        4686 | NS      | $115088.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ageas SA/NV                                               | Ageas SA/NV                                                                                                                 | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |         585 | NS      | $40573.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co/The                                           | Southern Co/The                                                                                                             | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |        3991 | NS      | $378227.07    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                                        | Crown Holdings Inc                                                                                                          | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |         448 | NS      | $43272.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Celestica Inc                                             | Celestica Inc                                                                                                               | CUSIP: 15101Q207<br>LEI: 549300J3CG5T6RZWLN53 | Long             | EC               | CORP              | CA        |         425 | NS      | $104584.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc                                              | Enbridge Inc                                                                                                                | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |        8411 | NS      | $424327.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Metso Oyj                                                 | Metso Oyj                                                                                                                   | CUSIP: 000000000<br>LEI: 549300R0VN9C371W0E07 | Long             | EC               | CORP              | FI        |        2506 | NS      | $34543.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD EUR                                                                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-53445.65    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Pandora A/S                                               | Pandora A/S                                                                                                                 | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |         302 | NS      | $39485.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                             | CUSIP: 3140Y65U0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2238109 | PA      | $2263030.28   | 0.40%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Legal & General Group PLC                                 | Legal & General Group PLC                                                                                                   | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | EC               | CORP              | GB        |       22183 | NS      | $71249.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle Group Inc/The                                     | Carlyle Group Inc/The                                                                                                       | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |         868 | NS      | $54423.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Orkla ASA                                                 | Orkla ASA                                                                                                                   | CUSIP: 000000000<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |        2705 | NS      | $28280.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sodexo SA                                                 | Sodexo SA                                                                                                                   | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | EC               | CORP              | FR        |         337 | NS      | $21262.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                          | Roche Holding AG                                                                                                            | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |        2688 | NS      | $895059.57    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd                                      | Woolworths Group Ltd                                                                                                        | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | EC               | CORP              | AU        |        4832 | NS      | $85275.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                | Zoetis Inc                                                                                                                  | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |        1615 | NS      | $236306.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                                            | NRG Energy Inc                                                                                                              | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |         698 | NS      | $113041.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Informa PLC                                               | Informa PLC                                                                                                                 | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | EC               | CORP              | GB        |        5036 | NS      | $62377.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Securitas AB                                              | Securitas AB                                                                                                                | CUSIP: 000000000<br>LEI: 635400TTYKE8EIWDS617 | Long             | EC               | CORP              | SE        |        1917 | NS      | $28895.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Healthineers AG                                   | Siemens Healthineers AG                                                                                                     | CUSIP: 000000000<br>LEI: 529900QBVWXMWANH7H45 | Long             | EC               | CORP              | DE        |        1296 | NS      | $70199.38     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| American Homes 4 Rent                                     | American Homes 4 Rent                                                                                                       | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               |  | US        |        1200 | NS      | $39900.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp                                    | Boston Scientific Corp                                                                                                      | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |        5342 | NS      | $521539.46    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sampo Oyj                                                 | Sampo Oyj                                                                                                                   | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |        9568 | NS      | $110002.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                | Zimmer Biomet Holdings Inc                                                                                                  | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |         716 | NS      | $70526.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION SOFTWARE INC                                | CONSTELLATION SOFTWARE INC                                                                                                  | CUSIP: 000000000<br>LEI: 549300B6PYHMCTDWQV29 | N/A              | DE               |  | CA        |          95 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Futu Holdings Ltd                                         | Futu Holdings Ltd                                                                                                           | CUSIP: 36118L106<br>LEI: 213800X4W4ZRESFPTQ37 | Long             | EC               | CORP              | KY        |         234 | NS      | $40694.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                                 | Archer-Daniels-Midland Co                                                                                                   | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |        1743 | NS      | $104126.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Daimler Truck Holding AG                                  | Daimler Truck Holding AG                                                                                                    | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |        1830 | NS      | $75673.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ResMed Inc                                                | ResMed Inc                                                                                                                  | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |         534 | NS      | $146171.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED MXN / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MX        |           1 | NC      | $3470.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB                                               | Swedbank AB                                                                                                                 | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |        3322 | NS      | $100276.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                       | Elevance Health Inc                                                                                                         | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |         816 | NS      | $263665.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                               | Lennar Corp                                                                                                                 | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |         811 | NS      | $102218.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD CZK                                                                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $59.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lam Research Corp                                         | Lam Research Corp                                                                                                           | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |        4626 | NS      | $619421.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                   | Pfizer Investment Enterprises Pte Ltd                                                                                       | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      250000 | PA      | $237473.39    | 0.04%             | 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        |        3608 | NS      | $175781.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co/The                                        | J M Smucker Co/The                                                                                                          | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |         377 | NS      | $40942.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                                     | NXP Semiconductors NV                                                                                                       | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |         943 | NS      | $214749.39    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                                       | Leidos Holdings Inc                                                                                                         | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |         449 | NS      | $84843.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Essity AB                                                 | Essity AB                                                                                                                   | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |        2352 | NS      | $61479.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CBRE Group Inc                                            | CBRE Group Inc                                                                                                              | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |        1086 | NS      | $171110.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                               | PURCHASED GBP / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |           1 | NC      | $-4.81        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HKT Trust & HKT Ltd                                       | HKT Trust & HKT Ltd                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       14801 | NS      | $21883.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWITZERLAND                                               | Swiss Confederation Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |      810000 | PA      | $1025581.03   | 0.18%             | 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        |         702 | NS      | $121165.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 3i Group PLC                                              | 3i Group PLC                                                                                                                | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |        3772 | NS      | $207923.73    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Brenntag SE                                               | Brenntag SE                                                                                                                 | CUSIP: 000000000<br>LEI: NNROIXVWJ7CPSR27SV97 | Long             | EC               | CORP              | DE        |         470 | NS      | $28163.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Biogen Inc                                                | Biogen Inc                                                                                                                  | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |         518 | NS      | $72561.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD CAD                                                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-1613.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dollarama Inc                                             | Dollarama Inc                                                                                                               | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |        1063 | NS      | $140190.43    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WPP PLC                                                   | WPP PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | JE        |        4132 | NS      | $20596.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Block Inc                                                 | Block Inc                                                                                                                   | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |        2016 | NS      | $145696.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties Inc                         | Gaming and Leisure Properties Inc                                                                                           | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               |  | US        |         986 | NS      | $45957.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED IDR / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ID        |           1 | NC      | $-253.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                | Fiserv Inc                                                                                                                  | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |        2006 | NS      | $258633.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                      | Edison International                                                                                                        | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |        1399 | NS      | $77336.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                                   | Procter & Gamble Co/The                                                                                                     | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |        8484 | NS      | $1303566.60   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire Co Ltd                                             | Empire Co Ltd                                                                                                               | CUSIP: 291843407<br>LEI: 549300TX0ZUSTEF7C719 | Long             | EC               | CORP              | CA        |         483 | NS      | $17335.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                                          | TotalEnergies SE                                                                                                            | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |        7963 | NS      | $485015.30    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                                                                   | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     2550000 | PA      | $1293898.99   | 0.23%             | 2035-09-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AtkinsRealis Group Inc                                    | AtkinsRealis Group Inc                                                                                                      | CUSIP: 04764T104<br>LEI: UL01OYG5OMLM5G6CFM03 | Long             | EC               | CORP              | CA        |         633 | NS      | $45684.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unibail-Rodamco-Westfield                                 | Unibail-Rodamco-Westfield                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | XX        |         468 | NS      | $49287.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                                                                      | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $472364.98    | 0.08%             | 2049-05-28      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Akamai Technologies Inc                                   | Akamai Technologies Inc                                                                                                     | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |         527 | NS      | $39925.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Tire Corp Ltd                                    | Canadian Tire Corp Ltd                                                                                                      | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               | CORP              | CA        |         192 | NS      | $22855.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                                                                         | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      650000 | PA      | $724234.52    | 0.13%             | 2043-06-22      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Novo Nordisk A/S                                          | Novo Nordisk A/S                                                                                                            | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |       12226 | NS      | $680763.53    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD NOK                                                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $400.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goodman Group                                             | Goodman Group                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |        8133 | NS      | $176250.27    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Abiomed, Inc.                                             | Abiomed, Inc.                                                                                                               | CUSIP: 003CVR016<br>LEI: N/A                  | N/A              | DE               |  | US        |          90 | NS      | $91.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Corp                                         | State Street Corp                                                                                                           | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |        1041 | NS      | $120766.41    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HELLENIC REPUBLIC                                         | Hellenic Republic Government Bond                                                                                           | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      250000 | PA      | $315122.54    | 0.06%             | 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        |         765 | NS      | $381895.65    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lottery Corp Ltd/The                                      | Lottery Corp Ltd/The                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |        8612 | NS      | $33441.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                             | CUSIP: 3140XJQN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3969536 | PA      | $3529418.73   | 0.62%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| H & M Hennes & Mauritz AB                                 | H & M Hennes & Mauritz AB                                                                                                   | CUSIP: 000000000<br>LEI: 529900O5RR7R39FRDM42 | Long             | EC               | CORP              | SE        |        2159 | NS      | $40359.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                         | NatWest Group PLC                                                                                                           | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |       31211 | NS      | $220454.19    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Delivery Hero SE                                          | Delivery Hero SE                                                                                                            | CUSIP: 000000000<br>LEI: 529900C3EX1FZGE48X78 | Long             | EC               | CORP              | DE        |         707 | NS      | $20301.04     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Medibank Pvt Ltd                                          | Medibank Pvt Ltd                                                                                                            | CUSIP: 000000000<br>LEI: BDYVSUPTML83OLINBJ17 | Long             | EC               | CORP              | AU        |       10748 | NS      | $34240.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Corp of Canada                                      | Power Corp of Canada                                                                                                        | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |        2135 | NS      | $92383.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO/THE                                             | Boeing Co/The                                                                                                               | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102932.11    | 0.02%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Trelleborg AB                                             | Trelleborg AB                                                                                                               | CUSIP: 000000000<br>LEI: 213800XY16PAWG2PAD14 | Long             | EC               | CORP              | SE        |         778 | NS      | $29088.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                            | Lowe's Cos Inc                                                                                                              | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |        2006 | NS      | $504127.86    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc                             | Old Dominion Freight Line Inc                                                                                               | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |         690 | NS      | $97138.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp                                  | United Therapeutics Corp                                                                                                    | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |         158 | NS      | $66235.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                                          | CUSIP: 36202FZY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       48795 | PA      | $47476.54     | 0.01%             | 2041-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RELX PLC                                                  | RELX PLC                                                                                                                    | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |        7077 | NS      | $338130.58    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                      | PURCHASED USD / SOLD EUR                                                                                                    | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $-17572.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                    | Koninklijke Philips NV                                                                                                      | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |        2966 | NS      | $81250.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bond                                                                                         | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      600000 | PA      | $712349.73    | 0.12%             | 2032-03-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                                    | AP Moller - Maersk A/S                                                                                                      | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |          11 | NS      | $21577.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc                              | Alimentation Couche-Tard Inc                                                                                                | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |        2742 | NS      | $146291.23    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos Inc                                        | Albertsons Cos Inc                                                                                                          | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |        1330 | NS      | $23288.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                                                                    | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2210000 | PA      | $2439044.21   | 0.43%             | 2029-02-15      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Cummins Inc                                               | Cummins Inc                                                                                                                 | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |         502 | NS      | $212029.74    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                                               | Workday Inc                                                                                                                 | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |         769 | NS      | $185121.37    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sartorius AG                                              | Sartorius AG                                                                                                                | CUSIP: 000000000<br>LEI: 529900EQV2DY4FOAMU38 | Long             | EP               | CORP              | DE        |         100 | NS      | $23377.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                               | Royal Caribbean Cruises Ltd                                                                                                 | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |         932 | NS      | $301576.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp                                                 | IDEX Corp                                                                                                                   | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |         274 | NS      | $44596.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teck Resources Ltd                                        | Teck Resources Ltd                                                                                                          | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |        1751 | NS      | $76811.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Azrieli Group Ltd                                         | Azrieli Group Ltd                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |         159 | NS      | $15772.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDW Corp/DE                                               | CDW Corp/DE                                                                                                                 | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |         477 | NS      | $75976.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                             | CUSIP: 3138A8YQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      107563 | PA      | $109671.57    | 0.02%             | 2041-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Scout24 SE                                                | Scout24 SE                                                                                                                  | CUSIP: 000000000<br>LEI: 5493007EIKM2ENQS7U66 | Long             | EC               | CORP              | DE        |         292 | NS      | $36633.56     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Tyler Technologies Inc                                    | Tyler Technologies Inc                                                                                                      | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |         155 | NS      | $81089.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                                     | Norfolk Southern Corp                                                                                                       | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |         816 | NS      | $245134.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                                                                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      810000 | PA      | $945025.99    | 0.17%             | 2031-02-25      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Microsoft Corp                                            | Microsoft Corp                                                                                                              | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       25543 | NS      | $13229996.85  | 2.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncor Energy Inc                                         | Suncor Energy Inc                                                                                                           | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |        4807 | NS      | $201163.81    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corp                                              | Insulet Corp                                                                                                                | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |         257 | NS      | $79343.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel SpA                                                  | Enel SpA                                                                                                                    | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |       31129 | NS      | $294995.22    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Dr Ing hc F Porsche AG                                    | Dr Ing hc F Porsche AG                                                                                                      | CUSIP: 000000000<br>LEI: 529900EWEX125AULXI58 | Long             | EP               | CORP              | DE        |         442 | NS      | $21429.55     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Align Technology Inc                                      | Align Technology Inc                                                                                                        | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |         257 | NS      | $32181.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                                      | Targa Resources Corp                                                                                                        | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |         794 | NS      | $133026.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED NZD / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NZ        |           1 | NC      | $-1803.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                                                           | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      210000 | PA      | $233175.27    | 0.04%             | 2054-06-12      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                             | Industria de Diseno Textil SA                                                                                               | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |        4139 | NS      | $229068.18    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                           | Tyson Foods Inc                                                                                                             | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |        1036 | NS      | $56254.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson & Co                                     | Becton Dickinson & Co                                                                                                       | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |        1034 | NS      | $193533.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STMicroelectronics NV                                     | STMicroelectronics NV                                                                                                       | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |        2539 | NS      | $71764.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co                                        | Vertiv Holdings Co                                                                                                          | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |        1302 | NS      | $196419.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                                       | American Tower Corp                                                                                                         | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |        1716 | NS      | $330021.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Neste Oyj                                                 | Neste Oyj                                                                                                                   | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | EC               | CORP              | FI        |        1612 | NS      | $29618.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kering SA                                                 | Kering SA                                                                                                                   | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |         288 | NS      | $96508.04     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolution AB                                              | Evolution AB                                                                                                                | CUSIP: 000000000<br>LEI: 549300SUH6ZR1RF6TA88 | Long             | EC               | CORP              | SE        |         557 | NS      | $45854.42     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                                                                         | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      520000 | PA      | $624924.52    | 0.11%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Whole Loan Securities Trust                   | Freddie Mac Whole Loan Securities Trust 2017-SC02                                                                           | CUSIP: 3137G1BS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       94801 | PA      | $81821.21     | 0.01%             | 2047-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APA Group                                                 | APA Group                                                                                                                   | CUSIP: 000000000<br>LEI: 549300T9RBSX164T8H40 | Long             | EC               | CORP              | AU        |        5256 | NS      | $30856.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                           | Dollar Tree Inc                                                                                                             | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |         789 | NS      | $74457.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANCE (GOVT OF)                                          | French Republic Government Bond OAT                                                                                         | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     4900000 | PA      | $5175630.29   | 0.91%             | 2029-11-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Packaging Corp of America                                 | Packaging Corp of America                                                                                                   | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |         329 | NS      | $71698.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED NOK / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | NO        |           1 | NC      | $-598.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IQVIA Holdings Inc                                        | IQVIA Holdings Inc                                                                                                          | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |         624 | NS      | $118522.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc                                         | Veeva Systems Inc                                                                                                           | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |         560 | NS      | $166829.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                             | CUSIP: 3138A7K49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       35067 | PA      | $35751.06     | 0.01%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                                                         | CUSIP: 912797QR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     1000000 | PA      | $994493.06    | 0.17%             | 2025-11-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Accor SA                                                  | Accor SA                                                                                                                    | CUSIP: 000000000<br>LEI: 969500QZC2Q0TK11NV07 | Long             | EC               | CORP              | FR        |         754 | NS      | $35822.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Utilities Ltd                                    | Canadian Utilities Ltd                                                                                                      | CUSIP: 136717832<br>LEI: LWV4QIQODEH3VBHUFX07 | Long             | EC               | CORP              | CA        |         516 | NS      | $14434.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                                                                   | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      350000 | PA      | $410288.10    | 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        |         277 | NS      | $198786.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                             | Intercontinental Exchange Inc                                                                                               | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |        2078 | NS      | $350101.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                                     | Applied Materials Inc                                                                                                       | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |        2943 | NS      | $602549.82    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                                 | Occidental Petroleum Corp                                                                                                   | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |        2748 | NS      | $129843.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trade Desk Inc/The                                        | Trade Desk Inc/The                                                                                                          | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |        1634 | NS      | $80082.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange SA                                                 | Orange SA                                                                                                                   | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $119795.50    | 0.02%             | 2026-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                     | Pembina Pipeline Corp                                                                                                       | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |        2231 | NS      | $90205.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                                 | Aptiv PLC                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |         776 | NS      | $66906.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lundin Mining Corp                                        | Lundin Mining Corp                                                                                                          | CUSIP: 550372106<br>LEI: 549300FQDIM6C8HTN269 | Long             | EC               | CORP              | CA        |        2544 | NS      | $37948.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                     | Foundry JV Holdco LLC                                                                                                       | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      550000 | PA      | $571106.54    | 0.10%             | 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        |         409 | NS      | $142957.77    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Energy Ltd                                         | Origin Energy Ltd                                                                                                           | CUSIP: 000000000<br>LEI: ZSN2LWNPYW6ISMRUC664 | Long             | EC               | CORP              | AU        |        6890 | NS      | $56859.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                          | BAT Capital Corp                                                                                                            | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      903000 | PA      | $893967.48    | 0.16%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Keppel Ltd                                                | Keppel Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 254900SQ7IPDOY6IDW33 | Long             | EC               | CORP              | SG        |        5407 | NS      | $37425.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                                       | Henkel AG & Co KGaA                                                                                                         | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |         402 | NS      | $29839.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Oyj                                                 | Orion Oyj                                                                                                                   | CUSIP: 000000000<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |         422 | NS      | $32398.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Energy Corp                                 | Constellation Energy Corp                                                                                                   | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |        1129 | NS      | $371520.03    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellanova                                                 | Kellanova                                                                                                                   | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |        1002 | NS      | $82184.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                                              | Stryker Corp                                                                                                                | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |        1253 | NS      | $463196.51    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tryg A/S                                                  | Tryg A/S                                                                                                                    | CUSIP: 000000000<br>LEI: 213800ZRS8AC4LSTCE39 | Long             | EC               | CORP              | DK        |        1304 | NS      | $33107.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rheinmetall AG                                            | Rheinmetall AG                                                                                                              | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |         176 | NS      | $411694.25    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                  | Enterprise Products Operating LLC                                                                                           | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      175000 | PA      | $176535.70    | 0.03%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust 2021-INV6                                                                                          | CUSIP: 46654FAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      419407 | PA      | $363786.54    | 0.06%             | 2052-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Pearson PLC                                               | Pearson PLC                                                                                                                 | CUSIP: 000000000<br>LEI: 2138004JBXWWJKIURC57 | Long             | EC               | CORP              | GB        |        2354 | NS      | $33476.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Trane Technologies PLC                                    | Trane Technologies PLC                                                                                                      | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |         818 | NS      | $345163.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NBN CO LTD                                                | NBN Co Ltd                                                                                                                  | CUSIP: 62878U2B7<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |      575000 | PA      | $526049.69    | 0.09%             | 2031-05-05      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                         | EURO-SCHATZ FUT DEC25                                                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -4 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                                              | Newmont Corp                                                                                                                | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |        3951 | NS      | $333108.81    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities Inc                       | Alexandria Real Estate Equities Inc                                                                                         | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               |  | US        |         558 | NS      | $46503.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Adyen NV                                                  | Adyen NV                                                                                                                    | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |          96 | NS      | $154471.61    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CapitaLand Investment Ltd/Singapore                       | CapitaLand Investment Ltd/Singapore                                                                                         | CUSIP: 000000000<br>LEI: 254900AT4UQDU7SNXX49 | Long             | EC               | CORP              | SG        |        8602 | NS      | $17964.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                  | Constellation Brands Inc                                                                                                    | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |         553 | NS      | $74472.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                                               | Trimble Inc                                                                                                                 | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |         864 | NS      | $70545.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                                     | AECOM                                                                                                                       | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |         477 | NS      | $62234.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF LITHUANIA                                     | Lithuania Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |     1400000 | PA      | $1690762.66   | 0.30%             | 2031-07-03      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Willis Towers Watson PLC                                  | Willis Towers Watson PLC                                                                                                    | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |         357 | NS      | $123325.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kerry Group PLC                                           | Kerry Group PLC                                                                                                             | CUSIP: 000000000<br>LEI: 635400TLVVBNXLFHWC59 | Long             | EC               | CORP              | IE        |         667 | NS      | $60215.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                               | NVIDIA Corp                                                                                                                 | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |       88364 | NS      | $16486955.12  | 2.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Monday.com Ltd                                            | Monday.com Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 984500MDAFVD86E3B328 | Long             | EC               | CORP              | IL        |         153 | NS      | $29634.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                                           | Best Buy Co Inc                                                                                                             | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |         722 | NS      | $54597.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                              | Chevron Corp                                                                                                                | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7249 | NS      | $1125697.21   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirax Group PLC                                          | Spirax Group PLC                                                                                                            | CUSIP: 000000000<br>LEI: 213800WFVZQMHOZP2W17 | Long             | EC               | CORP              | GB        |         278 | NS      | $25599.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Williams-Sonoma Inc                                       | Williams-Sonoma Inc                                                                                                         | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |         446 | NS      | $87170.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Kingdom Gilt                                       | U.K. Gilts                                                                                                                  | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      780000 | PA      | $1048643.72   | 0.18%             | 2025-10-22      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Johnson Controls International plc                        | Johnson Controls International plc                                                                                          | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |        2392 | NS      | $263000.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD DKK                                                                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $298.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Adobe Inc                                                 | Adobe Inc                                                                                                                   | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |        1526 | NS      | $538296.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                                   | KeyCorp                                                                                                                     | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |        3397 | NS      | $63489.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Assets Holdings Ltd                                 | Power Assets Holdings Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 254900JOWYUW1ZX4DF47 | Long             | EC               | CORP              | HK        |        5426 | NS      | $34344.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED CAD / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |           1 | NC      | $-428.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust               | AASET MT-1 Ltd                                                                                                              | CUSIP: 00039NAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      392787 | PA      | $397669.39    | 0.07%             | 2050-02-16      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd                                 | Woodside Energy Group Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |        7378 | NS      | $111414.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                                                                  | CUSIP: 92343VEF7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      150000 | PA      | $163480.44    | 0.03%             | 2036-10-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Sino Land Co Ltd                                          | Sino Land Co Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 529900G5P51053HJVZ92 | Long             | EC               | CORP              | HK        |       14386 | NS      | $18188.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wharf Holdings Ltd/The                                    | Wharf Holdings Ltd/The                                                                                                      | CUSIP: 000000000<br>LEI: 254900JCV4TBBPX9IW91 | Long             | EC               | CORP              | HK        |        4229 | NS      | $12086.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD SGD                                                                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $6.89         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan Trust                        | Renaissance Home Equity Loan Trust 2002-3                                                                                   | CUSIP: 75970NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      416504 | PA      | $394427.12    | 0.07%             | 2032-12-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                         | Take-Two Interactive Software Inc                                                                                           | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |         667 | NS      | $172326.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                                                                      | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |        6882 | NS      | $330026.58    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Waste Management Inc                                      | Waste Management Inc                                                                                                        | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |        1466 | NS      | $323736.78    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CVC Capital Partners PLC                                  | CVC Capital Partners PLC                                                                                                    | CUSIP: 000000000<br>LEI: 213800E8UQS1KA32YD39 | Long             | EC               | CORP              | JE        |         834 | NS      | $14562.65     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GSK PLC                                                   | GSK PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |       15643 | NS      | $335885.90    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Entergy Corp                                              | Entergy Corp                                                                                                                | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |        1617 | NS      | $150688.23    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                                                                   | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     1800000 | PA      | $1016998.41   | 0.18%             | 2031-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                                                           | CUSIP: 3620C0YH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       13360 | PA      | $13770.38     | 0.00%             | 2039-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Whole Loan Securities Trust                   | Freddie Mac Whole Loan Securities Trust 2015-SC02                                                                           | CUSIP: 3137G1AK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       37162 | PA      | $32778.08     | 0.01%             | 2045-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Elisa Oyj                                                 | Elisa Oyj                                                                                                                   | CUSIP: 000000000<br>LEI: 743700TU2S3DXWGU7H32 | Long             | EC               | CORP              | FI        |         558 | NS      | $29288.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                        | Banco Santander SA                                                                                                          | CUSIP: 05971KAA7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      800000 | PA      | $800715.71    | 0.14%             | 2025-11-19      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| SWAP BNP PARIBAS BOC                                      | SWAP BNP PARIBAS BOC                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |    -1180000 | NS      | $-1180000.00  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                                       | CUSIP: 3132QMN80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       62969 | PA      | $59013.68     | 0.01%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                           | Danske Bank A/S                                                                                                             | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |        2573 | NS      | $109904.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Evonik Industries AG                                      | Evonik Industries AG                                                                                                        | CUSIP: 000000000<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | EC               | CORP              | DE        |         980 | NS      | $17041.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hubbell Inc                                               | Hubbell Inc                                                                                                                 | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |         194 | NS      | $83480.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SWAP MORGAN STANLEY COC                                   | SWAP MORGAN STANLEY COC                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |       27000 | NS      | $27000.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED AUD / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | AU        |           1 | NC      | $-222.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                                              | Alphabet Inc                                                                                                                | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       16308 | NS      | $3971813.40   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD GBP                                                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-9324.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AltaGas Ltd                                               | AltaGas Ltd                                                                                                                 | CUSIP: 021361100<br>LEI: 2549008X5V70MOS4HM10 | Long             | EC               | CORP              | CA        |        1173 | NS      | $36141.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Smiths Group PLC                                          | Smiths Group PLC                                                                                                            | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |        1262 | NS      | $40011.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                      | Las Vegas Sands Corp                                                                                                        | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      350000 | PA      | $357902.84    | 0.06%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                           | Cigna Group/The                                                                                                             | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |         964 | NS      | $277873.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SITC International Holdings Co Ltd                        | SITC International Holdings Co Ltd                                                                                          | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | KY        |        5178 | NS      | $19935.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Admiral Group PLC                                         | Admiral Group PLC                                                                                                           | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |        1018 | NS      | $45945.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                               | Cie Financiere Richemont SA                                                                                                 | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |        2045 | NS      | $392571.07    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Aviation SA                                      | Dassault Aviation SA                                                                                                        | CUSIP: 000000000<br>LEI: 969500CVFTUT88V8QN95 | Long             | EC               | CORP              | FR        |          74 | NS      | $24928.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stockland                                                 | Stockland                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |        9329 | NS      | $37728.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD THB                                                                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-282286.79   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Ryanair Holdings PLC                                      | Ryanair Holdings PLC                                                                                                        | CUSIP: 000000000<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |        3406 | NS      | $99531.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                             | M&T Bank Corp                                                                                                               | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |         582 | NS      | $115014.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED JPY / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $-2790.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF LITHUANIA                                     | Lithuania Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      290000 | PA      | $350229.41    | 0.06%             | 2031-07-03      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Sempra                                                    | Sempra                                                                                                                      | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |        2381 | NS      | $214242.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                                                               | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     6000000 | PA      | $327470.08    | 0.06%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                   | O'Reilly Automotive Inc                                                                                                     | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |        3061 | NS      | $330006.41    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp                                          | W R Berkley Corp                                                                                                            | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |        1093 | NS      | $83745.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                           | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $270475.04    | 0.05%             | 2032-11-22      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Great-West Lifeco Inc                                     | Great-West Lifeco Inc                                                                                                       | CUSIP: 39138C106<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               | CORP              | CA        |        1067 | NS      | $43302.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                           | CVS Health Corp                                                                                                             | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |        4607 | NS      | $347321.73    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    11730000 | PA      | $1743598.45   | 0.30%             | 2032-08-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                                                                         | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      450000 | PA      | $544406.32    | 0.10%             | 2031-07-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                                            | CUSIP: 3132DWNJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2248678 | PA      | $2269325.08   | 0.40%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD THB                                                                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $1560.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                          | Crown Castle Inc                                                                                                            | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |        1582 | NS      | $152647.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc                                     | DuPont de Nemours Inc                                                                                                       | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |        1518 | NS      | $118252.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                    | NextEra Energy Capital Holdings Inc                                                                                         | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      375000 | PA      | $354802.65    | 0.06%             | 2029-11-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SWAP GOLDMAN SACHS BOC                                    | SWAP GOLDMAN SACHS BOC                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |    -1810000 | NS      | $-1810000.00  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED AUD / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $-708.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| adidas AG                                                 | adidas AG                                                                                                                   | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |         637 | NS      | $134968.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   404250000 | PA      | $2681004.26   | 0.47%             | 2035-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| MTU Aero Engines AG                                       | MTU Aero Engines AG                                                                                                         | CUSIP: 000000000<br>LEI: 529900807L67JY81RD65 | Long             | EC               | CORP              | DE        |         207 | NS      | $95496.87     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EMCOR Group Inc                                           | EMCOR Group Inc                                                                                                             | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |         161 | NS      | $104575.94    | 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        |        6604 | NS      | $19500.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrovial SE                                              | Ferrovial SE                                                                                                                | CUSIP: 000000000<br>LEI: 72450022R2ZFL41Y6I04 | Long             | EC               | CORP              | NL        |        1971 | NS      | $113214.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Illumina Inc                                              | Illumina Inc                                                                                                                | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |         581 | NS      | $55177.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bureau Veritas SA                                         | Bureau Veritas SA                                                                                                           | CUSIP: 000000000<br>LEI: 969500TPU5T3HA5D1F11 | Long             | EC               | CORP              | FR        |        1216 | NS      | $38140.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CyberArk Software Ltd                                     | CyberArk Software Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 529900YEXNDM894PWS93 | Long             | EC               | CORP              | IL        |         180 | NS      | $86967.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED CLP / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CL        |           1 | NC      | $-580.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                        | Walt Disney Co/The                                                                                                          | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |        6568 | NS      | $752036.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                       | CUSIP: 01F0426A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      900000 | PA      | $873210.96    | 0.15%             | 2055-10-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                         | Telstra Group Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |       15587 | NS      | $49693.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                              | DNB Bank ASA                                                                                                                | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |        3510 | NS      | $95668.54     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Linde PLC                                                 | Linde PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |        1701 | NS      | $807975.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED EUR / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-5911.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Santos Ltd                                                | Santos Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 5299000RK70B5O2M7077 | Long             | EC               | CORP              | AU        |       12619 | NS      | $56039.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Garmin Ltd                                                | Garmin Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |         586 | NS      | $144284.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc                                       | Quanta Services Inc                                                                                                         | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |         538 | NS      | $222957.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                               | Target Corp                                                                                                                 | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |        1641 | NS      | $147197.70    | 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        |         201 | NS      | $44666.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                         | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1540000 | PA      | $1333242.97   | 0.23%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Gartner Inc                                               | Gartner Inc                                                                                                                 | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |         283 | NS      | $74392.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Hung Kai Properties Ltd                               | Sun Hung Kai Properties Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |        5749 | NS      | $68766.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                  | Marsh & McLennan Cos Inc                                                                                                    | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |        1780 | NS      | $358723.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc                             | Principal Financial Group Inc                                                                                               | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |         812 | NS      | $67322.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                               | Walmart Inc                                                                                                                 | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |       15663 | NS      | $1614228.78   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Symrise AG                                                | Symrise AG                                                                                                                  | CUSIP: 000000000<br>LEI: 529900D82I6R9601CF26 | Long             | EC               | CORP              | DE        |         513 | NS      | $44615.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group PLC                                         | Compass Group PLC                                                                                                           | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |        6554 | NS      | $223397.92    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                             | CUSIP: 31418EJN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2536835 | PA      | $2144825.78   | 0.38%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD IDR                                                                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $698.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    19580000 | PA      | $2930766.87   | 0.51%             | 2029-11-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                          | Coca-Cola Co/The                                                                                                            | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |       14899 | NS      | $988101.68    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                              | Fortinet Inc                                                                                                                | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |        2363 | NS      | $198681.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust 2022-LTV1                                                                                          | CUSIP: 465976AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      520967 | PA      | $468587.20    | 0.08%             | 2052-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| CapitaLand Ascendas REIT                                  | CapitaLand Ascendas REIT                                                                                                    | CUSIP: 000000000<br>LEI: 549300ILIBAEMQZK3L20 | Long             | EC               |  | SG        |       14383 | NS      | $31124.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GoDaddy Inc                                               | GoDaddy Inc                                                                                                                 | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |         517 | NS      | $70741.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Thomson Reuters Corp                                      | Thomson Reuters Corp                                                                                                        | CUSIP: 884903808<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |         609 | NS      | $94564.13     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Nephew PLC                                        | Smith & Nephew PLC                                                                                                          | CUSIP: 000000000<br>LEI: 213800ZTMDN8S67S1H61 | Long             | EC               | CORP              | GB        |        3189 | NS      | $57839.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shopify Inc                                               | Shopify Inc                                                                                                                 | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |        4688 | NS      | $696479.76    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB Inc                                               | MongoDB Inc                                                                                                                 | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |         302 | NS      | $93734.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corp                                      | Ares Management Corp                                                                                                        | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |         796 | NS      | $127272.44    | 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        |        4685 | NS      | $24518.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                                       | OMERS Finance Trust                                                                                                         | CUSIP: 682142AL8<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |      560000 | PA      | $579521.56    | 0.10%             | 2031-03-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     9220000 | PA      | $1317774.58   | 0.23%             | 2034-11-25      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD GBP                                                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $9539.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                      | Royal Bank of Canada                                                                                                        | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |        5414 | NS      | $797959.10    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                            | Public Storage                                                                                                              | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               |  | US        |         564 | NS      | $162911.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                         | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2590000 | PA      | $2519533.79   | 0.44%             | 2026-10-31      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD JPY                                                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-8369.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                                                                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   225700000 | PA      | $892143.82    | 0.16%             | 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        |        9722 | NS      | $49249.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Techtronic Industries Co Ltd                              | Techtronic Industries Co Ltd                                                                                                | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |        5755 | NS      | $73567.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Magna International Inc                                   | Magna International Inc                                                                                                     | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |        1037 | NS      | $49133.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                                                 | ONEOK Inc                                                                                                                   | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      600000 | PA      | $591980.28    | 0.10%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD EUR                                                                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-3446.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                                                                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   413600000 | PA      | $2103787.24   | 0.37%             | 2041-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                                                                        | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1286373.25   | 0.22%             | 2034-09-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| TransUnion                                                | TransUnion                                                                                                                  | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |         697 | NS      | $58394.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc                                                | Airbnb Inc                                                                                                                  | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |        1590 | NS      | $193057.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                                | PACCAR Inc                                                                                                                  | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |        1936 | NS      | $190347.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                          | Exxon Mobil Corp                                                                                                            | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |       15890 | NS      | $1791597.50   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Cellnex Telecom SA                                        | Cellnex Telecom SA                                                                                                          | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |        1913 | NS      | $66261.41     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Corning Inc                                               | Corning Inc                                                                                                                 | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |        2916 | NS      | $239199.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                         | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1540000 | PA      | $1555008.98   | 0.27%             | 2027-09-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                                                                   | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      625000 | PA      | $590622.57    | 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        |        1154 | NS      | $55365.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingspan Group PLC                                        | Kingspan Group PLC                                                                                                          | CUSIP: 000000000<br>LEI: 635400HM7V74SUB9OG75 | Long             | EC               | CORP              | IE        |         620 | NS      | $51838.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                                            | Air Liquide SA                                                                                                              | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |        2222 | NS      | $462968.55    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                                 | Nestle SA                                                                                                                   | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |       10018 | NS      | $920005.38    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED EUR / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $-3448.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                             | CUSIP: 3138WJ4H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       45124 | PA      | $42163.60     | 0.01%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                           | CMS Energy Corp                                                                                                             | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |        1076 | NS      | $78827.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix Inc                                               | Nutanix Inc                                                                                                                 | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |         915 | NS      | $68066.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                                   | Algonquin Power & Utilities Corp                                                                                            | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |      275000 | PA      | $277039.67    | 0.05%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD TRY                                                                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $41161.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Galaxy Entertainment Group Ltd                            | Galaxy Entertainment Group Ltd                                                                                              | CUSIP: 000000000<br>LEI: 549300ZSEBV3HR826S10 | Long             | EC               | CORP              | HK        |        8581 | NS      | $47181.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Elia Group SA/NV                                          | Elia Group SA/NV                                                                                                            | CUSIP: 000000000<br>LEI: 549300S1MP1NFDIKT460 | Long             | EC               | CORP              | BE        |         168 | NS      | $19409.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | Deutsche Bank AG                                                                                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |        7205 | NS      | $255170.68    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Agnico Eagle Mines Ltd                                    | Agnico Eagle Mines Ltd                                                                                                      | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |        1928 | NS      | $324727.46    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JDE Peet's NV                                             | JDE Peet's NV                                                                                                               | CUSIP: 000000000<br>LEI: 724500EHG519SE5ZRT89 | Long             | EC               | CORP              | NL        |         665 | NS      | $24397.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                        | Steel Dynamics Inc                                                                                                          | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |         510 | NS      | $71109.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | PURCHASED CAD / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CA        |           1 | NC      | $-4651.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kesko Oyj                                                 | Kesko Oyj                                                                                                                   | CUSIP: 000000000<br>LEI: 743700OX6HSVMCAHPB95 | Long             | EC               | CORP              | FI        |        1060 | NS      | $22558.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                         | Wolters Kluwer NV                                                                                                           | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |         928 | NS      | $126671.91    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                    | Darden Restaurants Inc                                                                                                      | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |         422 | NS      | $80331.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sagax AB                                                  | Sagax AB                                                                                                                    | CUSIP: 000000000<br>LEI: 549300LJX28T6OM8DT95 | Long             | EC               | CORP              | SE        |         847 | NS      | $17695.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Geberit AG                                                | Geberit AG                                                                                                                  | CUSIP: 000000000<br>LEI: 52990093Z5OHD6T7BS47 | Long             | EC               | CORP              | CH        |         131 | NS      | $98931.36     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BE Semiconductor Industries NV                            | BE Semiconductor Industries NV                                                                                              | CUSIP: 000000000<br>LEI: 7245007A1YFLI2GNYX06 | Long             | EC               | CORP              | NL        |         282 | NS      | $42224.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD AUD                                                                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $1972.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Financial Group Inc/OH                           | American Financial Group Inc/OH                                                                                             | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |         241 | NS      | $35118.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD                                     | McCormick & Co Inc/MD                                                                                                       | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |         910 | NS      | $60888.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc                                 | Palantir Technologies Inc                                                                                                   | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |        8268 | NS      | $1508248.56   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                    | MSCI EMGMKT DEC25                                                                                                           | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |          -3 | NC      | $-1452.53     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| WiseTech Global Ltd                                       | WiseTech Global Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900VE3AF301Q85K83 | Long             | EC               | CORP              | AU        |         812 | NS      | $48544.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                       | Gilead Sciences Inc                                                                                                         | CUSIP: 375558CE1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      200000 | PA      | $202590.78    | 0.04%             | 2064-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                    | Marvell Technology Inc                                                                                                      | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3243 | NS      | $272639.01    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED CHF / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |           1 | NC      | $-277.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED CAD / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CA        |           1 | NC      | $-4635.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CTS Eventim AG & Co KGaA                                  | CTS Eventim AG & Co KGaA                                                                                                    | CUSIP: 000000000<br>LEI: 529900FDHSN08UBJII80 | Long             | EC               | CORP              | DE        |         238 | NS      | $23365.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Consolidated Edison Inc                                   | Consolidated Edison Inc                                                                                                     | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |        1301 | NS      | $130776.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| A&D Mortgage Trust                                        | A&D Mortgage Trust 2023-NQM2                                                                                                | CUSIP: 00002DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      750479 | PA      | $753986.51    | 0.13%             | 2068-05-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                                                                     | CUSIP: 135087Q72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     5640000 | PA      | $4112738.09   | 0.72%             | 2033-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                                       | CUSIP: 31287S5D5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       15579 | PA      | $16347.02     | 0.00%             | 2032-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sandvik AB                                                | Sandvik AB                                                                                                                  | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |        4094 | NS      | $114367.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                                                                      | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |      700000 | PA      | $695998.80    | 0.12%             | 2034-10-31      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Marks & Spencer Group PLC                                 | Marks & Spencer Group PLC                                                                                                   | CUSIP: 000000000<br>LEI: 213800EJP14A79ZG1X44 | Long             | EC               | CORP              | GB        |        7862 | NS      | $38571.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Link REIT                                                 | Link REIT                                                                                                                   | CUSIP: 000000000<br>LEI: 529900XUE70U36QX5M62 | Long             | EC               |  | HK        |       10189 | NS      | $52350.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesobligation                                          | Bundesobligation                                                                                                            | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     4840000 | PA      | $5606204.15   | 0.98%             | 2027-10-15      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                             | Martin Marietta Materials Inc                                                                                               | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |         220 | NS      | $138661.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Assa Abloy AB                                             | Assa Abloy AB                                                                                                               | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |        3876 | NS      | $134915.25    | 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        |        1825 | NS      | $209296.56    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                          | Carlisle Cos Inc                                                                                                            | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |         157 | NS      | $51646.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group Inc                                          | CoStar Group Inc                                                                                                            | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |        1529 | NS      | $129001.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DSM-Firmenich AG                                          | DSM-Firmenich AG                                                                                                            | CUSIP: 000000000<br>LEI: 506700G44V67MPM4BI12 | Long             | EC               | CORP              | CH        |         724 | NS      | $61770.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                           | TJX Cos Inc/The                                                                                                             | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |        4000 | NS      | $578160.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie SA                                                  | Engie SA                                                                                                                    | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |        6986 | NS      | $150174.73    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hikma Pharmaceuticals PLC                                 | Hikma Pharmaceuticals PLC                                                                                                   | CUSIP: 000000000<br>LEI: 549300BNS685UXH4JI75 | Long             | EC               | CORP              | GB        |         638 | NS      | $14645.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Incyte Corp                                               | Incyte Corp                                                                                                                 | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |         588 | NS      | $49868.28     | 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        |          73 | NS      | $68155.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD EUR                                                                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-62208.39    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sage Group PLC/The                                        | Sage Group PLC/The                                                                                                          | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |        3718 | NS      | $55154.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Repsol SA                                                 | Repsol SA                                                                                                                   | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |        4463 | NS      | $79362.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Monster Beverage Corp                                     | Monster Beverage Corp                                                                                                       | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |        2615 | NS      | $176015.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wartsila OYJ Abp                                          | Wartsila OYJ Abp                                                                                                            | CUSIP: 000000000<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |        1936 | NS      | $58069.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED ILS / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IL        |           1 | NC      | $135.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Indutrade AB                                              | Indutrade AB                                                                                                                | CUSIP: 000000000<br>LEI: 549300FISLQ6CEFP1867 | Long             | EC               | CORP              | SE        |        1054 | NS      | $24249.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                    | Berkshire Hathaway Inc                                                                                                      | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |        4888 | NS      | $2457393.12   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Markel Group Inc                                          | Markel Group Inc                                                                                                            | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |          46 | NS      | $87922.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd                                               | Nutrien Ltd                                                                                                                 | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |        1890 | NS      | $110993.53    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vestas Wind Systems A/S                                   | Vestas Wind Systems A/S                                                                                                     | CUSIP: 000000000<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |        3884 | NS      | $73886.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DoorDash Inc                                              | DoorDash Inc                                                                                                                | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |        1275 | NS      | $346787.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DSV A/S                                                   | DSV A/S                                                                                                                     | CUSIP: 000000000<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |         805 | NS      | $160815.28    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD EUR                                                                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $23776.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                       | CUSIP: 01F0406A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      820000 | PA      | $772946.10    | 0.14%             | 2055-10-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                                                               | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     5900000 | PA      | $326453.55    | 0.06%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                            | Hershey Co/The                                                                                                              | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |         538 | NS      | $100632.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannover Rueck SE                                         | Hannover Rueck SE                                                                                                           | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | EC               | CORP              | DE        |         235 | NS      | $70913.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                       | Intesa Sanpaolo SpA                                                                                                         | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |       54677 | NS      | $361916.79    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD NOK                                                                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $522.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc/NC                          | First Citizens BancShares Inc/NC                                                                                            | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |          34 | NS      | $60831.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Copco AB                                            | Atlas Copco AB                                                                                                              | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |       10204 | NS      | $173039.23    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| E-MAC                                                     | E-MAC NL 2006-II BV                                                                                                         | CUSIP: 000000000<br>LEI: 724500N1AQ7L75EHA824 | Long             | ABS-MBS          | CORP              | NL        |      296220 | PA      | $323500.94    | 0.06%             | 2039-01-25      | Floating      | 3.16%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   350500000 | PA      | $2231388.61   | 0.39%             | 2034-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED TRY / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TR        |           1 | NC      | $8544.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JT INTL FIN SERVICES BV                                   | JT International Financial Services BV                                                                                      | CUSIP: 000000000<br>LEI: 549300U2F0PG10VZUN93 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $465679.40    | 0.08%             | 2034-04-11      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Group Inc                                       | TransDigm Group Inc                                                                                                         | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         206 | NS      | $271512.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                               | Netflix Inc                                                                                                                 | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |        1534 | NS      | $1839143.28   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                                                                    | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      250000 | PA      | $284895.72    | 0.05%             | 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        |         844 | NS      | $44594.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED CNH / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CN        |           1 | NC      | $-9508.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                                | Cadence Design Systems Inc                                                                                                  | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |         982 | NS      | $344937.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORP                                       | Charles Schwab Corp/The                                                                                                     | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      710000 | PA      | $760152.50    | 0.13%             | 2034-05-19      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                           | AstraZeneca PLC                                                                                                             | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |        5895 | NS      | $903119.86    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                         | Kimco Realty Corp                                                                                                           | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               |  | US        |        2422 | NS      | $52920.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke KPN NV                                        | Koninklijke KPN NV                                                                                                          | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |       15324 | NS      | $73548.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD JPY                                                                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $355.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aena SME SA                                               | Aena SME SA                                                                                                                 | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |        2879 | NS      | $78709.87     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                                                                        | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $309204.32    | 0.05%             | 2031-02-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                  | Bank Gospodarstwa Krajowego                                                                                                 | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      340000 | PA      | $405815.01    | 0.07%             | 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        |        1378 | NS      | $616282.94    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                                                           | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      298000 | PA      | $365603.77    | 0.06%             | 2043-09-01      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                       | CUSIP: 01F0306A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      230000 | PA      | $202085.54    | 0.04%             | 2055-10-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED CHF / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CH        |           1 | NC      | $-1550.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                    | Corp Andina de Fomento                                                                                                      | CUSIP: 219868CL8<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |      440000 | PA      | $455990.55    | 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        |      400000 | PA      | $530642.02    | 0.09%             | 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        |        3902 | NS      | $64606.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BlueScope Steel Ltd                                       | BlueScope Steel Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 529900H6UQI16XACWC95 | Long             | EC               | CORP              | AU        |        1714 | NS      | $25745.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rocket Lab Corp                                           | Rocket Lab Corp                                                                                                             | CUSIP: 773121108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1711 | NS      | $81974.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sika AG                                                   | Sika AG                                                                                                                     | CUSIP: 000000000<br>LEI: 549300R3N69ECGYPU434 | Long             | EC               | CORP              | CH        |         583 | NS      | $130917.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                                    | Fresenius SE & Co KGaA                                                                                                      | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |        1626 | NS      | $90869.84     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bentley Systems Inc                                       | Bentley Systems Inc                                                                                                         | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Long             | EC               | CORP              | US        |         582 | NS      | $29961.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                                              | Xylem Inc/NY                                                                                                                | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |         884 | NS      | $130390.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                                | Ecolab Inc                                                                                                                  | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |         926 | NS      | $253594.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Whole Loan Securities Trust                   | Freddie Mac Whole Loan Securities Trust 2016-SC01                                                                           | CUSIP: 3137G1AW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       21544 | PA      | $19337.84     | 0.00%             | 2046-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                            | Mastercard Inc                                                                                                              | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |        3089 | NS      | $1757054.09   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Arkema SA                                                 | Arkema SA                                                                                                                   | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | EC               | CORP              | FR        |         218 | NS      | $13822.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic Services Inc                                     | Republic Services Inc                                                                                                       | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |         793 | NS      | $181977.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                  | AT&T Inc                                                                                                                    | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |       26099 | NS      | $737035.76    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Schroders PLC                                             | Schroders PLC                                                                                                               | CUSIP: 000000000<br>LEI: 2138001YYBULX5SZ2H24 | Long             | EC               | CORP              | GB        |        2764 | NS      | $14026.00     | 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      | $275181.19    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD KRW                                                                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $2969.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Salmar ASA                                                | Salmar ASA                                                                                                                  | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGDBK67 | Long             | EC               | CORP              | NO        |         259 | NS      | $13849.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                          | Pernod Ricard SA                                                                                                            | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | EC               | CORP              | FR        |         767 | NS      | $75511.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CAR Group Ltd                                             | CAR Group Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 5299009TFWZGH2AN7D11 | Long             | EC               | CORP              | AU        |        1475 | NS      | $35873.14     | 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        |         456 | NS      | $45577.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kongsberg Gruppen ASA                                     | Kongsberg Gruppen ASA                                                                                                       | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ9HK73 | Long             | EC               | CORP              | NO        |        1705 | NS      | $54487.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom Inc                                              | Broadcom Inc                                                                                                                | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       15947 | NS      | $5261074.77   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                                                                         | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      900000 | PA      | $1045050.38   | 0.18%             | 2027-03-30      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Amgen Inc                                                 | Amgen Inc                                                                                                                   | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |        1970 | NS      | $555934.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Westpac Banking Corp                                      | Westpac Banking Corp                                                                                                        | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | EC               | CORP              | AU        |       13696 | NS      | $352875.22    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                                                                                        | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |       26069 | NS      | $1344899.71   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Antofagasta PLC                                           | Antofagasta PLC                                                                                                             | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Long             | EC               | CORP              | GB        |        1479 | NS      | $55003.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aumovio SE                                                | Aumovio SE                                                                                                                  | CUSIP: 000000000<br>LEI: 391200IGI9RQ7VTOK384 | Long             | EC               | CORP              | DE        |         215 | NS      | $8865.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                                                                     | CUSIP: 135087H72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $52291.44     | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                        | Credit Agricole SA                                                                                                          | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |        4083 | NS      | $80459.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SSE PLC                                                   | SSE PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |        4282 | NS      | $100437.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                                                                     | CUSIP: 44891ADC8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      800000 | PA      | $821152.21    | 0.14%             | 2029-06-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer II, LLC                                   | DataBank Issuer II LLC                                                                                                      | CUSIP: 23802YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      740000 | PA      | $742114.48    | 0.13%             | 2055-09-27      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| JD Sports Fashion PLC                                     | JD Sports Fashion PLC                                                                                                       | CUSIP: 000000000<br>LEI: 213800HROV6Y9MUU8375 | Long             | EC               | CORP              | GB        |        9734 | NS      | $12531.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HEICO Corp                                                | HEICO Corp                                                                                                                  | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |         158 | NS      | $51005.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SoFi Technologies Inc                                     | SoFi Technologies Inc                                                                                                       | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Long             | EC               | CORP              | US        |        4040 | NS      | $106736.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke AG                               | Bayerische Motoren Werke AG                                                                                                 | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |        1086 | NS      | $109455.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Phoenix Financial Ltd                                     | Phoenix Financial Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 254900IUA68QTCFYHE30 | Long             | EC               | CORP              | IL        |         848 | NS      | $31752.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alfa Laval AB                                             | Alfa Laval AB                                                                                                               | CUSIP: 000000000<br>LEI: 549300UCKT2UK88AG251 | Long             | EC               | CORP              | SE        |        1120 | NS      | $51145.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED JPY / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | JP        |           1 | NC      | $-244955.84   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Snap Inc                                                  | Snap Inc                                                                                                                    | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |        3899 | NS      | $30061.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                                                                  | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      790000 | PA      | $988687.93    | 0.17%             | 2043-10-22      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                       | CUSIP: 01F0326A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      770000 | PA      | $703798.02    | 0.12%             | 2055-10-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen AG                                             | Volkswagen AG                                                                                                               | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |         790 | NS      | $85627.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                  | Medtronic Global Holdings SCA                                                                                               | CUSIP: 58507LAN9<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      250000 | PA      | $262336.77    | 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        |         232 | NS      | $62097.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                                         | Hormel Foods Corp                                                                                                           | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |        1074 | NS      | $26570.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                                                                  | CUSIP: 000000000<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      430000 | PA      | $509668.51    | 0.09%             | 2035-04-02      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| STAR 2024-SFR4 Trust                                      | STAR 2024-SFR4 Trust                                                                                                        | CUSIP: 85520AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      798234 | PA      | $801507.69    | 0.14%             | 2041-10-17      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                             | Stellantis NV                                                                                                               | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |        7705 | NS      | $71514.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunge Global SA                                           | Bunge Global SA                                                                                                             | CUSIP: 000000000<br>LEI: 254900IVXSV9K0B7PO26 | Long             | EC               | CORP              | CH        |         505 | NS      | $41031.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                                 | Tesla Inc                                                                                                                   | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       10153 | NS      | $4515242.16   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcon AG                                                  | Alcon AG                                                                                                                    | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |        1930 | NS      | $145164.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| US Bancorp                                                | US Bancorp                                                                                                                  | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |        5652 | NS      | $273161.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Novonesis Novozymes B                                     | Novonesis Novozymes B                                                                                                       | CUSIP: 000000000<br>LEI: 529900T6WNZXD2R3JW38 | Long             | EC               | CORP              | DK        |        1356 | NS      | $83453.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Swisscom AG                                               | Swisscom AG                                                                                                                 | CUSIP: 000000000<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |         101 | NS      | $73411.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banc of America Alternative Loan Trust                    | Banc of America Alternative Loan Trust 2006-7                                                                               | CUSIP: 059469AF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       20545 | PA      | $5796.95      | 0.00%             | 2036-10-25      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                       | Deutsche Telekom AG                                                                                                         | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |       13620 | NS      | $464026.07    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Aviva PLC                                                 | Aviva PLC                                                                                                                   | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |       11899 | NS      | $110075.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED CHF / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CH        |           1 | NC      | $-1206.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Entegris Inc                                              | Entegris Inc                                                                                                                | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |         569 | NS      | $52609.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                                            | CUSIP: 3133N3YX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2294349 | PA      | $1892489.86   | 0.33%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                              | ING Groep NV                                                                                                                | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |       11733 | NS      | $307589.51    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD CNH                                                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $254.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Reddit Inc                                                | Reddit Inc                                                                                                                  | CUSIP: 75734B100<br>LEI: 529900APN1YHPBHPI679 | Long             | EC               | CORP              | US        |         372 | NS      | $85556.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                                                                        | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      650000 | PA      | $583588.64    | 0.10%             | 2035-11-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                        | Home Depot Inc/The                                                                                                          | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |        3579 | NS      | $1450175.01   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp                                       | Alliant Energy Corp                                                                                                         | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |         930 | NS      | $62691.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Schindler Holding AG                                      | Schindler Holding AG                                                                                                        | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |          91 | NS      | $32928.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intel Corp                                                | Intel Corp                                                                                                                  | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |       15923 | NS      | $534216.65    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Veolia Environnement SA                                   | Veolia Environnement SA                                                                                                     | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | EC               | CORP              | FR        |        2395 | NS      | $81674.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                  | Corebridge Financial Inc                                                                                                    | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |         983 | NS      | $31505.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      460000 | PA      | $78671.51     | 0.01%             | 2046-04-25      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Wilmar International Ltd                                  | Wilmar International Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 549300H2EAI4YRLWBB20 | Long             | EC               | CORP              | SG        |        7059 | NS      | $15610.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Labcorp Holdings Inc                                      | Labcorp Holdings Inc                                                                                                        | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         303 | NS      | $86979.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD GBP                                                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1925.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Auto Trader Group PLC                                     | Auto Trader Group PLC                                                                                                       | CUSIP: 000000000<br>LEI: 213800QLK9BZILB1DI86 | Long             | EC               | CORP              | GB        |        3367 | NS      | $35768.57     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Camden Property Trust                                     | Camden Property Trust                                                                                                       | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               |  | US        |         382 | NS      | $40789.96     | 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        |        1831 | NS      | $39325.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANDER NV                                              | Alliander NV                                                                                                                | CUSIP: 000000000<br>LEI: 724500XBZ9QOPTI11U82 | Long             | DBT              | CORP              | NL        |      120000 | PA      | $146453.32    | 0.03%             | 2032-03-27      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| SS&C Technologies Holdings Inc                            | SS&C Technologies Holdings Inc                                                                                              | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |         813 | NS      | $72161.88     | 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      | $-24.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                             | Rio Tinto PLC                                                                                                               | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |        4312 | NS      | $284171.17    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| IMCD NV                                                   | IMCD NV                                                                                                                     | CUSIP: 000000000<br>LEI: 724500NSJPNFJPDAUP02 | Long             | EC               | CORP              | NL        |         227 | NS      | $23527.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                                                                     | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $376617.29    | 0.07%             | 2033-06-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Galp Energia SGPS SA                                      | Galp Energia SGPS SA                                                                                                        | CUSIP: 000000000<br>LEI: 2138003319Y7NM75FG53 | Long             | EC               | CORP              | PT        |        1795 | NS      | $34014.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED DKK / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | DK        |           1 | NC      | $-117.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CapitaLand Integrated Commercial Trust                    | CapitaLand Integrated Commercial Trust                                                                                      | CUSIP: 000000000<br>LEI: 54930031292WUTXF0L29 | Long             | EC               |  | SG        |       21678 | NS      | $38498.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bouygues SA                                               | Bouygues SA                                                                                                                 | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |         734 | NS      | $33106.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Evergy Inc                                                | Evergy Inc                                                                                                                  | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |         834 | NS      | $63400.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Descartes Systems Group Inc/The                           | Descartes Systems Group Inc/The                                                                                             | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |         330 | NS      | $31072.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Inc                                         | Iron Mountain Inc                                                                                                           | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               |  | US        |        1079 | NS      | $109993.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                | Anheuser-Busch InBev SA/NV                                                                                                  | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |        3862 | NS      | $230857.55    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                          | ABN AMRO Bank NV                                                                                                            | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |        2253 | NS      | $72275.23     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Wise PLC                                                  | Wise PLC                                                                                                                    | CUSIP: 000000000<br>LEI: 213800LD9XCHIC1C4V71 | Long             | EC               | CORP              | GB        |        2529 | NS      | $35255.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corp                                                 | PG&E Corp                                                                                                                   | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |        7970 | NS      | $120187.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                             | Koninklijke Ahold Delhaize NV                                                                                               | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |        3514 | NS      | $142192.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc                                                  | AT&T Inc                                                                                                                    | CUSIP: 00206RGE6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      350000 | PA      | $462466.05    | 0.08%             | 2026-12-04      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BCE Inc                                                   | BCE Inc                                                                                                                     | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Long             | EC               | CORP              | CA        |         287 | NS      | $6706.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verbund AG                                                | Verbund AG                                                                                                                  | CUSIP: 000000000<br>LEI: 5299006UDSEJCTTEJS30 | Long             | EC               | CORP              | AT        |         270 | NS      | $19664.91     | 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        |      200000 | PA      | $144131.70    | 0.03%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                                                                  | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      690000 | PA      | $940033.21    | 0.16%             | 2028-06-07      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                                                               | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     5000000 | PA      | $266272.02    | 0.05%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Jacobs Solutions Inc                                      | Jacobs Solutions Inc                                                                                                        | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         438 | NS      | $65638.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US 5YR NOTE (CBT) DEC25                                                                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |           6 | NC      | $-609.37      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | PURCHASED DKK / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | DK        |           1 | NC      | $-201.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED HUF / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | HU        |           1 | NC      | $84.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                       | Abbott Laboratories                                                                                                         | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |        6294 | NS      | $843018.36    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     1240000 | PA      | $217855.52    | 0.04%             | 2051-10-18      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD CNH                                                                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $5841.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand SA                                                | Legrand SA                                                                                                                  | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |        1001 | NS      | $166327.32    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FedEx Corp                                                | FedEx Corp                                                                                                                  | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |         817 | NS      | $192656.77    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp                                              | Veralto Corp                                                                                                                | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |         901 | NS      | $96055.61     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bond                                                                                         | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      477000 | PA      | $487494.71    | 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        |        1385 | NS      | $98404.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                                             | Ford Motor Co                                                                                                               | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |       14199 | NS      | $169820.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED HKD / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | HK        |           1 | NC      | $-44.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED HKD / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | HK        |           1 | NC      | $-72.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                | Kenvue Inc                                                                                                                  | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |        7005 | NS      | $113691.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO-OAT FUTURE DEC25                                                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -1 | NC      | $-1521.99     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                                       | CUSIP: 3128M7SU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         884 | PA      | $937.40       | 0.00%             | 2035-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                              | Apollo Global Management Inc                                                                                                | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |        1631 | NS      | $217363.37    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BPR Trust                                                 | BPR Trust 2022-SSP                                                                                                          | CUSIP: 05602HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      400000 | PA      | $402217.24    | 0.07%             | 2039-05-15      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp                                   | SBA Communications Corp                                                                                                     | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |         392 | NS      | $75793.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                                       | Arista Networks Inc                                                                                                         | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |        3809 | NS      | $555009.39    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| J Sainsbury PLC                                           | J Sainsbury PLC                                                                                                             | CUSIP: 000000000<br>LEI: 213800VGZAAJIKJ9Y484 | Long             | EC               | CORP              | GB        |        6604 | NS      | $29693.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                    | Galaxy Pipeline Assets Bidco Ltd                                                                                            | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |      650000 | PA      | $573447.33    | 0.10%             | 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        |     2890000 | PA      | $2864131.61   | 0.50%             | 2025-12-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                            | Commerzbank AG                                                                                                              | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |        3027 | NS      | $114608.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BASF SE                                                   | BASF SE                                                                                                                     | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | EC               | CORP              | DE        |        3441 | NS      | $171926.96    | 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        |      138289 | PA      | $180070.31    | 0.03%             | 2044-04-17      | Floating      | 6.28%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                        | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3                                                               | CUSIP: 35563PLB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       22661 | PA      | $19782.06     | 0.00%             | 2058-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                              | CaixaBank SA                                                                                                                | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |       15000 | NS      | $158428.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Domino's Pizza Inc                                        | Domino's Pizza Inc                                                                                                          | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |         117 | NS      | $50510.07     | 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        |      700000 | PA      | $701340.57    | 0.12%             | 2048-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Industrivarden AB                                         | Industrivarden AB                                                                                                           | CUSIP: 000000000<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |         605 | NS      | $24014.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                      | Parker-Hannifin Corp                                                                                                        | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |         463 | NS      | $351023.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lonza Group AG                                            | Lonza Group AG                                                                                                              | CUSIP: 000000000<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |         270 | NS      | $180532.35    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                            | GE HealthCare Technologies Inc                                                                                              | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |        1634 | NS      | $122713.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                                  | CSX Corp                                                                                                                    | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |        6795 | NS      | $241290.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                               | PURCHASED ILS / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IL        |           1 | NC      | $380.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Utilities Group PLC                                | United Utilities Group PLC                                                                                                  | CUSIP: 000000000<br>LEI: 2138002IEYQAOC88ZJ59 | Long             | EC               | CORP              | GB        |        2632 | NS      | $40660.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CAE Inc                                                   | CAE Inc                                                                                                                     | CUSIP: 124765108<br>LEI: 549300FFM2BEH2GF1E44 | Long             | EC               | CORP              | CA        |        1180 | NS      | $34941.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANZ SE                                                | Allianz SE                                                                                                                  | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $111369.30    | 0.02%             | 2050-07-08      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                                                                     | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    51360000 | PA      | $133281.54    | 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        |      625000 | PA      | $452289.91    | 0.08%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Whole Loan Securities Trust                   | Freddie Mac Whole Loan Securities Trust 2015-SC01                                                                           | CUSIP: 3137G1AC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        4268 | PA      | $3955.49      | 0.00%             | 2045-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Corpay Inc                                                | Corpay Inc                                                                                                                  | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |         243 | NS      | $69998.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Asset Management Ltd                           | Brookfield Asset Management Ltd                                                                                             | CUSIP: 113004105<br>LEI: 549300CZ84WPNJZKY093 | Long             | EC               | CORP              | CA        |        1603 | NS      | $91224.83     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                                         | Kinder Morgan Inc                                                                                                           | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |        7219 | NS      | $204369.89    | 0.04%             |  |  |  | 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        |      200000 | PA      | $277293.40    | 0.05%             | 2032-04-16      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Belimo Holding AG                                         | Belimo Holding AG                                                                                                           | CUSIP: 000000000<br>LEI: 506700339DLX749VEM23 | Long             | EC               | CORP              | CH        |          39 | NS      | $41016.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cincinnati Financial Corp                                 | Cincinnati Financial Corp                                                                                                   | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |         564 | NS      | $89168.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                               | Goldman Sachs Group Inc/The                                                                                                 | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |        1115 | NS      | $887930.25    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola HBC AG                                          | Coca-Cola HBC AG                                                                                                            | CUSIP: 000000000<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |         844 | NS      | $39818.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo SpA                                              | Leonardo SpA                                                                                                                | CUSIP: 000000000<br>LEI: 529900X4EEX1U9LN3U39 | Long             | EC               | CORP              | IT        |        1540 | NS      | $98539.48     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Logitech International SA                                 | Logitech International SA                                                                                                   | CUSIP: 000000000<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |         576 | NS      | $63359.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                            | Atlas Copco AB                                                                                                              | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |        5947 | NS      | $89487.23     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED CAD / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |           1 | NC      | $-2968.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                        | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3                                                               | CUSIP: 35563PLQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       20681 | PA      | $19615.98     | 0.00%             | 2058-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                               | FinecoBank Banca Fineco SpA                                                                                                 | CUSIP: 000000000<br>LEI: 549300L7YCATGO57ZE10 | Long             | EC               | CORP              | IT        |        2344 | NS      | $50873.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rollins Inc                                               | Rollins Inc                                                                                                                 | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |        1055 | NS      | $61970.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankinter SA                                              | Bankinter SA                                                                                                                | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | EC               | CORP              | ES        |        2603 | NS      | $41149.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Exchange (Futures Market)                           | KOREA 10YR BND FU DEC25                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | KR        |          37 | NC      | $-32172.77    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc                                   | Essential Utilities Inc                                                                                                     | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |        1018 | NS      | $40618.20     | 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      | $86627.86     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ipsen SA                                                  | Ipsen SA                                                                                                                    | CUSIP: 000000000<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |         143 | NS      | $19201.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                      | Freeport-McMoRan Inc                                                                                                        | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |        5040 | NS      | $197668.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                            | ServiceNow Inc                                                                                                              | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |         747 | NS      | $687449.16    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc                                    | CenterPoint Energy Inc                                                                                                      | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |        2381 | NS      | $92382.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                        | PURCHASED EUR / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |           1 | NC      | $369639.86    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sysco Corp                                                | Sysco Corp                                                                                                                  | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |        1737 | NS      | $143024.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc                                 | AvalonBay Communities Inc                                                                                                   | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               |  | US        |         509 | NS      | $98323.53     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CSL Ltd                                                   | CSL Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |        1883 | NS      | $247701.45    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Affirm Holdings Inc                                       | Affirm Holdings Inc                                                                                                         | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         947 | NS      | $69206.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Natural Resources Ltd                            | Canadian Natural Resources Ltd                                                                                              | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |        8258 | NS      | $264051.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| National Australia Bank Ltd                               | National Australia Bank Ltd                                                                                                 | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | EC               | CORP              | AU        |       12090 | NS      | $352686.46    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Gildan Activewear Inc                                     | Gildan Activewear Inc                                                                                                       | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Long             | EC               | CORP              | CA        |         545 | NS      | $31485.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Melrose Industries PLC                                    | Melrose Industries PLC                                                                                                      | CUSIP: 000000000<br>LEI: 213800RGNXXZY2M7TR85 | Long             | EC               | CORP              | GB        |        4819 | NS      | $39674.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FactSet Research Systems Inc                              | FactSet Research Systems Inc                                                                                                | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |         136 | NS      | $38962.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                  | Thermo Fisher Scientific Inc                                                                                                | CUSIP: 883556CE0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      100000 | PA      | $75487.64     | 0.01%             | 2049-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd                                   | QBE Insurance Group Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |        5996 | NS      | $81595.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                | Fidelity National Information Services Inc                                                                                  | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |        1909 | NS      | $125879.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX 2023-INV1                                                                                                               | CUSIP: 67448KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      438329 | PA      | $380198.96    | 0.07%             | 2052-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                                       | CUSIP: 31323AEC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       14845 | PA      | $14405.93     | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ashtead Group PLC                                         | Ashtead Group PLC                                                                                                           | CUSIP: 000000000<br>LEI: 2138007UTBN8X9K1A235 | Long             | EC               | CORP              | GB        |        1612 | NS      | $108102.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Erie Indemnity Co                                         | Erie Indemnity Co                                                                                                           | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |          93 | NS      | $29588.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc                                                | Watsco Inc                                                                                                                  | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |         125 | NS      | $50537.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Julius Baer Group Ltd                                     | Julius Baer Group Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |         802 | NS      | $55845.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DraftKings Inc                                            | DraftKings Inc                                                                                                              | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Long             | EC               | CORP              | US        |        1603 | NS      | $59952.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The                                   | Sherwin-Williams Co/The                                                                                                     | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |         856 | NS      | $296398.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandoz Group AG                                           | Sandoz Group AG                                                                                                             | CUSIP: 000000000<br>LEI: 5493000JWK6XWFEUD320 | Long             | EC               | CORP              | CH        |        1621 | NS      | $96680.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dexcom Inc                                                | Dexcom Inc                                                                                                                  | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |        1371 | NS      | $92254.59     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Givaudan SA                                               | Givaudan SA                                                                                                                 | CUSIP: 000000000<br>LEI: 213800SVRMQA1TD91D41 | Long             | EC               | CORP              | CH        |          36 | NS      | $146845.41    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED EUR / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $-10962.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD CHF                                                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-941.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Prosus NV                                                 | Prosus NV                                                                                                                   | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |        5026 | NS      | $355413.74    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                         | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5160000 | PA      | $3288189.82   | 0.57%             | 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        |        9555 | NS      | $24998.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WH Group Ltd                                              | WH Group Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |       32774 | NS      | $35492.64     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| International Paper Co                                    | International Paper Co                                                                                                      | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |        1843 | NS      | $85515.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    16110000 | PA      | $2290941.42   | 0.40%             | 2027-01-20      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| PRMI Securitization Trust                                 | PRMI Securitization Trust 2021-1                                                                                            | CUSIP: 69359DAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      532796 | PA      | $442970.24    | 0.08%             | 2051-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                             | UniCredit SpA                                                                                                               | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |        5323 | NS      | $405054.14    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NiSource Inc                                              | NiSource Inc                                                                                                                | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |        1710 | NS      | $74043.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                                                                  | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      490000 | PA      | $549968.30    | 0.10%             | 2030-10-22      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| FirstEnergy Corp                                          | FirstEnergy Corp                                                                                                            | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |        1987 | NS      | $91044.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                                       | General Electric Co                                                                                                         | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |        3833 | NS      | $1153043.06   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AON NORTH AMERICA INC                                     | Aon North America Inc                                                                                                       | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      675000 | PA      | $703434.79    | 0.12%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Carlsberg AS                                              | Carlsberg AS                                                                                                                | CUSIP: 000000000<br>LEI: 5299001O0WJQYB5GYZ19 | Long             | EC               | CORP              | DK        |         363 | NS      | $42252.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund                           | Bayview Opportunity Master Fund VIa Trust 2022-INV3                                                                         | CUSIP: 07336FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      565019 | PA      | $489911.25    | 0.09%             | 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        |        2750 | NS      | $19705.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deere & Co                                                | Deere & Co                                                                                                                  | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |         943 | NS      | $431196.18    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hydro One Ltd                                             | Hydro One Ltd                                                                                                               | CUSIP: 448811208<br>LEI: 5493007QZDXTP1W2VL44 | Long             | EC               | CORP              | CA        |        1276 | NS      | $45522.31     | 0.01%             |  |  |  | Yes           |                  1 | On Loan: No      |
| LAS VEGAS SANDS CORP                                      | Las Vegas Sands Corp                                                                                                        | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      169000 | PA      | $176091.90    | 0.03%             | 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        |        1172 | NS      | $217671.92    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                                 | Zurich Insurance Group AG                                                                                                   | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |         576 | NS      | $411714.97    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                        | Analog Devices Inc                                                                                                          | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |        1830 | NS      | $449631.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Danone SA                                                 | Danone SA                                                                                                                   | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |        2480 | NS      | $216090.45    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                          | Roche Holding AG                                                                                                            | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |         123 | NS      | $42556.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                   | Charles Schwab Corp/The                                                                                                     | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |        6263 | NS      | $597928.61    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                               | MetLife Inc                                                                                                                 | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |        2060 | NS      | $169682.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EDP Renovaveis SA                                         | EDP Renovaveis SA                                                                                                           | CUSIP: 000000000<br>LEI: 529900MUFAH07Q1TAX06 | Long             | EC               | CORP              | ES        |        1353 | NS      | $17882.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                   | Jefferies Financial Group Inc                                                                                               | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |      475000 | PA      | $422666.74    | 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        |        1008 | NS      | $262846.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                                                                   | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     1270000 | PA      | $1302383.35   | 0.23%             | 2030-10-29      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Valterra Platinum Ltd                                     | Valterra Platinum Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 529900RORCZ0E5S5FX81 | Long             | EC               | CORP              | ZA        |         537 | NS      | $38331.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aflac Inc                                                 | Aflac Inc                                                                                                                   | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |        1842 | NS      | $205751.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonica SA                                             | Telefonica SA                                                                                                               | CUSIP: 000000000<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |       14399 | NS      | $74100.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | US 10YR NOTE (CBT)DEC25                                                                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -10 | NC      | $2627.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                         | Eversource Energy                                                                                                           | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |        1337 | NS      | $95114.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                                    | F5 Inc                                                                                                                      | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |         208 | NS      | $67223.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                          | Duke Energy Corp                                                                                                            | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |        2812 | NS      | $347985.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED EUR / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-6669.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED HUF / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | HU        |           1 | NC      | $-8.88        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                                | Allianz SE                                                                                                                  | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |        1512 | NS      | $636139.06    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Snowflake Inc                                             | Snowflake Inc                                                                                                               | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |        1166 | NS      | $262991.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Holdings NV                                        | AerCap Holdings NV                                                                                                          | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | NL        |         686 | NS      | $83006.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                        | Meta Platforms Inc                                                                                                          | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |        7821 | NS      | $5743585.98   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                                | Pfizer Inc                                                                                                                  | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |       20640 | NS      | $525907.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                                              | VeriSign Inc                                                                                                                | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |         306 | NS      | $85548.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                                                                     | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |        8734 | NS      | $164509.05    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                           | Ross Stores Inc                                                                                                             | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |        1181 | NS      | $179972.59    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE AG                                                    | RWE AG                                                                                                                      | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | DBT              | CORP              | DE        |      210000 | PA      | $253582.83    | 0.04%             | 2032-01-10      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Lundin Gold Inc                                           | Lundin Gold Inc                                                                                                             | CUSIP: 550371108<br>LEI: 549300ZOV16K515FC525 | Long             | EC               | CORP              | CA        |         412 | NS      | $26694.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                   | Transcontinental Gas Pipe Line Co LLC                                                                                       | CUSIP: 893574AM5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      550000 | PA      | $477715.81    | 0.08%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Lululemon Athletica Inc                                   | Lululemon Athletica Inc                                                                                                     | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |         394 | NS      | $70104.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                                               | Ameren Corp                                                                                                                 | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |         996 | NS      | $103962.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Argenx SE                                                 | Argenx SE                                                                                                                   | CUSIP: 000000000<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |         226 | NS      | $166980.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| First Solar Inc                                           | First Solar Inc                                                                                                             | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |         359 | NS      | $79170.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                   | Metropolitan Life Global Funding I                                                                                          | CUSIP: 59217GEG0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      575000 | PA      | $544165.08    | 0.10%             | 2030-04-09      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                     | Waste Connections Inc                                                                                                       | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |         944 | NS      | $165955.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                                                                                                | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |       12244 | NS      | $503394.20    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                                          | CUSIP: 36202FV86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       23822 | PA      | $23186.43     | 0.00%             | 2041-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nibe Industrier AB                                        | Nibe Industrier AB                                                                                                          | CUSIP: 000000000<br>LEI: 549300ZQH0FIF1P0MX67 | Long             | EC               | CORP              | SE        |        5879 | NS      | $23236.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                                                                | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |       90000 | PA      | $96689.15     | 0.02%             | 2047-01-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| WSP Global Inc                                            | WSP Global Inc                                                                                                              | CUSIP: 92938W202<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | EC               | CORP              | CA        |         500 | NS      | $98261.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mediobanca Banca di Credito Finanziario SpA               | Mediobanca Banca di Credito Finanziario SpA                                                                                 | CUSIP: 000000000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | EC               | CORP              | IT        |        2097 | NS      | $42497.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                | Verizon Communications Inc                                                                                                  | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |       15307 | NS      | $672742.65    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd                                             | BHP Group Ltd                                                                                                               | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |       19832 | NS      | $554010.84    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Generali                                                  | Generali                                                                                                                    | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |        3301 | NS      | $129729.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondi PLC                                                 | Mondi PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 213800LOZA69QFDC9N34 | Long             | EC               | CORP              | GB        |        1679 | NS      | $23224.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Associated British Foods PLC                              | Associated British Foods PLC                                                                                                | CUSIP: 000000000<br>LEI: GBQKSY6W7G0OHCQ8OQ72 | Long             | EC               | CORP              | GB        |        1232 | NS      | $34041.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Molina Healthcare Inc                                     | Molina Healthcare Inc                                                                                                       | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |         202 | NS      | $38654.72     | 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        |      600000 | PA      | $535413.22    | 0.09%             | 2035-11-25      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                               | Oracle Corp                                                                                                                 | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |        6181 | NS      | $1738344.44   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitecap Resources Inc                                    | Whitecap Resources Inc                                                                                                      | CUSIP: 96467A200<br>LEI: 894500UA4G4BTB67II45 | Long             | EC               | CORP              | CA        |        4837 | NS      | $36910.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UCB SA                                                    | UCB SA                                                                                                                      | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |         481 | NS      | $134263.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                    | Standard Chartered PLC                                                                                                      | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |        7674 | NS      | $148933.48    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Experian PLC                                              | Experian PLC                                                                                                                | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | JE        |        3502 | NS      | $175895.49    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD TRY                                                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-19806.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD MYR                                                                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $2839.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RTX Corp                                                  | RTX Corp                                                                                                                    | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |        4826 | NS      | $807534.58    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                                 | Edwards Lifesciences Corp                                                                                                   | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |        2147 | NS      | $166972.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gecina SA                                                 | Gecina SA                                                                                                                   | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | EC               |  | FR        |         176 | NS      | $17680.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alstom SA                                                 | Alstom SA                                                                                                                   | CUSIP: 000000000<br>LEI: 96950032TUYMW11FB530 | Long             | EC               | CORP              | FR        |        1339 | NS      | $35036.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| George Weston Ltd                                         | George Weston Ltd                                                                                                           | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |         667 | NS      | $40685.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fairfax Financial Holdings Ltd                            | Fairfax Financial Holdings Ltd                                                                                              | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |          76 | NS      | $132963.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT AB                                                    | EQT AB                                                                                                                      | CUSIP: 000000000<br>LEI: 213800U7P9GOIRKCTB34 | Long             | EC               | CORP              | SE        |        1424 | NS      | $49386.35     | 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      | $-41135.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| KKR & Co Inc                                              | KKR & Co Inc                                                                                                                | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |        2329 | NS      | $302653.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eni SpA                                                   | Eni SpA                                                                                                                     | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |        7928 | NS      | $138709.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED MXN / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | MX        |           1 | NC      | $60.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EMS-Chemie Holding AG                                     | EMS-Chemie Holding AG                                                                                                       | CUSIP: 000000000<br>LEI: 529900G1XFTGSE0DIX60 | Long             | EC               | CORP              | CH        |          27 | NS      | $19182.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED SGD / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SG        |           1 | NC      | $-138.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                       | Avery Dennison Corp                                                                                                         | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |         287 | NS      | $46542.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                    | Corp Andina de Fomento                                                                                                      | CUSIP: 000000000<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |     1570000 | PA      | $1055698.59   | 0.18%             | 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        |        1071 | NS      | $100449.09    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eiffage SA                                                | Eiffage SA                                                                                                                  | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |         263 | NS      | $33695.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QIAGEN NV                                                 | QIAGEN NV                                                                                                                   | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |         831 | NS      | $37065.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co/The                                             | Boeing Co/The                                                                                                               | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |        2786 | NS      | $601302.38    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hensoldt AG                                               | Hensoldt AG                                                                                                                 | CUSIP: 000000000<br>LEI: 894500686FYLLZD3M624 | Long             | EC               | CORP              | DE        |         245 | NS      | $31909.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| D'ieteren Group                                           | D'ieteren Group                                                                                                             | CUSIP: 000000000<br>LEI: 549300DV5KJ23OKVTW34 | Long             | EC               | CORP              | BE        |          82 | NS      | $15391.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Autodesk Inc                                              | Autodesk Inc                                                                                                                | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |         782 | NS      | $248417.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD TRY                                                                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-96487.27    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Prysmian SpA                                              | Prysmian SpA                                                                                                                | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |        1048 | NS      | $104298.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Orsted AS                                                 | Orsted AS                                                                                                                   | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | EC               | CORP              | DK        |         650 | NS      | $11306.48     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $486938.15    | 0.09%             | 2029-01-13      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Crowdstrike Holdings Inc                                  | Crowdstrike Holdings Inc                                                                                                    | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |         906 | NS      | $444284.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                                   | Aon PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |         738 | NS      | $263156.04    | 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      | $-437107.05   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD TRY                                                                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-248280.80   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BioMerieux                                                | BioMerieux                                                                                                                  | CUSIP: 000000000<br>LEI: 549300AK8Y0LBIQ4T071 | Long             | EC               | CORP              | FR        |         157 | NS      | $21072.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fox Corp                                                  | Fox Corp                                                                                                                    | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |         517 | NS      | $29618.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc                                            | GE Vernova Inc                                                                                                              | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |        1006 | NS      | $618589.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                                            | Blackstone Inc                                                                                                              | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |        2684 | NS      | $458561.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                           | Gen Digital Inc                                                                                                             | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |        1918 | NS      | $54452.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ivanhoe Mines Ltd                                         | Ivanhoe Mines Ltd                                                                                                           | CUSIP: 46579R104<br>LEI: 5299006XZISURYIA4G32 | Long             | EC               | CORP              | CA        |        2822 | NS      | $29929.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Renewable Corp                                 | Brookfield Renewable Corp                                                                                                   | CUSIP: 11285B108<br>LEI: 894500N9AWD5I1YNP231 | Long             | EC               | CORP              | CA        |         537 | NS      | $18486.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexi SpA                                                  | Nexi SpA                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | EC               | CORP              | IT        |        2134 | NS      | $12089.73     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | Morgan Stanley Institutional Liquidity Funds - Government Portfolio                                                         | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |    66016961 | NS      | $66016960.95  | 11.54%            |  |  |  | No            |                  1 | On Loan: No      |
| Ferrari NV                                                | Ferrari NV                                                                                                                  | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | NL        |         479 | NS      | $232181.29    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                         | Allstate Corp/The                                                                                                           | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |         957 | NS      | $205420.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Moncler SpA                                               | Moncler SpA                                                                                                                 | CUSIP: 000000000<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |         884 | NS      | $52026.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Redeia Corp SA                                            | Redeia Corp SA                                                                                                              | CUSIP: 000000000<br>LEI: 5493009HMD0C90GUV498 | Long             | EC               | CORP              | ES        |        1535 | NS      | $29637.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Computershare Ltd                                         | Computershare Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 21380085HOKTMGLV9G93 | Long             | EC               | CORP              | AU        |        2030 | NS      | $48772.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                                                                    | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2070000 | PA      | $2121047.99   | 0.37%             | 2031-08-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Solventum Corp                                            | Solventum Corp                                                                                                              | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |         569 | NS      | $41537.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED PLN / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PL        |           1 | NC      | $-1539.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dover Corp                                                | Dover Corp                                                                                                                  | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |         498 | NS      | $83081.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                                       | Cardinal Health Inc                                                                                                         | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |         858 | NS      | $134671.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc                                               | Cencora Inc                                                                                                                 | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |         664 | NS      | $207519.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wheaton Precious Metals Corp                              | Wheaton Precious Metals Corp                                                                                                | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |        1734 | NS      | $194045.53    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED JPY / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $-6934.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amrize Ltd                                                | Amrize Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 529900SLCCO6K43P8146 | Long             | EC               | CORP              | CH        |        1945 | NS      | $95102.34     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Heidelberg Materials AG                                   | Heidelberg Materials AG                                                                                                     | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |         523 | NS      | $118221.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronext NV                                               | Euronext NV                                                                                                                 | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | Long             | EC               | CORP              | NL        |         303 | NS      | $45362.59     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                      | PURCHASED GBP / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | GB        |           1 | NC      | $-9076.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                      | Las Vegas Sands Corp                                                                                                        | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      275000 | PA      | $280689.33    | 0.05%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                  | Bayer AG                                                                                                                    | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |        3759 | NS      | $125141.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                                         | Kinross Gold Corp                                                                                                           | CUSIP: 496902404<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | EC               | CORP              | CA        |        4632 | NS      | $114959.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                             | CUSIP: 31418MJP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1651 | PA      | $1749.42      | 0.00%             | 2037-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Sofina SA                                                 | Sofina SA                                                                                                                   | CUSIP: 000000000<br>LEI: 5493000GMVR38VUO5D39 | N/A              | DE               |  | BE        |          59 | NS      | $131.61       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED THB / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TH        |           1 | NC      | $478036.85    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| LPL Financial Holdings Inc                                | LPL Financial Holdings Inc                                                                                                  | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |         294 | NS      | $97810.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategy Inc                                              | Strategy Inc                                                                                                                | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EC               | CORP              | US        |         962 | NS      | $309966.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                                       | Carrier Global Corp                                                                                                         | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |        2849 | NS      | $170085.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intact Financial Corp                                     | Intact Financial Corp                                                                                                       | CUSIP: 45823T106<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | EC               | CORP              | CA        |         687 | NS      | $133663.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                                    | Roper Technologies Inc                                                                                                      | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |         387 | NS      | $192993.03    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                                         | Devon Energy Corp                                                                                                           | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |        2274 | NS      | $79726.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                              | LyondellBasell Industries NV                                                                                                | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |         950 | NS      | $46588.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Life Financial Inc                                    | Sun Life Financial Inc                                                                                                      | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |        2160 | NS      | $129705.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International SCA                                  | Hermes International SCA                                                                                                    | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |         121 | NS      | $297543.79    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                                 | Sanofi SA                                                                                                                   | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |        4222 | NS      | $399797.89    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                                       | CUSIP: 3132QQTV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       90175 | PA      | $84472.93     | 0.01%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aegon Ltd                                                 | Aegon Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | BM        |        5154 | NS      | $41551.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Altria Group Inc                                          | Altria Group Inc                                                                                                            | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |        6123 | NS      | $404485.38    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                                       | VICI Properties Inc                                                                                                         | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |        3804 | NS      | $124048.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Capgemini SE                                              | Capgemini SE                                                                                                                | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |         619 | NS      | $90298.13     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED SEK / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |           1 | NC      | $-2596.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Palo Alto Networks Inc                                    | Palo Alto Networks Inc                                                                                                      | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |        2398 | NS      | $488280.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AIB Group PLC                                             | AIB Group PLC                                                                                                               | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |        8702 | NS      | $79333.87     | 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        |      240000 | PA      | $226623.57    | 0.04%             | 2031-10-22      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Starbucks Corp                                            | Starbucks Corp                                                                                                              | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |        4247 | NS      | $359296.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                                          | CUSIP: 36179UUB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       18623 | PA      | $18065.03     | 0.00%             | 2049-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TE Connectivity PLC                                       | TE Connectivity PLC                                                                                                         | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |        1066 | NS      | $234018.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE AG                                                    | RWE AG                                                                                                                      | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |        2454 | NS      | $109150.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cameco Corp                                               | Cameco Corp                                                                                                                 | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |        1650 | NS      | $138478.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                                       | Emerson Electric Co                                                                                                         | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |        2060 | NS      | $270230.80    | 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        |         278 | NS      | $37299.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NUVEEN LLC                                                | Nuveen LLC                                                                                                                  | CUSIP: 67080LAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      225000 | PA      | $236906.99    | 0.04%             | 2034-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                  | Vinci SA                                                                                                                    | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |        1893 | NS      | $263073.97    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                              | Citizens Financial Group Inc                                                                                                | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |        1574 | NS      | $83673.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays PLC                                              | Barclays PLC                                                                                                                | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |       54435 | NS      | $280085.44    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                                  | Simon Property Group Inc                                                                                                    | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |        1174 | NS      | $220324.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TC Energy Corp                                            | TC Energy Corp                                                                                                              | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |        3989 | NS      | $216891.31    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Text Corp                                            | Open Text Corp                                                                                                              | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | CA        |         987 | NS      | $36892.82     | 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        |     1020000 | PA      | $1151241.99   | 0.20%             | 2032-12-01      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED RON / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | RO        |           1 | NC      | $-758.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP                                                | US Bancorp                                                                                                                  | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      462000 | PA      | $492454.52    | 0.09%             | 2034-06-12      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                                           | Yum! Brands Inc                                                                                                             | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |        1007 | NS      | $153064.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD TRY                                                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-161849.27   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barratt Redrow PLC                                        | Barratt Redrow PLC                                                                                                          | CUSIP: 000000000<br>LEI: 2138006R85VEOF5YNK29 | Long             | EC               | CORP              | GB        |        5241 | NS      | $27573.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                                  | New Zealand Local Government Funding Agency Bond                                                                            | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |     2130000 | PA      | $1422458.03   | 0.25%             | 2027-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                | TELUS Corp                                                                                                                  | CUSIP: 87971M103<br>LEI: 894500WE70KKZRQMBU11 | Long             | EC               | CORP              | CA        |        1934 | NS      | $30461.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Communications Inc                                   | Zoom Communications Inc                                                                                                     | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |         877 | NS      | $72352.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S                                    | AP Moller - Maersk A/S                                                                                                      | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |          15 | NS      | $29486.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                             | Live Nation Entertainment Inc                                                                                               | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |         593 | NS      | $96896.20     | 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        |      460000 | PA      | $342261.34    | 0.06%             | 2050-06-22      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| Tenaris SA                                                | Tenaris SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |        1433 | NS      | $25676.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Datadog Inc                                               | Datadog Inc                                                                                                                 | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |        1060 | NS      | $150944.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Docusign Inc                                              | Docusign Inc                                                                                                                | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |         713 | NS      | $51400.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Schindler Holding AG                                      | Schindler Holding AG                                                                                                        | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |         157 | NS      | $59703.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Infrastrutture Wireless Italiane SpA                      | Infrastrutture Wireless Italiane SpA                                                                                        | CUSIP: 000000000<br>LEI: 81560066183FE361C071 | Long             | EC               | CORP              | IT        |        1071 | NS      | $12585.79     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Norsk Hydro ASA                                           | Norsk Hydro ASA                                                                                                             | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |        5270 | NS      | $35831.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Infratil Ltd                                              | Infratil Ltd                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |        2928 | NS      | $20985.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Ltd                                 | CK Hutchison Holdings Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | KY        |       10615 | NS      | $69740.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                    | Corp Andina de Fomento                                                                                                      | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |      570000 | PA      | $586868.64    | 0.10%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                                                                  | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1900000 | PA      | $1949066.45   | 0.34%             | 2033-07-31      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| PulteGroup Inc                                            | PulteGroup Inc                                                                                                              | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         711 | NS      | $93944.43     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson Enterprises Inc                                  | Ferguson Enterprises Inc                                                                                                    | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |         713 | NS      | $160125.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresnillo PLC                                             | Fresnillo PLC                                                                                                               | CUSIP: 000000000<br>LEI: 549300JXWH1UV5J0XV81 | Long             | EC               | CORP              | GB        |        1917 | NS      | $61149.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nice Ltd                                                  | Nice Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |         237 | NS      | $34332.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                             | CUSIP: 31416XW48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       17513 | PA      | $17550.40     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc                    | International Flavors & Fragrances Inc                                                                                      | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |         928 | NS      | $57109.12     | 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        |      400000 | PA      | $460511.04    | 0.08%             | 2027-04-26      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Klepierre SA                                              | Klepierre SA                                                                                                                | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               |  | FR        |         833 | NS      | $32520.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Infrastructure Holdings Ltd                            | CK Infrastructure Holdings Ltd                                                                                              | CUSIP: 000000000<br>LEI: 5299005U11RQ1C27MR12 | Long             | EC               | CORP              | BM        |        2472 | NS      | $16218.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED INR / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IN        |           1 | NC      | $-47.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Epiroc AB                                                 | Epiroc AB                                                                                                                   | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |        2529 | NS      | $53539.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                          | Bank of New York Mellon Corp/The                                                                                            | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |        2602 | NS      | $283513.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortescue Ltd                                             | Fortescue Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |        6555 | NS      | $81180.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PTC Inc                                                   | PTC Inc                                                                                                                     | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |         434 | NS      | $88110.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Technologies Engineering Ltd                    | Singapore Technologies Engineering Ltd                                                                                      | CUSIP: 000000000<br>LEI: 254900OEXGGWCR24DG90 | Long             | EC               | CORP              | SG        |        5654 | NS      | $37754.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Carnival Corp                                             | Carnival Corp                                                                                                               | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |        3778 | NS      | $109221.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                                           | Ulta Beauty Inc                                                                                                             | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |         162 | NS      | $88573.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PRKCM Trust                                               | PRKCM 2023-AFC1 Trust                                                                                                       | CUSIP: 693981AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      637408 | PA      | $639521.40    | 0.11%             | 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        |        1469 | NS      | $121368.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                           | Caterpillar Inc                                                                                                             | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |        1710 | NS      | $815926.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                         | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6230000 | PA      | $5822494.70   | 1.02%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                  | Enterprise Products Operating LLC                                                                                           | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      275000 | PA      | $205317.44    | 0.04%             | 2060-01-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                        | Banco Santander SA                                                                                                          | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |       57545 | NS      | $603895.64    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Whole Loan Securities Trust                   | Freddie Mac Whole Loan Securities Trust 2016-SC01                                                                           | CUSIP: 3137G1AV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       14216 | PA      | $12381.36     | 0.00%             | 2046-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kuehne + Nagel International AG                           | Kuehne + Nagel International AG                                                                                             | CUSIP: 000000000<br>LEI: 529900Q0YED3805QXQ66 | Long             | EC               | CORP              | CH        |         188 | NS      | $35181.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                           | Nordea Bank Abp                                                                                                             | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |       12274 | NS      | $202076.47    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstService Corp                                         | FirstService Corp                                                                                                           | CUSIP: 33767E202<br>LEI: 5493000XUDIV75BCF118 | Long             | EC               | CORP              | CA        |         157 | NS      | $29913.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexagon AB                                                | Hexagon AB                                                                                                                  | CUSIP: 000000000<br>LEI: 549300WJFW6ILNI4TA80 | Long             | EC               | CORP              | SE        |        7979 | NS      | $95214.61     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Baloise Holding AG                                        | Baloise Holding AG                                                                                                          | CUSIP: 000000000<br>LEI: 529900G5XKBZN48T6283 | Long             | EC               | CORP              | CH        |         161 | NS      | $39846.83     | 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        |       12522 | NS      | $159650.64    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     4220000 | PA      | $694172.67    | 0.12%             | 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        |         595 | NS      | $53371.50     | 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        |        5853 | NS      | $20616.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Monolithic Power Systems Inc                              | Monolithic Power Systems Inc                                                                                                | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |         174 | NS      | $160191.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck KGaA                                                | Merck KGaA                                                                                                                  | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | EC               | CORP              | DE        |         493 | NS      | $63964.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                              | QUALCOMM Inc                                                                                                                | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |        3958 | NS      | $658452.88    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RB Global Inc                                             | RB Global Inc                                                                                                               | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |         721 | NS      | $78094.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Denmark Government Bonds                                  | Denmark Government Bonds                                                                                                    | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     3000000 | PA      | $459779.18    | 0.08%             | 2027-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Natera Inc                                                | Natera Inc                                                                                                                  | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         477 | NS      | $76782.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CGI Inc                                                   | CGI Inc                                                                                                                     | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |         771 | NS      | $68673.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED KRW / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $-34019.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Diageo PLC                                                | Diageo PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |        8560 | NS      | $204820.81    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens AG                                                | Siemens AG                                                                                                                  | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |        2897 | NS      | $782126.25    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| ANZ Group Holdings Ltd                                    | ANZ Group Holdings Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 9845005D9C6BAA10BK72 | Long             | EC               | CORP              | AU        |       11757 | NS      | $258166.44    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Textron Inc                                               | Textron Inc                                                                                                                 | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |         653 | NS      | $55171.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc                                | Neurocrine Biosciences Inc                                                                                                  | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |         369 | NS      | $51800.22     | 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        |        2577 | NS      | $92807.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group NV                                               | NN Group NV                                                                                                                 | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |        1065 | NS      | $75101.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    18840000 | PA      | $2828703.41   | 0.49%             | 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        |        1390 | NS      | $11776.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                                            | CUSIP: 3133JLWM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1187238 | PA      | $938362.72    | 0.16%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD NOK                                                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $427.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd                                  | United Overseas Bank Ltd                                                                                                    | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |        4655 | NS      | $125012.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Covestro AG                                               | Covestro AG                                                                                                                 | CUSIP: 000000000<br>LEI: 3912005AWHKLQ1CPLV11 | Long             | EC               | CORP              | DE        |         701 | NS      | $47993.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AutoZone Inc                                              | AutoZone Inc                                                                                                                | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |          60 | NS      | $257414.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     6430000 | PA      | $1166299.58   | 0.20%             | 2049-07-22      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                                         | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1598368.23   | 0.28%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                                       | EssilorLuxottica SA                                                                                                         | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |        1158 | NS      | $377222.85    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp                                     | ON Semiconductor Corp                                                                                                       | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |        1570 | NS      | $77416.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Whole Loan Securities Trust                   | Freddie Mac Whole Loan Securities Trust 2015-SC01                                                                           | CUSIP: 3137G1AA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       14903 | PA      | $13619.19     | 0.00%             | 2045-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Genting Singapore Ltd                                     | Genting Singapore Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 254900Y2N3AK93K1O866 | Long             | EC               | CORP              | SG        |       22295 | NS      | $12710.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Haleon PLC                                                | Haleon PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |       34483 | NS      | $155179.62    | 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        |         514 | NS      | $328175.74    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                       | CUSIP: 01F0606A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2030000 | PA      | $2073930.52   | 0.36%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                  | Ameriprise Financial Inc                                                                                                    | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |         350 | NS      | $171937.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                                        | HCA Healthcare Inc                                                                                                          | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |         651 | NS      | $277456.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty Formula One                    | Liberty Media Corp-Liberty Formula One                                                                                      | CUSIP: 531229755<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         774 | NS      | $80844.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VineBrook Homes                                           | VINE 2023-SFR1 Trust                                                                                                        | CUSIP: 91825KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      908501 | PA      | $902598.27    | 0.16%             | 2040-12-17      | Fixed         | 4.75%                 | No            |                  2 | 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      | $76283.06     | 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        |         693 | NS      | $62836.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Post AG                                          | Deutsche Post AG                                                                                                            | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |        3698 | NS      | $165253.85    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                       | Otis Worldwide Corp                                                                                                         | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |        1427 | NS      | $130470.61    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Transurban Group                                          | Transurban Group                                                                                                            | CUSIP: 000000000<br>LEI: 549300ZR71SUQ4VUTM79 | Long             | EC               | CORP              | AU        |       12154 | NS      | $110891.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KLA Corp                                                  | KLA Corp                                                                                                                    | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |         484 | NS      | $522042.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore PLC                                              | Glencore PLC                                                                                                                | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |       38488 | NS      | $177261.27    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Copart Inc                                                | Copart Inc                                                                                                                  | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |        3329 | NS      | $149705.13    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                                     | Northrop Grumman Corp                                                                                                       | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |         501 | NS      | $305269.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                           | Telefonaktiebolaget LM Ericsson                                                                                             | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |       10809 | NS      | $89563.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                                                                        | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      360000 | PA      | $380197.46    | 0.07%             | 2030-02-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The                          | Hartford Insurance Group Inc/The                                                                                            | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |        1017 | NS      | $135657.63    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stantec Inc                                               | Stantec Inc                                                                                                                 | CUSIP: 85472N109<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | EC               | CORP              | CA        |         439 | NS      | $47344.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                                    | Diamondback Energy Inc                                                                                                      | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |         720 | NS      | $103032.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco BPM SpA                                             | Banco BPM SpA                                                                                                               | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | EC               | CORP              | IT        |        4372 | NS      | $65617.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NVR Inc                                                   | NVR Inc                                                                                                                     | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |          10 | NS      | $80346.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO/THE                                             | Boeing Co/The                                                                                                               | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      200000 | PA      | $212306.34    | 0.04%             | 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        |         874 | NS      | $176285.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                                                                    | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      860000 | PA      | $990648.32    | 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        |         453 | NS      | $349960.62    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                        | PURCHASED ILS / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IL        |           1 | NC      | $825.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                          | Skandinaviska Enskilda Banken AB                                                                                            | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EC               | CORP              | SE        |        5897 | NS      | $115625.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                         | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6600000 | PA      | $6711761.69   | 1.17%             | 2030-08-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED TRY / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TR        |           1 | NC      | $422883.45    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| U-Haul Holding Co                                         | U-Haul Holding Co                                                                                                           | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |         352 | NS      | $17916.80     | 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        |     1690000 | PA      | $2058089.27   | 0.36%             | 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        |        3268 | NS      | $86177.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc                                      | Verisk Analytics Inc                                                                                                        | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |         500 | NS      | $125755.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                                | Humana Inc                                                                                                                  | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |         433 | NS      | $112653.61    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SGS SA                                                    | SGS SA                                                                                                                      | CUSIP: 000000000<br>LEI: 2138007JNS19JHNA2336 | Long             | EC               | CORP              | CH        |         634 | NS      | $65885.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED THB / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TH        |           1 | NC      | $1810.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Knorr-Bremse AG                                           | Knorr-Bremse AG                                                                                                             | CUSIP: 000000000<br>LEI: 5299001GRRO0Z25YZT52 | Long             | EC               | CORP              | DE        |         277 | NS      | $26062.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                                                                    | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     1450000 | PA      | $1242368.95   | 0.22%             | 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        |        1185 | NS      | $12289.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tapestry Inc                                              | Tapestry Inc                                                                                                                | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |         743 | NS      | $84122.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc                                 | Keysight Technologies Inc                                                                                                   | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |         615 | NS      | $107575.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                             | Kroger Co/The                                                                                                               | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |        2297 | NS      | $154840.77    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                                                                 | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $411995.44    | 0.07%             | 2034-03-30      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                                                                       | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $535148.62    | 0.09%             | 2025-12-05      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Pinterest Inc                                             | Pinterest Inc                                                                                                               | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2138 | NS      | $68779.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD THB                                                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $6839.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                              | United Airlines Holdings Inc                                                                                                | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |         291 | NS      | $28081.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX Corp                                               | ROBLOX Corp                                                                                                                 | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1967 | NS      | $272468.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc                                     | RPM International Inc                                                                                                       | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |         464 | NS      | $54696.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pro Medicus Ltd                                           | Pro Medicus Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 98450085A903D1BMFF27 | Long             | EC               | CORP              | AU        |         224 | NS      | $45605.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SGH Ltd                                                   | SGH Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 254900DME8O9GCK94794 | Long             | EC               | CORP              | AU        |         812 | NS      | $26804.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWAP JP MORGAN BOC                                        | SWAP JP MORGAN BOC                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |     -320000 | NS      | $-320000.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Fortive Corp                                              | Fortive Corp                                                                                                                | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |        1238 | NS      | $60649.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc                                    | Church & Dwight Co Inc                                                                                                      | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |         891 | NS      | $78078.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sweden Government Bonds                                   | Sweden Government Bonds                                                                                                     | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |     2860000 | PA      | $294641.92    | 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        |         549 | NS      | $54949.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Epiroc AB                                                 | Epiroc AB                                                                                                                   | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |        1498 | NS      | $28339.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                    | Cie de Saint-Gobain SA                                                                                                      | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |        1721 | NS      | $186473.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UPM-Kymmene Oyj                                           | UPM-Kymmene Oyj                                                                                                             | CUSIP: 000000000<br>LEI: 213800EC6PW5VU4J9U64 | Long             | EC               | CORP              | FI        |        2055 | NS      | $56279.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Synopsys Inc                                              | Synopsys Inc                                                                                                                | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |         674 | NS      | $332544.86    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF SLOVENIA                                      | Slovenia Government International Bond                                                                                      | CUSIP: 831594AH9<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      700000 | PA      | $723954.22    | 0.13%             | 2033-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                              | Canadian National Railway Co                                                                                                | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |        2055 | NS      | $193790.47    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IGM Financial Inc                                         | IGM Financial Inc                                                                                                           | CUSIP: 449586106<br>LEI: 254900RYHLVJNTUFDA95 | Long             | EC               | CORP              | CA        |         319 | NS      | $11612.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                                 | Apple Inc                                                                                                                   | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |       52154 | NS      | $13279973.02  | 2.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Restaurant Brands International Inc                       | Restaurant Brands International Inc                                                                                         | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |        1199 | NS      | $76917.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | PURCHASED JPY / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |           1 | NC      | $-5108.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                       | Erste Group Bank AG                                                                                                         | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |        1227 | NS      | $120617.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                                    | Eurofins Scientific SE                                                                                                      | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | EC               | CORP              | LU        |         451 | NS      | $32889.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Paragon Offshore PLC                                      | Paragon Offshore PLC                                                                                                        | CUSIP: 000000000<br>LEI: 5493009D85BF18WG1Z30 | Long             | EC               | CORP              | GB        |         303 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Eurex Deutschland                                         | EURO STOXX 50 DEC25                                                                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |          -1 | NC      | $-1127.09     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | J.P. Morgan Mortgage Trust 2022-INV3                                                                                        | CUSIP: 46593FAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      459366 | PA      | $398446.45    | 0.07%             | 2052-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                              | Danaher Corp                                                                                                                | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |        2355 | NS      | $466902.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dassault Systemes SE                                      | Dassault Systemes SE                                                                                                        | CUSIP: 000000000<br>LEI: 96950065LBWY0APQIM86 | Long             | EC               | CORP              | FR        |        2593 | NS      | $87231.15     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Smurfit WestRock PLC                                      | Smurfit WestRock PLC                                                                                                        | CUSIP: 000000000<br>LEI: 635400EGSEOPDW2EXS14 | Long             | EC               | CORP              | IE        |        1891 | NS      | $80499.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Auckland International Airport Ltd                        | Auckland International Airport Ltd                                                                                          | CUSIP: 000000000<br>LEI: 549300HFZIZDJWB7AK60 | Long             | EC               | CORP              | NZ        |        5347 | NS      | $24441.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD CAD                                                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $331.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Mediolanum SpA                                      | Banca Mediolanum SpA                                                                                                        | CUSIP: 000000000<br>LEI: 7LVZJ6XRIE7VNZ4UBX81 | Long             | EC               | CORP              | IT        |         854 | NS      | $17152.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lennox International Inc                                  | Lennox International Inc                                                                                                    | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |         116 | NS      | $61405.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Poste Italiane SpA                                        | Poste Italiane SpA                                                                                                          | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | EC               | CORP              | IT        |        1776 | NS      | $42217.38     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                             | Regeneron Pharmaceuticals Inc                                                                                               | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |         387 | NS      | $217598.49    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp                                                | HEICO Corp                                                                                                                  | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |         273 | NS      | $69366.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                                   | Cboe Global Markets Inc                                                                                                     | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |         374 | NS      | $91723.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Hall Mortgages Plc                                  | Great Hall Mortgages No 1 PLC                                                                                               | CUSIP: 000000000<br>LEI: 213800TM9KICQKGTYR78 | Long             | ABS-MBS          | CORP              | GB        |      126932 | PA      | $148241.81    | 0.03%             | 2038-06-18      | Floating      | 2.27%                 | Yes           |                  2 | On Loan: No      |
| Hongkong Land Holdings Ltd                                | Hongkong Land Holdings Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 213800XCHYNRPAYGXW28 | Long             | EC               | CORP              | BM        |        4237 | NS      | $26821.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc                                  | Builders FirstSource Inc                                                                                                    | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |         402 | NS      | $48742.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group PLC                                        | Vodafone Group PLC                                                                                                          | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |       75646 | NS      | $87968.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EXOR NV                                                   | EXOR NV                                                                                                                     | CUSIP: 000000000<br>LEI: 5493002ENHZ6NYET7405 | Long             | EC               | CORP              | NL        |         364 | NS      | $35626.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                             | CUSIP: 3138Y6YJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       24792 | PA      | $24709.66     | 0.00%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ESTONIA                                       | Estonia Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 254900EIG0O7C6C9R437 | Long             | DBT              | NUSS              | EE        |      390000 | PA      | $459692.13    | 0.08%             | 2034-01-17      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD TRY                                                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-24401.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sofina SA                                                 | Sofina SA                                                                                                                   | CUSIP: 000000000<br>LEI: 5493000GMVR38VUO5D39 | Long             | EC               | CORP              | BE        |          59 | NS      | $17444.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Whole Loan Securities Trust                   | Freddie Mac Whole Loan Securities Trust 2015-SC02                                                                           | CUSIP: 3137G1AL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       36450 | PA      | $32793.88     | 0.01%             | 2045-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                                       | CUSIP: 31335ABF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       77288 | PA      | $73378.05     | 0.01%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Demant A/S                                                | Demant A/S                                                                                                                  | CUSIP: 000000000<br>LEI: 213800RM6L9LN78BVA56 | Long             | EC               | CORP              | DK        |         328 | NS      | $11418.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD THB                                                                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-413072.04   | -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      | $-1252.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.              | MSCI SING IX ETS OCT25                                                                                                      | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |           1 | NC      | $-96.59       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD EUR                                                                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-96442.39    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                      | Howmet Aerospace Inc                                                                                                        | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |        1382 | NS      | $271189.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp                                             | AppLovin Corp                                                                                                               | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |         821 | NS      | $589921.34    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                             | Automatic Data Processing Inc                                                                                               | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |        1471 | NS      | $431738.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Rivian Automotive Inc                                     | Rivian Automotive Inc                                                                                                       | CUSIP: 76954A103<br>LEI: 25490004LNKJ84MFYY24 | Long             | EC               | CORP              | US        |        2614 | NS      | $38373.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortis Inc/Canada                                         | Fortis Inc/Canada                                                                                                           | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |        1939 | NS      | $98350.23     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vonovia SE                                                | Vonovia SE                                                                                                                  | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | EC               | CORP              | DE        |        2930 | NS      | $91567.80     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                 | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      454000 | PA      | $456672.81    | 0.08%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Edenred SE                                                | Edenred SE                                                                                                                  | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | EC               | CORP              | FR        |         927 | NS      | $22076.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mid-America Apartment Communities Inc                     | Mid-America Apartment Communities Inc                                                                                       | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               |  | US        |         421 | NS      | $58826.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                                  | Prudential Financial Inc                                                                                                    | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |        1283 | NS      | $133098.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                                       | CUSIP: 31287THN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         531 | PA      | $549.98       | 0.00%             | 2032-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                   | Manulife Financial Corp                                                                                                     | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |        6583 | NS      | $205100.87    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MercadoLibre Inc                                          | MercadoLibre Inc                                                                                                            | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |         166 | NS      | $387932.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| South32 Ltd                                               | South32 Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 213800LAZNPXSBKVHR17 | Long             | EC               | CORP              | AU        |       17894 | NS      | $32436.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sands China Ltd                                           | Sands China Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 549300EVO6UZDGY05787 | Long             | EC               | CORP              | KY        |        9540 | NS      | $26508.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                          | ArcelorMittal SA                                                                                                            | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |        1760 | NS      | $63493.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker BP ASA                                               | Aker BP ASA                                                                                                                 | CUSIP: 000000000<br>LEI: 549300NFTY73920OYK69 | Long             | EC               | CORP              | NO        |        1257 | NS      | $31901.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Telia Co AB                                               | Telia Co AB                                                                                                                 | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | EC               | CORP              | SE        |        9299 | NS      | $35475.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Realty Trust Inc                                  | Digital Realty Trust Inc                                                                                                    | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               |  | US        |        1234 | NS      | $213333.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                                | Nasdaq Inc                                                                                                                  | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |        1560 | NS      | $137982.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                                 | Boeing Co/The                                                                                                               | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      375000 | PA      | $374892.62    | 0.07%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST GOVT FIN AUTH                                  | South Australian Government Financing Authority                                                                             | CUSIP: 000000000<br>LEI: 254900TDPILDN6AUAD69 | Long             | DBT              | NUSS              | AU        |     1400000 | PA      | $730876.71    | 0.13%             | 2034-05-24      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD PLN                                                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $196.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Grifols SA                                                | Grifols SA                                                                                                                  | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | EC               | CORP              | ES        |        1142 | NS      | $16626.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| University of Michigan                                    | UNIV OF MICHIGAN MI                                                                                                         | CUSIP: 914455UJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      270000 | PA      | $218055.21    | 0.04%             | 2122-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| InPost SA                                                 | InPost SA                                                                                                                   | CUSIP: 000000000<br>LEI: 2221003M23QLERR89585 | Long             | EC               | CORP              | LU        |         965 | NS      | $11880.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alamos Gold Inc                                           | Alamos Gold Inc                                                                                                             | CUSIP: 011532108<br>LEI: 894500GIHFJZW7YS9660 | Long             | EC               | CORP              | CA        |        1605 | NS      | $55944.92     | 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      | $384134.10    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                           | WW Grainger Inc                                                                                                             | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |         165 | NS      | $157238.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc                                               | Equifax Inc                                                                                                                 | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |         442 | NS      | $113386.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Franco-Nevada Corp                                        | Franco-Nevada Corp                                                                                                          | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Long             | EC               | CORP              | CA        |         742 | NS      | $165157.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                                                                    | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    15770000 | PA      | $492051.53    | 0.09%             | 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        |        2416 | NS      | $107632.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                                                                     | CUSIP: 135087S21<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      560000 | PA      | $406176.04    | 0.07%             | 2034-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sartorius Stedim Biotech                                  | Sartorius Stedim Biotech                                                                                                    | CUSIP: 000000000<br>LEI: 52990006IVXY7GCSSR39 | Long             | EC               | CORP              | FR        |         111 | NS      | $22621.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | Long: 1343563   TRS USD R E II2470360250923 EQUITYTRS / Short: 1343563   TRS USD P V 00MSOFR II6588740250923 EQUITYTRS      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | GB        |    16315105 | OU      | $-25534.08    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                                                                  | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      910000 | PA      | $1189971.38   | 0.21%             | 2034-07-31      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Prudential PLC                                            | Prudential PLC                                                                                                              | CUSIP: 000000000<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | GB        |       10077 | NS      | $141075.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                                           | T-Mobile US Inc                                                                                                             | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |        1869 | NS      | $447401.22    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                               | Novartis AG                                                                                                                 | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |        7306 | NS      | $939393.27    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Segro PLC                                                 | Segro PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | EC               |  | GB        |        4909 | NS      | $43376.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                       | Kimberly-Clark Corp                                                                                                         | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |        1208 | NS      | $150202.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc                          | Mettler-Toledo International Inc                                                                                            | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |          75 | NS      | $92070.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     3890000 | PA      | $703837.55    | 0.12%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                                                                     | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $489696.59    | 0.09%             | 2032-11-29      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| National Grid PLC                                         | National Grid PLC                                                                                                           | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |       18884 | NS      | $271337.77    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                                                                    | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    27070000 | PA      | $872139.04    | 0.15%             | 2031-12-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    15760000 | PA      | $2197791.53   | 0.38%             | 2030-01-25      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| DCC PLC                                                   | DCC PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 213800UPS1QEE4TD3T45 | Long             | EC               | CORP              | IE        |         373 | NS      | $24010.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      370000 | PA      | $438486.91    | 0.08%             | 2029-09-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                     | Travelers Cos Inc/The                                                                                                       | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |         812 | NS      | $226726.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AIA Group Ltd                                             | AIA Group Ltd                                                                                                               | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |       41707 | NS      | $399718.34    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Saputo Inc                                                | Saputo Inc                                                                                                                  | CUSIP: 802912105<br>LEI: 549300HH4U1DPY0TBT90 | Long             | EC               | CORP              | CA        |         948 | NS      | $23023.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                                | Charter Communications Inc                                                                                                  | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |         324 | NS      | $89134.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp                                      | Deckers Outdoor Corp                                                                                                        | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |         534 | NS      | $54131.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                                        | Kraft Heinz Co/The                                                                                                          | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |        3105 | NS      | $80854.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Healthcare Ltd                                      | Sonic Healthcare Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 549300NQQ5L2NONWR862 | Long             | EC               | CORP              | AU        |        1891 | NS      | $26783.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    24960000 | PA      | $3812163.88   | 0.67%             | 2030-11-19      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                           | Weyerhaeuser Co                                                                                                             | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |        2621 | NS      | $64974.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc                                   | Extra Space Storage Inc                                                                                                     | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               |  | US        |         755 | NS      | $106409.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CK Asset Holdings Ltd                                     | CK Asset Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | KY        |        7618 | NS      | $36894.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Industries Ltd                        | Teva Pharmaceutical Industries Ltd                                                                                          | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |        4333 | NS      | $87526.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke AG                               | Bayerische Motoren Werke AG                                                                                                 | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EP               | CORP              | DE        |         216 | NS      | $20119.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                                                                     | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |     1420000 | PA      | $1403928.39   | 0.25%             | 2038-02-22      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| Delta Air Lines Inc                                       | Delta Air Lines Inc                                                                                                         | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |         583 | NS      | $33085.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                       | GS Mortgage-Backed Securities Trust 2025-PJ8                                                                                | CUSIP: 36272XAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $507695.30    | 0.09%             | 2056-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Long: 1340390   TRS USD R E II6306240250207 EQUITYTRS / Short: 1340390   TRS USD P V 00MSOFR II9400610250207 EQUITY +36 BPS | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FR        |    15956221 | OU      | $1093753.87   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicinity Ltd                                              | Vicinity Ltd                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |       15815 | NS      | $26348.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                                                                          | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1400000 | PA      | $315092.16    | 0.06%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                    | Korea Development Bank/The                                                                                                  | CUSIP: 500630DG0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |      590000 | PA      | $575050.44    | 0.10%             | 2026-07-19      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                                                                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   224000000 | PA      | $952235.05    | 0.17%             | 2046-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| CCL Industries Inc                                        | CCL Industries Inc                                                                                                          | CUSIP: 124900309<br>LEI: 549300TD3EMSRRC0YH75 | Long             | EC               | CORP              | CA        |         562 | NS      | $31675.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Toast Inc                                                 | Toast Inc                                                                                                                   | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |        1675 | NS      | $61154.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                                                                      | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      380000 | PA      | $364952.11    | 0.06%             | 2048-10-31      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | US 10YR ULTRA FUT DEC25                                                                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -3 | NC      | $46.87        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD ZAR                                                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-372.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Groupe Bruxelles Lambert NV                               | Groupe Bruxelles Lambert NV                                                                                                 | CUSIP: 000000000<br>LEI: 549300KV0ZEHT2KVU152 | Long             | EC               | CORP              | BE        |         306 | NS      | $27432.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                      | Las Vegas Sands Corp                                                                                                        | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |        1311 | NS      | $70518.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ChaseFlex Trust                                           | ChaseFlex Trust Series 2007-1                                                                                               | CUSIP: 16165VAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       19711 | PA      | $6445.04      | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bunzl PLC                                                 | Bunzl PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |        1243 | NS      | $39287.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                      | Booking Holdings Inc                                                                                                        | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |         117 | NS      | $631714.59    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                                    | T Rowe Price Group Inc                                                                                                      | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |         801 | NS      | $82214.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco de Sabadell SA                                      | Banco de Sabadell SA                                                                                                        | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | EC               | CORP              | ES        |       19494 | NS      | $76089.13     | 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        |         896 | NS      | $81007.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                                      | Keurig Dr Pepper Inc                                                                                                        | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |        4651 | NS      | $118647.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                            | Merck & Co Inc                                                                                                              | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |        9180 | NS      | $770477.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                                                 | Safran SA                                                                                                                   | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |        1377 | NS      | $488654.68    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinix Inc                                               | Equinix Inc                                                                                                                 | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |         359 | NS      | $281183.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc                                 | Healthpeak Properties Inc                                                                                                   | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               |  | US        |        2530 | NS      | $48449.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED GBP / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $-4991.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nova Ltd                                                  | Nova Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 529900B2DSWE5V3SC292 | Long             | EC               | CORP              | IL        |         110 | NS      | $34979.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Elbit Systems Ltd                                         | Elbit Systems Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 529900Q9CB1REUMZSS32 | Long             | EC               | CORP              | IL        |         104 | NS      | $52909.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Entain PLC                                                | Entain PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 213800GNI3K45LQR8L28 | Long             | EC               | CORP              | IM        |        2353 | NS      | $27808.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                                       | CUSIP: 3132QMQJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      162003 | PA      | $152240.45    | 0.03%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                        | Expand Energy Corp                                                                                                          | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |         831 | NS      | $88285.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO-BTP FUTURE DEC25                                                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -6 | NC      | $-9685.92     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                                      | Colgate-Palmolive Co                                                                                                        | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |        2813 | NS      | $224871.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions Inc                        | Broadridge Financial Solutions Inc                                                                                          | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |         430 | NS      | $102413.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coloplast A/S                                             | Coloplast A/S                                                                                                               | CUSIP: 000000000<br>LEI: 529900NN7SOJ5QG82X67 | Long             | EC               | CORP              | DK        |         471 | NS      | $40595.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                     | Quest Diagnostics Inc                                                                                                       | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |         404 | NS      | $76994.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                                | STERIS PLC                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |         356 | NS      | $88088.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Prime Site AG                                       | Swiss Prime Site AG                                                                                                         | CUSIP: 000000000<br>LEI: 506700XI9H64OPR34158 | Long             | EC               | CORP              | CH        |         311 | NS      | $43567.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| S&P Global Inc                                            | S&P Global Inc                                                                                                              | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |        1137 | NS      | $553389.27    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties Inc                           | Equity LifeStyle Properties Inc                                                                                             | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               |  | US        |         650 | NS      | $39455.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Inc                          | West Pharmaceutical Services Inc                                                                                            | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |         259 | NS      | $67943.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                                   | CRH PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |        2438 | NS      | $292316.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Israel Discount Bank Ltd                                  | Israel Discount Bank Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |        4603 | NS      | $45476.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                                  | Unipol Assicurazioni SpA                                                                                                    | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | EC               | CORP              | IT        |        1406 | NS      | $30225.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED ILS / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IL        |           1 | NC      | $1357.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Flutter Entertainment PLC                                 | Flutter Entertainment PLC                                                                                                   | CUSIP: 000000000<br>LEI: 635400EG4YIJLJMZJ782 | Long             | EC               | CORP              | IE        |         644 | NS      | $163576.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Davide Campari-Milano NV                                  | Davide Campari-Milano NV                                                                                                    | CUSIP: 000000000<br>LEI: 213800ED5AN2J56N6Z02 | Long             | EC               | CORP              | NL        |        2349 | NS      | $14854.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings PLC                                | Phoenix Group Holdings PLC                                                                                                  | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | EC               | CORP              | GB        |        2723 | NS      | $23627.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brambles Ltd                                              | Brambles Ltd                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |        5310 | NS      | $87124.61     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Waters Corp                                               | Waters Corp                                                                                                                 | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |         219 | NS      | $65658.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                            | Eli Lilly & Co                                                                                                              | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |        2907 | NS      | $2218041.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Communications Inc                                 | Rogers Communications Inc                                                                                                   | CUSIP: 775109200<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | EC               | CORP              | CA        |        1399 | NS      | $48161.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| iA Financial Corp Inc                                     | iA Financial Corp Inc                                                                                                       | CUSIP: 45075E104<br>LEI: 549300ZXLJVHQAIXV215 | Long             | EC               | CORP              | CA        |         353 | NS      | $40134.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group Inc                                          | Zillow Group Inc                                                                                                            | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |         582 | NS      | $44843.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| InterContinental Hotels Group PLC                         | InterContinental Hotels Group PLC                                                                                           | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |         557 | NS      | $67347.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglo American PLC                                        | Anglo American PLC                                                                                                          | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |        4210 | NS      | $158747.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED TWD / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TW        |           1 | NC      | $-4136.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                         | Siemens Energy AG                                                                                                           | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |        2624 | NS      | $308527.61    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                   | Arthur J Gallagher & Co                                                                                                     | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |         917 | NS      | $284031.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                                       | Global Payments Inc                                                                                                         | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |         890 | NS      | $73941.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wix.com Ltd                                               | Wix.com Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 5493008P6N29Q1AG9464 | Long             | EC               | CORP              | IL        |         210 | NS      | $37302.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                                                                                         | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       10092 | NS      | $3183319.56   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Gjensidige Forsikring ASA                                 | Gjensidige Forsikring ASA                                                                                                   | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6FAO47 | Long             | EC               | CORP              | NO        |         790 | NS      | $23215.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Halliburton Co                                            | Halliburton Co                                                                                                              | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |        3214 | NS      | $79064.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                            | Amazon.com Inc                                                                                                              | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |       34514 | NS      | $7578238.98   | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Holmen AB                                                 | Holmen AB                                                                                                                   | CUSIP: 000000000<br>LEI: 52990080SH3454F0QE68 | Long             | EC               | CORP              | SE        |         296 | NS      | $11246.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                     | Schneider Electric SE                                                                                                       | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |        2039 | NS      | $573921.97    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| HP Inc                                                    | HP Inc                                                                                                                      | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |        3416 | NS      | $93017.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                                                                      | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      540000 | PA      | $603219.63    | 0.11%             | 2028-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                   | Norway Government Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     1080000 | PA      | $105764.47    | 0.02%             | 2035-06-12      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Swatch Group AG/The                                       | Swatch Group AG/The                                                                                                         | CUSIP: 000000000<br>LEI: 529900NTES2LEON1JZ55 | Long             | EC               | CORP              | CH        |         111 | NS      | $20978.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                               | Equinor ASA                                                                                                                 | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |        3047 | NS      | $74304.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                  | Infineon Technologies AG                                                                                                    | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |        4948 | NS      | $194110.86    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                  | Westinghouse Air Brake Technologies Corp                                                                                    | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |         623 | NS      | $124892.81    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hundred Acre Wood Trust                                   | Hundred Acre Wood Trust 2021-INV3                                                                                           | CUSIP: 44555QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      382292 | PA      | $317839.58    | 0.06%             | 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        |         652 | NS      | $23898.38     | 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        |         434 | NS      | $26489.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                        | Royalty Pharma PLC                                                                                                          | CUSIP: 000000000<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | GB        |        1357 | NS      | $47874.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                                                                  | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2220000 | PA      | $1040820.38   | 0.18%             | 2050-10-22      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| Telenor ASA                                               | Telenor ASA                                                                                                                 | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |        2422 | NS      | $40189.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DTE Energy Co                                             | DTE Energy Co                                                                                                               | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |         751 | NS      | $106213.93    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zalando SE                                                | Zalando SE                                                                                                                  | CUSIP: 000000000<br>LEI: 529900YRFFGH5AXU4S86 | Long             | EC               | CORP              | DE        |         849 | NS      | $26054.30     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Contact Energy Ltd                                        | Contact Energy Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 549300FT5JOXS1PZ1I32 | Long             | EC               | CORP              | NZ        |        2735 | NS      | $14430.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                       | CUSIP: 01F0506A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3380000 | PA      | $3352405.51   | 0.59%             | 2055-10-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                                          | CUSIP: 3617GTNN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        8287 | PA      | $8349.84      | 0.00%             | 2049-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Loews Corp                                                | Loews Corp                                                                                                                  | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |         642 | NS      | $64450.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                                          | CUSIP: 36179MSY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       26358 | PA      | $25603.57     | 0.00%             | 2042-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD KRW                                                                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $842.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Centrica PLC                                              | Centrica PLC                                                                                                                | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | EC               | CORP              | GB        |       18735 | NS      | $42071.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED CLP / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CL        |           1 | NC      | $-1038.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      470000 | PA      | $569859.63    | 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        |         609 | NS      | $278489.61    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp                                           | Fair Isaac Corp                                                                                                             | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |          87 | NS      | $130198.11    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global Inc                                       | Coinbase Global Inc                                                                                                         | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |         724 | NS      | $244342.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Grab Holdings Limited                                     | Grab Holdings Limited                                                                                                       | CUSIP: 000000000<br>LEI: 549300N4VQX83VPJF439 | Long             | EC               | CORP              | KY        |        8770 | NS      | $52795.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                         | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      450000 | PA      | $448918.95    | 0.08%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Graco Inc                                                 | Graco Inc                                                                                                                   | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |         606 | NS      | $51485.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                               | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1235454.99   | 0.22%             | 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        |         294 | NS      | $187833.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intertek Group PLC                                        | Intertek Group PLC                                                                                                          | CUSIP: 000000000<br>LEI: 2138003GAT25WW1RN369 | Long             | EC               | CORP              | GB        |         603 | NS      | $38383.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED AUD / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $-4151.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                                                                  | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      720000 | PA      | $588023.22    | 0.10%             | 2032-08-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Coles Group Ltd                                           | Coles Group Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 549300OHQRG2HN8LZ793 | Long             | EC               | CORP              | AU        |        5198 | NS      | $80011.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Reliance Inc                                              | Reliance Inc                                                                                                                | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |         191 | NS      | $53638.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                                                 | ONEOK Inc                                                                                                                   | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |        2273 | NS      | $165860.81    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                               | Hologic Inc                                                                                                                 | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |         809 | NS      | $54599.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                  | Charter Communications Operating LLC / Charter Communications Operating Capital                                             | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $432425.14    | 0.08%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                  | Baxter International Inc                                                                                                    | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |        1898 | NS      | $43217.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                                   | Bristol-Myers Squibb Co                                                                                                     | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |        7318 | NS      | $330041.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc                                      | Invitation Homes Inc                                                                                                        | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               |  | US        |        2104 | NS      | $61710.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banque Cantonale Vaudoise                                 | Banque Cantonale Vaudoise                                                                                                   | CUSIP: 000000000<br>LEI: K1MOBB3OPSBBQO554R76 | Long             | EC               | CORP              | CH        |         117 | NS      | $13864.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                             | CUSIP: 3140E2FE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       43029 | PA      | $41367.60     | 0.01%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                       | American Express Co                                                                                                         | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |        2074 | NS      | $688899.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD SGD                                                                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $582.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GFL Environmental Inc                                     | GFL Environmental Inc                                                                                                       | CUSIP: 36168Q104<br>LEI: 894500E7NLBY9VZRT696 | Long             | EC               | CORP              | CA        |         962 | NS      | $45594.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc                                 | CH Robinson Worldwide Inc                                                                                                   | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |         430 | NS      | $56932.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncorp Group Ltd                                         | Suncorp Group Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 549300BVOKRTHDIWVT46 | Long             | EC               | CORP              | AU        |        4258 | NS      | $57089.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                             | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1634118 | PA      | $1325268.52   | 0.23%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Teleperformance SE                                        | Teleperformance SE                                                                                                          | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | EC               | CORP              | FR        |         208 | NS      | $15536.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                    | Mercedes-Benz Group AG                                                                                                      | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |        2760 | NS      | $173962.74    | 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        |        3552 | NS      | $264543.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                                | Capital One Financial Corp                                                                                                  | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |        2345 | NS      | $498500.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Fleet Management Corp                             | Element Fleet Management Corp                                                                                               | CUSIP: 286181201<br>LEI: 5493000PGBS1C22ELQ16 | Long             | EC               | CORP              | CA        |        1557 | NS      | $40320.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Quantum Minerals Ltd                                | First Quantum Minerals Ltd                                                                                                  | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |        2607 | NS      | $58969.86     | 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        |        1814 | NS      | $151396.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc                          | American International Group Inc                                                                                            | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |        2077 | NS      | $163127.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Qantas Airways Ltd                                        | Qantas Airways Ltd                                                                                                          | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |        2862 | NS      | $20680.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                                    | Netherlands Government Bond                                                                                                 | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     1060000 | PA      | $1111463.24   | 0.19%             | 2030-07-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Investor AB                                               | Investor AB                                                                                                                 | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |        6677 | NS      | $209018.89    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Halma PLC                                                 | Halma PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 2138007FRGLUR9KGBT40 | Long             | EC               | CORP              | GB        |        1466 | NS      | $68243.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fastenal Co                                               | Fastenal Co                                                                                                                 | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |        4114 | NS      | $201750.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc                             | Annaly Capital Management Inc                                                                                               | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               |  | US        |        2159 | NS      | $43633.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Loblaw Cos Ltd                                            | Loblaw Cos Ltd                                                                                                              | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |        2295 | NS      | $88769.02     | 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        |       22419 | NS      | $432006.16    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                                                                    | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     2500000 | PA      | $608587.41    | 0.11%             | 2029-08-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                                            | Eaton Corp PLC                                                                                                              | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |        1424 | NS      | $532932.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                                       | Gilead Sciences Inc                                                                                                         | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |        4482 | NS      | $497502.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Svenska Handelsbanken AB                                  | Svenska Handelsbanken AB                                                                                                    | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |        5718 | NS      | $74606.36     | 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        |   207750000 | PA      | $812070.68    | 0.14%             | 2049-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Whitbread PLC                                             | Whitbread PLC                                                                                                               | CUSIP: 000000000<br>LEI: 21380099VMZKRMN3EX36 | Long             | EC               | CORP              | GB        |         665 | NS      | $28851.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijer Ref AB                                             | Beijer Ref AB                                                                                                               | CUSIP: 000000000<br>LEI: 549300PZZEUVH08H4G75 | Long             | EC               | CORP              | SE        |        1482 | NS      | $23166.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ConocoPhillips                                            | ConocoPhillips                                                                                                              | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |        4740 | NS      | $448356.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                                                                                           | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |       66704 | NS      | $941401.17    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                                   | Ireland Government Bond                                                                                                     | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      500000 | PA      | $460421.58    | 0.08%             | 2035-05-15      | Fixed         | 0.40%                 | Yes           |                  2 | On Loan: No      |
| SWAPS BARCLAYS BOC                                        | SWAPS BARCLAYS BOC                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |     -260000 | NS      | $-260000.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Heineken NV                                               | Heineken NV                                                                                                                 | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |        1136 | NS      | $88959.09     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-20

**Name of Applicant:** MORGAN STANLEY INSTITUTIONAL FUND TRUST

**Signature:** Francis Smith

**Name of Signer:** Francis Smith

**Title:** Principal Financial Officer