# EDGAR Filing Document

**Accession Number:** 0000814679
**File Stem:** 0000940400-26-008899
**Filing Date:** 2026-2
**Character Count:** 1294689
**Document Hash:** 879a5c9fb6761ab2476c71f310a5bae0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-008899.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0000940400-26-008899

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260227

**DATE AS OF CHANGE**: 20260227

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** ADVANCED SERIES TRUST
- **CENTRAL INDEX KEY:** 0000814679

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05186
- **FILM NUMBER:** 26698282

**BUSINESS ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 6TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102
- **BUSINESS PHONE:** (973) 367-8982

**MAIL ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 6TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AMERICAN SKANDIA TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HENDERSON INTERNATIONAL GROWTH FUND
- **DATE OF NAME CHANGE:** 19920506

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HENDERSON GLOBAL ASSET TRUST
- **DATE OF NAME CHANGE:** 19900302

## Series and Classes Contracts Data

### AST PGIM AGGRESSIVE MULTI-ASSET PORTFOLIO (Series ID: S000006796)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000018404 | AST PGIM AGGRESSIVE MULTI-ASSET PORTFOLIO |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Advanced Series Trust

- **b. Investment Company Act file number:** 811-05186

- **c. CIK number of Registrant:** 0000814679

- **d. LEI of Registrant:** 549300VWSUPW8FKG9V43

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

  - **Street Address 1:** 655 Broad Street

  - **City:** Newark

  - **State:** NJ

  - **Foreign country:** US

  - **Zip / Postal Code:** 07102-4077

  - **Telephone number:** 1-888-778-2888

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

- **a. Name of Series:** AST PGIM Aggressive Multi-Asset Portfolio

- **b. EDGAR series identifier (if any):** S000006796

- **c. LEI of Series:** K27HID1DPWFC3M3VU702

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

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

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $14025505856.12

**Total Liabilities:** $290172728.45

**Net Assets:** $13735333127.67

**Cash Not Reported:** $17638062.67

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018404 | 1.57%                | 0.46%                | 0.42%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $80177294.28             | $98708158.22                               |
| Month 2  | $70499400.38             | $-18268632.82                              |
| Month 3  | $104433625.26            | $-52605740.08                              |

**Designated Index Information**

- **Index Name:** Blended Custom Benchmark

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| INTERCONTINENTAL EXCHANGE, INC.                   | CDS CDX.NA.IG.45.V1                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1011640.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                 | EURO-SCHATZ                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -111 | NC      | $24685.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | JPY CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    -1497000 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Corning Inc                                       | Corning Inc                                                                     | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      100117 | NS      | $8766244.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui Fudosan Co Ltd                             | Mitsui Fudosan Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |       66553 | NS      | $756326.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Western Mining Co Ltd                             | Western Mining Co Ltd                                                           | CUSIP: 000000000<br>LEI: 300300QBV4A9N1NDK519 | Long             | EC               | CORP              | CN        |       18200 | NS      | $72145.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Middleby Corp/The                                 | Middleby Corp/The                                                               | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |        1133 | NS      | $168443.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurich Insurance Group AG                         | Zurich Insurance Group AG                                                       | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |        6410 | NS      | $4850464.19    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                    | CARLYLE US CLO 2017-3 Ltd                                                       | CUSIP: 14314FAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    16250000 | PA      | $16316374.75   | 0.12%             | 2037-10-21      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| New York Times Co/The                             | New York Times Co/The                                                           | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |       18977 | NS      | $1317383.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corp                         | California Resources Corp                                                       | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |       16900 | NS      | $755599.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Methode Electronics Inc                           | Methode Electronics Inc                                                         | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |       43400 | NS      | $288176.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REGION OF LAZIO                                   | Region of Lazio Italy                                                           | CUSIP: 000000000<br>LEI: 81560007498E8B065B77 | Long             | DBT              | NUSS              | IT        |     1076379 | PA      | $1184636.11    | 0.01%             | 2043-03-31      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | ZAR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-14033.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ING GROEP NV                                      | ING Groep NV                                                                    | CUSIP: 456837BR3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      515000 | PA      | $527574.70     | 0.00%             | 2031-03-25      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Turning Point Brands Inc                          | Turning Point Brands Inc                                                        | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |        1900 | NS      | $205960.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rasan Information Technology C                    | Rasan Information Technology Co                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |         594 | NS      | $18344.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOCHTIEF AG                                       | HOCHTIEF AG                                                                     | CUSIP: 000000000<br>LEI: 529900Y25S8NZIYTT924 | Long             | EC               | CORP              | DE        |        4925 | NS      | $1928047.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                            | Kazakhstan Government International Bond                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |      293000 | PA      | $288164.18     | 0.00%             | 2034-09-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Zhen Ding Technology Holding L                    | Zhen Ding Technology Holding Ltd                                                | CUSIP: 000000000<br>LEI: 549300H7R4K33675UP38 | Long             | EC               | CORP              | TW        |      119000 | NS      | $536272.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                           | America Movil SAB de CV                                                         | CUSIP: 000000000<br>LEI: 5493000FNR3UCEAONM59 | Long             | EC               | CORP              | MX        |       15500 | NS      | $16001.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshpet Inc                                      | Freshpet Inc                                                                    | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |         780 | NS      | $47525.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REALTY INCOME CORP                                | Realty Income Corp                                                              | CUSIP: 756109CR3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $2459891.34    | 0.02%             | 2029-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                          | Standard Industries Inc/NY                                                      | CUSIP: 853496AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      600000 | PA      | $580101.08     | 0.00%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | PLN CALL VERSUS EUR PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |     1977000 | NC      | $3191.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                       | Alnylam Pharmaceuticals Inc                                                     | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |        7548 | NS      | $3001462.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Koninklijke KPN NV                                | Koninklijke KPN NV                                                              | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |      320362 | NS      | $1496960.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lucid Group Inc                                   | Lucid Group Inc                                                                 | CUSIP: 549498202<br>LEI: 529900MRL9Z13ZCRVD74 | Long             | EC               | CORP              | US        |        2271 | NS      | $24004.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| VF Corp                                           | VF Corp                                                                         | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |        8007 | NS      | $144766.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SITC International Holdings Co                    | SITC International Holdings Co Ltd                                              | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | HK        |      687000 | NS      | $2458357.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UCB SA                                            | UCB SA                                                                          | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |       17491 | NS      | $4873457.74    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                          | Windstream Services LLC / Windstream Escrow Finance Corp                        | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      330000 | PA      | $346360.39     | 0.00%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                              | National Fuel Gas Co                                                            | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |       36107 | NS      | $2890726.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MercadoLibre Inc                                  | MercadoLibre Inc                                                                | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | UY        |        2789 | NS      | $5617771.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Aena SME SA                                       | Aena SME SA                                                                     | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |       71314 | NS      | $1992574.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | ZAR CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    -2980000 | NC      | $-79590.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alrosa PJSC                                       | Alrosa PJSC                                                                     | CUSIP: 000000000<br>LEI: 894500DKUWVBYZLLE651 | Long             | EC               | CORP              | RU        |      575990 | NS      | $0.73          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Dropbox Inc                                       | Dropbox Inc                                                                     | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |        3259 | NS      | $90600.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co                         | Edgewell Personal Care Co                                                       | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |        5400 | NS      | $92070.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNGARY                                           | Hungary Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     2800000 | PA      | $2871671.71    | 0.02%             | 2032-04-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Otsuka Holdings Co Ltd                            | Otsuka Holdings Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        5900 | NS      | $333699.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| PZU                                               | Powszechny Zaklad Ubezpieczen SA                                                | CUSIP: 000000000<br>LEI: QLPCKOOKVX32FUELX240 | Long             | EC               | CORP              | PL        |      106086 | NS      | $1963593.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                            | DBS Group Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |      154450 | NS      | $6765628.90    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Equifax Inc                                       | Equifax Inc                                                                     | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |        2239 | NS      | $485818.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                                        | AMETEK Inc                                                                      | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |        5019 | NS      | $1030450.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Loblaw Cos Ltd                                    | Loblaw Cos Ltd                                                                  | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |       26400 | NS      | $1193486.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | THB/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-339.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mativ Holdings Inc                                | Mativ Holdings Inc                                                              | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |       46200 | NS      | $561330.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                                         | Nestle SA                                                                       | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |      159324 | NS      | $15814360.25   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Arbor Realty Trust Inc                            | Arbor Realty Trust Inc                                                          | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Long             | EC               | CORP              | US        |       38000 | NS      | $294880.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834DV7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6335000 | PA      | $3387690.86    | 0.02%             | 2039-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BPER Banca SPA                                    | BPER Banca SPA                                                                  | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | EC               | CORP              | IT        |       32994 | NS      | $445830.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intapp Inc                                        | Intapp Inc                                                                      | CUSIP: 45827U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10674 | NS      | $489082.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Fleet Financing LLC                    | Enterprise Fleet Financing 2023-2 LLC                                           | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      489222 | PA      | $491942.16     | 0.00%             | 2030-04-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                            | Corp Andina de Fomento                                                          | CUSIP: 000000000<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |     1000000 | PA      | $1360984.68    | 0.01%             | 2029-04-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Marriott Vacations Worldwide C                    | Marriott Vacations Worldwide Corp                                               | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |        2600 | NS      | $149994.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp                                        | Ciena Corp                                                                      | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |       59699 | NS      | $13961805.13   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | PHP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $39.51         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shift4 Payments Inc                               | Shift4 Payments Inc                                                             | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       26900 | NS      | $1693893.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Lloyds Banking Group PLC                          | Lloyds Banking Group PLC                                                        | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |     4774601 | NS      | $6315430.06    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Peapack-Gladstone Financial Co                    | Peapack-Gladstone Financial Corp                                                | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |       12700 | NS      | $353695.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio Inc                                        | Twilio Inc                                                                      | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |        2597 | NS      | $369397.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HONG KONG                                         | Hong Kong Government International Bond                                         | CUSIP: 000000000<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |      100000 | PA      | $80256.76      | 0.00%             | 2041-11-24      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| China Jushi Co Ltd                                | China Jushi Co Ltd                                                              | CUSIP: 000000000<br>LEI: 300300JZBQ0FKI1TDH04 | Long             | EC               | CORP              | CN        |        5000 | NS      | $12269.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KINGDOM OF SPAIN                                  | Spain Government International Bond                                             | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      625000 | PA      | $862923.89     | 0.01%             | 2029-04-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                 | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1995000 | PA      | $1922112.69    | 0.01%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Astra Agro Lestari Tbk PT                         | Astra Agro Lestari Tbk PT                                                       | CUSIP: 000000000<br>LEI: 529900XU6T7VIQ56SN17 | Long             | EC               | CORP              | ID        |       19200 | NS      | $8491.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International I                    | Mettler-Toledo International Inc                                                | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |         455 | NS      | $634356.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | USD/SGD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $958.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CNBM                                              | China National Building Material Co Ltd                                         | CUSIP: 000000000<br>LEI: 52990085PGF8YEPLBZ26 | Long             | EC               | CORP              | CN        |     1216000 | NS      | $800672.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MS&AD Insurance Group Holdings                    | MS&AD Insurance Group Holdings Inc                                              | CUSIP: 000000000<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |      189800 | NS      | $4455939.41    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHSTATE BANK CORP                              | SOUTHSTATE BANK CORP                                                            | CUSIP: 84472E102<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |        1760 | NS      | $165633.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp                                      | Oshkosh Corp                                                                    | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |        1424 | NS      | $178897.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Semiconductor Co Ltd                        | Hanmi Semiconductor Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        6920 | NS      | $613480.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KB Financial Group Inc                            | KB Financial Group Inc                                                          | CUSIP: 000000000<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |        1532 | NS      | $131881.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ball Corp                                         | Ball Corp                                                                       | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |       20831 | NS      | $1103418.07    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINAGOLDINTL                                     | China Gold International Resources Corp Ltd                                     | CUSIP: 16890P103<br>LEI: 529900936ZPAXB0LZD87 | Long             | EC               | CORP              | CA        |        5200 | NS      | $104893.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3900000 | PA      | $3886593.75    | 0.03%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Transcend Information Inc                         | Transcend Information Inc                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |       15000 | NS      | $93398.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD/COP FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $44327.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| E.ON SE                                           | E.ON SE                                                                         | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |      289502 | NS      | $5481697.53    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Wuxi Biologics Cayman Inc                         | Wuxi Biologics Cayman Inc                                                       | CUSIP: 000000000<br>LEI: 5493001TD2TH6VDTJU11 | Long             | EC               | CORP              | CN        |       25000 | NS      | $101095.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                              | Williams Cos Inc/The                                                            | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      132621 | NS      | $7971848.31    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gates Industrial Corp PLC                         | Gates Industrial Corp PLC                                                       | CUSIP: 000000000<br>LEI: 549300S6K4FWUSB9KM27 | Long             | EC               | CORP              | US        |       98054 | NS      | $2105219.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Emaar Development PJSC                            | Emaar Development PJSC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AE        |      621538 | NS      | $2562917.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                             | Scotts Miracle-Gro Co/The                                                       | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     1725000 | PA      | $1624667.95    | 0.01%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                       | Phillips 66                                                                     | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       39330 | NS      | $5075143.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                    | ServiceNow Inc                                                                  | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      127185 | NS      | $19483470.15   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MIRATI THERAPEUTICS INC                           | MIRATI THERAPEUTICS INC                                                         | CUSIP: 604CVR027<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1574 | NS      | $0.16          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| TIS Inc                                           | TIS Inc                                                                         | CUSIP: 000000000<br>LEI: 35380064HYEZXBQHDF07 | Long             | EC               | CORP              | JP        |       29800 | NS      | $1001148.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |    24900000 | OU      | $19.85         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Encompass Health Corp                             | Encompass Health Corp                                                           | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |       21059 | NS      | $2235202.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COMUNE DI MILANO                                  | City of Milan Italy                                                             | CUSIP: 000000000<br>LEI: 8156001967BDA37A6B23 | Long             | DBT              | NUSS              | IT        |      950000 | PA      | $1132504.12    | 0.01%             | 2035-06-29      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                     | United States Treasury Bill                                                     | CUSIP: 912797ST5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    20000000 | PA      | $19881537.80   | 0.14%             | 2026-03-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                   | CVS Health Corp                                                                 | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      208522 | NS      | $16548305.92   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovent Biologics Inc                            | Innovent Biologics Inc                                                          | CUSIP: 000000000<br>LEI: 25490058ONL9SCIE1R22 | Long             | EC               | CORP              | CN        |       57998 | NS      | $567609.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SGS SA                                            | SGS SA                                                                          | CUSIP: 000000000<br>LEI: 2138007JNS19JHNA2336 | Long             | EC               | CORP              | CH        |        8260 | NS      | $944515.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TransMedics Group Inc                             | TransMedics Group Inc                                                           | CUSIP: 89377M109<br>LEI: 549300060GVOSMWARH50 | Long             | EC               | CORP              | US        |        6900 | NS      | $839385.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Tyler Technologies Inc                            | Tyler Technologies Inc                                                          | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |         155 | NS      | $70362.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyocera Corp                                      | Kyocera Corp                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      140200 | NS      | $1965423.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Xylem Inc/NY                                      | Xylem Inc/NY                                                                    | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |       63416 | NS      | $8635990.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                      | CZK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $18407.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SMC Corp                                          | SMC Corp                                                                        | CUSIP: 000000000<br>LEI: 353800O40V08DOZ70X62 | Long             | EC               | CORP              | JP        |        5600 | NS      | $1937604.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ACV Auctions Inc                                  | ACV Auctions Inc                                                                | CUSIP: 00091G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       28894 | NS      | $231729.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings Inc                                  | RBC Bearings Inc                                                                | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1365 | NS      | $612106.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Claros Mortgage Trust Inc                         | Claros Mortgage Trust Inc                                                       | CUSIP: 18270D106<br>LEI: 549300Z9LU2CZ3K30C16 | Long             | EC               | CORP              | US        |       95300 | NS      | $291618.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Innodisk Corp                                     | Innodisk Corp                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |        2000 | NS      | $36666.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CapitaLand Ascendas REIT                          | CapitaLand Ascendas REIT                                                        | CUSIP: 000000000<br>LEI: 549300ILIBAEMQZK3L20 | Long             | EC               | CORP              | SG        |      152798 | NS      | $335937.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                          | Slovakia Government Bond                                                        | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |     1000000 | PA      | $1193489.05    | 0.01%             | 2035-02-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SiteOne Landscape Supply Inc                      | SiteOne Landscape Supply Inc                                                    | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |         696 | NS      | $86693.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambarella Inc                                     | Ambarella Inc                                                                   | CUSIP: 000000000<br>LEI: 254900XN7F4DG0CEKC02 | Long             | EC               | CORP              | US        |        6400 | NS      | $453376.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                                     | Coherent Corp                                                                   | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |        8640 | NS      | $1594684.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | CNH/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2130.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | KRW/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $69611.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       70000 | PA      | $72142.41      | 0.00%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      900000 | PA      | $1037034.09    | 0.01%             | 2034-10-22      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| CALEDONIA GENERA                                  | Caledonia Generating LLC                                                        | CUSIP: 129268AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      201545 | PA      | $178379.81     | 0.00%             | 2034-02-28      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| DXC Technology Co                                 | DXC Technology Co                                                               | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |       14604 | NS      | $213948.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                                  | Under Armour Inc                                                                | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |        4790 | NS      | $23806.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| LOGICOR FINANCING SARL                            | Logicor Financing Sarl                                                          | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |     1000000 | PA      | $1156749.36    | 0.01%             | 2027-07-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Citi Trends Inc                                   | Citi Trends Inc                                                                 | CUSIP: 17306X102<br>LEI: 529900D06Q0FPHV34S87 | Long             | EC               | CORP              | US        |        2600 | NS      | $108056.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnico Eagle Mines Ltd                            | Agnico Eagle Mines Ltd                                                          | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |        4300 | NS      | $729203.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TVS Motor Co Ltd                                  | TVS Motor Co Ltd                                                                | CUSIP: 000000000<br>LEI: 335800URVL13UQEWM152 | Long             | EC               | CORP              | IN        |        2416 | NS      | $100114.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Embecta Corp                                      | Embecta Corp                                                                    | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |       38700 | NS      | $459756.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/TRY FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8453.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Warrior Met Coal Inc                              | Warrior Met Coal Inc                                                            | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |       24200 | NS      | $2133714.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Commvault Systems Inc                             | Commvault Systems Inc                                                           | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |        2200 | NS      | $275792.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Astronics Corp                                    | Astronics Corp                                                                  | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |       18000 | NS      | $976320.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Link REIT                                         | Link REIT                                                                       | CUSIP: 000000000<br>LEI: 529900XUE70U36QX5M62 | Long             | EC               | CORP              | HK        |       49343 | NS      | $220317.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Music Entertainment Gr                    | Tencent Music Entertainment Group                                               | CUSIP: 88034P109<br>LEI: 213800XTZK2GOHQTYK41 | Long             | EC               | CORP              | CN        |       94200 | NS      | $1651326.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc                            | Genworth Financial Inc                                                          | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |      244300 | NS      | $2206029.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BSE Ltd                                           | BSE Ltd                                                                         | CUSIP: 000000000<br>LEI: 335800UOTLCPTZQVDA19 | Long             | EC               | CORP              | IN        |       16749 | NS      | $491203.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| South32 Ltd                                       | South32 Ltd                                                                     | CUSIP: 000000000<br>LEI: 213800LAZNPXSBKVHR17 | Long             | EC               | CORP              | AU        |      491526 | NS      | $1163494.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                            | CUSIP: 91087BBN9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      530000 | PA      | $622077.43     | 0.00%             | 2034-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                      | Stryker Corp                                                                    | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |        5556 | NS      | $1952767.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | MXN CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    -5960000 | NC      | $-76373.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                              | Lockheed Martin Corp                                                            | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |        3280 | NS      | $1586437.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group Inc                                     | MYR Group Inc                                                                   | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |        7300 | NS      | $1595050.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BKV Corp                                          | BKV Corp                                                                        | CUSIP: 05603J108<br>LEI: 549300S3T4Z01TRFU656 | Long             | EC               | CORP              | US        |       21400 | NS      | $581010.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wartsila OYJ Abp                                  | Wartsila OYJ Abp                                                                | CUSIP: 000000000<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |      109873 | NS      | $3890011.48    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Daimler Truck Holding AG                          | Daimler Truck Holding AG                                                        | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |        7475 | NS      | $323761.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Helios Technologies Inc                           | Helios Technologies Inc                                                         | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |        6172 | NS      | $330140.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Corp                                   | Mitsubishi Corp                                                                 | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |      253600 | NS      | $5800513.31    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Geely Automobile Holdings Ltd                     | Geely Automobile Holdings Ltd                                                   | CUSIP: 000000000<br>LEI: 549300YS3T1KVQ2SNI84 | Long             | EC               | CORP              | HK        |       37000 | NS      | $85576.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6549000 | PA      | $6532627.50    | 0.05%             | 2032-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd                             | Julius Baer Group Ltd                                                           | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |        5610 | NS      | $438313.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | INR CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |     8973000 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Riskified Ltd                                     | Riskified Ltd                                                                   | CUSIP: 000000000<br>LEI: 894500GU19M0O0BYWM49 | Long             | EC               | CORP              | IL        |       30732 | NS      | $152738.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BXP Inc                                           | BXP Inc                                                                         | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |        4963 | NS      | $334903.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Realty Income Corp                                | Realty Income Corp                                                              | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |       59280 | NS      | $3341613.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Cisarua Mountain Dairy PT TBK                     | Cisarua Mountain Dairy PT TBK                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |       96000 | NS      | $32527.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Holdings Inc                               | Nomura Holdings Inc                                                             | CUSIP: 000000000<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |      420400 | NS      | $3502129.50    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG                                         | HONG KONG GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: 000000000<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |     3000000 | PA      | $461828.75     | 0.00%             | 2033-06-07      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Amer Sports Inc                                   | Amer Sports Inc                                                                 | CUSIP: 000000000<br>LEI: 391200YCSWTRD1J21867 | Long             | EC               | CORP              | FI        |        2590 | NS      | $96736.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Research Institute Ltd                     | Nomura Research Institute Ltd                                                   | CUSIP: 000000000<br>LEI: 5299005F1HCVF4M4QN79 | Long             | EC               | CORP              | JP        |       18600 | NS      | $707815.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrari NV                                        | Ferrari NV                                                                      | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | IT        |        1517 | NS      | $563738.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PDD Holdings Inc                                  | PDD Holdings Inc                                                                | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | IE        |       12435 | NS      | $1410004.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF PANAMA                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $2572.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMMB Holdings Bhd                                 | AMMB Holdings Bhd                                                               | CUSIP: 000000000<br>LEI: 254900R0GQB7U67SCH62 | Long             | EC               | CORP              | MY        |       32200 | NS      | $51556.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Astec Industries Inc                              | Astec Industries Inc                                                            | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |       15100 | NS      | $654132.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Turkiye Is Bankasi AS                             | Turkiye Is Bankasi AS                                                           | CUSIP: 000000000<br>LEI: 789000FIRX9MDN0KTM91 | Long             | EC               | CORP              | TR        |      902587 | NS      | $295512.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                    | BorgWarner Inc                                                                  | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |        4853 | NS      | $218676.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                             | ON Semiconductor Corp                                                           | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |        9250 | NS      | $500887.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Newmont Corp                                      | Newmont Corp                                                                    | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |       95515 | NS      | $9537172.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                               | Cardinal Health Inc                                                             | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |       62298 | NS      | $12802239.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd                              | Assured Guaranty Ltd                                                            | CUSIP: 000000000<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |        1235 | NS      | $110989.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology SA                             | Spotify Technology SA                                                           | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | SE        |       32241 | NS      | $18722671.11   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp                             | Independent Bank Corp                                                           | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |       25200 | NS      | $1841616.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                      | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $15241.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WP Carey Inc                                      | WP Carey Inc                                                                    | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |        4781 | NS      | $307705.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMB WESTON HLD                                   | Lamb Weston Holdings Inc                                                        | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |      525000 | PA      | $507601.90     | 0.00%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Axsome Therapeutics Inc                           | Axsome Therapeutics Inc                                                         | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |        1700 | NS      | $310488.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half Inc                                   | Robert Half Inc                                                                 | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |        2306 | NS      | $62630.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shanghai Rural Commercial Bank                    | Shanghai Rural Commercial Bank Co Ltd                                           | CUSIP: 000000000<br>LEI: 300300C1122131000095 | Long             | EC               | CORP              | CN        |       70800 | NS      | $94287.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                           | United Rentals North America Inc                                                | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      325000 | PA      | $304918.23     | 0.00%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                             | Quest Diagnostics Inc                                                           | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |        2450 | NS      | $425148.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                                | IQVIA Holdings Inc                                                              | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |        3686 | NS      | $830861.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Bank5                                             | BANK5 2025-5YR14                                                                | CUSIP: 06604MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4900000 | PA      | $5124315.63    | 0.04%             | 2058-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UiPath Inc                                        | UiPath Inc                                                                      | CUSIP: 90364P105<br>LEI: 5493000YP61KBELDHT53 | Long             | EC               | CORP              | US        |        8379 | NS      | $137331.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $30795.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SLOVENIA                              | Slovenia Government International Bond                                          | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |     2200000 | PA      | $2278760.00    | 0.02%             | 2033-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANGKO PILIPINAS BOND                             | Bangko Sentral ng Pilipinas International Bond                                  | CUSIP: 059891AA9<br>LEI: 4IDQTQC5NXVM3WSFHR30 | Long             | DBT              | NUSS              | PH        |     1000000 | PA      | $1064440.00    | 0.01%             | 2027-06-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| SPX Technologies Inc                              | SPX Technologies Inc                                                            | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |        7500 | NS      | $1500450.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| StandardAero Inc                                  | StandardAero Inc                                                                | CUSIP: 85423L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1915 | NS      | $54922.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BEIJING ENT                                       | Beijing Enterprises Holdings Ltd                                                | CUSIP: 000000000<br>LEI: 529900896ODARUEY2V26 | Long             | EC               | CORP              | HK        |        3500 | NS      | $14318.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1230000 | PA      | $859654.69     | 0.01%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CQRC BANK                                         | Chongqing Rural Commercial Bank Co Ltd                                          | CUSIP: 000000000<br>LEI: 300300C1126750000027 | Long             | EC               | CORP              | CN        |      100200 | NS      | $92791.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Holcim AG                                         | Holcim AG                                                                       | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |       44557 | NS      | $4337638.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERALITAT DE CATALUNYA                          | Autonomous Community of Catalonia                                               | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | DBT              | NUSS              | ES        |      500000 | PA      | $599606.78     | 0.00%             | 2035-04-26      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Ivanhoe Mines Ltd                                 | Ivanhoe Mines Ltd                                                               | CUSIP: 46579R104<br>LEI: 5299006XZISURYIA4G32 | Long             | EC               | CORP              | CA        |       81377 | NS      | $925499.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CZK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1906.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tikehau                                           | Tikehau CLO XIII DAC                                                            | CUSIP: 000000000<br>LEI: 6354006QUI9OYIL7LT78 | Long             | ABS-CBDO         | CORP              | IE        |    14500000 | PA      | $17075573.09   | 0.12%             | 2038-10-15      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                   | Lamb Weston Holdings Inc                                                        | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |      500000 | PA      | $476542.62     | 0.00%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International In                    | Philip Morris International Inc                                                 | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       52176 | NS      | $8369030.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                                | Conagra Brands Inc                                                              | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      499620 | NS      | $8648422.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                              | LXP Industrial Trust                                                            | CUSIP: 529043408<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |        9433 | NS      | $467688.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The                           | Sherwin-Williams Co/The                                                         | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |        7290 | NS      | $2362178.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Holdings Inc                              | Hayward Holdings Inc                                                            | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       27437 | NS      | $423901.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc                            | IDEXX Laboratories Inc                                                          | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       14400 | NS      | $9742032.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp                                      | Griffon Corp                                                                    | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |        1485 | NS      | $109370.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sartorius AG                                      | Sartorius AG                                                                    | CUSIP: 000000000<br>LEI: 529900EQV2DY4FOAMU38 | Long             | EP               | CORP              | DE        |       10124 | NS      | $2915353.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    -1499000 | NC      | $-9368.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Inter RAO UES PJSC                                | Inter RAO UES PJSC                                                              | CUSIP: 000000000<br>LEI: 253400PMFKF8Q8G1FA17 | Long             | EC               | CORP              | RU        |     2620300 | NS      | $3.31          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CLUE OPCO LLC                                     | Clue Opco LLC                                                                   | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5213000 | PA      | $5504659.00    | 0.04%             | 2031-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Itau Unibanco Holding SA                          | Itau Unibanco Holding SA                                                        | CUSIP: 000000000<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EP               | CORP              | BR        |       19663 | NS      | $140526.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Affiliated Managers Group Inc                     | Affiliated Managers Group Inc                                                   | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |         624 | NS      | $179886.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corp                                     | Westlake Corp                                                                   | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |         829 | NS      | $61296.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WOLVERINE WORLD WIDE                              | Wolverine World Wide Inc                                                        | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |      480000 | PA      | $443627.75     | 0.00%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                                 | Elevation CLO 2021-12 Ltd                                                       | CUSIP: 28623MAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    15000000 | PA      | $15046197.00   | 0.11%             | 2037-04-20      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Moncler SpA                                       | Moncler SpA                                                                     | CUSIP: 000000000<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |       37299 | NS      | $2384160.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Celanese Corp                                     | Celanese Corp                                                                   | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |        1989 | NS      | $84094.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp                                       | Avient Corp                                                                     | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |        5171 | NS      | $161542.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | USD/ZAR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $23937.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brunswick Corp/DE                                 | Brunswick Corp/DE                                                               | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |        1511 | NS      | $112176.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2024-CES2                                             | CUSIP: 89182JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       54496 | PA      | $54958.15      | 0.00%             | 2064-02-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                                   | NCL Finance Ltd                                                                 | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      900000 | PA      | $922761.00     | 0.01%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Rapport Therapeutics Inc                          | Rapport Therapeutics Inc                                                        | CUSIP: 75383L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       30700 | NS      | $931438.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank/The                         | Toronto-Dominion Bank/The                                                       | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |        6900 | NS      | $650310.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential Inc                             | Veris Residential Inc                                                           | CUSIP: 554489104<br>LEI: 254900KTVBRYJCQU2J23 | Long             | EC               | CORP              | US        |       30293 | NS      | $450759.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2020-HQA5                                         | CUSIP: 35565TBD0<br>LEI: 5493000IT2BRJ2Q9YQ96 | Long             | ABS-MBS          | CORP              | US        |     2075000 | PA      | $2279431.08    | 0.02%             | 2050-11-25      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| PhosAgro PJSC                                     | PhosAgro PJSC                                                                   | CUSIP: 000000000<br>LEI: 25340053KRUNNYUWF472 | Long             | EC               | CORP              | RU        |       14357 | NS      | $0.02          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| LUKOIL PJSC                                       | LUKOIL PJSC                                                                     | CUSIP: 000000000<br>LEI: 549300LCJ1UJXHYBWI24 | Long             | EC               | CORP              | RU        |        3043 | NS      | $0.00          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| KIMCO REALTY OP LLC                               | Kimco Realty OP LLC                                                             | CUSIP: 49446RAY5<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |      590000 | PA      | $523644.70     | 0.00%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| BARCLAYS BANK PLC                                 | SWOP IRS EUR                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |   -11645000 | OU      | $-1991.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD/CLP FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-125174.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                | Valero Energy Corp                                                              | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |        6769 | NS      | $1101925.51    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                              | Volkswagen Bank GmbH                                                            | CUSIP: 000000000<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |     2500000 | PA      | $3077455.99    | 0.02%             | 2031-05-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                        | Samsung Electronics Co Ltd                                                      | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EP               | CORP              | KR        |        8042 | NS      | $499173.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Box Inc                                           | Box Inc                                                                         | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |       48700 | NS      | $1456617.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| NTT Inc                                           | NTT Inc                                                                         | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |      510400 | NS      | $515244.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tata Motors Passenger Vehicles                    | Tata Motors Passenger Vehicles Limited                                          | CUSIP: 000000000<br>LEI: 335800BO2LHWJJ8TZI32 | Long             | EC               | CORP              | IN        |       29411 | NS      | $120363.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                            | CUSIP: 91087BBM1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      920000 | PA      | $1076318.67    | 0.01%             | 2029-09-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of Shanghai Co Ltd                           | Bank of Shanghai Co Ltd                                                         | CUSIP: 000000000<br>LEI: 300300C1091231000098 | Long             | EC               | CORP              | CN        |       49200 | NS      | $71234.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Leggett & Platt Inc                               | Leggett & Platt Inc                                                             | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |       24000 | NS      | $264000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kajima Corp                                       | Kajima Corp                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       71400 | NS      | $2662328.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | BRL/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-138356.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CarMax Inc                                        | CarMax Inc                                                                      | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       31244 | NS      | $1207268.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                               | Global Payments Inc                                                             | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |       47156 | NS      | $3649874.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems Inc                     | Advanced Drainage Systems Inc                                                   | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |        1370 | NS      | $198417.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB Ltd                                           | ABB Ltd                                                                         | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |      138608 | NS      | $10217842.28   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-HQA4                                         | CUSIP: 35564KNS4<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | CORP              | US        |      700000 | PA      | $705978.98     | 0.01%             | 2041-12-25      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Fortinet Inc                                      | Fortinet Inc                                                                    | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |       15000 | NS      | $1191150.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ANDORRA INTERNATIONAL BD                          | Andorra International Bond                                                      | CUSIP: 000000000<br>LEI: 549300ZPD490G9UI0A49 | Long             | DBT              | NUSS              | AD        |     1000000 | PA      | $802884.89     | 0.01%             | 2041-10-13      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                             | Molina Healthcare Inc                                                           | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      650000 | PA      | $668101.96     | 0.00%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RPC Inc                                           | RPC Inc                                                                         | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       22400 | NS      | $121856.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CG oncology Inc                                   | CG oncology Inc                                                                 | CUSIP: 156944100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1125 | NS      | $46710.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | US 10YR ULTRA                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         766 | NC      | $-243090.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty Inc                     | Rexford Industrial Realty Inc                                                   | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |        5269 | NS      | $204015.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corp                                        | Vicor Corp                                                                      | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |        6500 | NS      | $712400.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jinduicheng Molybdenum Co Ltd                     | Jinduicheng Molybdenum Co Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |        2800 | NS      | $6255.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                     | Martin Marietta Materials Inc                                                   | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |        5909 | NS      | $3679297.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| American Financial Group Inc/O                    | American Financial Group Inc/OH                                                 | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |        1570 | NS      | $214587.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hain Celestial Group Inc/The                      | Hain Celestial Group Inc/The                                                    | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |      376141 | NS      | $402470.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalBridge Group Inc                           | DigitalBridge Group Inc                                                         | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |       40000 | NS      | $613600.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp                             | Lincoln National Corp                                                           | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |       64316 | NS      | $2863991.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CENOVUS ENERGY INC                                | Cenovus Energy Inc                                                              | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      105000 | PA      | $72950.72      | 0.00%             | 2052-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Columbia Sportswear Co                            | Columbia Sportswear Co                                                          | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |         672 | NS      | $37020.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | COP CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    -1480000 | NC      | $-16710.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AvePoint Inc                                      | AvePoint Inc                                                                    | CUSIP: 053604104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       14583 | NS      | $202557.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GeneDx Holdings Corp                              | GeneDx Holdings Corp                                                            | CUSIP: 81663L200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1797 | NS      | $233717.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HONDA FINANCE                            | American Honda Finance Corp                                                     | CUSIP: 026657BG0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1756952.79    | 0.01%             | 2031-06-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Krystal Biotech Inc                               | Krystal Biotech Inc                                                             | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               | CORP              | US        |         800 | NS      | $197232.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave Inc                                          | Dave Inc                                                                        | CUSIP: 23834J201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         700 | NS      | $154987.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings Inc                                   | Q2 Holdings Inc                                                                 | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |        4203 | NS      | $303288.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Markel Group Inc                                  | Markel Group Inc                                                                | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |        2528 | NS      | $5434315.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PHINIA INC                                        | Phinia Inc                                                                      | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |      490000 | PA      | $507584.15     | 0.00%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                 | Iliad Holding SAS                                                               | CUSIP: 449691AC8<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |      475000 | PA      | $481013.50     | 0.00%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SANY INT'L                                        | Sany Heavy Equipment International Holdings Co Ltd                              | CUSIP: 000000000<br>LEI: 254900BKG9FQLCKFVK72 | Long             | EC               | CORP              | CN        |        9000 | NS      | $10036.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                             | CDS REPUBLIC OF FRANCE                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-23397.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Scout24 SE                                        | Scout24 SE                                                                      | CUSIP: 000000000<br>LEI: 5493007EIKM2ENQS7U66 | Long             | EC               | CORP              | DE        |       20200 | NS      | $2028886.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                              | Bank of America Corp                                                            | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      673604 | NS      | $37048220.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ICG Euro CLO                                      | ICG Euro CLO 2023-1 DAC                                                         | CUSIP: 000000000<br>LEI: 635400IDZDV7D9IJ8J46 | Long             | ABS-CBDO         | CORP              | IE        |    12250000 | PA      | $14384020.81   | 0.10%             | 2038-10-19      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| Mitsui OSK Lines Ltd                              | Mitsui OSK Lines Ltd                                                            | CUSIP: 000000000<br>LEI: 353800P8O843TMAZ6S09 | Long             | EC               | CORP              | JP        |       69800 | NS      | $2098495.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mirum Pharmaceuticals Inc                         | Mirum Pharmaceuticals Inc                                                       | CUSIP: 604749101<br>LEI: 254900YZKR40F7F27K81 | Long             | EC               | CORP              | US        |       11700 | NS      | $924183.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Li Ning Co Ltd                                    | Li Ning Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 529900T77L2FV3FZ3U81 | Long             | EC               | CORP              | CN        |      108000 | NS      | $259504.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SunCoke Energy Inc                                | SunCoke Energy Inc                                                              | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |      167700 | NS      | $1207440.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS NORTH AM                           | United Rentals North America Inc                                                | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      707000 | PA      | $716577.41     | 0.01%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Farmer Mac                                        | Federal Agricultural Mortgage Corp                                              | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | CORP              | US        |         500 | NS      | $87785.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                           | GSK PLC                                                                         | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |      264878 | NS      | $6494071.37    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | USD/HUF FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $20132.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Recruit Holdings Co Ltd                           | Recruit Holdings Co Ltd                                                         | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |       89200 | NS      | $5012289.08    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd                        | BOC Hong Kong Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: 254900JB98W77JDJMW15 | Long             | EC               | CORP              | HK        |      467500 | NS      | $2372558.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bouygues SA                                       | Bouygues SA                                                                     | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |       40024 | NS      | $2080662.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KB HOME                                           | KB Home                                                                         | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $994648.06     | 0.01%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Skyworks Solutions Inc                            | Skyworks Solutions Inc                                                          | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |        3320 | NS      | $210521.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories Inc                            | Dolby Laboratories Inc                                                          | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |        1432 | NS      | $91963.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                          | Fox Corp                                                                        | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |        3105 | NS      | $201607.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CENOVUS ENERGY INC                                | Cenovus Energy Inc                                                              | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      140000 | PA      | $123932.33     | 0.00%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Falabella SA                                      | Falabella SA                                                                    | CUSIP: 000000000<br>LEI: 5493004CKJQ7H391LM41 | Long             | EC               | CORP              | CL        |       27231 | NS      | $189955.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QuantumScape Corp                                 | QuantumScape Corp                                                               | CUSIP: 74767V109<br>LEI: 529900JQVOM1M73BJE28 | Long             | EC               | CORP              | US        |        9089 | NS      | $94707.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-876320.31    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Copart Inc                                        | Copart Inc                                                                      | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |        1165 | NS      | $45609.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/T                    | Bank of New York Mellon Corp/The                                                | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      184823 | NS      | $21456102.07   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc                            | Church & Dwight Co Inc                                                          | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |        5398 | NS      | $452622.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regatta VIII Funding Ltd                          | Regatta VIII Funding Ltd                                                        | CUSIP: 75888KAL8<br>LEI: 2549002R0TTC87W9EH67 | Long             | ABS-CBDO         | CORP              | KY        |    22000000 | PA      | $22055022.00   | 0.16%             | 2037-04-17      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Bright Horizons Family Solutio                    | Bright Horizons Family Solutions Inc                                            | CUSIP: 109194100<br>LEI: 2549009BKSVTM7UEYT38 | Long             | EC               | CORP              | US        |        1126 | NS      | $114176.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Credit Auto Owner Trust/F                    | Ford Credit Auto Owner Trust 2023-REV2                                          | CUSIP: 34535CAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      900000 | PA      | $932828.13     | 0.01%             | 2036-02-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises Inc                          | Ferguson Enterprises Inc                                                        | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |        3971 | NS      | $884063.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Riot Platforms Inc                                | Riot Platforms Inc                                                              | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Long             | EC               | CORP              | US        |       28000 | NS      | $354760.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollie's Bargain Outlet Holding                    | Ollie's Bargain Outlet Holdings Inc                                             | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |        1385 | NS      | $151809.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hana Financial Group Inc                          | Hana Financial Group Inc                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        2973 | NS      | $193978.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD CALL VERSUS TWD PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    -1480000 | NC      | $-41232.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                            | Blackstone Property Partners Europe Holdings Sarl                               | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |     1300000 | PA      | $1506994.38    | 0.01%             | 2026-10-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co                              | Matador Resources Co                                                            | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |        2370 | NS      | $100582.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Yusen KK                                   | Nippon Yusen KK                                                                 | CUSIP: 000000000<br>LEI: 353800YPW4XM0ZN5I149 | Long             | EC               | CORP              | JP        |       78000 | NS      | $2526543.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares MSCI EAFE ETF                             | iShares MSCI EAFE ETF                                                           | CUSIP: 464287465<br>LEI: 549300O0XO3KDQV68404 | Long             | EC               | RF                | US        |      324890 | NS      | $31199186.70   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Tokyo Gas Co Ltd                                  | Tokyo Gas Co Ltd                                                                | CUSIP: 000000000<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |       57400 | NS      | $2275592.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                               | United Airlines Inc                                                             | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     1660000 | PA      | $1659058.37    | 0.01%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| China Minsheng Banking Corp Lt                    | China Minsheng Banking Corp Ltd                                                 | CUSIP: 000000000<br>LEI: 549300HBUGSQD1VCXG94 | Long             | EC               | CORP              | CN        |       26000 | NS      | $13144.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zebra Technologies Corp                           | Zebra Technologies Corp                                                         | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       15396 | NS      | $3738456.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeon Co Ltd                                       | Aeon Co Ltd                                                                     | CUSIP: 000000000<br>LEI: 5299009MXFL34SA71416 | Long             | EC               | CORP              | JP        |       16600 | NS      | $262232.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SLB Ltd                                           | SLB Ltd                                                                         | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |       30102 | NS      | $1155314.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |     1479000 | NC      | $877.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Invincible Investment Corp                        | Invincible Investment Corp                                                      | CUSIP: 000000000<br>LEI: 353800JY6M2692VAV685 | Long             | EC               | CORP              | JP        |         510 | NS      | $209421.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                        | Vertex Pharmaceuticals Inc                                                      | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       32810 | NS      | $14874741.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc                      | Catalyst Pharmaceuticals Inc                                                    | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |       36100 | NS      | $842574.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGYAR EXPORT-IMPORT BAN                          | Magyar Export-Import Bank Zrt                                                   | CUSIP: 000000000<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |      900000 | PA      | $1132225.29    | 0.01%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JFrog Ltd                                         | JFrog Ltd                                                                       | CUSIP: 000000000<br>LEI: 2549002N8E00AY49G567 | Long             | EC               | CORP              | US        |        2364 | NS      | $147655.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp                                     | GameStop Corp                                                                   | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |        9100 | NS      | $182728.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Activia Properties Inc                            | Activia Properties Inc                                                          | CUSIP: 000000000<br>LEI: 353800RPGYN3ML8CXV54 | Long             | EC               | CORP              | JP        |           1 | NS      | $898.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                    | Bpifrance SACA                                                                  | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $411524.81     | 0.00%             | 2031-07-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Qfin Holdings Inc                                 | Qfin Holdings Inc                                                               | CUSIP: 88557W101<br>LEI: 836800R59NKEPDR6I240 | Long             | EC               | CORP              | CN        |        2800 | NS      | $53956.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc                                 | GXO Logistics Inc                                                               | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |        2548 | NS      | $134126.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association             | USD/CLP FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $10724.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Airlines Group Inc                       | American Airlines Group Inc                                                     | CUSIP: 02376R102<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | EC               | CORP              | US        |       13699 | NS      | $210005.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                                    | Lowe's Cos Inc                                                                  | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      133944 | NS      | $32301935.04   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Magna International Inc                           | Magna International Inc                                                         | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |       12300 | NS      | $655707.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenable Holdings Inc                              | Tenable Holdings Inc                                                            | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |        4200 | NS      | $98826.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitec Bank Holdings Ltd                         | Capitec Bank Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |         960 | NS      | $240980.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                               | United Airlines Inc                                                             | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      360000 | PA      | $358014.40     | 0.00%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Snowflake Inc                                     | Snowflake Inc                                                                   | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |       72931 | NS      | $15998144.16   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Yunnan Yuntianhua Co Ltd                          | Yunnan Yuntianhua Co Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       11300 | NS      | $54113.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Synopsys Inc                                      | Synopsys Inc                                                                    | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |        1094 | NS      | $513873.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Maruti Suzuki India Ltd                           | Maruti Suzuki India Ltd                                                         | CUSIP: 000000000<br>LEI: 335800D27PBEESKKD357 | Long             | EC               | CORP              | IN        |        1092 | NS      | $203090.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS KINGDOM OF NORWAY                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-745.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/THB FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-23581.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DR Horton Inc                                     | DR Horton Inc                                                                   | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |        5803 | NS      | $835806.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Mondelez International Inc                        | Mondelez International Inc                                                      | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |       28170 | NS      | $1516391.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BILL Holdings Inc                                 | BILL Holdings Inc                                                               | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |        1858 | NS      | $101335.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL INTERNATIONAL                           | Honeywell International Inc                                                     | CUSIP: 438516CP9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1308238.33    | 0.01%             | 2032-05-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Core & Main Inc                                   | Core & Main Inc                                                                 | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       35887 | NS      | $1865047.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc                                         | Graco Inc                                                                       | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |        3666 | NS      | $300502.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Guangdong Investment Ltd                          | Guangdong Investment Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |       60000 | NS      | $52343.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| General Mills Inc                                 | General Mills Inc                                                               | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      134883 | NS      | $6272059.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                           | Aon PLC                                                                         | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | GB        |         406 | NS      | $143269.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Riyad Bank                                        | Riyad Bank                                                                      | CUSIP: 000000000<br>LEI: 54930037RJ782ISGGM71 | Long             | EC               | CORP              | SA        |       13943 | NS      | $100915.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD CALL VERSUS MXN PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |     5960000 | NC      | $2707.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ouster Inc                                        | Ouster Inc                                                                      | CUSIP: 68989M202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4400 | NS      | $95216.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                                 | Kinder Morgan Inc                                                               | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |       42352 | NS      | $1164256.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIVE POINT OPERATING CO                           | Five Point Operating Co LP                                                      | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      315000 | PA      | $329479.41     | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Innolux Corp                                      | Innolux Corp                                                                    | CUSIP: 000000000<br>LEI: 3003007EXL0825P1MJ10 | Long             | EC               | CORP              | TW        |      225000 | NS      | $122104.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonic Healthcare Ltd                              | Sonic Healthcare Ltd                                                            | CUSIP: 000000000<br>LEI: 549300NQQ5L2NONWR862 | Long             | EC               | CORP              | AU        |      185222 | NS      | $2788884.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ICICI Bank Ltd                                    | ICICI Bank Ltd                                                                  | CUSIP: 000000000<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |        3670 | NS      | $54927.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosperity Bancshares Inc                         | Prosperity Bancshares Inc                                                       | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2095 | NS      | $144785.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Rio Tinto Ltd                                     | Rio Tinto Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |       30185 | NS      | $2944717.91    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| XP Inc                                            | XP Inc                                                                          | CUSIP: 000000000<br>LEI: 5493008KDA8NBZRJST80 | Long             | EC               | CORP              | BR        |      112582 | NS      | $1842967.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aegon Ltd                                         | Aegon Ltd                                                                       | CUSIP: 000000000<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | NL        |      522274 | NS      | $4061360.93    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/SGD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-166593.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hon Hai Precision Industry Co                     | Hon Hai Precision Industry Co Ltd                                               | CUSIP: 000000000<br>LEI: 30030004CM3GSZXX7O56 | Long             | EC               | CORP              | TW        |      122000 | NS      | $894299.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                        | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1899207.06    | 0.01%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-HQA3                                         | CUSIP: 35564KJP5<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | CORP              | US        |      830000 | PA      | $836628.88     | 0.01%             | 2041-09-25      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Roivant Sciences Ltd                              | Roivant Sciences Ltd                                                            | CUSIP: 000000000<br>LEI: 549300DL466NY5J6U724 | Long             | EC               | CORP              | US        |        8911 | NS      | $193368.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information                     | Fidelity National Information Services Inc                                      | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      141501 | NS      | $9404156.46    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Informa PLC                                       | Informa PLC                                                                     | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | EC               | CORP              | GB        |       42280 | NS      | $501661.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yara International ASA                            | Yara International ASA                                                          | CUSIP: 000000000<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |      103779 | NS      | $4246845.78    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| STAR LEASING CO LLC                               | Star Leasing Co LLC                                                             | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |     2280000 | PA      | $2123684.58    | 0.02%             | 2030-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                  | Ryder System Inc                                                                | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |         890 | NS      | $170337.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMISION FEDERAL DE ELEC                          | Comision Federal de Electricidad                                                | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     1866000 | PA      | $1728932.97    | 0.01%             | 2036-09-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10269.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Compass Therapeutics Inc                          | Compass Therapeutics Inc                                                        | CUSIP: 20454B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       54000 | NS      | $289980.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                                        | TransUnion                                                                      | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |        4286 | NS      | $367524.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd                        | Axalta Coating Systems Ltd                                                      | CUSIP: 000000000<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | US        |        4916 | NS      | $158835.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                      | AutoZone Inc                                                                    | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |         608 | NS      | $2062032.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banque Saudi Fransi                               | Banque Saudi Fransi                                                             | CUSIP: 000000000<br>LEI: 558600N07EDF4ATYR106 | Long             | EC               | CORP              | SA        |       24176 | NS      | $108430.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unity Software Inc                                | Unity Software Inc                                                              | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Long             | EC               | CORP              | US        |        6347 | NS      | $280346.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                          | AT&T Inc                                                                        | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      613767 | NS      | $15245972.28   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                            | Diamondback Energy Inc                                                          | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |        8974 | NS      | $1349061.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Hartford Insurance Group Inc/T                    | Hartford Insurance Group Inc/The                                                | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |        6243 | NS      | $860285.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos Inc                                  | Carlisle Cos Inc                                                                | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |         838 | NS      | $268042.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | USD CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |     1933000 | NC      | $234.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    31115000 | PA      | $28557735.94   | 0.21%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                           | Caisse Francaise de Financement Local SA                                        | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |     2400000 | PA      | $1783485.10    | 0.01%             | 2029-03-09      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc                         | Healthpeak Properties Inc                                                       | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               | CORP              | US        |      388329 | NS      | $6244330.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Secure Inc                                  | Clear Secure Inc                                                                | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3400 | NS      | $119272.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubu Electric Power Co Inc                       | Chubu Electric Power Co Inc                                                     | CUSIP: 000000000<br>LEI: 529900A76GOP0PGNHT63 | Long             | EC               | CORP              | JP        |      131000 | NS      | $2018254.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Floor & Decor Holdings Inc                        | Floor & Decor Holdings Inc                                                      | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |        1590 | NS      | $96815.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AYVENS SA                                         | Ayvens SA                                                                       | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | DBT              | CORP              | FR        |     1400000 | PA      | $1684544.44    | 0.01%             | 2028-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Donaldson Co Inc                                  | Donaldson Co Inc                                                                | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |        2588 | NS      | $229452.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                           | MPT Operating Partnership LP / MPT Finance Corp                                 | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $106856.17     | 0.00%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                 | Expedia Group Inc                                                               | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       14100 | NS      | $3994671.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                    | TWD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6040.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                         | Alibaba Group Holding Ltd                                                       | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | HK        |       83286 | NS      | $1529211.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Quanta Services Inc                               | Quanta Services Inc                                                             | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |        3831 | NS      | $1616911.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Ltd                            | Singapore Exchange Ltd                                                          | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |      256100 | NS      | $3371283.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Phosagro PJSC NPV GDR                             | Phosagro PJSC NPV GDR                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         276 | NS      | $0.03          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Ryman Hospitality Properties I                    | Ryman Hospitality Properties Inc                                                | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |        1889 | NS      | $178737.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Millicom International Cellula                    | Millicom International Cellular SA                                              | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | EC               | CORP              | LU        |        1700 | NS      | $94248.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| D-Wave Quantum Inc                                | D-Wave Quantum Inc                                                              | CUSIP: 26740W109<br>LEI: 5493001U37G4PRD4GW95 | Long             | EC               | CORP              | US        |       30300 | NS      | $792345.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Choice Hotels International In                    | Choice Hotels International Inc                                                 | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |         145 | NS      | $13812.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                              | TTM Technologies Inc                                                            | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |       22513 | NS      | $1553397.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp                                 | MP Materials Corp                                                               | CUSIP: 553368101<br>LEI: 89450063PHPS61USMT84 | Long             | EC               | CORP              | US        |        2945 | NS      | $148781.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CITIBANK, NATIONAL ASSOCIATION                    | ZAR CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |     2980000 | NC      | $3.53          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ingevity Corp                                     | Ingevity Corp                                                                   | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |       18800 | NS      | $1112584.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp                                          | PPL Corp                                                                        | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |       16137 | NS      | $565117.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Safran SA                                         | Safran SA                                                                       | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |       41981 | NS      | $14622699.05   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                    | Bombardier Inc                                                                  | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     1900000 | PA      | $1904389.00    | 0.01%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group I                    | PNC Financial Services Group Inc/The                                            | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      156528 | NS      | $32672089.44   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                                   | EMCOR Group Inc                                                                 | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |         634 | NS      | $387874.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Inc                                          | ASGN Inc                                                                        | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |       29000 | NS      | $1396930.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc                        | Cadence Design Systems Inc                                                      | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |       93351 | NS      | $29179655.58   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| DCC PLC                                           | DCC PLC                                                                         | CUSIP: 000000000<br>LEI: 213800UPS1QEE4TD3T45 | Long             | EC               | CORP              | IE        |        2760 | NS      | $171944.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Option Care Health Inc                            | Option Care Health Inc                                                          | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |       19744 | NS      | $629043.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association             | USD/INR FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7914.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Visa Inc                                          | Visa Inc                                                                        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      144484 | NS      | $50671983.64   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                       | PepsiCo Inc                                                                     | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       64450 | NS      | $9249864.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                               | Kimberly-Clark Corp                                                             | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |        4648 | NS      | $468936.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834KV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    21025000 | PA      | $9680052.99    | 0.07%             | 2041-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| K. WAH INT'L                                      | K Wah International Holdings Ltd                                                | CUSIP: 000000000<br>LEI: 529900ZOP51K5LHLPK04 | Long             | EC               | CORP              | HK        |     5850000 | NS      | $1579784.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Waystar Holding Corp                              | Waystar Holding Corp                                                            | CUSIP: 946784105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6414 | NS      | $210058.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Co                                       | Moelis & Co                                                                     | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |        6109 | NS      | $419932.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                        | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1085934.38    | 0.01%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Genpact Ltd                                       | Genpact Ltd                                                                     | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | US        |        3627 | NS      | $169671.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QNITY ELECTRONICS INC                             | Qnity Electronics Inc                                                           | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |      270000 | PA      | $276573.65     | 0.00%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | TRY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $19326.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                 | Kimco Realty Corp                                                               | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               | CORP              | US        |       14743 | NS      | $298840.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Erste Group Bank AG                               | Erste Group Bank AG                                                             | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |        7242 | NS      | $868384.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Exzeo Group Inc                                   | Exzeo Group Inc                                                                 | CUSIP: 30234F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3063 | NS      | $74277.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SOCIETE GENERALE                                  | SOCIETE GENERALE SA                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     5000000 | PA      | $720121.71     | 0.01%             | 2029-06-16      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| DoubleVerify Holdings Inc                         | DoubleVerify Holdings Inc                                                       | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         600 | NS      | $6864.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies Inc                    | GE HealthCare Technologies Inc                                                  | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |       30300 | NS      | $2485206.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| PERMIAN RESOURC OPTG LLC                          | Permian Resources Operating LLC                                                 | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1164512.58    | 0.01%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Sekisui Chemical Co Ltd                           | Sekisui Chemical Co Ltd                                                         | CUSIP: 000000000<br>LEI: 529900KQIVT7NWFNMI70 | Long             | EC               | CORP              | JP        |       62100 | NS      | $1044352.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                  | Wells Fargo & Co                                                                | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      284808 | NS      | $26544105.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc                          | Constellation Brands Inc                                                        | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |        3034 | NS      | $418570.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | FWD TREASURY BOND                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |    41160000 | NC      | $-365057.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BayCom Corp                                       | BayCom Corp                                                                     | CUSIP: 07272M107<br>LEI: 549300UOLS54Q5ONIG33 | Long             | EC               | CORP              | US        |       13100 | NS      | $385140.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BUONI POLIENNALI DEL TES                          | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       75000 | PA      | $91200.04      | 0.00%             | 2035-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Comerica Inc                                      | Comerica Inc                                                                    | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |        2831 | NS      | $246098.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                            | Motorola Solutions Inc                                                          | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |        2087 | NS      | $799988.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corp                            | Liberty Broadband Corp                                                          | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |        2030 | NS      | $98658.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors Inc                    | Omega Healthcare Investors Inc                                                  | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |        6359 | NS      | $281958.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NAC Kazatomprom JSC                               | NAC Kazatomprom JSC                                                             | CUSIP: 63253R201<br>LEI: 5493008JG5TXJP2JSY44 | Long             | EC               | CORP              | KZ        |       11157 | NS      | $620455.91     | 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        |       18628 | NS      | $1894316.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Belimo Holding AG                                 | Belimo Holding AG                                                               | CUSIP: 000000000<br>LEI: 506700339DLX749VEM23 | Long             | EC               | CORP              | CH        |         243 | NS      | $237426.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse AG/London                           | CREDIT SUISSE AG/LONDON                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | GB        |     5000000 | PA      | $740158.01     | 0.01%             | 2031-05-27      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS ISRAEL ELECTRIC CORP LTD                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $4841.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | CZK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4611.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                               | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     1000000 | PA      | $952525.10     | 0.01%             | 2032-06-01      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Shionogi & Co Ltd                                 | Shionogi & Co Ltd                                                               | CUSIP: 000000000<br>LEI: 35380049VXDTHZI3DY35 | Long             | EC               | CORP              | JP        |       35000 | NS      | $633493.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| S&P Global Inc                                    | S&P Global Inc                                                                  | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       27468 | NS      | $14354502.12   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| American Tower Corp                               | American Tower Corp                                                             | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |        4300 | NS      | $754951.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                           | Charles Schwab Corp/The                                                         | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      178027 | NS      | $17786677.57   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| QNITY ELECTRONICS INC                             | Qnity Electronics Inc                                                           | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |      160000 | PA      | $166166.46     | 0.00%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11975000 | PA      | $12312732.42   | 0.09%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Graham Holdings Co                                | Graham Holdings Co                                                              | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |         200 | NS      | $219720.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares Inc                      | Texas Capital Bancshares Inc                                                    | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |       20100 | NS      | $1819854.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                             | Camden Property Trust                                                           | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |       41770 | NS      | $4598041.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD/HUF FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-22102.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOC Aviation Ltd                                  | BOC Aviation Ltd                                                                | CUSIP: 000000000<br>LEI: 254900H06V5RMEB3KE72 | Long             | EC               | CORP              | SG        |        1100 | NS      | $10300.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REGIE AUTONOME DES TRANS                          | Regie Autonome des Transports Parisiens EPIC                                    | CUSIP: 000000000<br>LEI: 969500K59E47ULNCAQ69 | Long             | DBT              | NUSS              | FR        |      410611 | PA      | $401018.68     | 0.00%             | 2036-12-19      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                      | Ares Loan Funding IX Ltd                                                        | CUSIP: 03990HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    14000000 | PA      | $13997401.60   | 0.10%             | 2038-03-31      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    24895000 | PA      | $20795104.69   | 0.15%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SingTel                                           | Singapore Telecommunications Ltd                                                | CUSIP: 000000000<br>LEI: 2549003XJKIQO8YDYD89 | Long             | EC               | CORP              | SG        |      480000 | NS      | $1698239.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pagaya Technologies Ltd                           | Pagaya Technologies Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       14700 | NS      | $307230.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Building Fund Inc                          | Nippon Building Fund Inc                                                        | CUSIP: 000000000<br>LEI: 52990053R8NL2MB32172 | Long             | EC               | CORP              | JP        |         406 | NS      | $370041.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DAVITA INC                                        | DaVita Inc                                                                      | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     1275000 | PA      | $1240711.61    | 0.01%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JB Hunt Transport Services Inc                    | JB Hunt Transport Services Inc                                                  | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |        1737 | NS      | $337568.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical Inc                                | Globus Medical Inc                                                              | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |        2531 | NS      | $220981.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/SGD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2443.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HealthEquity Inc                                  | HealthEquity Inc                                                                | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |        5400 | NS      | $494694.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIED UNIVERSAL                                  | Allied Universal Holdco LLC / Allied Universal Finance Corp                     | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1175000 | PA      | $1163300.77    | 0.01%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Perrigo Co PLC                                    | Perrigo Co PLC                                                                  | CUSIP: 000000000<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |      325318 | NS      | $4528426.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Burlington Stores Inc                             | Burlington Stores Inc                                                           | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |        1129 | NS      | $326111.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1315000 | PA      | $1378475.81    | 0.01%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                      | Tapestry Inc                                                                    | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |       27917 | NS      | $3566955.09    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Yunnan Aluminium Co Ltd                           | Yunnan Aluminium Co Ltd                                                         | CUSIP: 000000000<br>LEI: 3003008AXWSVMLG3MX37 | Long             | EC               | CORP              | CN        |       11200 | NS      | $52675.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                           | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl    | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      585000 | PA      | $574990.65     | 0.00%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                          | FMC Corp                                                                        | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |        2847 | NS      | $39487.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Co                      | Graphic Packaging Holding Co                                                    | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6627 | NS      | $99802.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association             | TRY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $10915.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACS Actividades de Construccio                    | ACS Actividades de Construccion y Servicios SA                                  | CUSIP: 000000000<br>LEI: 95980020140005558665 | Long             | EC               | CORP              | ES        |       33801 | NS      | $3355267.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Garmin Ltd                                        | Garmin Ltd                                                                      | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |        3560 | NS      | $722146.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sino Biopharmaceutical Ltd                        | Sino Biopharmaceutical Ltd                                                      | CUSIP: 000000000<br>LEI: 529900LPR4ADFEJAR786 | Long             | EC               | CORP              | HK        |       48000 | NS      | $38190.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RWE AG                                            | RWE AG                                                                          | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |       69616 | NS      | $3688732.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912833LZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5000000 | PA      | $4933013.02    | 0.04%             | 2026-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mineralys Therapeutics Inc                        | Mineralys Therapeutics Inc                                                      | CUSIP: 603170101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       16900 | NS      | $613301.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tech Mahindra Ltd                                 | Tech Mahindra Ltd                                                               | CUSIP: 000000000<br>LEI: 3358005FZUZ1I25XQH69 | Long             | EC               | CORP              | IN        |       81136 | NS      | $1437134.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Perimeter Solutions Inc                           | Perimeter Solutions Inc                                                         | CUSIP: 71385M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4600 | NS      | $126638.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORLEN SA                                          | ORLEN SA                                                                        | CUSIP: 000000000<br>LEI: 259400VVMM70CQREJT74 | Long             | EC               | CORP              | PL        |       39736 | NS      | $1060821.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD TRESRY                          | Heimstaden Bostad Treasury BV                                                   | CUSIP: 000000000<br>LEI: 549300ORG6UYMJBCV938 | Long             | DBT              | CORP              | NL        |      800000 | PA      | $925126.84     | 0.01%             | 2027-03-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | COP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11989.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Henry Schein Inc                                  | Henry Schein Inc                                                                | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |        2423 | NS      | $183130.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEOS Holdings Inc                                | ENEOS Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 3538001KQ5SAOZSQTT44 | Long             | EC               | CORP              | JP        |      463300 | NS      | $3277896.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Changsha Co Ltd                           | Bank of Changsha Co Ltd                                                         | CUSIP: 000000000<br>LEI: 300300C1086243000041 | Long             | EC               | CORP              | CN        |       29100 | NS      | $40471.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI                          | Solstice Advanced Materials Inc                                                 | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |      480000 | PA      | $484558.47     | 0.00%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                                  | Beazer Homes USA Inc                                                            | CUSIP: 07556QBT1<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1631703.00    | 0.01%             | 2029-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Amprius Technologies Inc                          | Amprius Technologies Inc                                                        | CUSIP: 03214Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       13600 | NS      | $107304.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc                        | CF Industries Holdings Inc                                                      | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |        3558 | NS      | $275175.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Gas Services Group Inc                    | Natural Gas Services Group Inc                                                  | CUSIP: 63886Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5600 | NS      | $188440.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                                      | NiSource Inc                                                                    | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |      294210 | NS      | $12286209.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| SK hynix Inc                                      | SK hynix Inc                                                                    | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |       22221 | NS      | $10063406.02   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                      | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-146805.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Portland General Electric Co                      | Portland General Electric Co                                                    | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |       21700 | NS      | $1041383.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer Aviation Inc                               | Archer Aviation Inc                                                             | CUSIP: 03945R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9500 | NS      | $71440.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PING AN                                           | Ping An Insurance Group Co of China Ltd                                         | CUSIP: 000000000<br>LEI: 529900M9MC28JLN35U89 | Long             | EC               | CORP              | CN        |      119000 | NS      | $999564.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Molina Healthcare Inc                             | Molina Healthcare Inc                                                           | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |         509 | NS      | $88331.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OptimizeRx Corp                                   | OptimizeRx Corp                                                                 | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7000 | NS      | $85820.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs Inc                                    | Proto Labs Inc                                                                  | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |       20200 | NS      | $1021918.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Finance Corp Ltd                            | Power Finance Corp Ltd                                                          | CUSIP: 000000000<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | EC               | CORP              | IN        |       49342 | NS      | $195368.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      720000 | PA      | $722409.15     | 0.01%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BWX Technologies Inc                              | BWX Technologies Inc                                                            | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |       12121 | NS      | $2094993.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Taisei Corp                                       | Taisei Corp                                                                     | CUSIP: 000000000<br>LEI: 529900TF7XJKIOWMLQ79 | Long             | EC               | CORP              | JP        |       29000 | NS      | $2748356.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | HUF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $16271.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avista Corp                                       | Avista Corp                                                                     | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |       35600 | NS      | $1372024.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BEAZER HOMES USA                                  | Beazer Homes USA Inc                                                            | CUSIP: 07556QBR5<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |      125000 | PA      | $125027.65     | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Trip.com Group Ltd                                | Trip.com Group Ltd                                                              | CUSIP: 89677Q107<br>LEI: 2549004RMYDSRQL4KW41 | Long             | EC               | CORP              | SG        |       26324 | NS      | $1892958.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                          | Ameriprise Financial Inc                                                        | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |         175 | NS      | $85809.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fuji Electric Co Ltd                              | Fuji Electric Co Ltd                                                            | CUSIP: 000000000<br>LEI: 5299000HVNGZZTYYM906 | Long             | EC               | CORP              | JP        |       18748 | NS      | $1421755.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ANZ Group Holdings Ltd                            | ANZ Group Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 9845005D9C6BAA10BK72 | Long             | EC               | CORP              | AU        |       91704 | NS      | $2217183.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| IPG Photonics Corp                                | IPG Photonics Corp                                                              | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |         678 | NS      | $48544.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEC Corp                                          | NEC Corp                                                                        | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |      179000 | NS      | $6056555.78    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Rogers Corp                                       | Rogers Corp                                                                     | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |         900 | NS      | $82413.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric PLC                                | nVent Electric PLC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |       67985 | NS      | $6932430.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | SWOP CDS CDX.NA.IG.45.V1                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |  -108060000 | OU      | $-51053.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SkyWest Inc                                       | SkyWest Inc                                                                     | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |        4400 | NS      | $441804.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JSHL                                              | Jiangsu Hengli Hydraulic Co Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |        3500 | NS      | $55102.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                          | Unipol Assicurazioni SpA                                                        | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | EC               | CORP              | IT        |      138933 | NS      | $3333231.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Matson Inc                                        | Matson Inc                                                                      | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |        2400 | NS      | $296520.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASE Technology Holding Co Ltd                     | ASE Technology Holding Co Ltd                                                   | CUSIP: 000000000<br>LEI: 300300GO8QHPMV87NZ73 | Long             | EC               | CORP              | TW        |        2000 | NS      | $15769.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharat Electronics Ltd                            | Bharat Electronics Ltd                                                          | CUSIP: 000000000<br>LEI: 335800HS8AOTM9W1F335 | Long             | EC               | CORP              | IN        |       14515 | NS      | $64609.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intuit Inc                                        | Intuit Inc                                                                      | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       14707 | NS      | $9742210.94    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                             | Texas Instruments Inc                                                           | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |       60249 | NS      | $10452599.01   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH DBS CORP                                     | DISH DBS Corp                                                                   | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      650000 | PA      | $641916.81     | 0.00%             | 2026-07-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| O-I Glass Inc                                     | O-I Glass Inc                                                                   | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       52300 | NS      | $771948.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD/KRW FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-123794.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                           | Illinois Tool Works Inc                                                         | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |        4292 | NS      | $1057119.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PGIM Institutional Money Market Fund - D          | PGIM Institutional Money Market Fund - D                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   262806388 | NS      | $262648704.07  | 1.91%             |  |  |  | No            |                  1 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                          | Clarios Global LP / Clarios US Finance Co                                       | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      100000 | PA      | $104386.00     | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Apple Hospitality REIT Inc                        | Apple Hospitality REIT Inc                                                      | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |        6400 | NS      | $75840.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries Inc                             | Mohawk Industries Inc                                                           | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |        1157 | NS      | $126460.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KGHM Polska Miedz SA                              | KGHM Polska Miedz SA                                                            | CUSIP: 000000000<br>LEI: G30CO71KTT9JDYJESN22 | Long             | EC               | CORP              | PL        |        2432 | NS      | $188961.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                           | United Rentals North America Inc                                                | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1451143.44    | 0.01%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| DT Midstream Inc                                  | DT Midstream Inc                                                                | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2251 | NS      | $269399.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOMBARDIER INC                                    | Bombardier Inc                                                                  | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      350000 | PA      | $364388.50     | 0.00%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HCL Technologies Ltd                              | HCL Technologies Ltd                                                            | CUSIP: 000000000<br>LEI: 549300C1F8OLYSOQYB65 | Long             | EC               | CORP              | IN        |      220351 | NS      | $3982491.12    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | USD/PHP FORWARD                                                                 | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-991.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                          | Province of Saskatchewan Canada                                                 | CUSIP: 803854KC1<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $297316.42     | 0.00%             | 2048-06-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Essex Property Trust Inc                          | Essex Property Trust Inc                                                        | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |        1400 | NS      | $366352.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sea Ltd                                           | Sea Ltd                                                                         | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | SG        |       25453 | NS      | $3247039.21    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyward Specialty Insurance Gr                    | Skyward Specialty Insurance Group Inc                                           | CUSIP: 830940102<br>LEI: 549300GXGXJG0YH4VN21 | Long             | EC               | CORP              | US        |        8449 | NS      | $431828.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp                            | Primoris Services Corp                                                          | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |        4400 | NS      | $546216.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| First Interstate BancSystem In                    | First Interstate BancSystem Inc                                                 | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |        3952 | NS      | $136739.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR Gold MiniShares Trust                        | SPDR Gold MiniShares Trust                                                      | CUSIP: 98149E303<br>LEI: 5493002IEEMEY6LRJ932 | Long             | STIV             | RF                | US        |      488162 | NS      | $41674389.94   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Managem                    | Artisan Partners Asset Management Inc                                           | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |       35200 | NS      | $1434048.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KDDI Corp                                         | KDDI Corp                                                                       | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |       26000 | NS      | $450000.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                             | Truist Financial Corp                                                           | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      210000 | PA      | $223248.79     | 0.00%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF FRANCE                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-2908.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                | INR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $19173.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                    | OneMain Financial Issuance Trust 2023-2                                         | CUSIP: 68269HAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      400000 | PA      | $414406.60     | 0.00%             | 2036-09-15      | Fixed         | 7.52%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp                                                           | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     1225000 | PA      | $1203013.74    | 0.01%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Corp                             | Antero Midstream Corp                                                           | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5168 | NS      | $91938.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S                                        | Genmab A/S                                                                      | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |        5252 | NS      | $1628036.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                    | OneMain Financial Issuance Trust 2023-2                                         | CUSIP: 68269HAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      400000 | PA      | $413104.12     | 0.00%             | 2036-09-15      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    15065000 | PA      | $14408260.16   | 0.10%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Aramark                                           | Aramark                                                                         | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |      145044 | NS      | $5346321.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Elmwood CLO II Ltd.                               | Elmwood CLO II Ltd                                                              | CUSIP: 29001LAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    29000000 | PA      | $29100505.30   | 0.21%             | 2037-10-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| iShares Core MSCI EAFE ETF                        | iShares Core MSCI EAFE ETF                                                      | CUSIP: 46432F842<br>LEI: 5493009FT582MI7Y3I36 | Long             | EC               | RF                | US        |      984128 | NS      | $88040090.88   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings Inc                              | Labcorp Holdings Inc                                                            | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1831 | NS      | $459361.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/PLN FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-63305.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FTAI Aviation Ltd                                 | FTAI Aviation Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10000 | NS      | $1968500.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaptive Biotechnologies Corp                     | Adaptive Biotechnologies Corp                                                   | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |       61011 | NS      | $990818.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc                        | Neurocrine Biosciences Inc                                                      | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |       13030 | NS      | $1848044.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Gas Co Ltd                                  | Osaka Gas Co Ltd                                                                | CUSIP: 000000000<br>LEI: 353800024KMNOPQRWZ02 | Long             | EC               | CORP              | JP        |      117800 | NS      | $4093182.04    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                          | Antero Midstream Partners LP / Antero Midstream Finance Corp                    | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      450000 | PA      | $466673.44     | 0.00%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Acadia Realty Trust                               | Acadia Realty Trust                                                             | CUSIP: 004239109<br>LEI: 254900C5XLB1YYJQSH07 | Long             | EC               | CORP              | US        |        6980 | NS      | $143369.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SandRidge Energy Inc                              | SandRidge Energy Inc                                                            | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |        8400 | NS      | $121212.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Braemar Hotels & Resorts Inc                      | Braemar Hotels & Resorts Inc                                                    | CUSIP: 10482B101<br>LEI: 549300JDUUEBN868C776 | Long             | EC               | CORP              | US        |      145200 | NS      | $416724.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMERICA INC                                      | Comerica Inc                                                                    | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |      622000 | PA      | $649005.25     | 0.00%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Veralto Corp                                      | Veralto Corp                                                                    | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |       44772 | NS      | $4467350.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD/PEN FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2100.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                   | QNB Finance Ltd                                                                 | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |      100000 | PA      | $66275.53      | 0.00%             | 2028-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Rigetti Computing Inc                             | Rigetti Computing Inc                                                           | CUSIP: 76655K103<br>LEI: 52990024JHY459DH8W71 | Long             | EC               | CORP              | US        |       18000 | NS      | $398700.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp                                       | Hexcel Corp                                                                     | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |        8692 | NS      | $642338.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc                         | L3Harris Technologies Inc                                                       | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |        4065 | NS      | $1193362.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG Mortgage Investment Trust                     | TPG Mortgage Investment Trust Inc                                               | CUSIP: 001228501<br>LEI: 549300SNP0PBR2XTFR48 | Long             | EC               | CORP              | US        |       17300 | NS      | $147396.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd                         | Axis Capital Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EC               | CORP              | BM        |       26305 | NS      | $2817002.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co                            | Abercrombie & Fitch Co                                                          | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |        8300 | NS      | $1044721.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                  | Connecticut Avenue Securities Trust 2022-R04                                    | CUSIP: 20753YAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      180000 | PA      | $188732.23     | 0.00%             | 2042-03-25      | Floating      | 9.12%                 | No            |                  2 | On Loan: No      |
| Mattel Inc                                        | Mattel Inc                                                                      | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |        7294 | NS      | $144712.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                                  | FirstEnergy Corp                                                                | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      193272 | NS      | $8652787.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| J.P. MORGAN SECURITIES LLC                        | INR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $48634.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software                     | Take-Two Interactive Software Inc                                               | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |        6830 | NS      | $1748684.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Excellent Inc                               | Japan Excellent Inc                                                             | CUSIP: 000000000<br>LEI: 35380015J62221TE0D86 | Long             | EC               | CORP              | JP        |         161 | NS      | $153147.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc                               | Clearway Energy Inc                                                             | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |        1965 | NS      | $65355.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Swire Pacific Ltd                                 | Swire Pacific Ltd                                                               | CUSIP: 000000000<br>LEI: 549300KZOZHII0DGF611 | Long             | EC               | CORP              | HK        |      239762 | NS      | $1932806.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                                   | Yum! Brands Inc                                                                 | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |       30355 | NS      | $4592104.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corp                                   | Sony Group Corp                                                                 | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |      352600 | NS      | $9044538.55    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                | Expand Energy Corp                                                              | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     1775000 | PA      | $1777566.43    | 0.01%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                                  | DP World Ltd/United Arab Emirates                                               | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |      800000 | PA      | $1048705.10    | 0.01%             | 2030-09-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Zillow Group Inc                                  | Zillow Group Inc                                                                | CUSIP: 98954M101<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |       12133 | NS      | $827834.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Demant A/S                                        | Demant A/S                                                                      | CUSIP: 000000000<br>LEI: 213800RM6L9LN78BVA56 | Long             | EC               | CORP              | DK        |       18093 | NS      | $609634.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNY Capital Markets, LLC                          | USD/MXN FORWARD                                                                 | CUSIP: 000000000<br>LEI: VJW2DOOHGDT6PR0ZRO63 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-13317.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bancorp Inc/The                                   | Bancorp Inc/The                                                                 | CUSIP: 05969A105<br>LEI: 894500FP2ICT1B019Y71 | Long             | EC               | CORP              | US        |        8600 | NS      | $580672.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LPP SA                                            | LPP SA                                                                          | CUSIP: 000000000<br>LEI: 259400NUS7MKGPJL4752 | Long             | EC               | CORP              | PL        |         805 | NS      | $4651480.59    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Ltd                                       | Invesco Ltd                                                                     | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |      279293 | NS      | $7337027.11    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversified Healthcare Trust                      | Diversified Healthcare Trust                                                    | CUSIP: 25525P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      277200 | NS      | $1344420.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                               | Societe Generale SA                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |       71292 | NS      | $5739292.46    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| EPR Properties                                    | EPR Properties                                                                  | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |       28885 | NS      | $1441361.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amentum Holdings Inc                              | Amentum Holdings Inc                                                            | CUSIP: 023939101<br>LEI: 2549009FJIBLW40CU216 | Long             | EC               | CORP              | US        |        3402 | NS      | $98658.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodman Group                                     | Goodman Group                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       47451 | NS      | $976454.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINACOMSERVICE                                   | China Communications Services Corp Ltd                                          | CUSIP: 000000000<br>LEI: 529900JCDRVQE6YZKT86 | Long             | EC               | CORP              | CN        |      348000 | NS      | $200593.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mission Produce Inc                               | Mission Produce Inc                                                             | CUSIP: 60510V108<br>LEI: 54930016JOKVFT59L825 | Long             | EC               | CORP              | US        |       10400 | NS      | $120640.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | EUR CALL VERSUS CZK PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |     1266000 | NC      | $1.11          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMISION FED DE ELECTRIC                          | Comision Federal de Electricidad                                                | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      366667 | PA      | $340508.67     | 0.00%             | 2036-12-15      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Toray Industries Inc                              | Toray Industries Inc                                                            | CUSIP: 000000000<br>LEI: 35380099TCYR5FHT0A11 | Long             | EC               | CORP              | JP        |       40800 | NS      | $266007.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Guardian Pharmacy Services Inc                    | Guardian Pharmacy Services Inc                                                  | CUSIP: 40145W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         643 | NS      | $19347.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BULGARIAN ENERGY HLD                              | Bulgarian Energy Holding EAD                                                    | CUSIP: 000000000<br>LEI: 635400E1RWKJXPSBCV07 | Long             | DBT              | CORP              | BG        |      900000 | PA      | $1017022.78    | 0.01%             | 2028-07-22      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Essent Group Ltd                                  | Essent Group Ltd                                                                | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |        1290 | NS      | $83862.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corp                                 | Bloom Energy Corp                                                               | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |       12400 | NS      | $1077436.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF INDONESIA                             | INDONESIA GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     4000000 | PA      | $570962.47     | 0.00%             | 2035-10-31      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                   | AstraZeneca PLC                                                                 | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      134331 | NS      | $12349048.83   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVA SCOTIA PROVINCE                              | Province of Nova Scotia Canada                                                  | CUSIP: 669827GB7<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $280239.37     | 0.00%             | 2051-12-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Chroma ATE Inc                                    | Chroma ATE Inc                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |        6000 | NS      | $148400.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | EUR CALL VERSUS PLN PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |     -659000 | NC      | $-497.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Franklin Resources Inc                            | Franklin Resources Inc                                                          | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |      204464 | NS      | $4884644.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Avolta AG                                         | Avolta AG                                                                       | CUSIP: 000000000<br>LEI: 549300X53WDBVW7TIF57 | Long             | EC               | CORP              | CH        |       32597 | NS      | $1922566.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                       | Bayerische Motoren Werke AG                                                     | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |       33860 | NS      | $3671621.72    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6910000 | PA      | $6919717.19    | 0.05%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                       | Bayerische Motoren Werke AG                                                     | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EP               | CORP              | DE        |        3686 | NS      | $392781.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Software Inc/Can                    | Constellation Software Inc/Canada                                               | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |         200 | NS      | $481060.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladder Capital Corp                               | Ladder Capital Corp                                                             | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               | CORP              | US        |       38626 | NS      | $424499.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CRESCENT ENERGY FINANCE                           | Crescent Energy Finance LLC                                                     | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      645000 | PA      | $626036.96     | 0.00%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Marks & Spencer Group PLC                         | Marks & Spencer Group PLC                                                       | CUSIP: 000000000<br>LEI: 213800EJP14A79ZG1X44 | Long             | EC               | CORP              | GB        |       52131 | NS      | $231984.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                     | Automatic Data Processing Inc                                                   | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       20502 | NS      | $5273729.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD CALL VERSUS ZAR PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |     2980000 | NC      | $826.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                          | Ascent Resources Utica Holdings LLC / ARU Finance Corp                          | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      155000 | PA      | $160338.64     | 0.00%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp                                 | Ralph Lauren Corp                                                               | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |       17257 | NS      | $6102247.77    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tencent Holdings Ltd                              | Tencent Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | CN        |       69450 | NS      | $5329838.81    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                             | PennyMac Financial Services Inc                                                 | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      860000 | PA      | $915958.34     | 0.01%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Rexel SA                                          | Rexel SA                                                                        | CUSIP: 000000000<br>LEI: 969500N6AVPA51648T62 | Long             | EC               | CORP              | FR        |        7740 | NS      | $303579.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Metso Oyj                                         | Metso Oyj                                                                       | CUSIP: 000000000<br>LEI: 549300R0VN9C371W0E07 | Long             | EC               | CORP              | FI        |       28082 | NS      | $488603.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                             | Tenet Healthcare Corp                                                           | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |        6313 | NS      | $1254519.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                           | O'Reilly Automotive Inc                                                         | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      131614 | NS      | $12004512.94   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp                                         | Pool Corp                                                                       | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |         510 | NS      | $116662.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                       | Lennar Corp                                                                     | CUSIP: 526057302<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |         277 | NS      | $26348.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF SLOVAKIA                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $17825.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sysco Corp                                        | Sysco Corp                                                                      | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |       60920 | NS      | $4489194.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Curbline Properties Corp                          | Curbline Properties Corp                                                        | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               | CORP              | US        |       19394 | NS      | $450134.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                        | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1000583.82    | 0.01%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                    | Bombardier Inc                                                                  | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      145000 | PA      | $152874.95     | 0.00%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| U-Haul Holding Co                                 | U-Haul Holding Co                                                               | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |         135 | NS      | $6805.35       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GREYSTONE COML CAP TRUST                          | Greystone Commercial Capital Trust Series 2021-2                                | CUSIP: 39810DAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2797025 | PA      | $2489352.27    | 0.02%             | 2026-05-31      | Floating      | 7.23%                 | Yes           |                  3 | On Loan: No      |
| STRIP PRINC                                       | United States Treasury Strip Principal                                          | CUSIP: 912803FG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      295000 | PA      | $93284.89      | 0.00%             | 2049-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                            | Darden Restaurants Inc                                                          | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |         163 | NS      | $29995.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                                   | First Solar Inc                                                                 | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |        2225 | NS      | $581236.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Manulife Financial Corp                           | Manulife Financial Corp                                                         | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |       16700 | NS      | $606409.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | US 10YR NOTE (CBT)                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -48 | NC      | $38058.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc                         | Palantir Technologies Inc                                                       | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      120300 | NS      | $21383325.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurora Innovation Inc                             | Aurora Innovation Inc                                                           | CUSIP: 051774107<br>LEI: 984500AB2E0D9F7D9D76 | Long             | EC               | CORP              | US        |       23155 | NS      | $88915.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOF URSA FUNDING                                  | Bayview Opportunity Master Fund VII Trust 2024-SN1                              | CUSIP: 072926AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $503810.85     | 0.00%             | 2028-08-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                            | Corp Andina de Fomento                                                          | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |      700000 | PA      | $721217.00     | 0.01%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IsuPetasys Co Ltd                                 | IsuPetasys Co Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |         198 | NS      | $16419.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                           | Veolia Environnement SA                                                         | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | EC               | CORP              | FR        |       12954 | NS      | $450766.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordson Corp                                      | Nordson Corp                                                                    | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |        3351 | NS      | $805680.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                             | Truist Financial Corp                                                           | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      277620 | NS      | $13661680.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TSMC                                              | Taiwan Semiconductor Manufacturing Co Ltd                                       | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      177809 | NS      | $8740607.73    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Hologic Inc                                       | Hologic Inc                                                                     | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |        4922 | NS      | $366639.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | US 2YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -73 | NC      | $9073.22       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS KINGDOM OF SPAIN                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $1228.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                 | MDGH GMTN RSC Ltd                                                               | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |     2000000 | PA      | $2282861.26    | 0.02%             | 2027-03-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CMOC Group Ltd                                    | CMOC Group Ltd                                                                  | CUSIP: 000000000<br>LEI: 2549008KG3638J59U652 | Long             | EC               | CORP              | CN        |      186077 | NS      | $462312.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Albemarle Corp                                    | Albemarle Corp                                                                  | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |        2614 | NS      | $369724.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group Inc                               | TransDigm Group Inc                                                             | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         993 | NS      | $1320541.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JFE Holdings Inc                                  | JFE Holdings Inc                                                                | CUSIP: 000000000<br>LEI: 3538002Y11Y03NA9B530 | Long             | EC               | CORP              | JP        |       96900 | NS      | $1235367.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TEXAS ELECTRIC MKT STABL                          | Texas Electric Market Stabilization Funding M LLC                               | CUSIP: 88240PAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3265000 | PA      | $3278131.37    | 0.02%             | 2051-08-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Air Liquide SA                                    | Air Liquide SA                                                                  | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |       16053 | NS      | $3017224.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Docusign Inc                                      | Docusign Inc                                                                    | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |         920 | NS      | $62928.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc                                           | KBR Inc                                                                         | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |        2691 | NS      | $108178.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co                                      | Organon & Co                                                                    | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |        6172 | NS      | $44253.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | CDS PEOPLES REPUBLIC OF CHINA                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $64553.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Micron Technology Inc                             | Micron Technology Inc                                                           | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       86747 | NS      | $24758461.27   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ISLE OF MAN                                       | Isle of Man Government International Bond                                       | CUSIP: 000000000<br>LEI: 549300ZXHSYV21BRHW71 | Long             | DBT              | NUSS              | IM        |      400000 | PA      | $541875.90     | 0.00%             | 2034-08-14      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                    | Air Products and Chemicals Inc                                                  | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |        4832 | NS      | $1193600.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Uranium Energy Corp                               | Uranium Energy Corp                                                             | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Long             | EC               | CORP              | CA        |        7800 | NS      | $91104.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International                    | Johnson Controls International plc                                              | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |       70296 | NS      | $8417946.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp                                                           | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      695000 | PA      | $704901.25     | 0.01%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alkermes PLC                                      | Alkermes PLC                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       35800 | NS      | $1001684.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sasseur Real Estate Investment                    | Sasseur Real Estate Investment Trust                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     2185200 | NS      | $1154941.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                    | J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON                 | CUSIP: 46649XAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      310000 | PA      | $56575.00      | 0.00%             | 2031-07-05      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Tata Consultancy Services Ltd                     | Tata Consultancy Services Ltd                                                   | CUSIP: 000000000<br>LEI: 335800ZJKU9GPQRE2U66 | Long             | EC               | CORP              | IN        |       37030 | NS      | $1323051.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS KINGDOM OF SAUDI ARABIA                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $230.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fastly Inc                                        | Fastly Inc                                                                      | CUSIP: 31188V100<br>LEI: 549300E2FZC83FJ3H565 | Long             | EC               | CORP              | US        |      192600 | NS      | $1960668.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co KGaA                               | Henkel AG & Co KGaA                                                             | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |        9223 | NS      | $701928.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Halliburton Co                                    | Halliburton Co                                                                  | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |       18834 | NS      | $532248.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust Inc                     | Independence Realty Trust Inc                                                   | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |       65396 | NS      | $1143122.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| WH Group Ltd                                      | WH Group Ltd                                                                    | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | HK        |     3209860 | NS      | $3575829.08    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CBRE Group Inc                                    | CBRE Group Inc                                                                  | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |       17967 | NS      | $2888913.93    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hero MotoCorp Ltd                                 | Hero MotoCorp Ltd                                                               | CUSIP: 000000000<br>LEI: 335800Q49FBMZJTRLK49 | Long             | EC               | CORP              | IN        |        1730 | NS      | $111164.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QIAGEN NV                                         | QIAGEN NV                                                                       | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |       37600 | NS      | $1709933.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WEX Inc                                           | WEX Inc                                                                         | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |         706 | NS      | $105179.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF AUSTRIA                               | Republic of Austria Government International Bond                               | CUSIP: 052591AS3<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     3100000 | PA      | $2460824.74    | 0.02%             | 2034-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | US 10YR ULTRA                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -14 | NC      | $-4393.48      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc                               | Silgan Holdings Inc                                                             | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |        2031 | NS      | $81991.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Tr                    | Essential Properties Realty Trust Inc                                           | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |       19119 | NS      | $567069.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| H & M Hennes & Mauritz AB                         | H & M Hennes & Mauritz AB                                                       | CUSIP: 000000000<br>LEI: 529900O5RR7R39FRDM42 | Long             | EC               | CORP              | SE        |       32025 | NS      | $641905.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alignment Healthcare Inc                          | Alignment Healthcare Inc                                                        | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       80400 | NS      | $1587900.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TENN VAL AUTH CPN STRIP                           | Tennessee Valley Authority Generic Strip                                        | CUSIP: 88059E5L4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |      461000 | PA      | $333040.99     | 0.00%             | 2033-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NetScout Systems Inc                              | NetScout Systems Inc                                                            | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |       61200 | NS      | $1656072.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                                  | Boise Cascade Co                                                                | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |        1200 | NS      | $88320.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HONDA FINANCE                            | American Honda Finance Corp                                                     | CUSIP: 026657BF2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      700000 | PA      | $824979.42     | 0.01%             | 2028-06-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Dimensional International Core Equity Market ETF  | Dimensional International Core Equity Market ETF                                | CUSIP: 25434V203<br>LEI: 54930095KJRG74HDT020 | Long             | EC               | RF                | US        |     3269462 | NS      | $124599196.82  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                             | Costco Wholesale Corp                                                           | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       37186 | NS      | $32066975.24   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS FEDERAL REPUBLIC OF NIGERIA                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $43923.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                    | NCR Atleos Corp                                                                 | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |      761000 | PA      | $826589.21     | 0.01%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| JX Advanced Metals Corp                           | JX Advanced Metals Corp                                                         | CUSIP: 000000000<br>LEI: 353800NC6NPNKC4JEC58 | Long             | EC               | CORP              | JP        |      116100 | NS      | $1451374.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Marubeni Corp                                     | Marubeni Corp                                                                   | CUSIP: 000000000<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |       63200 | NS      | $1760119.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cytokinetics Inc                                  | Cytokinetics Inc                                                                | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |        4800 | NS      | $304992.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                                         | Shell PLC                                                                       | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      183661 | NS      | $13495410.28   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd                         | Alibaba Group Holding Ltd                                                       | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | HK        |       12037 | NS      | $1764383.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Fulton Financial Corp                             | Fulton Financial Corp                                                           | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |       57000 | NS      | $1101810.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Petronas Dagangan Bhd                             | Petronas Dagangan Bhd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |        4800 | NS      | $23596.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SiTime Corp                                       | SiTime Corp                                                                     | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4200 | NS      | $1483398.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| US Bancorp                                        | US Bancorp                                                                      | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      157539 | NS      | $8406281.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                   | CDS CDX.EM.44.V1                                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $6651.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Renasant Corp                                     | Renasant Corp                                                                   | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |        7558 | NS      | $266192.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SABIC Agri-Nutrients Co                           | SABIC Agri-Nutrients Co                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |        1670 | NS      | $49240.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Adobe Inc                                         | Adobe Inc                                                                       | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       20822 | NS      | $7287491.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| QNB FINANCE LTD                                   | QNB FINANCE LTD                                                                 | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |     2000000 | PA      | $292479.72     | 0.00%             | 2027-03-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ningxia Baofeng Energy Group C                    | Ningxia Baofeng Energy Group Co Ltd                                             | CUSIP: 000000000<br>LEI: 300300G6CBIVJWQ4IC71 | Long             | EC               | CORP              | CN        |       27000 | NS      | $75980.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boyd Gaming Corp                                  | Boyd Gaming Corp                                                                | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |        1307 | NS      | $111408.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PEER HOLDING III BV                               | PEER HOLDING III BV                                                             | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |     4875000 | PA      | $5751787.24    | 0.04%             | 2031-07-01      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Hamilton Insurance Group Ltd                      | Hamilton Insurance Group Ltd                                                    | CUSIP: 000000000<br>LEI: 549300W92BN1FIEXG871 | Long             | EC               | CORP              | BM        |        5800 | NS      | $161820.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NH Investment & Securities Co                     | NH Investment & Securities Co Ltd                                               | CUSIP: 000000000<br>LEI: 549300LQ6NXDW1B8NT42 | Long             | EC               | CORP              | KR        |       60866 | NS      | $891419.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                          | Agence Francaise de Developpement EPIC                                          | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $528073.95     | 0.00%             | 2030-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | IDR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-591.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rocket Cos Inc                                    | Rocket Cos Inc                                                                  | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       19130 | NS      | $370356.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                          | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      215000 | PA      | $201949.80     | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Hermes International SCA                          | Hermes International SCA                                                        | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |        2038 | NS      | $5060049.66    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                          | European Investment Bank                                                        | CUSIP: 29878TBG8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | LU        |     2100000 | PA      | $948125.02     | 0.01%             | 2037-05-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Yokohama Financial Group Inc                      | Yokohama Financial Group Inc                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       72500 | NS      | $599358.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI Properties Inc                               | VICI Properties Inc                                                             | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |       24710 | NS      | $694845.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Qnity Electronics Inc                             | Qnity Electronics Inc                                                           | CUSIP: 74743L100<br>LEI: 254900RSUG4J9TFFZX53 | Long             | EC               | CORP              | US        |        4571 | NS      | $373222.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicinity Ltd                                      | Vicinity Ltd                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     1245446 | NS      | $2120375.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                             | Uber Technologies Inc                                                           | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      296723 | NS      | $24245236.33   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                               | Arista Networks Inc                                                             | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |       64004 | NS      | $8386444.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                             | CDS UNITED STATES TREASURY NOTE/BOND                                            | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $813.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elia Group SA/NV                                  | Elia Group SA/NV                                                                | CUSIP: 000000000<br>LEI: 549300S1MP1NFDIKT460 | Long             | EC               | CORP              | BE        |        5000 | NS      | $643413.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIKA SLOVENIJA                               | Slovenia Government Bond                                                        | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      100000 | PA      | $103235.44     | 0.00%             | 2031-02-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Houlihan Lokey Inc                                | Houlihan Lokey Inc                                                              | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |       16633 | NS      | $2897302.27    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrica PLC                                      | Centrica PLC                                                                    | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | EC               | CORP              | GB        |      619707 | NS      | $1412969.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Minerals International                    | Compass Minerals International Inc                                              | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |        6400 | NS      | $125696.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHILE ELECTRICITY LUX                             | Chile Electricity Lux MPC Sarl                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      895000 | PA      | $937789.95     | 0.01%             | 2033-01-20      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                          | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      425000 | PA      | $419403.58     | 0.00%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Medical Properties Trust Inc                      | Medical Properties Trust Inc                                                    | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |       11949 | NS      | $59745.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Next PLC                                          | Next PLC                                                                        | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |       29575 | NS      | $5444762.51    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Praxis Precision Medicines Inc                    | Praxis Precision Medicines Inc                                                  | CUSIP: 74006W207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2300 | NS      | $677902.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS KINGDOM OF MOROCCO                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-7177.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                          | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     6785000 | PA      | $5734853.97    | 0.04%             | 2040-10-31      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Align Technology Inc                              | Align Technology Inc                                                            | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |        1340 | NS      | $209241.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrivarden AB                                 | Industrivarden AB                                                               | CUSIP: 000000000<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |        7930 | NS      | $355250.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aedifica SA                                       | Aedifica SA                                                                     | CUSIP: 000000000<br>LEI: 529900DTKNXL0AXQFN28 | Long             | EC               | CORP              | BE        |        1902 | NS      | $150552.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                 | Chile Government International Bond                                             | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      200000 | PA      | $240445.92     | 0.00%             | 2031-07-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11205000 | PA      | $11294289.84   | 0.08%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                 | DISH Network Corp                                                               | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     3150000 | PA      | $3277917.29    | 0.02%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| EG FINCO LTD                                      | EG FINCO LTD                                                                    | CUSIP: 000000000<br>LEI: 2138003OUK4UQHRJLT65 | Long             | LON              | CORP              | GB        |     5661640 | PA      | $6680771.88    | 0.05%             | 2028-02-07      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                   | Nordea Bank Abp                                                                 | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |      291119 | NS      | $5477189.19    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Shoals Technologies Group Inc                     | Shoals Technologies Group Inc                                                   | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9600 | NS      | $81600.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                     | CDS UNITED MEXICAN STATES                                                       | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-10963.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                               | Henkel AG & Co KGaA                                                             | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |       42710 | NS      | $3484488.42    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                       | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       37587 | NS      | $33038973.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Mphasis Ltd                                       | Mphasis Ltd                                                                     | CUSIP: 000000000<br>LEI: 335800NSYTIQLQKUYP62 | Long             | EC               | CORP              | IN        |       33473 | NS      | $1038934.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HASCO                                             | Huayu Automotive Systems Co Ltd                                                 | CUSIP: 000000000<br>LEI: 3003001J2BNVV78BOT83 | Long             | EC               | CORP              | CN        |       29400 | NS      | $84281.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nextpower Inc                                     | Nextpower Inc                                                                   | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       25200 | NS      | $2195172.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Fujikura Ltd                                      | Fujikura Ltd                                                                    | CUSIP: 000000000<br>LEI: 353800PSDZ8VRCKVPL51 | Long             | EC               | CORP              | JP        |       19100 | NS      | $2118102.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HAMMERSON IRELAND                                 | Hammerson Ireland Finance DAC                                                   | CUSIP: 000000000<br>LEI: 63540093EUHUMTGSHN61 | Long             | DBT              | CORP              | IE        |     1500000 | PA      | $1739737.64    | 0.01%             | 2027-06-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Laurus Labs Ltd                                   | Laurus Labs Ltd                                                                 | CUSIP: 000000000<br>LEI: 335800S8HO8QRYP3VQ26 | Long             | EC               | CORP              | IN        |        7674 | NS      | $94592.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Akbank TAS                                        | Akbank TAS                                                                      | CUSIP: 000000000<br>LEI: 789000TUMN63Z28TJ497 | Long             | EC               | CORP              | TR        |        8753 | NS      | $14201.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Azenta Inc                                        | Azenta Inc                                                                      | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |        2600 | NS      | $86476.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD/KRW FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4657.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                      | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-34484.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Polaris Inc                                       | Polaris Inc                                                                     | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |        5600 | NS      | $354200.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalOcean Holdings Inc                         | DigitalOcean Holdings Inc                                                       | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |        2000 | NS      | $96240.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                                        | Terex Corp                                                                      | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |        6500 | NS      | $346970.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Global Ltd                                | Liberty Global Ltd                                                              | CUSIP: 000000000<br>LEI: 213800HRMKKTYH7SKA24 | Long             | EC               | CORP              | GB        |        2730 | NS      | $30412.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens AG                                        | Siemens AG                                                                      | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |       41657 | NS      | $11667150.67   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Revvity Inc                                       | Revvity Inc                                                                     | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |        2620 | NS      | $253485.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Occidental Petroleum Corp                         | Occidental Petroleum Corp                                                       | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |       15298 | NS      | $629053.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                         | Chubb Ltd                                                                       | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |       89740 | NS      | $28009648.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                                  | TotalEnergies SE                                                                | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |      123725 | NS      | $8066623.79    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF LATVIA                                | Latvia Government International Bond                                            | CUSIP: 000000000<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |     1077000 | PA      | $1079039.04    | 0.01%             | 2031-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $37617.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CAD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    15000000 | PA      | $14288085.94   | 0.10%             | 2027-07-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Phinia Inc                                        | Phinia Inc                                                                      | CUSIP: 71880K101<br>LEI: 254900HG6MORZE1FFM18 | Long             | EC               | CORP              | US        |        1600 | NS      | $100304.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pop Mart International Group L                    | Pop Mart International Group Ltd                                                | CUSIP: 000000000<br>LEI: 9845000A05E8F937E337 | Long             | EC               | CORP              | CN        |        3200 | NS      | $77205.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OFSI Fund LTD                                     | OFSI BSL XII Ltd                                                                | CUSIP: 67629HAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3000000 | PA      | $3010917.00    | 0.02%             | 2038-01-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| WillScot Holdings Corp                            | WillScot Holdings Corp                                                          | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |        3097 | NS      | $58316.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial Inc                               | STAG Industrial Inc                                                             | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |        4208 | NS      | $154686.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                       | NVIDIA Corp                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     1960513 | NS      | $365635674.50  | 2.66%             |  |  |  | No            |                  1 | On Loan: No      |
| BBVA                                              | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |      435322 | NS      | $10211443.92   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                  | Coca-Cola Co/The                                                                | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      142147 | NS      | $9937496.77    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzuki Motor Corp                                 | Suzuki Motor Corp                                                               | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |       36800 | NS      | $550361.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-51466.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Warehouses De Pauw CVA                            | Warehouses De Pauw CVA                                                          | CUSIP: 000000000<br>LEI: 549300HWDYC5JXC85138 | Long             | EC               | CORP              | BE        |        5595 | NS      | $145097.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                          | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      165000 | PA      | $150126.88     | 0.00%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TG Therapeutics Inc                               | TG Therapeutics Inc                                                             | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               | CORP              | US        |        4600 | NS      | $137126.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunka Shutter Co Ltd                              | Bunka Shutter Co Ltd                                                            | CUSIP: 000000000<br>LEI: 3538006KDHDR2E6VDJ47 | Long             | EC               | CORP              | JP        |       57000 | NS      | $745666.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Antero Resources Corp                             | Antero Resources Corp                                                           | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |        6456 | NS      | $222473.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                         | Apple Inc                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     1099101 | NS      | $298801597.86  | 2.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                           | Kite Realty Group Trust                                                         | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7552 | NS      | $181021.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp                                   | Fair Isaac Corp                                                                 | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |          82 | NS      | $138630.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HD Korea Shipbuilding & Offsho                    | HD Korea Shipbuilding & Offshore Engineering Co Ltd                             | CUSIP: 000000000<br>LEI: 988400DPTJ9KH5R6W540 | Long             | EC               | CORP              | KR        |         339 | NS      | $95656.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                 | Omnicom Group Inc                                                               | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |        7090 | NS      | $572517.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | EURO FX CURR                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |       -1514 | NC      | $-1391155.73   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| KKR Real Estate Finance Trust                     | KKR Real Estate Finance Trust Inc                                               | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               | CORP              | US        |       56500 | NS      | $464430.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Ashland Inc                                       | Ashland Inc                                                                     | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |        1094 | NS      | $64184.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rezolute Inc                                      | Rezolute Inc                                                                    | CUSIP: 76200L309<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8500 | NS      | $20060.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc                              | Freeport-McMoRan Inc                                                            | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      161082 | NS      | $8181354.78    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                          | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      425000 | PA      | $403297.10     | 0.00%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                          | Bulgaria Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |     1100000 | PA      | $1406647.41    | 0.01%             | 2034-09-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ITALY PRIN STRIP                                  | Repubic of Italy Government International Bond Principal Strip                  | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2760000 | PA      | $2738699.62    | 0.02%             | 2031-02-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                    | ConocoPhillips                                                                  | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      213469 | NS      | $19982833.09   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurofins Scientific SE                            | Eurofins Scientific SE                                                          | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | EC               | CORP              | LU        |        9575 | NS      | $700204.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CRH PLC                                           | CRH PLC                                                                         | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |       25445 | NS      | $3175536.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF ITALY                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $9961.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CALPINE CORP                                      | Calpine Corp                                                                    | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     1425000 | PA      | $1425255.91    | 0.01%             | 2028-03-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Phibro Animal Health Corp                         | Phibro Animal Health Corp                                                       | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |        9100 | NS      | $339976.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Agri-Resources Ltd                         | Golden Agri-Resources Ltd                                                       | CUSIP: 000000000<br>LEI: 529900GAK9LTNC3IFY40 | Long             | EC               | CORP              | SG        |     3605200 | NS      | $798425.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rhythm Pharmaceuticals Inc                        | Rhythm Pharmaceuticals Inc                                                      | CUSIP: 76243J105<br>LEI: 529900JPNWXQ8DPLA551 | Long             | EC               | CORP              | US        |       12849 | NS      | $1375356.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| UNICREDIT SPA                                     | UniCredit SpA                                                                   | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     1220000 | PA      | $1208315.33    | 0.01%             | 2027-06-03      | Fixed         | 1.98%                 | No            |                  2 | On Loan: —       |
| Atmos Energy Corp                                 | Atmos Energy Corp                                                               | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |        3466 | NS      | $581005.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                                    | Ziff Davis Inc                                                                  | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |       37800 | NS      | $1328670.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| iRhythm Technologies Inc                          | iRhythm Technologies Inc                                                        | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |        7800 | NS      | $1384032.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Korea Investment Holdings Co L                    | Korea Investment Holdings Co Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       10862 | NS      | $1223009.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN MEDICAL SYST EU                          | American Medical Systems Europe BV                                              | CUSIP: 000000000<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |     2000000 | PA      | $2301347.62    | 0.02%             | 2034-03-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF FRANCE                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-94522.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical Inc                       | BioMarin Pharmaceutical Inc                                                     | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |        4334 | NS      | $257569.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB Inc                                       | MongoDB Inc                                                                     | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |       22395 | NS      | $9398957.55    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                            | Regions Financial Corp                                                          | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      200542 | NS      | $5434688.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| ICU Medical Inc                                   | ICU Medical Inc                                                                 | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |        3400 | NS      | $485078.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica Inc                                     | Primerica Inc                                                                   | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |         785 | NS      | $202812.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                            | Arch Capital Group Ltd                                                          | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |        8133 | NS      | $780117.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Edenred SE                                        | Edenred SE                                                                      | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | EC               | CORP              | FR        |       24588 | NS      | $543541.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hankook Tire & Technology Co L                    | Hankook Tire & Technology Co Ltd                                                | CUSIP: 000000000<br>LEI: 9884001BIEVM09M7AH02 | Long             | EC               | CORP              | KR        |          17 | NS      | $688.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglogold Ashanti Plc                             | Anglogold Ashanti Plc                                                           | CUSIP: 000000000<br>LEI: 2138005YDSA7A82RNU96 | Long             | EC               | CORP              | GB        |        7860 | NS      | $676901.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                             | Chile Electricity Lux Mpc II Sarl                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1150482 | PA      | $1189610.04    | 0.01%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: —       |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CMBX.NA.AAA.17                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-21817.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Yangzijiang Shipbuilding Holdi                    | Yangzijiang Shipbuilding Holdings Ltd                                           | CUSIP: 000000000<br>LEI: 254900Z3JEM14YIGLM66 | Long             | EC               | CORP              | CN        |      866000 | NS      | $2339492.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GRAIL Inc                                         | GRAIL Inc                                                                       | CUSIP: 384747101<br>LEI: 2549009XSNESW3VE8024 | Long             | EC               | CORP              | US        |        4600 | NS      | $393714.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc                              | Medpace Holdings Inc                                                            | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |        3200 | NS      | $1797280.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins India Ltd                                 | Cummins India Ltd                                                               | CUSIP: 000000000<br>LEI: 3358002PR6NKJRU4YS77 | Long             | EC               | CORP              | IN        |        3836 | NS      | $189310.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Okta Inc                                          | Okta Inc                                                                        | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |        2178 | NS      | $188331.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp                              | Pilgrim's Pride Corp                                                            | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |         939 | NS      | $36611.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Re AG                                       | Swiss Re AG                                                                     | CUSIP: 000000000<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |        9855 | NS      | $1641741.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Realtek Semiconductor Corp                        | Realtek Semiconductor Corp                                                      | CUSIP: 000000000<br>LEI: 5299002E7F36O00MYY75 | Long             | EC               | CORP              | TW        |       30000 | NS      | $465800.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US Foods Holding Corp                             | US Foods Holding Corp                                                           | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |       62250 | NS      | $4688670.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| HP Inc                                            | HP Inc                                                                          | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |       19691 | NS      | $438715.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF ITALY                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-9291.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gold Fields Ltd                                   | Gold Fields Ltd                                                                 | CUSIP: 000000000<br>LEI: 5299003KXIBJQYCBBD72 | Long             | EC               | CORP              | ZA        |       29499 | NS      | $1286227.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alcoa Corp                                        | Alcoa Corp                                                                      | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |        5806 | NS      | $308530.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CompoSecure Inc                                   | CompoSecure Inc                                                                 | CUSIP: 20459V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6400 | NS      | $123392.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Inc                                        | Vertex Inc                                                                      | CUSIP: 92538J106<br>LEI: 549300QMYW171MP1PL50 | Long             | EC               | CORP              | US        |        4713 | NS      | $94118.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Hapoalim BM                                  | Bank Hapoalim BM                                                                | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |      160670 | NS      | $3633884.42    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ANI Pharmaceuticals Inc                           | ANI Pharmaceuticals Inc                                                         | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |        5800 | NS      | $457852.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MCJ Co Ltd                                        | MCJ Co Ltd                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       52100 | NS      | $536291.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eastern Bankshares Inc                            | Eastern Bankshares Inc                                                          | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |       25276 | NS      | $465836.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares Inc/                    | First Citizens BancShares Inc/NC                                                | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |         202 | NS      | $433528.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadian Asset Management Inc                      | Acadian Asset Management Inc                                                    | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |       15192 | NS      | $714024.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                 | EURO-BUXL 30Y BND                                                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |          63 | NC      | $-245861.10    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Sun Pharmaceutical Industries                     | Sun Pharmaceutical Industries Ltd                                               | CUSIP: 000000000<br>LEI: 335800KJ7GE29LB4SS73 | Long             | EC               | CORP              | IN        |         436 | NS      | $8348.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Endesa SA                                         | Endesa SA                                                                       | CUSIP: 000000000<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |       36675 | NS      | $1319592.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| CALPINE CORP                                      | Calpine Corp                                                                    | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      470000 | PA      | $469628.60     | 0.00%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1135000 | PA      | $1138546.88    | 0.01%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Isuzu Motors Ltd                                  | Isuzu Motors Ltd                                                                | CUSIP: 000000000<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |      259000 | NS      | $4042245.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kone Oyj                                          | Kone Oyj                                                                        | CUSIP: 000000000<br>LEI: 2138001CNF45JP5XZK38 | Long             | EC               | CORP              | FI        |       12524 | NS      | $887237.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Autodesk Inc                                      | Autodesk Inc                                                                    | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       37800 | NS      | $11189178.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF COLOMBIA                              | Colombia Government International Bond                                          | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1060000 | PA      | $1234500.59    | 0.01%             | 2028-09-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                              | Colombia Government International Bond                                          | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      290000 | PA      | $327175.68     | 0.00%             | 2032-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Albany International Corp                         | Albany International Corp                                                       | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |        2600 | NS      | $131820.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                     | CDS REPUBLIC OF TURKIYE                                                         | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $101557.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Peabody Energy Corp                               | Peabody Energy Corp                                                             | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |       25300 | NS      | $751410.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TENNECO INC                                       | Tenneco Inc                                                                     | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |     3275000 | PA      | $3289271.67    | 0.02%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Avantor Inc                                       | Avantor Inc                                                                     | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       14775 | NS      | $169321.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc                                          | Saia Inc                                                                        | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |         506 | NS      | $165219.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc                      | FactSet Research Systems Inc                                                    | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |         690 | NS      | $200231.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jamestown CLO Ltd                                 | Jamestown CLO XIV Ltd                                                           | CUSIP: 47048XBC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4250000 | PA      | $4247575.80    | 0.03%             | 2034-10-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Hilltop Holdings Inc                              | Hilltop Holdings Inc                                                            | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |       37900 | NS      | $1286326.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zhongjin Gold Corp Ltd                            | Zhongjin Gold Corp Ltd                                                          | CUSIP: 000000000<br>LEI: 300300Q0ZK8HFP814Z87 | Long             | EC               | CORP              | CN        |       13100 | NS      | $43705.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                             | Quikrete Holdings Inc                                                           | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      220000 | PA      | $229719.60     | 0.00%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Chenbro Micom Co Ltd                              | Chenbro Micom Co Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |        2000 | NS      | $63639.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS KINGDOM OF BAHRAIN                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $17927.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNY Capital Markets, LLC                          | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: VJW2DOOHGDT6PR0ZRO63 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-14979.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp                                                           | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     1275000 | PA      | $1257131.09    | 0.01%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                      | Calpine Corp                                                                    | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2638249.95    | 0.02%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| On Holding AG                                     | On Holding AG                                                                   | CUSIP: 000000000<br>LEI: 506700FB3467B9W95526 | Long             | EC               | CORP              | CH        |       85762 | NS      | $3986217.76    | 0.03%             |  |  |  | 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      | $433784.00     | 0.00%             | 2030-04-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                     | CME Group Inc                                                                   | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |        7819 | NS      | $2135212.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Yanlord Land Group Ltd                            | Yanlord Land Group Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |      964900 | NS      | $524172.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eos Energy Enterprises Inc                        | Eos Energy Enterprises Inc                                                      | CUSIP: 29415C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7600 | NS      | $87096.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Exxon Mobil Corp                                  | Exxon Mobil Corp                                                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      436596 | NS      | $52539962.64   | 0.38%             |  |  |  | No            |                  1 | On Loan: —       |
| Kirby Corp                                        | Kirby Corp                                                                      | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |       57390 | NS      | $6323230.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Inc                                       | Compass Inc                                                                     | CUSIP: 20464U100<br>LEI: 254900DMGQSTC3I2IM78 | Long             | EC               | CORP              | US        |      109100 | NS      | $1153187.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company               | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $120.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coles Group Ltd                                   | Coles Group Ltd                                                                 | CUSIP: 000000000<br>LEI: 549300OHQRG2HN8LZ793 | Long             | EC               | CORP              | AU        |      131761 | NS      | $1883294.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Brinker International Inc                         | Brinker International Inc                                                       | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |        1200 | NS      | $172224.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Absa Group Ltd                                    | Absa Group Ltd                                                                  | CUSIP: 000000000<br>LEI: 2138006IPPRD4N6XLT30 | Long             | EC               | CORP              | ZA        |       95847 | NS      | $1385264.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CALPINE CORP                                      | Calpine Corp                                                                    | CUSIP: 131347CR5<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1206560.23    | 0.01%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd                        | RenaissanceRe Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |        8613 | NS      | $2421631.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                          | Ascent Resources Utica Holdings LLC / ARU Finance Corp                          | CUSIP: 04364VAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      161000 | PA      | $204605.60     | 0.00%             | 2027-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCE LOCALE                              | Agence France Locale                                                            | CUSIP: 000000000<br>LEI: 969500NMI4UP00IO8G47 | Long             | DBT              | NUSS              | FR        |     1000000 | PA      | $1138915.70    | 0.01%             | 2034-03-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Consolidated Inc                        | Coca-Cola Consolidated Inc                                                      | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |        1020 | NS      | $156366.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Infineon Technologies AG                          | Infineon Technologies AG                                                        | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |       59810 | NS      | $2609567.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                             | Quikrete Holdings Inc                                                           | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      915000 | PA      | $952143.86     | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS PEOPLES REPUBLIC OF CHINA                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-58454.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                          | Antero Midstream Partners LP / Antero Midstream Finance Corp                    | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1580000 | PA      | $1582352.38    | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Embraer SA                                        | Embraer SA                                                                      | CUSIP: 29082A107<br>LEI: 549300EM51WYXFHUY333 | Long             | EC               | CORP              | BR        |       77839 | NS      | $5010496.43    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitt                    | LVMH Moet Hennessy Louis Vuitton SE                                             | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |       15167 | NS      | $11431910.21   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SLM Corp                                          | SLM Corp                                                                        | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4108 | NS      | $111162.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rolls-Royce Holdings PLC                          | Rolls-Royce Holdings PLC                                                        | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |      526818 | NS      | $8147615.68    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                  | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      950000 | PA      | $887717.77     | 0.01%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Tesco PLC                                         | Tesco PLC                                                                       | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |      924718 | NS      | $5499140.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                      | QUALCOMM Inc                                                                    | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |       25766 | NS      | $4407274.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Zalando SE                                        | Zalando SE                                                                      | CUSIP: 000000000<br>LEI: 529900YRFFGH5AXU4S86 | Long             | EC               | CORP              | DE        |        7678 | NS      | $226555.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Grosvenor Place CLO BV                            | Grosvenor Place CLO 2022-1 DAC                                                  | CUSIP: 000000000<br>LEI: 635400XBQAMTXICTXN06 | Long             | ABS-CBDO         | CORP              | IE        |    11500000 | PA      | $13520184.30   | 0.10%             | 2038-05-24      | Floating      | 3.65%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF PANAMA                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $7065.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Illumina Inc                                      | Illumina Inc                                                                    | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |        3485 | NS      | $457092.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Securitas AB                                      | Securitas AB                                                                    | CUSIP: 000000000<br>LEI: 635400TTYKE8EIWDS617 | Long             | EC               | CORP              | SE        |       67954 | NS      | $1080680.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Steel Corp                                 | Nippon Steel Corp                                                               | CUSIP: 000000000<br>LEI: 35380065QWQ4U2V3PA33 | Long             | EC               | CORP              | JP        |      267500 | NS      | $1094624.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                              | Republic of Italy Government International Bond                                 | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1200000 | PA      | $1566274.59    | 0.01%             | 2034-07-31      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA SLOVENIJA                               | Slovenia Government Bond                                                        | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      100000 | PA      | $114210.34     | 0.00%             | 2032-03-03      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2000000 | PA      | $2130637.60    | 0.02%             | 2030-01-17      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Piedmont Realty Trust Inc                         | Piedmont Realty Trust Inc                                                       | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       27396 | NS      | $228482.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                                       | Incyte Corp                                                                     | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |       30979 | NS      | $3059795.83    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG Inc                                           | TPG Inc                                                                         | CUSIP: 872657101<br>LEI: 549300NLO4R8MX77XJ02 | Long             | EC               | CORP              | US        |         285 | NS      | $18194.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                      | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       24939 | NS      | $14450903.55   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS KINGDOM OF SAUDI ARABIA                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $117.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingfisher PLC                                    | Kingfisher PLC                                                                  | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |     1892685 | NS      | $7967356.20    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Viking Holdings Ltd                               | Viking Holdings Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      105500 | NS      | $7533755.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ICG Euro CLO                                      | ICG Euro CLO 2023-2 DAC                                                         | CUSIP: 000000000<br>LEI: 5493000GNZH2JWC7EQ58 | Long             | ABS-CBDO         | CORP              | IE        |    16000000 | PA      | $18815781.22   | 0.14%             | 2038-01-26      | Floating      | 3.79%                 | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Naziona                    | Terna - Rete Elettrica Nazionale                                                | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | EC               | CORP              | IT        |      231326 | NS      | $2461008.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sylvamo Corp                                      | Sylvamo Corp                                                                    | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |       20900 | NS      | $1006335.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group/The                                   | Cigna Group/The                                                                 | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       46719 | NS      | $12858470.37   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Capgemini SE                                      | Capgemini SE                                                                    | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |       21437 | NS      | $3559575.99    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                | Coterra Energy Inc                                                              | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |       16592 | NS      | $436701.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Inc                        | Hilton Grand Vacations Inc                                                      | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |       41900 | NS      | $1875025.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTA Sports Products Ltd                          | ANTA Sports Products Ltd                                                        | CUSIP: 000000000<br>LEI: 529900291XG0CTK4LF95 | Long             | EC               | CORP              | CN        |       46200 | NS      | $479767.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                     | CDS REPUBLIC OF SOUTH AFRICA                                                    | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $34437.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Qorvo Inc                                         | Qorvo Inc                                                                       | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |        1900 | NS      | $160569.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PTT PCL                                           | PTT PCL                                                                         | CUSIP: 000000000<br>LEI: 549300QOGMPTKB6W7G56 | Long             | EC               | CORP              | TH        |       10800 | NS      | $10966.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIFC European Funding CLO                         | CIFC European Funding CLO III DAC                                               | CUSIP: 000000000<br>LEI: 5493000EF0244RPYUG32 | Long             | ABS-CBDO         | CORP              | IE        |     4750000 | PA      | $5584116.37    | 0.04%             | 2034-01-15      | Floating      | 3.06%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LITHUANIA                             | Lithuania Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      195000 | PA      | $236921.20     | 0.00%             | 2028-04-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Western Union Co/The                              | Western Union Co/The                                                            | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |        6901 | NS      | $64248.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                          | Bank Gospodarstwa Krajowego                                                     | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      800000 | PA      | $963729.81     | 0.01%             | 2027-09-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                     | Rio Tinto PLC                                                                   | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |       95908 | NS      | $7725489.54    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| First Hawaiian Inc                                | First Hawaiian Inc                                                              | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |        2895 | NS      | $73243.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories Inc                          | Silicon Laboratories Inc                                                        | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |       13200 | NS      | $1725240.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                          | Fabrinet                                                                        | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | TH        |        1200 | NS      | $546336.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BNP PARIBAS                                       | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |    34355000 | OU      | $210569.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                               | Deutsche Telekom AG                                                             | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |      340689 | NS      | $11089786.81   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      220000 | PA      | $197312.50     | 0.00%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Daiwa House Industry Co Ltd                       | Daiwa House Industry Co Ltd                                                     | CUSIP: 000000000<br>LEI: 353800K9WXR9XRZJZI46 | Long             | EC               | CORP              | JP        |       48800 | NS      | $1621078.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Waters Corp                                       | Waters Corp                                                                     | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |         560 | NS      | $212704.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SFIL SA                                           | SFIL SA                                                                         | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |     2200000 | PA      | $2564229.57    | 0.02%             | 2031-01-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ooredoo QPSC                                      | Ooredoo QPSC                                                                    | CUSIP: 000000000<br>LEI: 549300D3EIDZJB62TR20 | Long             | EC               | CORP              | QA        |       24238 | NS      | $86664.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercury Systems Inc                               | Mercury Systems Inc                                                             | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |       23012 | NS      | $1680106.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Fast Retailing Co Ltd                             | Fast Retailing Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800ZCXKHDPY0N5218 | Long             | EC               | CORP              | JP        |        4700 | NS      | $1704164.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Altria Group Inc                                  | Altria Group Inc                                                                | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      211790 | NS      | $12211811.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                          | American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     1000000 | PA      | $1016999.00    | 0.01%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | SWOP IRS EUR                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |   -11645000 | OU      | $-2120.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vale SA                                           | Vale SA                                                                         | CUSIP: 000000000<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |      431064 | NS      | $5628437.05    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Janus Henderson Group PLC                         | Janus Henderson Group PLC                                                       | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | GB        |      137046 | NS      | $6519278.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                              | Edison International                                                            | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       70921 | NS      | $4256678.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NU Holdings Ltd/Cayman Islands                    | NU Holdings Ltd/Cayman Islands                                                  | CUSIP: 000000000<br>LEI: 5493002DG1RHWK9W2X27 | Long             | EC               | CORP              | BR        |      234836 | NS      | $3931154.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                      | Centene Corp                                                                    | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      151885 | NS      | $6250067.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bumble Inc                                        | Bumble Inc                                                                      | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      444500 | NS      | $1586865.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International Inc                            | CACI International Inc                                                          | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |         482 | NS      | $256814.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's Inc                                     | Dillard's Inc                                                                   | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |          45 | NS      | $27285.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chugai Pharmaceutical Co Ltd                      | Chugai Pharmaceutical Co Ltd                                                    | CUSIP: 000000000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |       14800 | NS      | $776431.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co                              | Saudi Arabian Oil Co                                                            | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | EC               | CORP              | SA        |        1680 | NS      | $10668.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |    -7650000 | OU      | $-9512.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1500000 | PA      | $1750184.35    | 0.01%             | 2032-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| American Healthcare REIT Inc                      | American Healthcare REIT Inc                                                    | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               | CORP              | US        |       50537 | NS      | $2378271.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ADAPTHEALTH LLC                                   | AdaptHealth LLC                                                                 | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      725000 | PA      | $730119.81     | 0.01%             | 2028-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                        | Capital One Financial Corp                                                      | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       69747 | NS      | $16903882.92   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Chartwell Retirement Residence                    | Chartwell Retirement Residences                                                 | CUSIP: 16141A103<br>LEI: 549300M7UBEIZBWP4069 | Long             | EC               | CORP              | CA        |       34238 | NS      | $501390.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL LNG INC                            | Venture Global LNG Inc                                                          | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     1245000 | PA      | $983768.59     | 0.01%             | N/A             | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                          | RHP Hotel Properties LP / RHP Finance Corp                                      | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1195000 | PA      | $1239776.38    | 0.01%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Daifuku Co Ltd                                    | Daifuku Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 3538006FG1W4X3MYHL36 | Long             | EC               | CORP              | JP        |       76200 | NS      | $2398447.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GE Vernova T&D India Ltd                          | GE Vernova T&D India Ltd                                                        | CUSIP: 000000000<br>LEI: 549300NMRD6VZDFLN355 | Long             | EC               | CORP              | IN        |        1152 | NS      | $40149.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc                             | RPM International Inc                                                           | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |        2531 | NS      | $263224.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CMBX.NA.AAA.17                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-22609.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                          | Cassa Depositi e Prestiti SpA                                                   | CUSIP: 147918AF3<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |      800000 | PA      | $798934.40     | 0.01%             | 2030-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ONTARIO ELECTRICITY FIN                           | Ontario Electricity Financial Corp                                              | CUSIP: 683078FP9<br>LEI: 549300SI5D7OIEG4Y641 | Long             | DBT              | NUSS              | CA        |     3500000 | PA      | $2122283.16    | 0.02%             | 2031-04-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Restaurant Brands Internationa                    | Restaurant Brands International Inc                                             | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | US        |        2195 | NS      | $149764.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Ltd                                     | Herbalife Ltd                                                                   | CUSIP: 000000000<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               | CORP              | US        |       15900 | NS      | $204951.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Svenska Handelsbanken AB                          | Svenska Handelsbanken AB                                                        | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |       78518 | NS      | $1137532.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Columbia Banking System Inc                       | Columbia Banking System Inc                                                     | CUSIP: 197236102<br>LEI: 254900CTRJTQZ3BJ2V17 | Long             | EC               | CORP              | US        |        4827 | NS      | $134914.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Qantas Airways Ltd                                | Qantas Airways Ltd                                                              | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |      334810 | NS      | $2313097.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyosung Heavy Industries Corp                     | Hyosung Heavy Industries Corp                                                   | CUSIP: 000000000<br>LEI: 988400IDLF9EQ95M0928 | Long             | EC               | CORP              | KR        |          52 | NS      | $64237.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Express Co                               | American Express Co                                                             | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |       32899 | NS      | $12170985.05   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                             | Travelers Cos Inc/The                                                           | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |        4972 | NS      | $1442178.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                       | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |    34355000 | OU      | $16.99         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF FRANCE                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-33131.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MTN Group Ltd                                     | MTN Group Ltd                                                                   | CUSIP: 000000000<br>LEI: 2549009JD6Q6XHZS5E05 | Long             | EC               | CORP              | ZA        |        1211 | NS      | $12397.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Admiral Group PLC                                 | Admiral Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |       56890 | NS      | $2433633.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Woori Financial Group Inc                         | Woori Financial Group Inc                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        8373 | NS      | $162515.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schroders PLC                                     | Schroders PLC                                                                   | CUSIP: 000000000<br>LEI: 2138001YYBULX5SZ2H24 | Long             | EC               | CORP              | GB        |      335037 | NS      | $1831468.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JD.com Inc                                        | JD.com Inc                                                                      | CUSIP: 47215P106<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | CN        |        5100 | NS      | $146370.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                           | Consolidated Edison Inc                                                         | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |        7873 | NS      | $781946.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HECLA MINING CO                                   | Hecla Mining Co                                                                 | CUSIP: 422704AH9<br>LEI: 5493009Y6HOBZD1QD537 | Long             | DBT              | CORP              | US        |      111000 | PA      | $111704.24     | 0.00%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LITHUANIA                             | Lithuania Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      300000 | PA      | $308204.43     | 0.00%             | 2035-10-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Meituan                                           | Meituan                                                                         | CUSIP: 000000000<br>LEI: 21380033K525E5JLIA77 | Long             | EC               | CORP              | CN        |         970 | NS      | $12854.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asbury Automotive Group Inc                       | Asbury Automotive Group Inc                                                     | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |        3400 | NS      | $790602.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| DEUTSCHE BANK SECURITIES INC.                     | CDS REPUBLIC OF PHILIPPINES                                                     | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-14898.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kilroy Realty Corp                                | Kilroy Realty Corp                                                              | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |        2670 | NS      | $99777.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Zoom Communications Inc                           | Zoom Communications Inc                                                         | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |       47501 | NS      | $4098861.29    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S                            | AP Moller - Maersk A/S                                                          | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |         272 | NS      | $624118.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regency Centers Corp                              | Regency Centers Corp                                                            | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |       11369 | NS      | $784802.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp                                   | Bio-Techne Corp                                                                 | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |        3505 | NS      | $206129.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                      | Alphabet Inc                                                                    | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      382965 | NS      | $120174417.00  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc                             | Customers Bancorp Inc                                                           | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |        7900 | NS      | $577648.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories Int                    | Charles River Laboratories International Inc                                    | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |        1090 | NS      | $217433.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp                                         | AGCO Corp                                                                       | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |        1392 | NS      | $145213.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Repsol SA                                         | Repsol SA                                                                       | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |       92696 | NS      | $1729561.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | CDS ORACLE CORP                                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-4923.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Carrier Global Corp                               | Carrier Global Corp                                                             | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |       97390 | NS      | $5146087.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                       | Paychex Inc                                                                     | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |        4850 | NS      | $544073.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                              | MGIC Investment Corp                                                            | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |        5257 | NS      | $153609.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VSE Corp                                          | VSE Corp                                                                        | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |        8458 | NS      | $1461288.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Hyundai Mobis Co Ltd                              | Hyundai Mobis Co Ltd                                                            | CUSIP: 000000000<br>LEI: 988400HJA9E0ZVDHRS65 | Long             | EC               | CORP              | KR        |         119 | NS      | $30878.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                          | Occidental Petroleum Corp                                                       | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     2450000 | PA      | $2753487.30    | 0.02%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Publicis Groupe SA                                | Publicis Groupe SA                                                              | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |       20214 | NS      | $2099177.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| News Corp                                         | News Corp                                                                       | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |        8392 | NS      | $219199.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc                        | Southwest Gas Holdings Inc                                                      | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |       21200 | NS      | $1696424.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                     | Accenture PLC                                                                   | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |       52532 | NS      | $14094335.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                       | CDS KINGDOM OF MOROCCO                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              | CORP              | FR        |           1 | NC      | $-11895.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| California BanCorp                                | California BanCorp                                                              | CUSIP: 84252A106<br>LEI: 549300Z6CP542EI9L684 | Long             | EC               | CORP              | US        |        9200 | NS      | $171764.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                          | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 000000000<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     1500000 | PA      | $1574409.56    | 0.01%             | 2031-11-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                          | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      360000 | PA      | $256290.38     | 0.00%             | 2051-09-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834FB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1000000 | PA      | $511125.20     | 0.00%             | 2040-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kering SA                                         | Kering SA                                                                       | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |        3275 | NS      | $1144408.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| XPO INC                                           | XPO Inc                                                                         | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |      200000 | PA      | $208587.72     | 0.00%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                            | AP Moller - Maersk A/S                                                          | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |         254 | NS      | $582613.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                     | Mosaic Co/The                                                                   | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |        7006 | NS      | $168774.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                                | Equity Residential                                                              | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |       17534 | NS      | $1105343.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                                | Ally Financial Inc                                                              | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |       90305 | NS      | $4089913.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                       | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |   -34355000 | OU      | $-79993.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASPEED Technology Inc                             | ASPEED Technology Inc                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |        4973 | NS      | $1144139.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Tire Corp Ltd                            | Canadian Tire Corp Ltd                                                          | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               | CORP              | CA        |        4500 | NS      | $570274.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                                   | Best Buy Co Inc                                                                 | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |        4267 | NS      | $285590.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair Inc                                       | Wayfair Inc                                                                     | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |        1753 | NS      | $176018.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                  | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      700000 | PA      | $676224.12     | 0.00%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                               | Delta Air Lines Inc                                                             | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |       24528 | NS      | $1702243.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SSR Mining Inc                                    | SSR Mining Inc                                                                  | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | EC               | CORP              | US        |       22600 | NS      | $495392.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                               | Elevance Health Inc                                                             | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |        4898 | NS      | $1716993.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RB Global Inc                                     | RB Global Inc                                                                   | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | US        |        3815 | NS      | $392449.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                          | Slovakia Government Bond                                                        | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      210000 | PA      | $166584.60     | 0.00%             | 2047-10-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF INDONESIA                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-25133.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                   | ASML Holding NV                                                                 | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       25514 | NS      | $27491849.57   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Antofagasta PLC                                   | Antofagasta PLC                                                                 | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Long             | EC               | CORP              | CL        |       57826 | NS      | $2540037.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TLYS                                              | Tongling Nonferrous Metals Group Co Ltd                                         | CUSIP: 000000000<br>LEI: 300300JWM4636VG5A986 | Long             | EC               | CORP              | CN        |        9800 | NS      | $8430.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Halma PLC                                         | Halma PLC                                                                       | CUSIP: 000000000<br>LEI: 2138007FRGLUR9KGBT40 | Long             | EC               | CORP              | GB        |      107523 | NS      | $5103565.36    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HD Hyundai Electric Co Ltd                        | HD Hyundai Electric Co Ltd                                                      | CUSIP: 000000000<br>LEI: 988400CSDKM9UHLHGB91 | Long             | EC               | CORP              | KR        |        1338 | NS      | $718570.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LA POSTE SA                                       | La Poste SA                                                                     | CUSIP: 000000000<br>LEI: 9695000YG7TR7PAP0L59 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $94320.81      | 0.00%             | 2034-09-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Trend Micro Inc/Japan                             | Trend Micro Inc/Japan                                                           | CUSIP: 000000000<br>LEI: 3538005O5UJ5RNAGVE16 | Long             | EC               | CORP              | JP        |       56200 | NS      | $2334113.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| GENERALITAT DE CATALUNYA                          | Autonomous Community of Catalonia                                               | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | DBT              | NUSS              | ES        |      350000 | PA      | $433760.47     | 0.00%             | 2034-10-28      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Clorox Co/The                                     | Clorox Co/The                                                                   | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |        2480 | NS      | $250058.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc                         | Caesars Entertainment Inc                                                       | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |        4750 | NS      | $111102.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                     | CDS REPUBLIC OF PERU                                                            | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-10322.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amplitude Inc                                     | Amplitude Inc                                                                   | CUSIP: 03213A104<br>LEI: 984500EZ87C703978858 | Long             | EC               | CORP              | US        |        8400 | NS      | $97272.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nokia Oyj                                         | Nokia Oyj                                                                       | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |      485727 | NS      | $3131517.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Motor Products Inc                       | Standard Motor Products Inc                                                     | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |       14000 | NS      | $515900.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Catcher Technology Co Ltd                         | Catcher Technology Co Ltd                                                       | CUSIP: 000000000<br>LEI: 5299006PRSCU66N5JF55 | Long             | EC               | CORP              | TW        |       70000 | NS      | $462547.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanover Insurance Group Inc/Th                    | Hanover Insurance Group Inc/The                                                 | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |         892 | NS      | $163030.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Group PLC                                 | NatWest Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |     1067331 | NS      | $9362928.53    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate                     | Cantor Commercial Real Estate Lending 2019-CF3                                  | CUSIP: 12529TAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6800000 | PA      | $6388233.48    | 0.05%             | 2053-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Remitly Global Inc                                | Remitly Global Inc                                                              | CUSIP: 75960P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       19200 | NS      | $264960.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aristocrat Leisure Ltd                            | Aristocrat Leisure Ltd                                                          | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |       53628 | NS      | $2076175.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitek Systems Inc                                 | Mitek Systems Inc                                                               | CUSIP: 606710200<br>LEI: 549300ABZAQ3R25XG118 | Long             | EC               | CORP              | US        |      131000 | NS      | $1382050.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                 | SWOP IRS EUR                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |    11645000 | OU      | $9285.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrial Bank of Korea                          | Industrial Bank of Korea                                                        | CUSIP: 000000000<br>LEI: 988400RBIWE3YA18PK12 | Long             | EC               | CORP              | KR        |       10373 | NS      | $150776.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Subaru Corp                                       | Subaru Corp                                                                     | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |       72600 | NS      | $1563166.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Argenx SE                                         | Argenx SE                                                                       | CUSIP: 000000000<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |        5481 | NS      | $4623463.72    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                    | Atlas Copco AB                                                                  | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |      112875 | NS      | $1804500.65    | 0.01%             |  |  |  | No            |                  2 | 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        |      616000 | PA      | $507024.63     | 0.00%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Enova International Inc                           | Enova International Inc                                                         | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |       14100 | NS      | $2216520.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834JH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2700000 | PA      | $1320439.68    | 0.01%             | 2040-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freshworks Inc                                    | Freshworks Inc                                                                  | CUSIP: 358054104<br>LEI: 254900ULRGCUEIK0K191 | Long             | EC               | CORP              | US        |       39500 | NS      | $483875.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnit PJSC                                       | Magnit PJSC                                                                     | CUSIP: 000000000<br>LEI: 2534009KKPTVL99W2Y12 | Long             | EC               | CORP              | RU        |        5159 | NS      | $0.01          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Mercedes-Benz Group AG                            | Mercedes-Benz Group AG                                                          | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |      116947 | NS      | $8107010.74    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS DOMINICAN REPUBLIC                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $9299.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                              | Taylor Morrison Communities Inc                                                 | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     2350000 | PA      | $2392105.91    | 0.02%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EMIRATES NBD BANK PJSC                            | Emirates NBD Bank PJSC                                                          | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |      720000 | PA      | $493205.82     | 0.00%             | 2033-02-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Trust 2019-GC42                                          | CUSIP: 36257UAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2493173 | PA      | $2367506.11    | 0.02%             | 2052-09-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Petco Health & Wellness Co Inc                    | Petco Health & Wellness Co Inc                                                  | CUSIP: 71601V105<br>LEI: 2549007TYGV6RVSE9M61 | Long             | EC               | CORP              | US        |       41600 | NS      | $116896.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                          | Fox Corp                                                                        | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |        4688 | NS      | $342552.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc                            | Mueller Industries Inc                                                          | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |        2040 | NS      | $234192.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Haier Smart Home Co Ltd                           | Haier Smart Home Co Ltd                                                         | CUSIP: 000000000<br>LEI: 3003002BYTNGNJTWSH07 | Long             | EC               | CORP              | CN        |      195800 | NS      | $611434.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CELLNEX TELECOM SA                                | Cellnex Telecom SA                                                              | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |     2500000 | PA      | $2736669.73    | 0.02%             | 2030-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Worthington Enterprises Inc                       | Worthington Enterprises Inc                                                     | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |       42900 | NS      | $2212353.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Adamas Trust Inc                                  | Adamas Trust Inc                                                                | CUSIP: 649604840<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               | CORP              | US        |       36300 | NS      | $264990.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | SWOP CDS CDX.NA.IG.45.V1                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |   -29360000 | OU      | $-1520.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Virtu Financial Inc                               | Virtu Financial Inc                                                             | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |       41715 | NS      | $1389943.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Copco AB                                    | Atlas Copco AB                                                                  | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |       21120 | NS      | $375990.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                             | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      345000 | PA      | $311540.62     | 0.00%             | 2032-06-09      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Ardelyx Inc                                       | Ardelyx Inc                                                                     | CUSIP: 039697107<br>LEI: 549300F542QR4SXHCY32 | Long             | EC               | CORP              | US        |       71800 | NS      | $418594.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc                     | Arrowhead Pharmaceuticals Inc                                                   | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |        5000 | NS      | $331950.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandai Namco Holdings Inc                         | Bandai Namco Holdings Inc                                                       | CUSIP: 000000000<br>LEI: 3538008EFEM34VRJDQ95 | Long             | EC               | CORP              | JP        |       32400 | NS      | $862361.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                            | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2106338.08    | 0.02%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Allstate Corp/The                                 | Allstate Corp/The                                                               | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |       72002 | NS      | $14987216.30   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc                                        | Sunrun Inc                                                                      | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |        6800 | NS      | $125120.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co Ltd                        | Samsung Electronics Co Ltd                                                      | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |       81504 | NS      | $6831249.47    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                            | MSCI EMGMKT                                                                     | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |          25 | NC      | $54433.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF FRANCE                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-1192.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |    14760000 | OU      | $275.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                | J M Smucker Co/The                                                              | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |        2294 | NS      | $224376.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                                   | Southern Co/The                                                                 | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |       40420 | NS      | $3524624.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Terawulf Inc                                      | Terawulf Inc                                                                    | CUSIP: 88080T104<br>LEI: 254900CVMW1SX2T78A64 | Long             | EC               | CORP              | US        |       19200 | NS      | $220608.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Keurig Dr Pepper Inc                              | Keurig Dr Pepper Inc                                                            | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |       28279 | NS      | $792094.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc                                           | PTC Inc                                                                         | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |        2287 | NS      | $398418.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mountain View CLO Ltd                             | Mountain View CLO 2013-1 Ltd                                                    | CUSIP: 62431UBC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1015785 | PA      | $1015843.56    | 0.01%             | 2030-10-12      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1170080.00    | 0.01%             | 2032-04-02      | Variable      | 0.01%                 | No            |                  2 | On Loan: —       |
| ANDORRA INTERNATIONAL BD                          | Andorra International Bond                                                      | CUSIP: 000000000<br>LEI: 549300ZPD490G9UI0A49 | Long             | DBT              | NUSS              | AD        |      500000 | PA      | $578002.08     | 0.00%             | 2027-02-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| StoneCo Ltd                                       | StoneCo Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300O1A9LEF0XZCR35 | Long             | EC               | CORP              | BR        |        5700 | NS      | $84303.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor Inc                                     | Frontdoor Inc                                                                   | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |       45827 | NS      | $2643759.63    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| GOLDMAN SACHS & CO. LLC                           | CDS ALPHABET INC                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $21064.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10588000 | PA      | $6653896.25    | 0.05%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                          | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      505000 | PA      | $532906.99     | 0.00%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| St Pauls CLO                                      | St Paul's CLO IV DAC                                                            | CUSIP: 000000000<br>LEI: 549300IMSL8GGSOV5A04 | Long             | ABS-CBDO         | CORP              | IE        |     4551392 | PA      | $5337671.62    | 0.04%             | 2030-04-25      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                | Vodafone Group PLC                                                              | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |     1917517 | NS      | $2556068.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Organogenesis Holdings Inc                        | Organogenesis Holdings Inc                                                      | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |       20000 | NS      | $103600.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AST PGIM Fixed Income Central Portfolio           | AST PGIM Fixed Income Central Portfolio                                         | CUSIP: 000000000<br>LEI: 5493004PPIB4NJOLH005 | Long             | EC               | RF                | US        |   139494562 | NS      | $1666960013.11 | 12.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc                           | Nexstar Media Group Inc                                                         | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |         462 | NS      | $93809.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Smithfield Foods Inc                              | Smithfield Foods Inc                                                            | CUSIP: 832248207<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | EC               | CORP              | US        |      147400 | NS      | $3291442.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Inc                           | Lululemon Athletica Inc                                                         | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | CA        |         840 | NS      | $174560.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ST Engineering                                    | Singapore Technologies Engineering Ltd                                          | CUSIP: 000000000<br>LEI: 254900OEXGGWCR24DG90 | Long             | EC               | CORP              | SG        |      641600 | NS      | $4192275.50    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | CDS CMBX.NA.AAA.18                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $4543.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1070000 | PA      | $971199.39     | 0.01%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Universal Corp/VA                                 | Universal Corp/VA                                                               | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |       42400 | NS      | $2236600.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Precision Tsugami China Corp L                    | Precision Tsugami China Corp Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       21000 | NS      | $90987.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AES Corp/The                                      | AES Corp/The                                                                    | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |       15825 | NS      | $226930.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings Inc                          | Crowdstrike Holdings Inc                                                        | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       29914 | NS      | $14022486.64   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc                      | United Airlines Holdings Inc                                                    | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |        7111 | NS      | $795152.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial Inc                          | Corebridge Financial Inc                                                        | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |       36062 | NS      | $1087990.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co/The                                     | Timken Co/The                                                                   | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |        1480 | NS      | $124512.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Palmer Square European CLO                        | Palmer Square European CLO 2022-2 DAC                                           | CUSIP: 000000000<br>LEI: 549300NBMUBW6AHGY771 | Long             | ABS-CBDO         | CORP              | IE        |    10500000 | PA      | $12364034.88   | 0.09%             | 2038-01-15      | Floating      | 3.40%                 | No            |                  2 | On Loan: No      |
| Sekisui House Ltd                                 | Sekisui House Ltd                                                               | CUSIP: 000000000<br>LEI: 529900GMNDOYQSAJAE76 | Long             | EC               | CORP              | JP        |       18600 | NS      | $415026.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9943.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                             | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     2500000 | PA      | $2875567.50    | 0.02%             | 2027-02-14      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Niagen Bioscience Inc                             | Niagen Bioscience Inc                                                           | CUSIP: 171077407<br>LEI: 529900OPI7B8JPXCVS70 | Long             | EC               | CORP              | US        |       12000 | NS      | $76320.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AtriCure Inc                                      | AtriCure Inc                                                                    | CUSIP: 04963C209<br>LEI: 254900B2I6GPHK2EXM59 | Long             | EC               | CORP              | US        |       10300 | NS      | $407468.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Westpac Banking Corp                              | Westpac Banking Corp                                                            | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | EC               | CORP              | AU        |       98984 | NS      | $2540080.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc/T                    | Kansai Electric Power Co Inc/The                                                | CUSIP: 000000000<br>LEI: 353800PFUKP5ONPJNZ86 | Long             | EC               | CORP              | JP        |      122300 | NS      | $1920683.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Inogen Inc                                        | Inogen Inc                                                                      | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |      104900 | NS      | $704928.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DRDGOLD Ltd                                       | DRDGOLD Ltd                                                                     | CUSIP: 000000000<br>LEI: 529900Z0P3GRRN23MG34 | Long             | EC               | CORP              | ZA        |       11286 | NS      | $35667.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                 | MDGH GMTN RSC Ltd                                                               | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |      200000 | PA      | $270668.36     | 0.00%             | 2026-03-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| H&R Block Inc                                     | H&R Block Inc                                                                   | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |        2438 | NS      | $106248.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAGESS                                            | Gestion Securite de Stocks Securite SA                                          | CUSIP: 000000000<br>LEI: 96950015LNMQ336X4W81 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $581144.39     | 0.00%             | 2031-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF ROMANIA                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $386.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technol                    | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |        3706 | NS      | $791045.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BAHN AG                                  | Deutsche Bahn AG                                                                | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |      900000 | PA      | $985339.98     | 0.01%             | N/A             | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| PGIM Core Ultra Short Bond Fund                   | PGIM Core Ultra Short Bond Fund                                                 | CUSIP: 000000000<br>LEI: 1VRLPVAWKZCB406TIT84 | Long             | STIV             | RF                | US        |  1052432477 | NS      | $1052432476.94 | 7.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Drive Auto Receivabl                    | Santander Drive Auto Receivables Trust 2023-6                                   | CUSIP: 80287DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $506889.35     | 0.00%             | 2029-04-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| MidWestOne Financial Group Inc                    | MidWestOne Financial Group Inc                                                  | CUSIP: 598511103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1818 | NS      | $69993.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Tobacco Inc                                 | Japan Tobacco Inc                                                               | CUSIP: 000000000<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | EC               | CORP              | JP        |       36600 | NS      | $1315488.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd                             | Kennedy Lewis CLO 7 Ltd                                                         | CUSIP: 37149LAL1<br>LEI: 25490036G9JNQQPHIX69 | Long             | ABS-CBDO         | CORP              | KY        |    12500000 | PA      | $12545362.50   | 0.09%             | 2037-04-22      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Avis Budget Group Inc                             | Avis Budget Group Inc                                                           | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |         273 | NS      | $35031.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 1011778 BC / NEW RED FIN                          | 1011778 BC ULC / New Red Finance Inc                                            | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1025000 | PA      | $1008969.00    | 0.01%             | 2028-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Liberty Live Holdings Inc                         | Liberty Live Holdings Inc                                                       | CUSIP: 530909308<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1048 | NS      | $87151.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | CDS INDUSTRIAL & COMMERCIAL BANK OF CHINA LTD/HONG KONG                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-34413.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Belden Inc                                        | Belden Inc                                                                      | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |       18000 | NS      | $2097900.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Par Pacific Holdings Inc                          | Par Pacific Holdings Inc                                                        | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |        3100 | NS      | $108934.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sasol Ltd                                         | Sasol Ltd                                                                       | CUSIP: 803866102<br>LEI: 378900F4544561A97588 | Long             | EC               | CORP              | ZA        |      124385 | NS      | $793633.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Empire Co Ltd                                     | Empire Co Ltd                                                                   | CUSIP: 291843407<br>LEI: 549300TX0ZUSTEF7C719 | Long             | EC               | CORP              | CA        |       15900 | NS      | $552801.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co/The                                    | Wendy's Co/The                                                                  | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |         975 | NS      | $8121.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks Inc                                  | AMC Networks Inc                                                                | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |       42400 | NS      | $403648.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM RESORTS INTL                                  | MGM Resorts International                                                       | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1766327.80    | 0.01%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONE Park Mortgage Trust                           | ONE 2021-PARK Mortgage Trust                                                    | CUSIP: 682413AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      300000 | PA      | $299029.50     | 0.00%             | 2036-03-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp                          | Mitsubishi Electric Corp                                                        | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |      167700 | NS      | $4889604.79    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                              | Tencent Holdings Ltd                                                            | CUSIP: 88032Q109<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | CN        |       20737 | NS      | $1587417.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                 | EURO-BUND                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         -67 | NC      | $137732.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Oyj                                         | Orion Oyj                                                                       | CUSIP: 000000000<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |       18151 | NS      | $1354203.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lear Corp                                         | Lear Corp                                                                       | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |        1213 | NS      | $139009.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                             | Helmerich & Payne Inc                                                           | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |        4400 | NS      | $126192.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                        | Deere & Co                                                                      | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       12710 | NS      | $5917394.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PICC P&C                                          | PICC Property & Casualty Co Ltd                                                 | CUSIP: 000000000<br>LEI: 300300F1000311000017 | Long             | EC               | CORP              | CN        |      336000 | NS      | $706409.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Progressive Corp/The                              | Progressive Corp/The                                                            | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       12148 | NS      | $2766342.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LG Uplus Corp                                     | LG Uplus Corp                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       13251 | NS      | $135402.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD                             | McCormick & Co Inc/MD                                                           | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |        5572 | NS      | $379508.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Cor                    | Old Republic International Corp                                                 | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |        5459 | NS      | $249148.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                                   | WW Grainger Inc                                                                 | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |         125 | NS      | $126131.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                       | SWOP CDS CDX.NA.IG.45.V1                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              | CORP              | FR        |    -8280000 | OU      | $-382.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| YETI Holdings Inc                                 | YETI Holdings Inc                                                               | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |        1195 | NS      | $52783.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                         | Amgen Inc                                                                       | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       54607 | NS      | $17873417.17   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC India Ltd                                     | PTC India Ltd                                                                   | CUSIP: 000000000<br>LEI: 335800A6CY6EXEXS5619 | Long             | EC               | CORP              | IN        |       25695 | NS      | $46173.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NETSTREIT Corp                                    | NETSTREIT Corp                                                                  | CUSIP: 64119V303<br>LEI: 254900CJL0EDMEQ25Q84 | Long             | EC               | CORP              | US        |       22218 | NS      | $391925.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Brown-Forman Corp                                 | Brown-Forman Corp                                                               | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |        3406 | NS      | $88760.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Macquarie Group Ltd                               | Macquarie Group Ltd                                                             | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |        6412 | NS      | $866454.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zoetis Inc                                        | Zoetis Inc                                                                      | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       22840 | NS      | $2873728.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4152000 | PA      | $2671552.50    | 0.02%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Co                         | Performance Food Group Co                                                       | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |        8520 | NS      | $766118.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Provident Financial Services I                    | Provident Financial Services Inc                                                | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |       64000 | NS      | $1264000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | C$ CURRENCY                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |        -113 | NC      | $-135274.56    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Telenor ASA                                       | Telenor ASA                                                                     | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |       30487 | NS      | $443416.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Resources Land Ltd                          | China Resources Land Ltd                                                        | CUSIP: 000000000<br>LEI: 5299001HL0TU7X15HK51 | Long             | EC               | CORP              | HK        |        7500 | NS      | $26237.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brighthouse Financial Inc                         | Brighthouse Financial Inc                                                       | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |        1590 | NS      | $103016.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson & Co                             | Becton Dickinson & Co                                                           | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |        6231 | NS      | $1209250.17    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banca Mediolanum SpA                              | Banca Mediolanum SpA                                                            | CUSIP: 000000000<br>LEI: 7LVZJ6XRIE7VNZ4UBX81 | Long             | EC               | CORP              | IT        |      179330 | NS      | $4071961.05    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WuXi XDC Cayman Inc                               | WuXi XDC Cayman Inc                                                             | CUSIP: 000000000<br>LEI: 549300BV0TP5RVPBYO24 | Long             | EC               | CORP              | CN        |       50503 | NS      | $394885.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Leader Harmonious Drive System                    | Leader Harmonious Drive Systems Co Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       20041 | NS      | $551789.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Biogen Inc                                        | Biogen Inc                                                                      | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       48245 | NS      | $8490637.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SharkNinja Inc                                    | SharkNinja Inc                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1130 | NS      | $126447.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviva PLC                                         | Aviva PLC                                                                       | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |       62913 | NS      | $578480.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | COP CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | DE        |    -1486000 | NC      | $-13831.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cogent Biosciences Inc                            | Cogent Biosciences Inc                                                          | CUSIP: 19240Q201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       19700 | NS      | $699744.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Telstra Group Ltd                                 | Telstra Group Ltd                                                               | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |      622139 | NS      | $2018569.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Littelfuse Inc                                    | Littelfuse Inc                                                                  | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |         560 | NS      | $141635.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWDAY FUNDING                                    | Newday Funding Master Issuer PLC - Series 2024-2                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |      800000 | PA      | $1080383.00    | 0.01%             | 2032-07-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Scentre Group                                     | Scentre Group                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      916682 | NS      | $2562482.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                        | Allianz SE                                                                      | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |       17073 | NS      | $7894167.52    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Porsche Automobil Holding SE                      | Porsche Automobil Holding SE                                                    | CUSIP: 000000000<br>LEI: 52990053Z17ZYM1KFV27 | Long             | EP               | CORP              | DE        |       24410 | NS      | $1138859.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Skanska AB                                        | Skanska AB                                                                      | CUSIP: 000000000<br>LEI: 549300UINV5RINHGMG07 | Long             | EC               | CORP              | SE        |       29946 | NS      | $815978.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Malayan Cement Bhd                                | Malayan Cement Bhd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |       17100 | NS      | $32278.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corp                                      | Lindsay Corp                                                                    | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |        1606 | NS      | $189299.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                     | CDS EMIRATE OF ABU DHABI                                                        | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-16722.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | EUR CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |    -5699000 | NC      | $-32534.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal                                  | Bank of Montreal                                                                | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | EC               | CORP              | CA        |        4400 | NS      | $571418.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN FINANCE CORP                              | OneMain Finance Corp                                                            | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     2075000 | PA      | $2020477.61    | 0.01%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                 | Newell Brands Inc                                                               | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |       10067 | NS      | $37449.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola HBC AG                                  | Coca-Cola HBC AG                                                                | CUSIP: 000000000<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |       20846 | NS      | $1078438.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Industries                    | Teva Pharmaceutical Industries Ltd                                              | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |       21600 | NS      | $674136.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SoundHound AI Inc                                 | SoundHound AI Inc                                                               | CUSIP: 836100107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       19300 | NS      | $192421.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Sunstone Hotel Investors Inc                      | Sunstone Hotel Investors Inc                                                    | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |       17448 | NS      | $155985.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ITOCHU Corp                                       | ITOCHU Corp                                                                     | CUSIP: 000000000<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |      248500 | NS      | $3140247.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Abbott Laboratories                               | Abbott Laboratories                                                             | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       55471 | NS      | $6949961.59    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT INDONESIA PT                             | Freeport Indonesia PT                                                           | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |      670000 | PA      | $671675.00     | 0.00%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                      | CZK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-82827.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International Funding Pte Ltd              | NOMURA INTERNATIONAL FUNDING PTE LTD                                            | CUSIP: 000000000<br>LEI: 5493006YXUX4IZ8XXW98 | Long             | DBT              | CORP              | SG        |     5000000 | PA      | $716763.67     | 0.01%             | 2031-01-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Axia Energia                                      | Axia Energia                                                                    | CUSIP: 000000000<br>LEI: 254900I8KYDELP4B4Z08 | Long             | EP               | CORP              | BR        |        3449 | NS      | $30920.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                         | Linde PLC                                                                       | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | US        |       27817 | NS      | $11860890.63   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Heavy Industries Lt                    | Mitsubishi Heavy Industries Ltd                                                 | CUSIP: 000000000<br>LEI: 353800TJ98PCAZROVE69 | Long             | EC               | CORP              | JP        |      235000 | NS      | $5736923.31    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE                                        | Federal National Mortgage Association                                           | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     1475000 | PA      | $1663229.56    | 0.01%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                        | Kenvue Inc                                                                      | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |       41493 | NS      | $715754.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritz Financial Group Inc                        | Meritz Financial Group Inc                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        7680 | NS      | $601851.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAR Group Ltd                                     | CAR Group Ltd                                                                   | CUSIP: 000000000<br>LEI: 5299009TFWZGH2AN7D11 | Long             | EC               | CORP              | AU        |       23628 | NS      | $483931.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Italia SpA/Milano                         | Telecom Italia SpA/Milano                                                       | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | EC               | CORP              | IT        |      508068 | NS      | $305223.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Marin Bancorp                             | Bank of Marin Bancorp                                                           | CUSIP: 063425102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       41200 | NS      | $1071612.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association             | KRW/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-13042.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                | NextEra Energy Inc                                                              | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |      134642 | NS      | $10809059.76   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| ICTSI                                             | International Container Terminal Services Inc                                   | CUSIP: 000000000<br>LEI: 254900FU1MWK0I0Q4J61 | Long             | EC               | CORP              | PH        |       20760 | NS      | $199218.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodward Capital Management                       | RCKT Mortgage Trust 2024-CES1                                                   | CUSIP: 749424AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      534026 | PA      | $538411.77     | 0.00%             | 2044-02-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| U-Haul Holding Co                                 | U-Haul Holding Co                                                               | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |        1400 | NS      | $65436.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                          | Bank Gospodarstwa Krajowego                                                     | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      200000 | PA      | $219564.97     | 0.00%             | 2028-10-13      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Flowserve Corp                                    | Flowserve Corp                                                                  | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |        2922 | NS      | $202728.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidity Services Inc                            | Liquidity Services Inc                                                          | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |       12200 | NS      | $369782.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COSCO SHIPPING Holdings Co Ltd                    | COSCO SHIPPING Holdings Co Ltd                                                  | CUSIP: 000000000<br>LEI: 3003009XI0QGYYA29S17 | Long             | EC               | CORP              | CN        |       45500 | NS      | $80331.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                               | Global Payments Inc                                                             | CUSIP: 37940XAS1<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      100000 | PA      | $122368.88     | 0.00%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ingredion Inc                                     | Ingredion Inc                                                                   | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |       41626 | NS      | $4589682.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BNY Capital Markets, LLC                          | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: VJW2DOOHGDT6PR0ZRO63 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-106226.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Suncorp Group Ltd                                 | Suncorp Group Ltd                                                               | CUSIP: 000000000<br>LEI: 549300BVOKRTHDIWVT46 | Long             | EC               | CORP              | AU        |       36755 | NS      | $431470.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Grab Holdings Ltd                                 | Grab Holdings Ltd                                                               | CUSIP: 000000000<br>LEI: 549300N4VQX83VPJF439 | Long             | EC               | CORP              | SG        |       55587 | NS      | $277379.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                          | Agence Francaise de Developpement EPIC                                          | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |     1500000 | PA      | $1695011.35    | 0.01%             | 2034-01-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                             | CUSIP: 83368RBJ0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1365000 | PA      | $1244526.74    | 0.01%             | 2033-01-21      | Fixed         | 3.34%                 | Yes           |                  2 | On Loan: No      |
| J Sainsbury PLC                                   | J Sainsbury PLC                                                                 | CUSIP: 000000000<br>LEI: 213800VGZAAJIKJ9Y484 | Long             | EC               | CORP              | GB        |      248328 | NS      | $1087978.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Holdings Inc                              | OneMain Holdings Inc                                                            | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |        2672 | NS      | $180493.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie Financiere Richemont SA                       | Cie Financiere Richemont SA                                                     | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |       55479 | NS      | $11964104.34   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Helen of Troy Ltd                                 | Helen of Troy Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       12000 | NS      | $255000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp                                       | Plexus Corp                                                                     | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |         900 | NS      | $132300.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MillerKnoll Inc                                   | MillerKnoll Inc                                                                 | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |       35000 | NS      | $639800.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | COP CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |     1480000 | NC      | $8.83          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6895000 | PA      | $5463210.16    | 0.04%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| London Stock Exchange Group PL                    | London Stock Exchange Group PLC                                                 | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |        5888 | NS      | $708258.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                  | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     1550000 | PA      | $1554181.00    | 0.01%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                    | Morgan Stanley                                                                  | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      152102 | NS      | $27002668.06   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                         | Tesla Inc                                                                       | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      222579 | NS      | $100098227.88  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishal Mega Mart Ltd                              | Vishal Mega Mart Ltd                                                            | CUSIP: 000000000<br>LEI: 335800AL4QPSIFSU3936 | Long             | EC               | CORP              | IN        |       38737 | NS      | $58826.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medtronic PLC                                     | Medtronic PLC                                                                   | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |       93058 | NS      | $8939151.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandoz Group AG                                   | Sandoz Group AG                                                                 | CUSIP: 000000000<br>LEI: 5493000JWK6XWFEUD320 | Long             | EC               | CORP              | CH        |       42093 | NS      | $3056211.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                              | Boots Group Finco LP                                                            | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |      175000 | PA      | $212086.55     | 0.00%             | 2032-08-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                        | Stanley Black & Decker Inc                                                      | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |        3423 | NS      | $254260.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD CALL VERSUS TWD PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |     1480000 | NC      | $54.25         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vir Biotechnology Inc                             | Vir Biotechnology Inc                                                           | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       58600 | NS      | $353358.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                          | Willis Towers Watson PLC                                                        | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | GB        |        2178 | NS      | $715690.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MTU Aero Engines AG                               | MTU Aero Engines AG                                                             | CUSIP: 000000000<br>LEI: 529900807L67JY81RD65 | Long             | EC               | CORP              | DE        |        2527 | NS      | $1047512.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American International Group I                    | American International Group Inc                                                | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      155002 | NS      | $13260421.10   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Globant SA                                        | Globant SA                                                                      | CUSIP: 000000000<br>LEI: 2221008DCMSPYS42DS88 | Long             | EC               | CORP              | LU        |         485 | NS      | $31704.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Infrastructure Corp                    | Brookfield Infrastructure Corp                                                  | CUSIP: 11276H106<br>LEI: 254900YTMKBFJAKUBO55 | Long             | EC               | CORP              | US        |        5100 | NS      | $231540.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Beer Co Inc/The                            | Boston Beer Co Inc/The                                                          | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |         113 | NS      | $22049.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp                            | Synovus Financial Corp                                                          | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |        3098 | NS      | $155054.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWDAY FUNDING                                    | NewDay Funding                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |     2000000 | PA      | $2708239.13    | 0.02%             | 2032-03-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Leidos Holdings Inc                               | Leidos Holdings Inc                                                             | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |        2788 | NS      | $502955.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | INR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9363.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jacobs Solutions Inc                              | Jacobs Solutions Inc                                                            | CUSIP: 46982L108<br>LEI: 254900E3KHXCC2C8K272 | Long             | EC               | CORP              | US        |       21621 | NS      | $2863917.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare I                    | Prestige Consumer Healthcare Inc                                                | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9000 | NS      | $555210.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM RESORTS INTL                                  | MGM Resorts International                                                       | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     1020000 | PA      | $1050528.72    | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Trust Inc                       | Healthcare Realty Trust Inc                                                     | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |       10596 | NS      | $179602.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Applied Industrial Technologie                    | Applied Industrial Technologies Inc                                             | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |         725 | NS      | $186158.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      600000 | PA      | $431250.00     | 0.00%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                    | Microsoft Corp                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      611016 | NS      | $295499557.92  | 2.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hikma Pharmaceuticals PLC                         | Hikma Pharmaceuticals PLC                                                       | CUSIP: 000000000<br>LEI: 549300BNS685UXH4JI75 | Long             | EC               | CORP              | GB        |       36212 | NS      | $754909.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GE Vernova Inc                                    | GE Vernova Inc                                                                  | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |       22200 | NS      | $14509254.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Contego CLO DAC                                   | Contego Clo V DAC                                                               | CUSIP: 000000000<br>LEI: 549300RF10WJ1D9VYK55 | Long             | ABS-CBDO         | CORP              | IE        |    14200000 | PA      | $16751664.31   | 0.12%             | 2037-10-15      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | BRL/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $14638.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Millrose Properties Inc                           | Millrose Properties Inc                                                         | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2760 | NS      | $82441.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834JP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1045000 | PA      | $503516.69     | 0.00%             | 2041-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AXA SA                                            | AXA SA                                                                          | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |      231199 | NS      | $11093169.49   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                  | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1752948.05    | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WEIGAO GROUP                                      | Shandong Weigao Group Medical Polymer Co Ltd                                    | CUSIP: 000000000<br>LEI: 5299005WQUU15JQU8S60 | Long             | EC               | CORP              | CN        |      135200 | NS      | $87172.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                             | American Homes 4 Rent                                                           | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |        7573 | NS      | $243093.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc                            | CenterPoint Energy Inc                                                          | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      187597 | NS      | $7192468.98    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Block Inc                                         | Block Inc                                                                       | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |        7510 | NS      | $488825.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment Inc                                 | AeroVironment Inc                                                               | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |         400 | NS      | $96756.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Cibest SA                                   | Grupo Cibest SA                                                                 | CUSIP: 000000000<br>LEI: 529900OSSJBGZREZ2C28 | Long             | EP               | CORP              | CO        |       37040 | NS      | $585868.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company               | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-210435.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals Inc                        | Amneal Pharmaceuticals Inc                                                      | CUSIP: 03168L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       32600 | NS      | $410760.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AGC Inc                                           | AGC Inc                                                                         | CUSIP: 000000000<br>LEI: JE4WFFEELMVPFZ0G1E77 | Long             | EC               | CORP              | JP        |       16800 | NS      | $557150.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aurinia Pharmaceuticals Inc                       | Aurinia Pharmaceuticals Inc                                                     | CUSIP: 05156V102<br>LEI: 5299008YP2BW4570ML28 | Long             | EC               | CORP              | CA        |       48600 | NS      | $775170.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi SA                                         | Sanofi SA                                                                       | CUSIP: 80105N105<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |       39614 | NS      | $1919694.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BUONI POLIENNALI DEL TES                          | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1000000 | PA      | $891382.27     | 0.01%             | 2041-03-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Stifel Financial Corp                             | Stifel Financial Corp                                                           | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |        2224 | NS      | $278489.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HA Sustainable Infrastructure                     | HA Sustainable Infrastructure Capital Inc                                       | CUSIP: 41068X100<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | EC               | CORP              | US        |       26800 | NS      | $842324.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Moderna Inc                                       | Moderna Inc                                                                     | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |        7854 | NS      | $231614.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Geberit AG                                        | Geberit AG                                                                      | CUSIP: 000000000<br>LEI: 52990093Z5OHD6T7BS47 | Long             | EC               | CORP              | CH        |         372 | NS      | $288903.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Element Solutions Inc                             | Element Solutions Inc                                                           | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |       60582 | NS      | $1513944.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                              | SWOP CDS CDX.NA.HY.45.V1                                                        | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DCR              | CORP              | CA        |     4960000 | OU      | $689.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      995000 | PA      | $927994.46     | 0.01%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CyberArk Software Ltd                             | CyberArk Software Ltd                                                           | CUSIP: 000000000<br>LEI: 529900YEXNDM894PWS93 | Long             | EC               | CORP              | IL        |        5162 | NS      | $2302561.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                        | Hasbro Inc                                                                      | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |        2568 | NS      | $210576.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc/GA                     | United Community Banks Inc/GA                                                   | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |       27000 | NS      | $842940.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                 | Johnson & Johnson                                                               | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      138489 | NS      | $28660298.55   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp                                    | TD SYNNEX Corp                                                                  | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |        1722 | NS      | $258696.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAI Life Sciences Ltd                             | SAI Life Sciences Ltd                                                           | CUSIP: 000000000<br>LEI: 335800JBS3NY25NIBC93 | Long             | EC               | CORP              | IN        |        8639 | NS      | $87270.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vipshop Holdings Ltd                              | Vipshop Holdings Ltd                                                            | CUSIP: 92763W103<br>LEI: 549300I9F52K06HPZX60 | Long             | EC               | CORP              | CN        |       31300 | NS      | $553697.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira BioSciences Inc                            | Pacira BioSciences Inc                                                          | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       20400 | NS      | $527952.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xiaomi Corp                                       | Xiaomi Corp                                                                     | CUSIP: 000000000<br>LEI: 2549001ACVFAZRNMKL32 | Long             | EC               | CORP              | CN        |      193146 | NS      | $974775.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |   -34355000 | OU      | $-122409.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | THB/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3226.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toro European CLO                                 | Toro European CLO 9 DAC                                                         | CUSIP: 000000000<br>LEI: 635400O88YIWGH2M9N44 | Long             | ABS-CBDO         | CORP              | IE        |    12000000 | PA      | $14148088.96   | 0.10%             | 2037-04-15      | Floating      | 3.68%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                    | American Electric Power Co Inc                                                  | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      101429 | NS      | $11695777.99   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| EAGLE FUNDING LUXCO SARL                          | Eagle Funding Luxco Sarl                                                        | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |     1550000 | PA      | $1576350.00    | 0.01%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                              | Parker-Hannifin Corp                                                            | CUSIP: 000000000<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2569565.40    | 0.02%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Louisiana-Pacific Corp                            | Louisiana-Pacific Corp                                                          | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |        1079 | NS      | $87140.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Scandinavian Tobacco Group A/S                    | Scandinavian Tobacco Group A/S                                                  | CUSIP: 000000000<br>LEI: 5299003KG4JS99TRML67 | Long             | EC               | CORP              | DK        |      145934 | NS      | $2189670.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cipher Mining Inc                                 | Cipher Mining Inc                                                               | CUSIP: 17253J106<br>LEI: 254900QABG5HCQZ28A17 | Long             | EC               | CORP              | US        |        8775 | NS      | $129519.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                         | United Parcel Service Inc                                                       | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |       54874 | NS      | $5442952.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Trevi Therapeutics Inc                            | Trevi Therapeutics Inc                                                          | CUSIP: 89532M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       91300 | NS      | $1143076.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| OFSI Fund LTD                                     | OFSI BSL CLO XIII Ltd                                                           | CUSIP: 67118VAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     7250000 | PA      | $7257727.78    | 0.05%             | 2037-04-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | SWOP CDS CDX.NA.IG.45.V1                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |  -108060000 | OU      | $-4995.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mowi ASA                                          | Mowi ASA                                                                        | CUSIP: 000000000<br>LEI: 549300W1OGQF5LZIH349 | Long             | EC               | CORP              | NO        |       26800 | NS      | $644672.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2024-V11 Mortgage Trust                                               | CUSIP: 081921AZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3085000 | PA      | $3242320.50    | 0.02%             | 2057-11-15      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1077151.11    | 0.01%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Pinnacle West Capital Corp                        | Pinnacle West Capital Corp                                                      | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |        2619 | NS      | $232305.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                           | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      875000 | PA      | $561093.75     | 0.00%             | 2031-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                           | Illinois Tool Works Inc                                                         | CUSIP: 452308BC2<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1652341.87    | 0.01%             | 2032-05-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                               | Dominion Energy Inc                                                             | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |       18589 | NS      | $1089129.51    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Hyundai Motor Co                                  | Hyundai Motor Co                                                                | CUSIP: 000000000<br>LEI: 9884004RQX8PRBXQ8S60 | Long             | EP               | CORP              | KR        |          92 | NS      | $13184.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Origin Energy Ltd                                 | Origin Energy Ltd                                                               | CUSIP: 000000000<br>LEI: ZSN2LWNPYW6ISMRUC664 | Long             | EC               | CORP              | AU        |       91725 | NS      | $700458.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| POWER SECTOR ASSETS & LI                          | Power Sector Assets & Liabilities Management Corp                               | CUSIP: 637193BA0<br>LEI: N/A                  | Long             | DBT              | CORP              | PH        |      850000 | PA      | $956743.00     | 0.01%             | 2028-05-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | EUR CALL VERSUS CZK PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    -1266000 | NC      | $-759.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Emaar Properties PJSC                             | Emaar Properties PJSC                                                           | CUSIP: 000000000<br>LEI: 254900YWYEXYXK1BMP81 | Long             | EC               | CORP              | AE        |     1343999 | NS      | $5129431.33    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    22010000 | PA      | $11579323.44   | 0.08%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Jones Lang LaSalle Inc                            | Jones Lang LaSalle Inc                                                          | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |       33762 | NS      | $11359900.14   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Legal & General Group PLC                         | Legal & General Group PLC                                                       | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | EC               | CORP              | GB        |      169400 | NS      | $596219.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Campbell's Company/The                            | Campbell's Company/The                                                          | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |        4372 | NS      | $121847.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean Ltd                                    | Transocean Ltd                                                                  | CUSIP: 000000000<br>LEI: 529900QO4W5DQGBGEF32 | Long             | EC               | CORP              | CH        |       79900 | NS      | $329987.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2018-C45                                  | CUSIP: 95001NAX6<br>LEI: 5493006021R83VCLAO08 | Long             | ABS-MBS          | CORP              | US        |     1253504 | PA      | $1246462.55    | 0.01%             | 2051-06-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Clean Harbors Inc                                 | Clean Harbors Inc                                                               | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |        1116 | NS      | $261679.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Soleno Therapeutics Inc                           | Soleno Therapeutics Inc                                                         | CUSIP: 834203309<br>LEI: 5493003LCY77N7FXK844 | Long             | EC               | CORP              | US        |        3900 | NS      | $180570.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ITALY GOV'T INT BOND                              | Republic of Italy Government International Bond                                 | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      777000 | PA      | $1044328.19    | 0.01%             | 2034-12-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | JPY CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |     1497000 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                | Expand Energy Corp                                                              | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2202977.14    | 0.02%             | 2029-02-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Tetra Tech Inc                                    | Tetra Tech Inc                                                                  | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |        4790 | NS      | $160656.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc                         | AvalonBay Communities Inc                                                       | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |        3114 | NS      | $564599.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Honeywell International Inc                       | Honeywell International Inc                                                     | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       38804 | NS      | $7570272.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hongkong Land Holdings Ltd                        | Hongkong Land Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: 213800XCHYNRPAYGXW28 | Long             | EC               | CORP              | HK        |       10165 | NS      | $70613.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Varonis Systems Inc                               | Varonis Systems Inc                                                             | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |        2333 | NS      | $76522.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co/The                                       | Toro Co/The                                                                     | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |        2210 | NS      | $173971.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc                               | Eagle Materials Inc                                                             | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |         541 | NS      | $111813.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp                             | ProPetro Holding Corp                                                           | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       75100 | NS      | $714201.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc                                    | ScanSource Inc                                                                  | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |        7500 | NS      | $292950.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | USD CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |     5182000 | NC      | $1487.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                       | SNCF Reseau                                                                     | CUSIP: 761034AA5<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |     2000000 | PA      | $1492258.93    | 0.01%             | 2035-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Barwa Real Estate Co                              | Barwa Real Estate Co                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | QA        |      243273 | NS      | $174619.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EMIRATES NBD BANK PJSC                            | Emirates NBD Bank PJSC                                                          | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |      800000 | PA      | $531170.56     | 0.00%             | 2028-02-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Heritage Insurance Holdings In                    | Heritage Insurance Holdings Inc                                                 | CUSIP: 42727J102<br>LEI: 9845008CCYDD87F66B45 | Long             | EC               | CORP              | US        |       56100 | NS      | $1641486.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Workiva Inc                                       | Workiva Inc                                                                     | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |       16600 | NS      | $1431750.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| API Group Corp                                    | API Group Corp                                                                  | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |        7927 | NS      | $303287.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                           | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $114241.50     | 0.00%             | 2029-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SentinelOne Inc                                   | SentinelOne Inc                                                                 | CUSIP: 81730H109<br>LEI: 984500DCD44DBF954221 | Long             | EC               | CORP              | US        |        2241 | NS      | $33615.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedbank AB                                       | Swedbank AB                                                                     | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |      119336 | NS      | $4140368.42    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Richter Gedeon Nyrt                               | Richter Gedeon Nyrt                                                             | CUSIP: 000000000<br>LEI: 549300J6ZJW5IH4WEE46 | Long             | EC               | CORP              | HU        |       79769 | NS      | $2411410.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | EUR CALL VERSUS CZK PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    -1285000 | NC      | $-478.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                 | Iron Mountain Inc                                                               | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |       18392 | NS      | $1525616.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Autohome Inc                                      | Autohome Inc                                                                    | CUSIP: 05278C107<br>LEI: 529900NYB6ZGZN3MVT56 | Long             | EC               | CORP              | CN        |       19100 | NS      | $425166.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CATL                                              | Contemporary Amperex Technology Co Ltd                                          | CUSIP: 000000000<br>LEI: 300300KINDY1K0E9I032 | Long             | EC               | CORP              | CN        |         700 | NS      | $45527.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                   | BAE Systems PLC                                                                 | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |      120329 | NS      | $2769378.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| APR Corp/Korea                                    | APR Corp/Korea                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |         208 | NS      | $33351.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Manila Electric Co                                | Manila Electric Co                                                              | CUSIP: 000000000<br>LEI: 254900RDFLCM12O8SK69 | Long             | EC               | CORP              | PH        |       46980 | NS      | $458360.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Assa Abloy AB                                     | Assa Abloy AB                                                                   | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |       53872 | NS      | $2081121.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN MEDICAL SYST EU                          | American Medical Systems Europe BV                                              | CUSIP: 000000000<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |      800000 | PA      | $871932.59     | 0.01%             | 2031-03-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                          | Baxter International Inc                                                        | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |       11348 | NS      | $216860.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                         | Warner Bros Discovery Inc                                                       | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |      114659 | NS      | $3304472.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-55467.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Thor Industries Inc                               | Thor Industries Inc                                                             | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |        1157 | NS      | $118789.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lineage Inc                                       | Lineage Inc                                                                     | CUSIP: 53566V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1180 | NS      | $41300.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Electronics Inc                             | Delta Electronics Inc                                                           | CUSIP: 000000000<br>LEI: 529900UVZWNWGDLJSM52 | Long             | EC               | CORP              | TW        |       95571 | NS      | $2915294.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Parsons Corp                                      | Parsons Corp                                                                    | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |         890 | NS      | $55002.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Corp                                     | Sumitomo Corp                                                                   | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |      123500 | NS      | $4274644.25    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                            | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1925000 | PA      | $1925967.80    | 0.01%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fortive Corp                                      | Fortive Corp                                                                    | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |        6629 | NS      | $365987.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICBC                                              | Industrial & Commercial Bank of China Ltd                                       | CUSIP: 000000000<br>LEI: 5493002ERZU2K9PZDL40 | Long             | EC               | CORP              | CN        |      165000 | NS      | $133518.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                           | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      246000 | PA      | $219555.00     | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Entergy Corp                                      | Entergy Corp                                                                    | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |       49602 | NS      | $4584712.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| GOLDMAN SACHS & CO. LLC                           | ZAR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $18077.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                 | Cisco Systems Inc                                                               | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      497382 | NS      | $38313335.46   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| GLP J-Reit                                        | GLP J-Reit                                                                      | CUSIP: 000000000<br>LEI: 353800E27V9KA51K2I90 | Long             | EC               | CORP              | JP        |         340 | NS      | $323199.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners In                    | Pinnacle Financial Partners Inc                                                 | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |        1621 | NS      | $154659.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Auto Trader Group PLC                             | Auto Trader Group PLC                                                           | CUSIP: 000000000<br>LEI: 213800QLK9BZILB1DI86 | Long             | EC               | CORP              | GB        |       98959 | NS      | $780723.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Saab AB                                           | Saab AB                                                                         | CUSIP: 000000000<br>LEI: 549300ZHO4JCQQI13M69 | Long             | EC               | CORP              | SE        |       23326 | NS      | $1353379.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Covivio SA/France                                 | Covivio SA/France                                                               | CUSIP: 000000000<br>LEI: 969500P8M3W2XX376054 | Long             | EC               | CORP              | FR        |       36414 | NS      | $2417180.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FISERV FUNDING UNLTD CO                           | Fiserv Funding ULC                                                              | CUSIP: 337735AB0<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |     1000000 | PA      | $1146924.69    | 0.01%             | 2032-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                             | Bath & Body Works Inc                                                           | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |        4841 | NS      | $97207.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AIA Group Ltd                                     | AIA Group Ltd                                                                   | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |      694400 | NS      | $7147524.24    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Kasikornbank PCL                                  | Kasikornbank PCL                                                                | CUSIP: 000000000<br>LEI: 5493004COSQ54937AW41 | Long             | EC               | CORP              | TH        |       13300 | NS      | $82030.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | USD CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |    -5182000 | NC      | $-20356.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sberbank of Russia PJSC                           | Sberbank of Russia PJSC                                                         | CUSIP: 000000000<br>LEI: 549300WE6TAF5EEWQS81 | Long             | EC               | CORP              | RU        |       83328 | NS      | $0.11          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| White Mountains Insurance Grou                    | White Mountains Insurance Group Ltd                                             | CUSIP: 000000000<br>LEI: 549300N3FL068JERBG02 | Long             | EC               | CORP              | US        |          65 | NS      | $135071.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Leonardo DRS Inc                                  | Leonardo DRS Inc                                                                | CUSIP: 52661A108<br>LEI: 549300HMMEWVG3PPQU18 | Long             | EC               | CORP              | US        |         245 | NS      | $8352.05       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Krung Thai Bank PCL                               | Krung Thai Bank PCL                                                             | CUSIP: 000000000<br>LEI: 54930007ZQMYCRFQGE36 | Long             | EC               | CORP              | TH        |      132300 | NS      | $118544.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollar General Corp                               | Dollar General Corp                                                             | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       21220 | NS      | $2817379.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST ABU DHABI BANK PJS                          | First Abu Dhabi Bank PJSC                                                       | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |     2500000 | PA      | $2923045.58    | 0.02%             | 2026-02-16      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| MediaTek Inc                                      | MediaTek Inc                                                                    | CUSIP: 000000000<br>LEI: 254900UEGBK1I4DM4E14 | Long             | EC               | CORP              | TW        |       17000 | NS      | $771888.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BrightSpring Health Services I                    | BrightSpring Health Services Inc                                                | CUSIP: 10950A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       26400 | NS      | $988680.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| IHI Corp                                          | IHI Corp                                                                        | CUSIP: 000000000<br>LEI: 549300ETQIESIUQ2OE26 | Long             | EC               | CORP              | JP        |       17600 | NS      | $309418.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credo Technology Group Holding                    | Credo Technology Group Holding Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       16100 | NS      | $2316629.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | EUR CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |     5699000 | NC      | $2453.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                          | United States International Development Finance Corp                            | CUSIP: 6903534Z7<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGA              | US        |      833333 | PA      | $817944.60     | 0.01%             | 2030-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Advantage Solutions Inc                           | Advantage Solutions Inc                                                         | CUSIP: 00791N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      110800 | NS      | $97504.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Target Corp                                       | Target Corp                                                                     | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       39415 | NS      | $3852816.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amundi SA                                         | Amundi SA                                                                       | CUSIP: 000000000<br>LEI: 96950010FL2T1TJKR531 | Long             | EC               | CORP              | FR        |       45027 | NS      | $3721472.41    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cartrade Tech Ltd                                 | Cartrade Tech Ltd                                                               | CUSIP: 000000000<br>LEI: 984500F5CDO5D86C1326 | Long             | EC               | CORP              | IN        |        2956 | NS      | $93024.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SELP FINANCE SARL                                 | SELP Finance Sarl                                                               | CUSIP: 000000000<br>LEI: 549300Y4VYEJE1MH6D45 | Long             | DBT              | CORP              | LU        |     2433000 | PA      | $2898947.87    | 0.02%             | 2027-08-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MVB Financial Corp                                | MVB Financial Corp                                                              | CUSIP: 553810102<br>LEI: 549300KSUQ2FUU1X2O74 | Long             | EC               | CORP              | US        |       14000 | NS      | $361620.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NCI                                               | New China Life Insurance Co Ltd                                                 | CUSIP: 000000000<br>LEI: 300300F2001111000095 | Long             | EC               | CORP              | CN        |       26800 | NS      | $187781.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                             | Caesars Entertainment Inc                                                       | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      650000 | PA      | $673131.16     | 0.00%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Itausa SA                                         | Itausa SA                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BR        |       30396 | NS      | $64742.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | CDS REPUBLIC OF ESTONIA                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $3590.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                             | SWOP CDS CDX.NA.HY.45.V1                                                        | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |     3030000 | OU      | $420.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                            | CUSIP: 91087BBP4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      360000 | PA      | $421087.79     | 0.00%             | 2038-03-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                 | State Street Corp                                                               | CUSIP: 857477855<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EP               | CORP              | US        |       35000 | NS      | $785750.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| P3 GROUP SARL                                     | P3 Group Sarl                                                                   | CUSIP: 000000000<br>LEI: 529900GR62MT0O5VW110 | Long             | DBT              | CORP              | LU        |     2000000 | PA      | $2248510.16    | 0.02%             | 2029-01-26      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                             | DuPont de Nemours Inc                                                           | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |       40436 | NS      | $1625527.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Hitachi Ltd                                       | Hitachi Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |      353500 | NS      | $11086315.51   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Insulet Corp                                      | Insulet Corp                                                                    | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |        2600 | NS      | $739024.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                       | Oracle Corp                                                                     | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      117199 | NS      | $22843257.09   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                    | Merck & Co Inc                                                                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      232150 | NS      | $24436109.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| World Kinect Corp                                 | World Kinect Corp                                                               | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |       53300 | NS      | $1248819.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| TVS MOTOR COMPANY                                 | TVS Motor Co Ltd                                                                | CUSIP: 000000000<br>LEI: 335800URVL13UQEWM152 | Long             | EP               | CORP              | IN        |        2072 | NS      | $0.00          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $261962.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Puma Biotechnology Inc                            | Puma Biotechnology Inc                                                          | CUSIP: 74587V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       15400 | NS      | $91630.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed Inc                                        | Insmed Inc                                                                      | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |         140 | NS      | $24365.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ConnectOne Bancorp Inc                            | ConnectOne Bancorp Inc                                                          | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |       18600 | NS      | $487692.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JELD-WEN INC                                      | JELD-WEN Inc                                                                    | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |      995000 | PA      | $867943.37     | 0.01%             | 2027-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                            | Standard Chartered PLC                                                          | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |      233398 | NS      | $5695014.20    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                  | Roche Holding AG                                                                | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       51284 | NS      | $21178767.66   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Futu Holdings Ltd                                 | Futu Holdings Ltd                                                               | CUSIP: 36118L106<br>LEI: 213800X4W4ZRESFPTQ37 | Long             | EC               | CORP              | HK        |       12748 | NS      | $2093349.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Analytics Holdings                     | Clearwater Analytics Holdings Inc                                               | CUSIP: 185123106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6434 | NS      | $155188.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| West Japan Railway Co                             | West Japan Railway Co                                                           | CUSIP: 000000000<br>LEI: 353800QGUXHZ7EBCR121 | Long             | EC               | CORP              | JP        |       71240 | NS      | $1419467.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Trimble Inc                                       | Trimble Inc                                                                     | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |        5256 | NS      | $411807.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                             | SWOP CDS CDX.NA.HY.45.V1                                                        | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |    -3030000 | OU      | $-9214.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Penske Automotive Group Inc                       | Penske Automotive Group Inc                                                     | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |        8126 | NS      | $1286264.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAISSE DES DEPOTS ET CON                          | Caisse des Depots et Consignations                                              | CUSIP: 000000000<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $348597.23     | 0.00%             | 2030-10-09      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     5000000 | PA      | $5297360.90    | 0.04%             | 2030-07-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HKEX                                              | Hong Kong Exchanges & Clearing Ltd                                              | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |       58621 | NS      | $3067130.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RLI Corp                                          | RLI Corp                                                                        | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |        1993 | NS      | $127512.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Emera Inc                                         | Emera Inc                                                                       | CUSIP: 290876101<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | EC               | CORP              | CA        |       11300 | NS      | $556870.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LLOYDS BANK PLC                                   | Lloyds Bank PLC                                                                 | CUSIP: 000000000<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $149312.00     | 0.00%             | 2032-04-02      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      770000 | PA      | $694157.74     | 0.01%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp                                  | HF Sinclair Corp                                                                | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |       65824 | NS      | $3033169.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WP CAREY INC                                      | WP Carey Inc                                                                    | CUSIP: 000000000<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $2050370.61    | 0.01%             | 2032-07-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | INR CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    -5728000 | NC      | $-21.29        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Palomar Holdings Inc                              | Palomar Holdings Inc                                                            | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |       10900 | NS      | $1468884.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Superconductor Corp                      | American Superconductor Corp                                                    | CUSIP: 030111207<br>LEI: 549300S9YT8Z8LOK4452 | Long             | EC               | CORP              | US        |        2500 | NS      | $71950.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Hol                    | MACOM Technology Solutions Holdings Inc                                         | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4065 | NS      | $696253.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FLORIDA GAS TRANSMISSION                          | Florida Gas Transmission Co LLC                                                 | CUSIP: 340711AY6<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |      730000 | PA      | $674189.74     | 0.00%             | 2030-07-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Globalstar Inc                                    | Globalstar Inc                                                                  | CUSIP: 378973507<br>LEI: 549300NEX8I0MSOW0R64 | Long             | EC               | CORP              | US        |        8600 | NS      | $524944.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Inc                              | Alaska Air Group Inc                                                            | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |        2156 | NS      | $108446.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                                     | Boeing Co/The                                                                   | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      129066 | NS      | $28022809.92   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CAESARS ENTERTAIN INC                             | Caesars Entertainment Inc                                                       | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     2050000 | PA      | $1967776.28    | 0.01%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      120000 | PA      | $109696.61     | 0.00%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Marex Group PLC                                   | Marex Group PLC                                                                 | CUSIP: 000000000<br>LEI: 549300DWX0SVICJAL507 | Long             | EC               | CORP              | GB        |        7096 | NS      | $272202.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | SWOP CDS CDX.NA.IG.45.V1                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |   108060000 | OU      | $17884.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Lt                    | Brookfield Asset Management Ltd                                                 | CUSIP: 113004105<br>LEI: 549300CZ84WPNJZKY093 | Long             | EC               | CORP              | US        |        4970 | NS      | $260378.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp                                    | Whirlpool Corp                                                                  | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |        1231 | NS      | $88804.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| REALTY INCOME CORP                                | Realty Income Corp                                                              | CUSIP: 756109CU6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1864600.52    | 0.01%             | 2031-06-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                            | Berkshire Hathaway Inc                                                          | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      110217 | NS      | $55400575.05   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Bharat Petroleum Corp Ltd                         | Bharat Petroleum Corp Ltd                                                       | CUSIP: 000000000<br>LEI: 8GRDBX1TJ0PU5NCSHT72 | Long             | EC               | CORP              | IN        |       46186 | NS      | $197570.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                              | Republic of Italy Government International Bond                                 | CUSIP: 465410BY3<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      200000 | PA      | $192388.28     | 0.00%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                          | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2700000 | PA      | $2385918.25    | 0.02%             | 2037-07-30      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE INC                      | WALGREENS BOOTS ALLIANCE INC                                                    | CUSIP: 000000000<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |       16732 | NS      | $1.67          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CareTrust REIT Inc                                | CareTrust REIT Inc                                                              | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |       53600 | NS      | $1938176.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Dai Nippon Printing Co Ltd                        | Dai Nippon Printing Co Ltd                                                      | CUSIP: 000000000<br>LEI: 529900S7NFNQ4FT6OP83 | Long             | EC               | CORP              | JP        |      142800 | NS      | $2458158.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | TWD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10279.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Teradata Corp                                     | Teradata Corp                                                                   | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |        7065 | NS      | $215058.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                          | Jazz Pharmaceuticals PLC                                                        | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |        1307 | NS      | $222190.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberdrola SA                                      | Iberdrola SA                                                                    | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |      313514 | NS      | $6788642.46    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                          | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                            | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      460000 | PA      | $498557.37     | 0.00%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2024-5C1                                  | CUSIP: 95003VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3200000 | PA      | $3350249.28    | 0.02%             | 2057-07-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| TriNet Group Inc                                  | TriNet Group Inc                                                                | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |       11000 | NS      | $650430.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| China Nonferrous Mining Corp L                    | China Nonferrous Mining Corp Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       17000 | NS      | $32252.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amphenol Corp                                     | Amphenol Corp                                                                   | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      166618 | NS      | $22516756.52   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Talanx AG                                         | Talanx AG                                                                       | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | EC               | CORP              | DE        |       29933 | NS      | $3976269.05    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand SA                                        | Legrand SA                                                                      | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |       17504 | NS      | $2602193.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD/PLN FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-65833.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Health Care Select Sector SPDR ETF   | State Street Health Care Select Sector SPDR ETF                                 | CUSIP: 81369Y209<br>LEI: 549300EJNY3KKJHPOY44 | Long             | EC               | RF                | US        |      307706 | NS      | $47632888.80   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc                           | Darling Ingredients Inc                                                         | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |        3186 | NS      | $114696.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                          | Boost Newco Borrower LLC                                                        | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |      300000 | PA      | $318868.20     | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Tikehau US CLO Ltd                                | Tikehau US CLO III Ltd                                                          | CUSIP: 88676NAQ0<br>LEI: 549300W9XQOIYX4MC726 | Long             | ABS-CBDO         | CORP              | BM        |    11350000 | PA      | $11369980.54   | 0.08%             | 2036-01-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                    | Enterprise Fleet Financing 2024-1 LLC                                           | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      780991 | PA      | $786825.00     | 0.01%             | 2030-03-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                      | Danaher Corp                                                                    | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |       66575 | NS      | $15240349.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc                                  | Talos Energy Inc                                                                | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |       42000 | NS      | $462840.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Leonardo SpA                                      | Leonardo SpA                                                                    | CUSIP: 000000000<br>LEI: 529900X4EEX1U9LN3U39 | Long             | EC               | CORP              | IT        |       29062 | NS      | $1662362.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Avanos Medical Inc                                | Avanos Medical Inc                                                              | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |       37600 | NS      | $422248.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Obic Co Ltd                                       | Obic Co Ltd                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       42000 | NS      | $1318324.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | INR CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |     2485000 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rithm Capital Corp                                | Rithm Capital Corp                                                              | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |       11937 | NS      | $130113.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEVELAND-CLIFFS INC                              | Cleveland-Cliffs Inc                                                            | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      565000 | PA      | $584837.43     | 0.00%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GMK Norilskiy Nickel PAO                          | GMK Norilskiy Nickel PAO                                                        | CUSIP: 000000000<br>LEI: 253400JPTEEW143W3E47 | Long             | EC               | CORP              | RU        |      815600 | NS      | $1.03          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FISERV FUNDING UNLTD CO                           | Fiserv Funding ULC                                                              | CUSIP: 337735AA2<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |      700000 | PA      | $820747.93     | 0.01%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                           | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AE1<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      735000 | PA      | $792509.85     | 0.01%             | 2033-06-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| SD Guthrie Bhd                                    | SD Guthrie Bhd                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |      109200 | NS      | $154193.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ITALY GOV'T INT BOND                              | Republic of Italy Government International Bond                                 | CUSIP: 465410BZ0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1000000 | PA      | $760315.70     | 0.01%             | 2049-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Industrial Bank Co Ltd                            | Industrial Bank Co Ltd                                                          | CUSIP: 000000000<br>LEI: 300300C1030935001303 | Long             | EC               | CORP              | CN        |       15900 | NS      | $48011.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schneider Electric SE                             | Schneider Electric SE                                                           | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |       29726 | NS      | $8132298.26    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Amdocs Ltd                                        | Amdocs Ltd                                                                      | CUSIP: 000000000<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | US        |        2461 | NS      | $198135.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    -1479000 | NC      | $-7808.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ITT Inc                                           | ITT Inc                                                                         | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |        1715 | NS      | $297569.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayer AG                                          | Bayer AG                                                                        | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |       40971 | NS      | $1777148.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity National Financial In                    | Fidelity National Financial Inc                                                 | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |        5978 | NS      | $326339.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC INC                                     | Medtronic Inc                                                                   | CUSIP: 585055BZ8<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2695634.98    | 0.02%             | 2030-10-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3425000 | PA      | $3409748.05    | 0.02%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                    | Santander Drive Auto Receivables Trust 2023-6                                   | CUSIP: 80287DAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $103358.51     | 0.00%             | 2031-03-17      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Zhongji Innolight Co Ltd                          | Zhongji Innolight Co Ltd                                                        | CUSIP: 000000000<br>LEI: 655600K7YZDKAI214O83 | Long             | EC               | CORP              | CN        |         400 | NS      | $34816.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                              | Cleveland-Cliffs Inc                                                            | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |       10259 | NS      | $136239.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Computershare Ltd                                 | Computershare Ltd                                                               | CUSIP: 000000000<br>LEI: 21380085HOKTMGLV9G93 | Long             | EC               | CORP              | AU        |       98356 | NS      | $2229098.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Douglas Dynamics Inc                              | Douglas Dynamics Inc                                                            | CUSIP: 25960R105<br>LEI: 529900CDFLKNQ0QT6580 | Long             | EC               | CORP              | US        |       19200 | NS      | $626880.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                              | SWOP CDS CDX.NA.HY.45.V1                                                        | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DCR              | CORP              | CA        |    -4960000 | OU      | $-15084.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                 | Toyota Motor Corp                                                               | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |      610500 | NS      | $13111767.94   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $1062763.90    | 0.01%             | N/A             | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CQS US CLO Ltd                                    | CQS US CLO 2023-3 Ltd                                                           | CUSIP: 223929AA8<br>LEI: 254900OIQPM0JE7KVZ52 | Long             | ABS-CBDO         | CORP              | JE        |    12000000 | PA      | $12022029.60   | 0.09%             | 2037-01-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                             | Japan Government Twenty Year Bond                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    90000000 | PA      | $553616.00     | 0.00%             | 2045-09-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                              | Kyndryl Holdings Inc                                                            | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |        8371 | NS      | $222333.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                      | Wyndham Hotels & Resorts Inc                                                    | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |         254 | NS      | $19192.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Digital Corp                              | Applied Digital Corp                                                            | CUSIP: 038169207<br>LEI: 2549004NE2B6RYXINZ02 | Long             | EC               | CORP              | US        |        6600 | NS      | $161832.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CLEVELAND-CLIFFS INC                              | Cleveland-Cliffs Inc                                                            | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      375000 | PA      | $389858.98     | 0.00%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Alight Inc                                        | Alight Inc                                                                      | CUSIP: 01626W101<br>LEI: 549300600ESCO1HTVN74 | Long             | EC               | CORP              | US        |      362900 | NS      | $707655.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Agricultural Bank of China Ltd                    | Agricultural Bank of China Ltd                                                  | CUSIP: 000000000<br>LEI: 549300E7TSGLCOVSY746 | Long             | EC               | CORP              | CN        |       99000 | NS      | $73648.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF ITALY                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $27944.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | EUR CALL VERSUS PLN PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |      659000 | NC      | $0.48          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON CONSERVATION DAC                           | Amazon Conservation DAC                                                         | CUSIP: 000000000<br>LEI: 635400VMJ6EGNYN3YK31 | Long             | DBT              | NUSS              | IE        |     1000000 | PA      | $1031648.60    | 0.01%             | 2042-01-16      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                  | Vital Energy Inc                                                                | CUSIP: 516806AJ5<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1255667.10    | 0.01%             | 2030-10-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Standex International Corp                        | Standex International Corp                                                      | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |        2000 | NS      | $434560.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF PERU                                  | Peruvian Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     3500000 | PA      | $3470512.50    | 0.03%             | 2033-03-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Hamilton Lane Inc                                 | Hamilton Lane Inc                                                               | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |         120 | NS      | $16117.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lasertec Corp                                     | Lasertec Corp                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        2400 | NS      | $457302.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STERIS PLC                                        | STERIS PLC                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       38845 | NS      | $9847984.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                        | Charter Communications Inc                                                      | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |        1935 | NS      | $403931.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Avery Dennison Corp                               | Avery Dennison Corp                                                             | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |        1540 | NS      | $280095.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flywire Corp                                      | Flywire Corp                                                                    | CUSIP: 302492103<br>LEI: 54930055DSV7NNY4VY66 | Long             | EC               | CORP              | US        |       23071 | NS      | $326685.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | E-MINI RUSS 2000                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |          89 | NC      | $-248249.48    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Awwal Bank                                  | Saudi Awwal Bank                                                                | CUSIP: 000000000<br>LEI: 558600TQS0WENZUC5190 | Long             | EC               | CORP              | SA        |         910 | NS      | $7849.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ericsson                                          | Telefonaktiebolaget LM Ericsson                                                 | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |      404059 | NS      | $3932318.38    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd                       | Northern Star Resources Ltd                                                     | CUSIP: 000000000<br>LEI: 254900XFXCRYYZAX6M78 | Long             | EC               | CORP              | AU        |      138110 | NS      | $2430411.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7000000 | PA      | $6932187.50    | 0.05%             | 2031-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Dycom Industries Inc                              | Dycom Industries Inc                                                            | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |        1800 | NS      | $608220.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp                                        | Dover Corp                                                                      | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |        2974 | NS      | $580643.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tradeweb Markets Inc                              | Tradeweb Markets Inc                                                            | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2063 | NS      | $221855.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pandora A/S                                       | Pandora A/S                                                                     | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |       11565 | NS      | $1278927.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                                      | Unilever PLC                                                                    | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |       84007 | NS      | $5488780.94    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Endeavour Mining PLC                              | Endeavour Mining PLC                                                            | CUSIP: 000000000<br>LEI: 529900NI5MXQ91GHXR07 | Long             | EC               | CORP              | GB        |       15018 | NS      | $784652.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | S&P500 EMINI                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        1701 | NC      | $1192808.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com Inc                                      | Cars.com Inc                                                                    | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |       37100 | NS      | $452620.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Poste Italiane SpA                                | Poste Italiane SpA                                                              | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | EC               | CORP              | IT        |       83525 | NS      | $2096802.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cirrus Logic Inc                                  | Cirrus Logic Inc                                                                | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |        1151 | NS      | $136393.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SailPoint Inc                                     | SailPoint Inc                                                                   | CUSIP: 78781J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         870 | NS      | $17600.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc                              | Generac Holdings Inc                                                            | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |       14895 | NS      | $2031231.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                                         | Crocs Inc                                                                       | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |        1050 | NS      | $89796.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CORP ANDINA DE FOMENTO                            | Corp Andina de Fomento                                                          | CUSIP: 000000000<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |      600000 | PA      | $722646.82     | 0.01%             | 2030-02-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Oracle Corp Japan                                 | Oracle Corp Japan                                                               | CUSIP: 000000000<br>LEI: 529900MIMKY9RU60Z323 | Long             | EC               | CORP              | JP        |        2800 | NS      | $235337.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REA Group Ltd                                     | REA Group Ltd                                                                   | CUSIP: 000000000<br>LEI: 894500KA4UBDATOFPN36 | Long             | EC               | CORP              | AU        |        2289 | NS      | $279040.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Electronic Arts Inc                               | Electronic Arts Inc                                                             | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |        5478 | NS      | $1119319.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS NZD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $18755.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mega Union Technology Inc                         | Mega Union Technology Inc                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |        4000 | NS      | $88030.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AECOM                                             | AECOM                                                                           | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |       12508 | NS      | $1192387.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TSMC                                              | Taiwan Semiconductor Manufacturing Co Ltd                                       | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      144552 | NS      | $43927907.28   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                          | NIKE Inc                                                                        | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |       25154 | NS      | $1602561.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boliden AB                                        | Boliden AB                                                                      | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |       66479 | NS      | $3682688.96    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                           | CUSIP: 071734AD9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $362000.00     | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Harmony Gold Mining Co Ltd                        | Harmony Gold Mining Co Ltd                                                      | CUSIP: 000000000<br>LEI: 378900986D05F0C29811 | Long             | EC               | CORP              | ZA        |       54673 | NS      | $1096855.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gerdau SA                                         | Gerdau SA                                                                       | CUSIP: 000000000<br>LEI: 254900YDV6SEQQPZVG24 | Long             | EP               | CORP              | BR        |      754534 | NS      | $2784727.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                    | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      760000 | PA      | $644857.30     | 0.00%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Kirin Holdings Co Ltd                             | Kirin Holdings Co Ltd                                                           | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |       80000 | NS      | $1197520.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $234141.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABM Industries Inc                                | ABM Industries Inc                                                              | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |       35500 | NS      | $1501650.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                    | Ameris Bancorp                                                                  | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |       13630 | NS      | $1012300.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty Inc                                          | Coty Inc                                                                        | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |        8869 | NS      | $27316.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                           | Valley National Bancorp                                                         | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |      152000 | NS      | $1775360.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Klepierre SA                                      | Klepierre SA                                                                    | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               | CORP              | FR        |       72363 | NS      | $2863064.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                   | Israel Government International Bond                                            | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      500000 | PA      | $743575.93     | 0.01%             | 2034-10-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| adidas AG                                         | adidas AG                                                                       | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |       24243 | NS      | $4797350.34    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kemper Corp                                       | Kemper Corp                                                                     | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |        1753 | NS      | $71066.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2023-HE2                                               | CUSIP: 46657FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       66903 | PA      | $67156.97      | 0.00%             | 2054-03-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Arcosa Inc                                        | Arcosa Inc                                                                      | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |       29200 | NS      | $3104544.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CHF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-33088.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Apogee Enterprises Inc                            | Apogee Enterprises Inc                                                          | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |        2100 | NS      | $76461.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NMC Health PLC                                    | NMC Health PLC                                                                  | CUSIP: 000000000<br>LEI: 2138008YQEVWBE1V2M52 | Long             | EC               | CORP              | AE        |       21382 | NS      | $2.88          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| KeyCorp                                           | KeyCorp                                                                         | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |      131437 | NS      | $2712859.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Co                           | Modine Manufacturing Co                                                         | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |        6000 | NS      | $801060.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Oil & Natural Gas Corp Ltd                        | Oil & Natural Gas Corp Ltd                                                      | CUSIP: 000000000<br>LEI: 335800FPDZ9MRSNO7N41 | Long             | EC               | CORP              | IN        |       68004 | NS      | $181976.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dana Inc                                          | Dana Inc                                                                        | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |      142200 | NS      | $3378672.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Astra International Tbk PT                        | Astra International Tbk PT                                                      | CUSIP: 000000000<br>LEI: 529900L49TRJOMG4DK47 | Long             | EC               | CORP              | ID        |    13116400 | NS      | $5264359.49    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanwha Aerospace Co Ltd                           | Hanwha Aerospace Co Ltd                                                         | CUSIP: 000000000<br>LEI: 9884001NSUA8FQKQWR25 | Long             | EC               | CORP              | KR        |        1277 | NS      | $833944.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Avnet Inc                                         | Avnet Inc                                                                       | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |        1950 | NS      | $93756.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC                                       | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     1000000 | PA      | $1138561.66    | 0.01%             | 2031-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $240488.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ralliant Corp                                     | Ralliant Corp                                                                   | CUSIP: 750940108<br>LEI: 52990024QKO4DYT8N464 | Long             | EC               | CORP              | US        |        1989 | NS      | $101259.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                                    | Hershey Co/The                                                                  | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |        2800 | NS      | $509544.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos                                 | Piper Sandler Cos                                                               | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |         800 | NS      | $271768.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co                           | Arthur J Gallagher & Co                                                         | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |        5228 | NS      | $1352954.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                    | Amazon.com Inc                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      919731 | NS      | $212292309.42  | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Yutong Bus Co Ltd                                 | Yutong Bus Co Ltd                                                               | CUSIP: 000000000<br>LEI: 300300OMPRVW0Q75F037 | Long             | EC               | CORP              | CN        |        9500 | NS      | $44526.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                               | Eastman Chemical Co                                                             | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |       35474 | NS      | $2264305.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                            | UnitedHealth Group Inc                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       77860 | NS      | $25702364.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2022-DNA3                                         | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | CORP              | US        |      580000 | PA      | $594441.13     | 0.00%             | 2042-04-25      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Protagonist Therapeutics Inc                      | Protagonist Therapeutics Inc                                                    | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       12000 | NS      | $1048080.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| LCH LIMITED                                       | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $492372.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresnillo PLC                                     | Fresnillo PLC                                                                   | CUSIP: 000000000<br>LEI: 549300JXWH1UV5J0XV81 | Long             | EC               | CORP              | MX        |      101149 | NS      | $4510280.67    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunge Global SA                                   | Bunge Global SA                                                                 | CUSIP: 000000000<br>LEI: 254900IVXSV9K0B7PO26 | Long             | EC               | CORP              | US        |        2992 | NS      | $266527.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                        | CUSIP: 00206RMR0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1757477.50    | 0.01%             | 2031-04-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PG&E Corp                                         | PG&E Corp                                                                       | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |       47749 | NS      | $767326.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                                    | Five Below Inc                                                                  | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |       45106 | NS      | $8496166.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CommScope Holding Co Inc                          | CommScope Holding Co Inc                                                        | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |       47300 | NS      | $857549.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| nLight Inc                                        | nLight Inc                                                                      | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5900 | NS      | $221309.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WPP PLC                                           | WPP PLC                                                                         | CUSIP: 000000000<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | GB        |      325590 | NS      | $1462626.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                              | Howmet Aerospace Inc                                                            | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |       35970 | NS      | $7374569.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                          | Western Midstream Operating LP                                                  | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      395000 | PA      | $340883.55     | 0.00%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-89182.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| East West Bancorp Inc                             | East West Bancorp Inc                                                           | CUSIP: 27579R104<br>LEI: 254900O4X656YXFOYB11 | Long             | EC               | CORP              | US        |       41324 | NS      | $4644404.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                             | Republic Services Inc                                                           | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       13172 | NS      | $2791541.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                             | 3M Co                                                                           | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       70687 | NS      | $11316988.70   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc                              | Verisk Analytics Inc                                                            | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |        1080 | NS      | $241585.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNGARY                                           | Hungary Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1200000 | PA      | $1423016.77    | 0.01%             | 2034-06-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOGECAP SA                                        | Sogecap SA                                                                      | CUSIP: 000000000<br>LEI: 9695009HXSFK8D6V0T62 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1198795.67    | 0.01%             | 2044-05-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Urban Edge Properties                             | Urban Edge Properties                                                           | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9544 | NS      | $183149.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                               | Northern Trust Corp                                                             | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |       58371 | NS      | $7972894.89    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                          | Israel Electric Corp Ltd                                                        | CUSIP: 000000000<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |     2500000 | PA      | $2586775.00    | 0.02%             | 2026-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                       | NN Group NV                                                                     | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |      106942 | NS      | $8250001.67    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-6829.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TFS Financial Corp                                | TFS Financial Corp                                                              | CUSIP: 87240R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1354 | NS      | $18116.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2021-B25 Mortgage Trust                                               | CUSIP: 08163DAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2530000 | PA      | $2311548.42    | 0.02%             | 2054-04-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Entegris Inc                                      | Entegris Inc                                                                    | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |        2495 | NS      | $210203.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc                     | Oceaneering International Inc                                                   | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |        6800 | NS      | $163404.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts Inc                         | Park Hotels & Resorts Inc                                                       | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |        4734 | NS      | $49517.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                          | Simon Property Group Inc                                                        | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |       13358 | NS      | $2472699.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BMO Mortgage Trust                                | BMO 2025-5C11 Mortgage Trust                                                    | CUSIP: 096941AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1568938.95    | 0.01%             | 2058-07-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Morningstar Inc                                   | Morningstar Inc                                                                 | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |          20 | NS      | $4346.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive Inc                            | Group 1 Automotive Inc                                                          | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |        3100 | NS      | $1219230.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Jiangsu Co Ltd                            | Bank of Jiangsu Co Ltd                                                          | CUSIP: 000000000<br>LEI: 300300C1086832000046 | Long             | EC               | CORP              | CN        |       19800 | NS      | $29528.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF ITALY                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-27944.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $1295411.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Segro PLC                                         | Segro PLC                                                                       | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | EC               | CORP              | GB        |       19102 | NS      | $185062.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clarivate PLC                                     | Clarivate PLC                                                                   | CUSIP: 000000000<br>LEI: 549300WDHIIODXFO0R55 | Long             | EC               | CORP              | GB        |      923671 | NS      | $3085061.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| QNB FINANCE LTD                                   | QNB FINANCE LTD                                                                 | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |     1000000 | PA      | $143407.92     | 0.00%             | 2026-02-04      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-DNA7                                         | CUSIP: 35564KMH9<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | CORP              | US        |      250000 | PA      | $251862.80     | 0.00%             | 2041-11-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Samsung Heavy Industries Co Lt                    | Samsung Heavy Industries Co Ltd                                                 | CUSIP: 000000000<br>LEI: 988400OSK0T9LDTWNC20 | Long             | EC               | CORP              | KR        |         700 | NS      | $11705.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trip.com Group Ltd                                | Trip.com Group Ltd                                                              | CUSIP: 000000000<br>LEI: 2549004RMYDSRQL4KW41 | Long             | EC               | CORP              | SG        |         500 | NS      | $35850.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AAR Corp                                          | AAR Corp                                                                        | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |        5200 | NS      | $430508.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Inc                        | Ligand Pharmaceuticals Inc                                                      | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |        3100 | NS      | $586117.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| TDF INFRASTRUCTURE SAS                            | TDF Infrastructure SASU                                                         | CUSIP: 000000000<br>LEI: 969500BWNQ1B0PI06I59 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1189232.95    | 0.01%             | 2031-10-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                             | Southwest Airlines Co                                                           | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |        9311 | NS      | $384823.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS THB                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $16953.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      880000 | PA      | $841838.41     | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                     | Citigroup Inc                                                                   | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      204316 | NS      | $23841634.04   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Patria Investments Ltd                            | Patria Investments Ltd                                                          | CUSIP: 000000000<br>LEI: 254900MZMZN2NNVXYO82 | Long             | EC               | CORP              | KY        |        1300 | NS      | $20657.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vale SA                                           | Vale SA                                                                         | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |      128677 | NS      | $1676661.31    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR COMPANY                                | Ford Motor Co                                                                   | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      700000 | PA      | $553617.77     | 0.00%             | 2043-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Grupo Financiero Banorte SAB d                    | Grupo Financiero Banorte SAB de CV                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |       66300 | NS      | $614271.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWELL BRANDS INC                                 | Newell Brands Inc                                                               | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      395000 | PA      | $413758.36     | 0.00%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MAXIM CRANE WORKS LLC                             | Maxim Crane Works Holdings Capital LLC                                          | CUSIP: 57779EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      850000 | PA      | $904309.75     | 0.01%             | 2028-09-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Granite Ridge Resources Inc                       | Granite Ridge Resources Inc                                                     | CUSIP: 387432107<br>LEI: 254900CAHJQKOQ1YZC67 | Long             | EC               | CORP              | US        |       24600 | NS      | $115620.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategy Inc                                      | Strategy Inc                                                                    | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EC               | CORP              | US        |        5430 | NS      | $825088.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| UK CLEARING HOUSE LIMITED                         | IRS AUD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-81899.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Media Corp-Liberty For                    | Liberty Media Corp-Liberty Formula One                                          | CUSIP: 531229771<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         380 | NS      | $33964.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                            | Mizuho Financial Group Inc                                                      | CUSIP: 60687YDH9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     3745000 | PA      | $3842621.29    | 0.03%             | 2031-05-13      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CoStar Group Inc                                  | CoStar Group Inc                                                                | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |        7993 | NS      | $537449.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 1261229 BC LTD                                    | 1261229 BC Ltd                                                                  | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      353000 | PA      | $367777.25     | 0.00%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Cousins Properties Inc                            | Cousins Properties Inc                                                          | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |       17605 | NS      | $453856.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Holdings Inc                               | Affirm Holdings Inc                                                             | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2420 | NS      | $180120.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Financial Services Soft                    | Oracle Financial Services Software Ltd                                          | CUSIP: 000000000<br>LEI: 3358008SYNPKSPNMTJ57 | Long             | EC               | CORP              | IN        |       12600 | NS      | $1079537.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                           | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $43739.50      | 0.00%             | 2028-01-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Solstice Advanced Materials In                    | Solstice Advanced Materials Inc                                                 | CUSIP: 83443Q103<br>LEI: 2138004GZ4H9TW6HK435 | Long             | EC               | CORP              | US        |        3451 | NS      | $167649.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FERROVIE DELLO STATO                              | Ferrovie dello Stato Italiane SpA                                               | CUSIP: 000000000<br>LEI: 549300J4SXC5ALCJM731 | Long             | DBT              | CORP              | IT        |     1300000 | PA      | $1549209.75    | 0.01%             | 2027-04-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $55076.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercury General Corp                              | Mercury General Corp                                                            | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |        2000 | NS      | $188120.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CATL                                              | Contemporary Amperex Technology Co Ltd                                          | CUSIP: 000000000<br>LEI: 300300KINDY1K0E9I032 | Long             | EC               | CORP              | CN        |        8635 | NS      | $454854.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Argenx SE                                         | Argenx SE                                                                       | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |        4122 | NS      | $3466395.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryan Specialty Holdings Inc                       | Ryan Specialty Holdings Inc                                                     | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2190 | NS      | $113069.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Theravance Biopharma Inc                          | Theravance Biopharma Inc                                                        | CUSIP: 000000000<br>LEI: 5493007VTSXP4Z6MIW52 | Long             | EC               | CORP              | KY        |        4400 | NS      | $82324.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      495000 | PA      | $441395.37     | 0.00%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Viking Therapeutics Inc                           | Viking Therapeutics Inc                                                         | CUSIP: 92686J106<br>LEI: 529900IVC72YPFA25M37 | Long             | EC               | CORP              | US        |        1445 | NS      | $50835.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REALTY INCOME CORP                                | Realty Income Corp                                                              | CUSIP: 756109BU7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      800000 | PA      | $999709.73     | 0.01%             | 2030-07-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| STATE OF MINAS GERAIS                             | Brazil Minas SPE via State of Minas Gerais                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     5801700 | PA      | $5802164.14    | 0.04%             | 2028-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Onto Innovation Inc                               | Onto Innovation Inc                                                             | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |        4360 | NS      | $688269.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-8161.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                            | Asurion LLC and Asurion Co-Issuer Inc                                           | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      600000 | PA      | $622920.63     | 0.00%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Daito Trust Cons                                  | Daito Trust Construction Co Ltd                                                 | CUSIP: 000000000<br>LEI: 353800QQ4DRI3KXS3038 | Long             | EC               | CORP              | JP        |      160600 | NS      | $3058141.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REGIAO AUTONOMA MADEIRA                           | Regiao Autonoma Madeira                                                         | CUSIP: 000000000<br>LEI: 549300NI7DXWFX27WX21 | Long             | DBT              | NUSS              | PT        |     1000000 | PA      | $1022188.96    | 0.01%             | 2032-05-29      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| Karman Holdings Inc                               | Karman Holdings Inc                                                             | CUSIP: 485924104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2956 | NS      | $216290.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America                         | Packaging Corp of America                                                       | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |        1939 | NS      | $399879.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc                     | Annaly Capital Management Inc                                                   | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |       13757 | NS      | $307606.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                           | Philippine Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     2000000 | PA      | $2188222.40    | 0.02%             | 2029-02-03      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                | Howard Hughes Corp/The                                                          | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3397997.76    | 0.02%             | 2029-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                           | Philippine Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     3347000 | PA      | $3326943.65    | 0.02%             | 2033-04-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                            | Mexico City Airport Trust                                                       | CUSIP: 59284MAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      810000 | PA      | $791272.80     | 0.01%             | 2028-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $226062.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| King Slide Works Co Ltd                           | King Slide Works Co Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |        4000 | NS      | $477638.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jackson Financial Inc                             | Jackson Financial Inc                                                           | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |        6700 | NS      | $714555.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intesa Sanpaolo SpA                               | Intesa Sanpaolo SpA                                                             | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |      696342 | NS      | $4811796.68    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                  | Zions Bancorp NA                                                                | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |        3220 | NS      | $188498.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Severstal PAO                                     | Severstal PAO                                                                   | CUSIP: 000000000<br>LEI: 213800OKDPTV6K4ONO53 | Long             | EC               | CORP              | RU        |      337573 | NS      | $0.43          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| REPUBLIC OF ICELAND                               | Iceland Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |     3908000 | PA      | $4328200.09    | 0.03%             | 2028-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Moog Inc                                          | Moog Inc                                                                        | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |         400 | NS      | $97420.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety Inc                                    | MSA Safety Inc                                                                  | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |         833 | NS      | $133396.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      420000 | PA      | $416213.59     | 0.00%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Co                                   | Baker Hughes Co                                                                 | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       21613 | NS      | $984256.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1268188.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Grand Canyon Education Inc                        | Grand Canyon Education Inc                                                      | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |         478 | NS      | $79496.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnico Eagle Mines Ltd                            | Agnico Eagle Mines Ltd                                                          | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |        9608 | NS      | $1628844.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ITALY GOV'T INT BOND                              | Republic of Italy Government International Bond                                 | CUSIP: 465410CC0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      600000 | PA      | $439695.12     | 0.00%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, Ltd.                        | Sixth Street CLO XVI Ltd                                                        | CUSIP: 83012DAQ6<br>LEI: 549300YD05LZSDNMVF16 | Long             | ABS-CBDO         | CORP              | KY        |    14750000 | PA      | $14775131.05   | 0.11%             | 2037-01-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                 | Newell Brands Inc                                                               | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      170000 | PA      | $164358.62     | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                             | General Dynamics Corp                                                           | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       58595 | NS      | $19726592.70   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                                   | Xcel Energy Inc                                                                 | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |       12874 | NS      | $950873.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lendlease Global Commercial RE                    | Lendlease Global Commercial REIT                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |      311900 | NS      | $150320.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Starwood Property Trust Inc                       | Starwood Property Trust Inc                                                     | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |        7637 | NS      | $137542.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EssilorLuxottica SA                               | EssilorLuxottica SA                                                             | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |       30398 | NS      | $9611784.89    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-188546.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SL Green Realty Corp                              | SL Green Realty Corp                                                            | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |        6919 | NS      | $317374.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH                      | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |       31604 | NS      | $548329.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises Inc                           | Nu Skin Enterprises Inc                                                         | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |       32200 | NS      | $309764.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries Inc                            | Trinity Industries Inc                                                          | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |       15609 | NS      | $412701.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Realty & Development                     | Sumitomo Realty & Development Co Ltd                                            | CUSIP: 000000000<br>LEI: 353800SO2DCLOI3LNZ64 | Long             | EC               | CORP              | JP        |       28338 | NS      | $711452.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Media Corp-Liberty For                    | Liberty Media Corp-Liberty Formula One                                          | CUSIP: 531229755<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3194 | NS      | $314640.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Host Hotels & Resorts Inc                         | Host Hotels & Resorts Inc                                                       | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |      207688 | NS      | $3682308.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communit                    | Mid-America Apartment Communities Inc                                           | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |       17366 | NS      | $2412311.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                           | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      625000 | PA      | $438450.00     | 0.00%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Snap-on Inc                                       | Snap-on Inc                                                                     | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |        1128 | NS      | $388708.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CZK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $52857.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzano SA                                         | Suzano SA                                                                       | CUSIP: 000000000<br>LEI: 391200AW174YQSDMGG41 | Long             | EC               | CORP              | BR        |       73100 | NS      | $685442.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                  | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      500000 | PA      | $544617.12     | 0.00%             | N/A             | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Air Lease Corp                                    | Air Lease Corp                                                                  | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |        2348 | NS      | $150812.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                     | Koninklijke Ahold Delhaize NV                                                   | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |      130868 | NS      | $5366490.06    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR & Co Inc                                      | KKR & Co Inc                                                                    | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |       33800 | NS      | $4308824.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Co Inc                          | Acadia Healthcare Co Inc                                                        | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |        2240 | NS      | $31785.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexi SpA                                          | Nexi SpA                                                                        | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | EC               | CORP              | IT        |      223425 | NS      | $1101239.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ADIF ALTA VELOCIDAD                               | Adif Alta Velocidad                                                             | CUSIP: 000000000<br>LEI: 959800D5SDA4R1CG7K10 | Long             | DBT              | NUSS              | ES        |      200000 | PA      | $238407.94     | 0.00%             | 2032-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                 | Hyatt Hotels Corp                                                               | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |         855 | NS      | $137073.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilysys Inc                                      | Agilysys Inc                                                                    | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |        1741 | NS      | $206900.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $1085211.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Masco Corp                                        | Masco Corp                                                                      | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |        4649 | NS      | $295025.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWELL BRANDS INC                                 | Newell Brands Inc                                                               | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      335000 | PA      | $327336.69     | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| PulteGroup Inc                                    | PulteGroup Inc                                                                  | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       47200 | NS      | $5534672.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Inc                                           | MKS Inc                                                                         | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |        1497 | NS      | $239220.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| F&G Annuities & Life Inc                          | F&G Annuities & Life Inc                                                        | CUSIP: 30190A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       27858 | NS      | $859419.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group Inc                                  | Zillow Group Inc                                                                | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |        3588 | NS      | $244773.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Epiroc AB                                         | Epiroc AB                                                                       | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |       35428 | NS      | $712761.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G64<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1537782.11    | 0.01%             | 2030-08-21      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Madison Square Garden Sports C                    | Madison Square Garden Sports Corp                                               | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         390 | NS      | $100873.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc                         | Teledyne Technologies Inc                                                       | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |        1020 | NS      | $520944.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS KINGDOM OF SPAIN                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-15.31        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-901756.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                       | National Australia Bank Ltd                                                     | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | EC               | CORP              | AU        |      126793 | NS      | $3565007.36    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Great Lakes Dredge & Dock Corp                    | Great Lakes Dredge & Dock Corp                                                  | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |       13818 | NS      | $181292.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8340000 | PA      | $5265928.13    | 0.04%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Super Micro Computer Inc                          | Super Micro Computer Inc                                                        | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |        5515 | NS      | $161424.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                           | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     2365000 | PA      | $1892000.00    | 0.01%             | 2029-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| KLA Corp                                          | KLA Corp                                                                        | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |        6700 | NS      | $8141036.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd                         | Woodside Energy Group Ltd                                                       | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |      145006 | NS      | $2261022.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HCI Group Inc                                     | HCI Group Inc                                                                   | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |        6000 | NS      | $1150140.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions Inc                               | Viavi Solutions Inc                                                             | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |      231900 | NS      | $4132458.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cordatus CLO PLC                                  | CVC Cordatus Loan Fund XXI DAC                                                  | CUSIP: 000000000<br>LEI: 549300830IXOSQG2RQ34 | Long             | ABS-CBDO         | CORP              | IE        |     2500000 | PA      | $2939114.09    | 0.02%             | 2034-09-22      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-59785.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Guoquan Food Shanghai Co Ltd                      | Guoquan Food Shanghai Co Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      130800 | NS      | $60207.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                      | Canadian National Railway Co                                                    | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |       16429 | NS      | $1624885.61    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc                                  | EPAM Systems Inc                                                                | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |        1240 | NS      | $254051.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Argan Inc                                         | Argan Inc                                                                       | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |        1203 | NS      | $376923.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Celcuity Inc                                      | Celcuity Inc                                                                    | CUSIP: 15102K100<br>LEI: 25490070W7UU7W2SEY87 | Long             | EC               | CORP              | US        |        8400 | NS      | $837816.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap Inc                            | Marcus & Millichap Inc                                                          | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |        2800 | NS      | $76412.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                          | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1475000 | PA      | $1515850.27    | 0.01%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Grupo Cibest SA                                   | Grupo Cibest SA                                                                 | CUSIP: 000000000<br>LEI: 529900OSSJBGZREZ2C28 | Long             | EC               | CORP              | CO        |         977 | NS      | $17877.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui & Co Ltd                                   | Mitsui & Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |      199100 | NS      | $5912740.03    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TTEC Holdings Inc                                 | TTEC Holdings Inc                                                               | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |       46600 | NS      | $167760.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-256476.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834MT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1475000 | PA      | $611189.00     | 0.00%             | 2043-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NTPC LTD                                          | NTPC Ltd                                                                        | CUSIP: 000000000<br>LEI: 335800Q4TRGJXNLVMB81 | Long             | DBT              | CORP              | IN        |     2300000 | PA      | $2693013.11    | 0.02%             | 2027-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                        | US Bancorp                                                                      | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2537573.84    | 0.02%             | N/A             | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| M&G PLC                                           | M&G PLC                                                                         | CUSIP: 000000000<br>LEI: 254900TWUJUQ44TQJY84 | Long             | EC               | CORP              | GB        |      130168 | NS      | $501122.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                           | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |       25000 | PA      | $25441.88      | 0.00%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Quebecor Inc                                      | Quebecor Inc                                                                    | CUSIP: 748193208<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |        1900 | NS      | $71567.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications Internati                    | Science Applications International Corp                                         | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |        1070 | NS      | $107706.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcellx Inc                                       | Arcellx Inc                                                                     | CUSIP: 03940C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2500 | NS      | $163000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties                     | Gaming and Leisure Properties Inc                                               | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |      145377 | NS      | $6496898.13    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eoptolink Technology Inc Ltd                      | Eoptolink Technology Inc Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |         600 | NS      | $36827.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $67165.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Open Text Corp                                    | Open Text Corp                                                                  | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | CA        |       16100 | NS      | $524330.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Catena AB                                         | Catena AB                                                                       | CUSIP: 000000000<br>LEI: 549300EMLM7AH5LDLY65 | Long             | EC               | CORP              | SE        |        4509 | NS      | $220291.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                 | Devon Energy Corp                                                               | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      175743 | NS      | $6437466.09    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Apogee Therapeutics Inc                           | Apogee Therapeutics Inc                                                         | CUSIP: 03770N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11100 | NS      | $837828.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SK Biopharmaceuticals Co Ltd                      | SK Biopharmaceuticals Co Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |         828 | NS      | $71570.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UGI Corp                                          | UGI Corp                                                                        | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |        4831 | NS      | $180824.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                                     | DTE Energy Co                                                                   | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |       11330 | NS      | $1461343.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MEDLINE BORROWER LP                               | Medline Borrower LP                                                             | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     2695000 | PA      | $2635056.34    | 0.02%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2680000 | PA      | $2633356.72    | 0.02%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Hubbell Inc                                       | Hubbell Inc                                                                     | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |        1171 | NS      | $520052.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1439511.28   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Naturgy Energy Group SA                           | Naturgy Energy Group SA                                                         | CUSIP: 000000000<br>LEI: TL2N6M87CW970S5SV098 | Long             | EC               | CORP              | ES        |      104673 | NS      | $3187120.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd                                | Tokyo Electron Ltd                                                              | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |        9400 | NS      | $2093637.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-DNA5                                         | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | CORP              | US        |       72657 | PA      | $72861.27      | 0.00%             | 2034-01-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                          | Organon & Co / Organon Foreign Debt Co-Issuer BV                                | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      475000 | PA      | $393631.42     | 0.00%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Match Group Inc                                   | Match Group Inc                                                                 | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |       41845 | NS      | $1351175.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                  | Duke Energy Corp                                                                | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       23691 | NS      | $2776822.11    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank Holding Corp                    | Metropolitan Bank Holding Corp                                                  | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       12400 | NS      | $946864.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group Ltd                                 | Everest Group Ltd                                                               | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |         844 | NS      | $286411.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinor ASA                                       | Equinor ASA                                                                     | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |      103345 | NS      | $2437063.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MakeMyTrip Ltd                                    | MakeMyTrip Ltd                                                                  | CUSIP: 000000000<br>LEI: 529900DNT8HNJ7RYUO60 | Long             | EC               | CORP              | IN        |       11762 | NS      | $965895.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1065307.08   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1559213.98    | 0.01%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                         | Ball Corp                                                                       | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     1525000 | PA      | $1569257.29    | 0.01%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| News Corp                                         | News Corp                                                                       | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |        2728 | NS      | $80830.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte Inc                                      | Veracyte Inc                                                                    | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |       10200 | NS      | $429420.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                                | Crown Holdings Inc                                                              | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |       22368 | NS      | $2303232.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane NXT Co                                      | Crane NXT Co                                                                    | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |        1211 | NS      | $57001.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QXO Inc                                           | QXO Inc                                                                         | CUSIP: 82846H405<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       12140 | NS      | $234180.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SM Energy Co                                      | SM Energy Co                                                                    | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |       16100 | NS      | $301070.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp                           | Wintrust Financial Corp                                                         | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |       24524 | NS      | $3428945.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Healthineers AG                           | Siemens Healthineers AG                                                         | CUSIP: 000000000<br>LEI: 529900QBVWXMWANH7H45 | Long             | EC               | CORP              | DE        |       11113 | NS      | $582517.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $143469.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius Medical Care AG                         | Fresenius Medical Care AG                                                       | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |       78903 | NS      | $3768846.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Laureate Education Inc                            | Laureate Education Inc                                                          | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |      115900 | NS      | $3902353.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                                     | United States Treasury Bill                                                     | CUSIP: 912797SE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    25000000 | PA      | $24990402.75   | 0.18%             | 2026-01-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Virtus Investment Partners Inc                    | Virtus Investment Partners Inc                                                  | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |        4400 | NS      | $717860.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Infosys Ltd                                       | Infosys Ltd                                                                     | CUSIP: 000000000<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               | CORP              | IN        |       85300 | NS      | $1536157.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                 | Johnson & Johnson                                                               | CUSIP: 478160DB7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1888230.69    | 0.01%             | 2029-02-26      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                          | Estee Lauder Cos Inc/The                                                        | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |       21841 | NS      | $2287189.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| BGC Group Inc                                     | BGC Group Inc                                                                   | CUSIP: 088929104<br>LEI: 2549001IGRCG4F0RLD36 | Long             | EC               | CORP              | US        |      151000 | NS      | $1348430.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp                           | Perdoceo Education Corp                                                         | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |       44100 | NS      | $1293453.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Howard Hughes Holdings Inc                        | Howard Hughes Holdings Inc                                                      | CUSIP: 44267T102<br>LEI: 254900TY494BHXIU6M60 | Long             | EC               | CORP              | US        |        1670 | NS      | $133215.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-62056.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kohl's Corp                                       | Kohl's Corp                                                                     | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |       20000 | NS      | $408200.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                | Union Pacific Corp                                                              | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       56900 | NS      | $13162108.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RUBRIK INC                                        | RUBRIK INC                                                                      | CUSIP: 781154109<br>LEI: 254900TRGK2WTBYMYU27 | Long             | EC               | CORP              | US        |        1050 | NS      | $80304.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LEVEL 3 FINANCING INC                             | Level 3 Financing Inc                                                           | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      880000 | PA      | $900591.77     | 0.01%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Schneider National Inc                            | Schneider National Inc                                                          | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |        1182 | NS      | $31358.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                      | UBS Group AG                                                                    | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |      272136 | NS      | $12565771.75   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Munich Re                                         | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                       | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |        5280 | NS      | $3474696.35    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa Securities Group Inc                        | Daiwa Securities Group Inc                                                      | CUSIP: 000000000<br>LEI: 353800WRC7Y23PWFJG38 | Long             | EC               | CORP              | JP        |      113600 | NS      | $995567.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PBF Energy Inc                                    | PBF Energy Inc                                                                  | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |       22600 | NS      | $612912.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Asics Corp                                        | Asics Corp                                                                      | CUSIP: 000000000<br>LEI: 3538002LJMRZ83SU0B85 | Long             | EC               | CORP              | JP        |       60800 | NS      | $1459593.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $19059.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Esab Corp                                         | Esab Corp                                                                       | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |        1285 | NS      | $143560.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Murata Manufacturing Co Ltd                       | Murata Manufacturing Co Ltd                                                     | CUSIP: 000000000<br>LEI: 529900QZG6DL8ZRI7140 | Long             | EC               | CORP              | JP        |      167400 | NS      | $3459815.82    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                               | Vulcan Materials Co                                                             | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |        2800 | NS      | $798616.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2550000 | PA      | $2325356.12    | 0.02%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Hyundai Motor Co                                  | Hyundai Motor Co                                                                | CUSIP: 000000000<br>LEI: 9884004RQX8PRBXQ8S60 | Long             | EP               | CORP              | KR        |         105 | NS      | $15512.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carpenter Technology Corp                         | Carpenter Technology Corp                                                       | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |         785 | NS      | $247149.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Haci Omer Sabanci Holding AS                      | Haci Omer Sabanci Holding AS                                                    | CUSIP: 000000000<br>LEI: 78900090FFOWNLGP0F20 | Long             | EC               | CORP              | TR        |      254880 | NS      | $499163.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      225000 | PA      | $188553.39     | 0.00%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                | Steel Dynamics Inc                                                              | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |        2815 | NS      | $477001.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Tr                    | National Storage Affiliates Trust                                               | CUSIP: 637870106<br>LEI: 529900FS06O8GOYNR108 | Long             | EC               | CORP              | US        |       18585 | NS      | $524282.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $200157.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Williams-Sonoma Inc                               | Williams-Sonoma Inc                                                             | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |        2070 | NS      | $369681.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST ABU DHABI BANK PJS                          | First Abu Dhabi Bank PJSC                                                       | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |      290000 | PA      | $336960.28     | 0.00%             | 2027-04-07      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Urban Outfitters Inc                              | Urban Outfitters Inc                                                            | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |        7300 | NS      | $549398.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| COLUMBIA PIPELINES OPCO                           | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      545000 | PA      | $583404.55     | 0.00%             | 2033-11-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| MINEBEA MITSUMI Inc                               | MINEBEA MITSUMI Inc                                                             | CUSIP: 000000000<br>LEI: 353800CCB0CZ75YZ4010 | Long             | EC               | CORP              | JP        |       68600 | NS      | $1380340.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       80000 | PA      | $83210.42      | 0.00%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                          | Enel SpA                                                                        | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |     1582804 | NS      | $16456943.76   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                              | Republic of Italy Government International Bond                                 | CUSIP: 465410BG2<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1425000 | PA      | $1510857.39    | 0.01%             | 2033-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Curtiss-Wright Corp                               | Curtiss-Wright Corp                                                             | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |         827 | NS      | $455900.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amadeus IT Group SA                               | Amadeus IT Group SA                                                             | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |       20429 | NS      | $1511971.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | ULTRA U.S. TREASURY BOND                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         207 | NC      | $-557760.52    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-152215.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                               | Otis Worldwide Corp                                                             | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       18127 | NS      | $1583393.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI Emerging Markets ETF                 | iShares MSCI Emerging Markets ETF                                               | CUSIP: 464287234<br>LEI: 549300BPYHDEDI59G670 | Long             | EC               | RF                | US        |        1300 | NS      | $71123.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Hewlett Packard Enterprise Co                     | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |       28648 | NS      | $688124.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                             | Applied Materials Inc                                                           | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       26201 | NS      | $6733394.99    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nova Ltd                                          | Nova Ltd                                                                        | CUSIP: 000000000<br>LEI: 529900B2DSWE5V3SC292 | Long             | EC               | CORP              | IL        |        3586 | NS      | $1198774.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                      | ING Groep NV                                                                    | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |      283381 | NS      | $7965339.40    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Evergreen Marine Corp Taiwan L                    | Evergreen Marine Corp Taiwan Ltd                                                | CUSIP: 000000000<br>LEI: 254900EIJA0A39C5SO15 | Long             | EC               | CORP              | TW        |      128000 | NS      | $772153.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Penn Entertainment Inc                            | Penn Entertainment Inc                                                          | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3604 | NS      | $53159.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES LP                                | VICI Properties LP                                                              | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     1410000 | PA      | $1426866.61    | 0.01%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Acuity Inc                                        | Acuity Inc                                                                      | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2787 | NS      | $1003431.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CHF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-95912.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Shimano Inc                                       | Shimano Inc                                                                     | CUSIP: 000000000<br>LEI: 529900L32YT3P9DECR10 | Long             | EC               | CORP              | JP        |        7000 | NS      | $731997.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ultra Clean Holdings Inc                          | Ultra Clean Holdings Inc                                                        | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |        4500 | NS      | $113985.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JD Sports Fashion PLC                             | JD Sports Fashion PLC                                                           | CUSIP: 000000000<br>LEI: 213800HROV6Y9MUU8375 | Long             | EC               | CORP              | GB        |     1705264 | NS      | $1932894.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Procore Technologies Inc                          | Procore Technologies Inc                                                        | CUSIP: 74275K108<br>LEI: 5493005PTWY0RHYRAH22 | Long             | EC               | CORP              | US        |        1097 | NS      | $79795.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Korea Electric Power Corp                         | Korea Electric Power Corp                                                       | CUSIP: 000000000<br>LEI: 988400QG33WS7JEIV602 | Long             | EC               | CORP              | KR        |        1380 | NS      | $45291.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Celsius Holdings Inc                              | Celsius Holdings Inc                                                            | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5699 | NS      | $260672.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                   | ASML Holding NV                                                                 | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |        3844 | NS      | $4112541.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Scotts Miracle-Gro Co/The                         | Scotts Miracle-Gro Co/The                                                       | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |         810 | NS      | $47263.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America I                    | Reinsurance Group of America Inc                                                | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |        1533 | NS      | $311904.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets Inc                             | Robinhood Markets Inc                                                           | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |       37070 | NS      | $4192617.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-342861.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Armstrong World Industries Inc                    | Armstrong World Industries Inc                                                  | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |        6209 | NS      | $1186539.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kuaishou Technology                               | Kuaishou Technology                                                             | CUSIP: 000000000<br>LEI: 300300FCDZBE6UP9ED24 | Long             | EC               | CORP              | CN        |       56700 | NS      | $468705.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Eagle Outfitters Inc                     | American Eagle Outfitters Inc                                                   | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |       88200 | NS      | $2325834.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| People's Insurance Co Group of                    | People's Insurance Co Group of China Ltd/The                                    | CUSIP: 000000000<br>LEI: 3003000P2JHYHQ524P66 | Long             | EC               | CORP              | CN        |      975000 | NS      | $846978.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Core U.S. Aggregate Bond ETF              | iShares Core U.S. Aggregate Bond ETF                                            | CUSIP: 464287226<br>LEI: 549300F7VSXTKBGHJE47 | Long             | EC               | RF                | US        |     1559746 | NS      | $155787430.48  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius SE & Co KGaA                            | Fresenius SE & Co KGaA                                                          | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |       58613 | NS      | $3358044.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corp                            | FUJIFILM Holdings Corp                                                          | CUSIP: 000000000<br>LEI: 529900UBKMFM0ST6H474 | Long             | EC               | CORP              | JP        |       13200 | NS      | $280083.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| nCino Inc                                         | nCino Inc                                                                       | CUSIP: 63947X101<br>LEI: 549300WVRR2WR3L6MZ46 | Long             | EC               | CORP              | US        |        1629 | NS      | $41767.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit WestRock PLC                              | Smurfit WestRock PLC                                                            | CUSIP: 000000000<br>LEI: 635400EGSEOPDW2EXS14 | Long             | EC               | CORP              | IE        |       11421 | NS      | $441650.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties In                    | Equity LifeStyle Properties Inc                                                 | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |        4259 | NS      | $258137.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-137296.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Talen Energy Corp                                 | Talen Energy Corp                                                               | CUSIP: 87422Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         920 | NS      | $344852.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Porch Group Inc                                   | Porch Group Inc                                                                 | CUSIP: 733245104<br>LEI: 549300NXEI7CVW8IXQ90 | Long             | EC               | CORP              | US        |        9800 | NS      | $89474.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG                                  | Deutsche Bank AG                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     1000000 | PA      | $1186089.64    | 0.01%             | 2032-06-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                         | ORIX Corp                                                                       | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |      180500 | NS      | $5279134.57    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                 | EOG Resources Inc                                                               | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       74793 | NS      | $7854012.93    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaboard Corp                                     | Seaboard Corp                                                                   | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |           6 | NS      | $26668.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       75000 | PA      | $77165.56      | 0.00%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Watsco Inc                                        | Watsco Inc                                                                      | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |         770 | NS      | $259451.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BeOne Medicines Ltd                               | BeOne Medicines Ltd                                                             | CUSIP: 000000000<br>LEI: 549300JFUK6FRD5MH739 | Long             | EC               | CORP              | US        |        3400 | NS      | $78255.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Connecticut Avenue Securities Trust 2021-R02                                    | CUSIP: 20754KAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       90000 | PA      | $91739.41      | 0.00%             | 2041-11-25      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-108646.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dorman Products Inc                               | Dorman Products Inc                                                             | CUSIP: 258278100<br>LEI: 2549000O0BBUX740XR59 | Long             | EC               | CORP              | US        |        4228 | NS      | $520847.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNA Financial Corp                                | CNA Financial Corp                                                              | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |         904 | NS      | $43156.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolv Technologies Holdings In                    | Evolv Technologies Holdings Inc                                                 | CUSIP: 30049H102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       24300 | NS      | $173988.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group Inc/The                             | Carlyle Group Inc/The                                                           | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |        5316 | NS      | $314228.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARVANA CO                                        | Carvana Co                                                                      | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     1819000 | PA      | $2052945.66    | 0.01%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                        | MFA 2021-RPL1 Trust                                                             | CUSIP: 55283QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      988009 | PA      | $910194.10     | 0.01%             | 2060-07-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                           | Bristol-Myers Squibb Co                                                         | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      212098 | NS      | $11440566.12   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinopharm Group Co Ltd                            | Sinopharm Group Co Ltd                                                          | CUSIP: 000000000<br>LEI: 529900N54X78YH9JYK92 | Long             | EC               | CORP              | CN        |      240800 | NS      | $602131.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                | Voya Financial Inc                                                              | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |        2158 | NS      | $160749.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management Inc                      | Apollo Global Management Inc                                                    | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |        2750 | NS      | $398090.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-26728.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARVANA CO                                        | Carvana Co                                                                      | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     1425000 | PA      | $1493671.58    | 0.01%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| LANDSVIRKJUN                                      | Landsvirkjun                                                                    | CUSIP: 000000000<br>LEI: 213800Z3CFZOLXPJWN61 | Long             | DBT              | NUSS              | IS        |     1900000 | PA      | $2214816.00    | 0.02%             | 2026-07-24      | Floating      | 2.16%                 | No            |                  2 | On Loan: No      |
| Triputra Agro Persada PT                          | Triputra Agro Persada PT                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |      427000 | NS      | $38410.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dongfang Electric Corp Ltd                        | Dongfang Electric Corp Ltd                                                      | CUSIP: 000000000<br>LEI: 529900ISAW6T566F0R12 | Long             | EC               | CORP              | CN        |      105780 | NS      | $339823.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swire Properties Ltd                              | Swire Properties Ltd                                                            | CUSIP: 000000000<br>LEI: 5299001L12PHYVQ92465 | Long             | EC               | CORP              | HK        |      120798 | NS      | $326207.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EMPRESA DE TRANSPORTE ME                          | Empresa de Transporte de Pasajeros Metro SA                                     | CUSIP: 000000000<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              | CORP              | CL        |      500000 | PA      | $623120.11     | 0.00%             | 2033-10-07      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                           | Inter-American Development Bank                                                 | CUSIP: 45818QAD1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |      700000 | PA      | $727085.45     | 0.01%             | 2027-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Liquidia Corp                                     | Liquidia Corp                                                                   | CUSIP: 53635D202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       24700 | NS      | $851903.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown Inc                                 | Brown & Brown Inc                                                               | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |        5307 | NS      | $422967.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp                                 | Brown-Forman Corp                                                               | CUSIP: 115637100<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |         750 | NS      | $19732.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1838246.31   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EverQuote Inc                                     | EverQuote Inc                                                                   | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3800 | NS      | $102600.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc                     | Lincoln Electric Holdings Inc                                                   | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |       13017 | NS      | $3119393.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Shun Tak Holdings Ltd                             | Shun Tak Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 2549009R5NCY1DI0ZG82 | Long             | EC               | CORP              | HK        |     9296000 | NS      | $777949.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                            | Power Finance Corp Ltd                                                          | CUSIP: 000000000<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |     1900000 | PA      | $2144212.34    | 0.02%             | 2028-09-21      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                            | Mexico City Airport Trust                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      600000 | PA      | $528562.50     | 0.00%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                              | Utah Acquisition Sub Inc                                                        | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |      820000 | PA      | $674525.72     | 0.00%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Calix Inc                                         | Calix Inc                                                                       | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |       26400 | NS      | $1397352.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TKO Group Holdings Inc                            | TKO Group Holdings Inc                                                          | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         880 | NS      | $183920.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyft Inc                                          | Lyft Inc                                                                        | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |       58275 | NS      | $1128786.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Eaton Corp PLC                                    | Eaton Corp PLC                                                                  | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |       15756 | NS      | $5018443.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $64352.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank AG                                    | Commerzbank AG                                                                  | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |       24299 | NS      | $1025530.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoya Corp                                         | Hoya Corp                                                                       | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |       21000 | NS      | $3185061.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sterling Infrastructure Inc                       | Sterling Infrastructure Inc                                                     | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |        2100 | NS      | $643083.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Revolution Medicines Inc                          | Revolution Medicines Inc                                                        | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |        3440 | NS      | $273996.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolution Mining Ltd                              | Evolution Mining Ltd                                                            | CUSIP: 000000000<br>LEI: 254900BCFW5QO5LW8F27 | Long             | EC               | CORP              | AU        |      379661 | NS      | $3177284.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT INC                          | Jacobs Entertainment Inc                                                        | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |      700000 | PA      | $685467.12     | 0.00%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Midland States Bancorp Inc                        | Midland States Bancorp Inc                                                      | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |        7400 | NS      | $156658.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NCL CORPORATION LTD                               | NCL Corp Ltd                                                                    | CUSIP: 62886HBP5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      100000 | PA      | $101362.00     | 0.00%             | 2030-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp L                    | Oversea-Chinese Banking Corp Ltd                                                | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |      192500 | NS      | $2957420.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                             | Norfolk Southern Corp                                                           | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |        4913 | NS      | $1418481.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-30202.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dayforce Inc                                      | Dayforce Inc                                                                    | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |        3119 | NS      | $215710.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MiMedx Group Inc                                  | MiMedx Group Inc                                                                | CUSIP: 602496101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       89300 | NS      | $604561.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MEXICO CITY ARPT TRUST                            | Mexico City Airport Trust                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     1150000 | PA      | $1123412.00    | 0.01%             | 2028-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Gray Media Inc                                    | Gray Media Inc                                                                  | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |       16400 | NS      | $79376.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Huatai Securities Co Ltd                          | Huatai Securities Co Ltd                                                        | CUSIP: 000000000<br>LEI: 3003009ABT0UCWO79Q77 | Long             | EC               | CORP              | CN        |      525289 | NS      | $1777114.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Prysmian SpA                                      | Prysmian SpA                                                                    | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |       17332 | NS      | $1728994.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                            | Blackstone Property Partners Europe Holdings Sarl                               | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |     1400000 | PA      | $1571781.56    | 0.01%             | 2028-05-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Adtalem Global Education Inc                      | Adtalem Global Education Inc                                                    | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |       10300 | NS      | $1065741.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Johor Plantations Group Bhd                       | Johor Plantations Group Bhd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |       87000 | NS      | $34044.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cincinnati Financial Corp                         | Cincinnati Financial Corp                                                       | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |        3482 | NS      | $568680.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS CLP                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-18097.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HDFC Asset Management Co Ltd                      | HDFC Asset Management Co Ltd                                                    | CUSIP: 000000000<br>LEI: 3358002FLK8AK8WSEP31 | Long             | EC               | CORP              | IN        |        1089 | NS      | $32392.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AerCap Holdings NV                                | AerCap Holdings NV                                                              | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | IE        |       24700 | NS      | $3550872.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc                                         | Sonos Inc                                                                       | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |       13500 | NS      | $237060.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Health Investors Inc                     | National Health Investors Inc                                                   | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               | CORP              | US        |        5040 | NS      | $384904.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                                    | Globe Life Inc                                                                  | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |        1934 | NS      | $270489.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandvik AB                                        | Sandvik AB                                                                      | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |      181904 | NS      | $5875697.83    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MDU Resources Group Inc                           | MDU Resources Group Inc                                                         | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4734 | NS      | $92407.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kawasaki Kisen Kaisha Ltd                         | Kawasaki Kisen Kaisha Ltd                                                       | CUSIP: 000000000<br>LEI: 353800FL04R73DS5P870 | Long             | EC               | CORP              | JP        |      129200 | NS      | $1798493.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Worthington Steel Inc                             | Worthington Steel Inc                                                           | CUSIP: 982104101<br>LEI: 2549009ZUUWL3QLK6G24 | Long             | EC               | CORP              | US        |       14500 | NS      | $501990.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories Inc                          | Bio-Rad Laboratories Inc                                                        | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |         424 | NS      | $128467.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS GOVERNMENT OF MALAYSIA                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-14246.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-56339.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    13580000 | PA      | $10518134.38   | 0.08%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Olin Corp                                         | Olin Corp                                                                       | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |        2722 | NS      | $56699.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Navan Inc                                         | Navan Inc                                                                       | CUSIP: 639193101<br>LEI: 254900RHRK35UPHTGY05 | Long             | EC               | CORP              | US        |        7324 | NS      | $125093.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Brookfield Renewable Corp                         | Brookfield Renewable Corp                                                       | CUSIP: 11285B108<br>LEI: 894500N9AWD5I1YNP231 | Long             | EC               | CORP              | US        |        3097 | NS      | $118738.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Conduent Inc                                      | Conduent Inc                                                                    | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |      464500 | NS      | $891840.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vinci SA                                          | Vinci SA                                                                        | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |       54692 | NS      | $7694240.13    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834MZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      645000 | PA      | $263400.66     | 0.00%             | 2043-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kia Corp                                          | Kia Corp                                                                        | CUSIP: 000000000<br>LEI: 988400V8MJK9N7OI5X76 | Long             | EC               | CORP              | KR        |         860 | NS      | $72905.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                  | ASR Nederland NV                                                                | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | EC               | CORP              | NL        |       35950 | NS      | $2557871.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| APA Corp                                          | APA Corp                                                                        | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |        7927 | NS      | $193894.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | TRS MLBC INDEX                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCO              | CORP              | US        |           1 | NC      | $999155.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                            | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc              | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1408734.23    | 0.01%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS NET LLC                            | DIAMOND SPORTS NET LLC                                                          | CUSIP: 25277EAB8<br>LEI: 549300MPO5H6LGX4RJ82 | Long             | LON              | CORP              | US        |      261442 | PA      | $90756.90      | 0.00%             | 2028-01-03      | Fixed         | 10.32%                | No            |                  2 | On Loan: No      |
| Viatris Inc                                       | Viatris Inc                                                                     | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |       26017 | NS      | $323911.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp                                       | Cognex Corp                                                                     | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |        3800 | NS      | $136724.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc                     | Jefferies Financial Group Inc                                                   | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |        2607 | NS      | $161555.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| China Construction Bank Corp                      | China Construction Bank Corp                                                    | CUSIP: 000000000<br>LEI: 5493001KQW6DM7KEDR62 | Long             | EC               | CORP              | CN        |      777000 | NS      | $769083.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronet Worldwide Inc                             | Euronet Worldwide Inc                                                           | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |         882 | NS      | $67129.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Circle Internet Group Inc                         | Circle Internet Group Inc                                                       | CUSIP: 172573107<br>LEI: 254900HFVVR6NPMQVN93 | Long             | EC               | CORP              | US        |         790 | NS      | $62647.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                                          | EQT Corp                                                                        | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |       47800 | NS      | $2562080.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Ho                    | Knight-Swift Transportation Holdings Inc                                        | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3564 | NS      | $186325.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS SGD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-15848.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Exelixis Inc                                      | Exelixis Inc                                                                    | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |       29780 | NS      | $1305257.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD                     | Marriott International Inc/MD                                                   | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |        1175 | NS      | $364532.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinross Gold Corp                                 | Kinross Gold Corp                                                               | CUSIP: 496902404<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | EC               | CORP              | CA        |       23700 | NS      | $667547.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                                       | Vistra Corp                                                                     | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     3425000 | PA      | $3499066.97    | 0.03%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PETROBRAS                                         | Petroleo Brasileiro SA - Petrobras                                              | CUSIP: 000000000<br>LEI: 5493000J801JZRCMFE49 | Long             | EP               | CORP              | BR        |      170000 | NS      | $954287.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group PLC                                 | Compass Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |      150763 | NS      | $4776933.42    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIKA SLOVENIJA                               | Slovenia Government Bond                                                        | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |     1300000 | PA      | $1599171.32    | 0.01%             | 2033-03-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| OTP Bank Nyrt                                     | OTP Bank Nyrt                                                                   | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | EC               | CORP              | HU        |       12058 | NS      | $1292909.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TDK Corp                                          | TDK Corp                                                                        | CUSIP: 000000000<br>LEI: 3538005O8WNU39U8NX03 | Long             | EC               | CORP              | JP        |       37900 | NS      | $536199.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                      | Citizens Financial Group Inc                                                    | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |        9513 | NS      | $555654.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-45797.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA CORP                                       | Vistra Corp                                                                     | CUSIP: 92840MAD4<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2204169.89    | 0.02%             | N/A             | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Impac Secured Assets Corp.                        | Impac Secured Assets Trust 2006-1                                               | CUSIP: 45254TTP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       51220 | PA      | $48717.42      | 0.00%             | 2036-05-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Paycom Software Inc                               | Paycom Software Inc                                                             | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |         405 | NS      | $64540.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro MicroSystems Inc                          | Allegro MicroSystems Inc                                                        | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2415 | NS      | $63707.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaris Energy Infrastructure                     | Solaris Energy Infrastructure Inc                                               | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |        1800 | NS      | $82746.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wipro Ltd                                         | Wipro Ltd                                                                       | CUSIP: 000000000<br>LEI: 335800IFS1IJHESG8362 | Long             | EC               | CORP              | IN        |      234499 | NS      | $687499.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                             | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     2000000 | PA      | $1948704.89    | 0.01%             | 2033-03-12      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                | Meta Platforms Inc                                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      215579 | NS      | $142301542.11  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CARRIER GLOBAL CORP                               | Carrier Global Corp                                                             | CUSIP: 14448CBG8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      600000 | PA      | $742881.50     | 0.01%             | 2032-11-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Xometry Inc                                       | Xometry Inc                                                                     | CUSIP: 98423F109<br>LEI: 5493006JFRGU7YRRXE44 | Long             | EC               | CORP              | US        |        1700 | NS      | $101099.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $229325.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Therapeutics Corp                          | United Therapeutics Corp                                                        | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |         989 | NS      | $481890.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                                       | CDW Corp/DE                                                                     | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |        2480 | NS      | $337776.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CaixaBank SA                                      | CaixaBank SA                                                                    | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |      487270 | NS      | $5957423.95    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Brixmor Property Group Inc                        | Brixmor Property Group Inc                                                      | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |        6803 | NS      | $178374.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Diebold Nixdorf Inc                               | Diebold Nixdorf Inc                                                             | CUSIP: 253651202<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |       18300 | NS      | $1242387.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc                           | Akamai Technologies Inc                                                         | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |       11984 | NS      | $1045604.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Electric Co Inc                          | Franklin Electric Co Inc                                                        | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |        6200 | NS      | $592286.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedish Orphan Biovitrum AB                       | Swedish Orphan Biovitrum AB                                                     | CUSIP: 000000000<br>LEI: 549300124Y3MQI87PT35 | Long             | EC               | CORP              | SE        |       25545 | NS      | $916735.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| elf Beauty Inc                                    | elf Beauty Inc                                                                  | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |         920 | NS      | $69956.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                                       | Vistra Corp                                                                     | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1165733.33    | 0.01%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-543561.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                          | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1475000 | PA      | $1657388.21    | 0.01%             | 2038-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Safehold Inc                                      | Safehold Inc                                                                    | CUSIP: 78646V107<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |       40600 | NS      | $555814.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog Inc                                       | Datadog Inc                                                                     | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |      106577 | NS      | $14493406.23   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROBRAS                                         | Petroleo Brasileiro SA - Petrobras                                              | CUSIP: 000000000<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               | CORP              | BR        |      108500 | NS      | $644152.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                            | CHUBB INA HOLDINGS LLC                                                          | CUSIP: 000000000<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $280297.60     | 0.00%             | 2035-08-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                       | FinecoBank Banca Fineco SpA                                                     | CUSIP: 000000000<br>LEI: 549300L7YCATGO57ZE10 | Long             | EC               | CORP              | IT        |       63740 | NS      | $1651475.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gartner Inc                                       | Gartner Inc                                                                     | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |        3800 | NS      | $958664.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ILE DE FRANCE MOBILITES                           | Ile-de-France Mobilites                                                         | CUSIP: 000000000<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | NUSS              | FR        |     1000000 | PA      | $1019504.10    | 0.01%             | 2031-05-28      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                 | Herc Holdings Inc                                                               | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      270000 | PA      | $286166.81     | 0.00%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Essential Utilities Inc                           | Essential Utilities Inc                                                         | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |        6122 | NS      | $234839.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $129027.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wix.com Ltd                                       | Wix.com Ltd                                                                     | CUSIP: 000000000<br>LEI: 5493008P6N29Q1AG9464 | Long             | EC               | CORP              | IL        |        5700 | NS      | $592173.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VOLTAGRID LLC                                     | VoltaGrid LLC                                                                   | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |      725000 | PA      | $718425.50     | 0.01%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Ltd                         | CK Hutchison Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | HK        |      560000 | NS      | $3807138.56    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| First Financial Bancorp                           | First Financial Bancorp                                                         | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |       22400 | NS      | $560448.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc                         | Dick's Sporting Goods Inc                                                       | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |        1277 | NS      | $252807.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Solventum Corp                                    | Solventum Corp                                                                  | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |        3239 | NS      | $256658.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                        | Fiserv Inc                                                                      | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      127629 | NS      | $8572839.93    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTONATION INC                                    | AutoNation Inc                                                                  | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      845000 | PA      | $853068.79     | 0.01%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      105000 | PA      | $105877.73     | 0.00%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Broadridge Financial Solutions                    | Broadridge Financial Solutions Inc                                              | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |         250 | NS      | $55792.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-75835.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Allegion plc                                      | Allegion plc                                                                    | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |        1892 | NS      | $301244.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Critical Metals Corp                              | Critical Metals Corp                                                            | CUSIP: 000000000<br>LEI: 984500158752F66VAE27 | Long             | EC               | CORP              | AT        |       68500 | NS      | $475390.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      575000 | PA      | $417695.38     | 0.00%             | 2028-02-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| SALLY HOLDINGS/SALLY CAP                          | Sally Holdings LLC / Sally Capital Inc                                          | CUSIP: 79546VAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      570000 | PA      | $595520.09     | 0.00%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Welltower Inc                                     | Welltower Inc                                                                   | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |       29387 | NS      | $5454521.07    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                          | Bank OZK                                                                        | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |        2402 | NS      | $110540.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSIDENG                                          | Bosideng International Holdings Ltd                                             | CUSIP: 000000000<br>LEI: 254900G7F1RDM4B3S169 | Long             | EC               | CORP              | HK        |      882000 | NS      | $506071.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                              | Colgate-Palmolive Co                                                            | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |       42751 | NS      | $3378184.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Anand Rathi Wealth Ltd                            | Anand Rathi Wealth Ltd                                                          | CUSIP: 000000000<br>LEI: 984500F6VS94CFBA2E48 | Long             | EC               | CORP              | IN        |         522 | NS      | $18059.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Connecticut Avenue Securities Trust 2022-R03                                    | CUSIP: 20753XAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      220000 | PA      | $233284.66     | 0.00%             | 2042-03-25      | Floating      | 10.12%                | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $38700.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co                                | Vertiv Holdings Co                                                              | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |       37300 | NS      | $6042973.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sartorius Stedim Biotech                          | Sartorius Stedim Biotech                                                        | CUSIP: 000000000<br>LEI: 52990006IVXY7GCSSR39 | Long             | EC               | CORP              | FR        |        1262 | NS      | $309974.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                 | Herc Holdings Inc                                                               | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      730000 | PA      | $740472.50     | 0.01%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                          | Univision Communications Inc                                                    | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     1330000 | PA      | $1377107.44    | 0.01%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                              | Commercial Metals Co                                                            | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      265000 | PA      | $271023.50     | 0.00%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ping An Bank Co Ltd                               | Ping An Bank Co Ltd                                                             | CUSIP: 000000000<br>LEI: 549300W9MKNIVWXFM679 | Long             | EC               | CORP              | CN        |       30300 | NS      | $49564.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 3SBio Inc                                         | 3SBio Inc                                                                       | CUSIP: 000000000<br>LEI: 529900P0TQC1E9Y7FN31 | Long             | EC               | CORP              | CN        |        8500 | NS      | $26392.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Impinj Inc                                        | Impinj Inc                                                                      | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |         438 | NS      | $76216.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                                          | MSCI Inc                                                                        | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |         775 | NS      | $444640.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kubota Corp                                       | Kubota Corp                                                                     | CUSIP: 000000000<br>LEI: 549300CSY4INHEHQQT13 | Long             | EC               | CORP              | JP        |       43200 | NS      | $612173.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-9436.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Permian Resources Corp                            | Permian Resources Corp                                                          | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |       32374 | NS      | $454207.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                   | AstraZeneca PLC                                                                 | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      103602 | NS      | $19172518.55   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries                     | Huntington Ingalls Industries Inc                                               | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |         867 | NS      | $294840.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARSENAL AIC PARENT LLC                            | Arsenal AIC Parent LLC                                                          | CUSIP: 04288BAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      840000 | PA      | $926015.95     | 0.01%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Oil States International Inc                      | Oil States International Inc                                                    | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |       59700 | NS      | $404169.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock Inc                                     | Blackrock Inc                                                                   | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |        3312 | NS      | $3544966.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Energy AG                                 | Siemens Energy AG                                                               | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |       75166 | NS      | $10544931.30   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Ltd                                     | Fortescue Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |      330773 | NS      | $4836726.89    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AutoNation Inc                                    | AutoNation Inc                                                                  | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4626 | NS      | $955176.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC Bank Ltd                                     | HDFC Bank Ltd                                                                   | CUSIP: 000000000<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |       17622 | NS      | $194668.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | USD/CAD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-69210.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-590351.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                  | NTT Finance Corp                                                                | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      580000 | PA      | $590480.14     | 0.00%             | 2030-07-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Iridium Communications Inc                        | Iridium Communications Inc                                                      | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |        2015 | NS      | $35020.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                          | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       53777 | NS      | $9976709.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc                            | Marvell Technology Inc                                                          | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       44504 | NS      | $3781949.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BARRICK PD AU FIN PTY LT                          | Barrick PD Australia Finance Pty Ltd                                            | CUSIP: 06849UAD7<br>LEI: 5493008DX0TK7OFLV260 | Long             | DBT              | CORP              | AU        |     1140000 | PA      | $1199506.40    | 0.01%             | 2039-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AptarGroup Inc                                    | AptarGroup Inc                                                                  | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |        1461 | NS      | $178183.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                            | Lumen Technologies Inc                                                          | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |       85000 | NS      | $660450.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Logitech International SA                         | Logitech International SA                                                       | CUSIP: 000000000<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |       28169 | NS      | $2859662.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                            | Mizuho Financial Group Inc                                                      | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     1000000 | PA      | $685080.29     | 0.00%             | 2029-08-28      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $1883557.38    | 0.01%             | 2027-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-151562.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BXMT Ltd                                          | BXMT 2025-FL5 Ltd                                                               | CUSIP: 05613YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      700000 | PA      | $696339.84     | 0.01%             | 2042-10-18      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Reliance Inc                                      | Reliance Inc                                                                    | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |        1173 | NS      | $338844.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                            | F5 Inc                                                                          | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |        1266 | NS      | $323159.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corp                                 | Tutor Perini Corp                                                               | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |       58800 | NS      | $3940776.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Sciences Inc                               | Kodiak Sciences Inc                                                             | CUSIP: 50015M109<br>LEI: 254900IXI5NI8C9OQE24 | Long             | EC               | CORP              | US        |       17800 | NS      | $497688.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                           | Philippine Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      100000 | PA      | $119025.43     | 0.00%             | 2032-02-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                 | Herc Holdings Inc                                                               | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      585000 | PA      | $615292.46     | 0.00%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LINEAGE EUROPE FINCO BV                           | Lineage Europe Finco BV                                                         | CUSIP: 53568AAA8<br>LEI: 254900HAPZY8OK9NWE76 | Long             | DBT              | CORP              | NL        |     1800000 | PA      | $2077960.44    | 0.02%             | 2031-11-26      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Assurant Inc                                      | Assurant Inc                                                                    | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |       13396 | NS      | $3226426.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF LATVIA                                | Latvia Government International Bond                                            | CUSIP: 000000000<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |     3000000 | PA      | $3589166.57    | 0.03%             | 2028-01-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS AUD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-63246.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| First Industrial Realty Trust                     | First Industrial Realty Trust Inc                                               | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       12607 | NS      | $722002.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA COMMUNICATIONS CORP                           | SBA Communications Corp                                                         | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |     2225000 | PA      | $2126452.53    | 0.02%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                    | Dcli Bidco LLC                                                                  | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |      385000 | PA      | $395455.57     | 0.00%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                  | Crown Castle Inc                                                                | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |       65062 | NS      | $5782059.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Trump Media & Technology Group                    | Trump Media & Technology Group Corp                                             | CUSIP: 25400Q105<br>LEI: 6488S3A83U2SRQ48O215 | Long             | EC               | CORP              | US        |         410 | NS      | $5428.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                        | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1140000 | PA      | $1157245.30    | 0.01%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| REGIE AUTONOME DES TRANS                          | Regie Autonome des Transports Parisiens EPIC                                    | CUSIP: 000000000<br>LEI: 969500K59E47ULNCAQ69 | Long             | DBT              | NUSS              | FR        |     1000000 | PA      | $1076982.78    | 0.01%             | 2032-05-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2085000 | PA      | $2099823.05    | 0.02%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Lundin Gold Inc                                   | Lundin Gold Inc                                                                 | CUSIP: 550371108<br>LEI: 549300ZOV16K515FC525 | Long             | EC               | CORP              | CA        |        8100 | NS      | $672880.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BP PLC                                            | BP PLC                                                                          | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |      873459 | NS      | $5093981.13    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-76851.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BULGARIA                                          | Bulgaria Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      430000 | PA      | $541341.19     | 0.00%             | 2033-01-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                    | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RJK1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      900000 | PA      | $927903.60     | 0.01%             | 2030-12-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| FedEx Corp                                        | FedEx Corp                                                                      | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       26367 | NS      | $7616371.62    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                              | Commercial Metals Co                                                            | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |       54600 | NS      | $3779412.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                                        | US Bancorp                                                                      | CUSIP: 902973BE5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     2850000 | PA      | $3430627.76    | 0.02%             | 2032-05-21      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                        | Advanced Micro Devices Inc                                                      | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      217989 | NS      | $46684524.24   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Pacific Kansas City L                    | Canadian Pacific Kansas City Ltd                                                | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |        5998 | NS      | $441632.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Novatek Microelectronics Corp                     | Novatek Microelectronics Corp                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |       23000 | NS      | $273460.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mastercard Inc                                    | Mastercard Inc                                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      105267 | NS      | $60094824.96   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| SCREEN Holdings Co Ltd                            | SCREEN Holdings Co Ltd                                                          | CUSIP: 000000000<br>LEI: 353800ND89FTQ9XQ0R07 | Long             | EC               | CORP              | JP        |       14600 | NS      | $1422103.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-30540.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| West Pharmaceutical Services I                    | West Pharmaceutical Services Inc                                                | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |       14465 | NS      | $3979900.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Konami Group Corp                                 | Konami Group Corp                                                               | CUSIP: 000000000<br>LEI: 353800FC4A5QCMIZFV94 | Long             | EC               | CORP              | JP        |        1500 | NS      | $203710.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Associated British Foods PLC                      | Associated British Foods PLC                                                    | CUSIP: 000000000<br>LEI: GBQKSY6W7G0OHCQ8OQ72 | Long             | EC               | CORP              | GB        |       18954 | NS      | $541389.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Naspers Ltd                                       | Naspers Ltd                                                                     | CUSIP: 000000000<br>LEI: 21380044BQ8812EEKT59 | Long             | EC               | CORP              | ZA        |         427 | NS      | $28477.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                              | Commercial Metals Co                                                            | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      265000 | PA      | $271697.08     | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DHL GROUP                                         | DHL GROUP                                                                       | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |      113004 | NS      | $6161623.04    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                             | Southwest Airlines Co                                                           | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |      490000 | PA      | $496105.30     | 0.00%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BJ's Wholesale Club Holdings I                    | BJ's Wholesale Club Holdings Inc                                                | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |        2474 | NS      | $222734.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chiba Bank Ltd/The                                | Chiba Bank Ltd/The                                                              | CUSIP: 000000000<br>LEI: FGJPAKKCTZVSKZXNBS63 | Long             | EC               | CORP              | JP        |       24200 | NS      | $270079.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Flowers Foods Inc                                 | Flowers Foods Inc                                                               | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |        4483 | NS      | $48775.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $373787.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                    | Eli Lilly & Co                                                                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       96814 | NS      | $104044069.52  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Saputo Inc                                        | Saputo Inc                                                                      | CUSIP: 802912105<br>LEI: 549300HH4U1DPY0TBT90 | Long             | EC               | CORP              | CA        |       22400 | NS      | $674178.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                          | SCE Recovery Funding LLC                                                        | CUSIP: 78433LAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      120000 | PA      | $114424.81     | 0.00%             | 2047-12-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                  | ABN AMRO Bank NV                                                                | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |       67782 | NS      | $2368228.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kanzhun Ltd                                       | Kanzhun Ltd                                                                     | CUSIP: 48553T106<br>LEI: 254900F4ZCBITP7L0251 | Long             | EC               | CORP              | CN        |       51385 | NS      | $1047226.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigel Pharmaceuticals Inc                         | Rigel Pharmaceuticals Inc                                                       | CUSIP: 766559702<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               | CORP              | US        |       15100 | NS      | $646733.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp                                          | RTX Corp                                                                        | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      138930 | NS      | $25479762.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G FOODS INC                                     | B&G Foods Inc                                                                   | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |     2175000 | PA      | $2126698.54    | 0.02%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Newmark Group Inc                                 | Newmark Group Inc                                                               | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      122000 | NS      | $2115480.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Hims & Hers Health Inc                            | Hims & Hers Health Inc                                                          | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Long             | EC               | CORP              | US        |        2400 | NS      | $77928.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS PLN                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $49613.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunonwealth Electric Machine I                    | Sunonwealth Electric Machine Industry Co Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |       16000 | NS      | $81228.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| METROPOLITANO DE LISBOA                           | Metropolitano de Lisboa EPE                                                     | CUSIP: 000000000<br>LEI: 213800Q167XJFGRJJK66 | Long             | DBT              | NUSS              | PT        |     1000000 | PA      | $1192064.58    | 0.01%             | 2026-12-04      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Glencore PLC                                      | Glencore PLC                                                                    | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | CH        |      130575 | NS      | $713809.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                           | Eni SpA                                                                         | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |       31776 | NS      | $602349.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                               | Churchill Downs Inc                                                             | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |        5947 | NS      | $676649.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Galderma Group AG                                 | Galderma Group AG                                                               | CUSIP: 000000000<br>LEI: 89450001OK6O8ELQ4584 | Long             | EC               | CORP              | CH        |       46182 | NS      | $9404172.78    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Sotera Health Co                                  | Sotera Health Co                                                                | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       23666 | NS      | $417468.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Airlines Co Ltd                             | Japan Airlines Co Ltd                                                           | CUSIP: 000000000<br>LEI: 3538002MH5L1QZZ93477 | Long             | EC               | CORP              | JP        |       23000 | NS      | $426551.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| D'ieteren Group                                   | D'ieteren Group                                                                 | CUSIP: 000000000<br>LEI: 549300DV5KJ23OKVTW34 | Long             | EC               | CORP              | BE        |        2875 | NS      | $517848.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Taylor Morrison Home Corp                         | Taylor Morrison Home Corp                                                       | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |       20200 | NS      | $1189174.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $893957.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Keyence Corp                                      | Keyence Corp                                                                    | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |        3000 | NS      | $1085175.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryanair Holdings PLC                              | Ryanair Holdings PLC                                                            | CUSIP: 000000000<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |      119936 | NS      | $4135105.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Veeva Systems Inc                                 | Veeva Systems Inc                                                               | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |       15133 | NS      | $3378139.59    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO SANTANDER SA                                | Banco Santander SA                                                              | CUSIP: 05964HAF2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     1200000 | PA      | $1190484.36    | 0.01%             | 2028-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Alphatec Holdings Inc                             | Alphatec Holdings Inc                                                           | CUSIP: 02081G201<br>LEI: 549300EZE8CQ8K65FS24 | Long             | EC               | CORP              | US        |       53200 | NS      | $1119328.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc                       | Jack Henry & Associates Inc                                                     | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |        1607 | NS      | $293245.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                             | Monster Beverage Corp                                                           | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      206100 | NS      | $15801687.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Booking Holdings Inc                              | Booking Holdings Inc                                                            | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        3944 | NS      | $21121421.52   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Everus Construction Group Inc                     | Everus Construction Group Inc                                                   | CUSIP: 300426103<br>LEI: 2549006JMMHR0KILT425 | Long             | EC               | CORP              | US        |        1169 | NS      | $100019.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                                     | United States Treasury Bill                                                     | CUSIP: 912797RV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    75655000 | PA      | $75195015.52   | 0.55%             | 2026-03-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                       | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $142965.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Communities Inc                               | Sun Communities Inc                                                             | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |        3865 | NS      | $478912.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Signal Peak CLO, LLC                              | Signal Peak CLO 11 Ltd                                                          | CUSIP: 82666XAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3250000 | PA      | $3261355.50    | 0.02%             | 2037-07-18      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Macerich Co/The                                   | Macerich Co/The                                                                 | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |        2369 | NS      | $43731.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent                    | Frontier Communications Parent Inc                                              | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5442 | NS      | $207176.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                                   | CMS Energy Corp                                                                 | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |       61628 | NS      | $4309646.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                          | Western Alliance Bancorp                                                        | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |        1899 | NS      | $159648.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G FOODS INC                                     | B&G Foods Inc                                                                   | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |      475000 | PA      | $468078.49     | 0.00%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                     | TopBuild Corp                                                                   | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |      305000 | PA      | $289813.10     | 0.00%             | 2032-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Chennai Petroleum Corp Ltd                        | Chennai Petroleum Corp Ltd                                                      | CUSIP: 000000000<br>LEI: 335800VZV5PBKV784666 | Long             | EC               | CORP              | IN        |        3960 | NS      | $36859.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc                          | Builders FirstSource Inc                                                        | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |        2401 | NS      | $247038.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $56372.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                          | SCE Recovery Funding LLC                                                        | CUSIP: 78433LAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      676000 | PA      | $679351.74     | 0.00%             | 2036-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     1060000 | PA      | $641754.18     | 0.00%             | 2031-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Orion SA                                          | Orion SA                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       21600 | NS      | $114048.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HUANENG POWER                                     | Huaneng Power International Inc                                                 | CUSIP: 000000000<br>LEI: 529900WU0SMVKMPG4V21 | Long             | EC               | CORP              | CN        |        8000 | NS      | $5895.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TTY Biopharm Co Ltd                               | TTY Biopharm Co Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |        8000 | NS      | $20745.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    13015000 | PA      | $13311904.69   | 0.10%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                            | AmeriGas Partners LP / AmeriGas Finance Corp                                    | CUSIP: 030981AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      606000 | PA      | $609210.70     | 0.00%             | 2027-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Doosan Enerbility Co Ltd                          | Doosan Enerbility Co Ltd                                                        | CUSIP: 000000000<br>LEI: 988400TK5NA3GLSTN506 | Long             | EC               | CORP              | KR        |        4602 | NS      | $240703.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                   | Norsk Hydro ASA                                                                 | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |       76559 | NS      | $590972.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi National Bank/The                           | Saudi National Bank/The                                                         | CUSIP: 000000000<br>LEI: 5586006ZEFQ542K7CY16 | Long             | EC               | CORP              | SA        |       19884 | NS      | $200671.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                            | MSCI EAFE                                                                       | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |        1162 | NC      | $1056729.47    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                     | CDS REPUBLIC OF PANAMA                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $8032.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $617862.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UDR Inc                                           | UDR Inc                                                                         | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |       23751 | NS      | $871186.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ThredUp Inc                                       | ThredUp Inc                                                                     | CUSIP: 88556E102<br>LEI: 549300JKGKTKX3L3XK25 | Long             | EC               | CORP              | US        |      123000 | NS      | $785970.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GAP INC/THE                                       | Gap Inc/The                                                                     | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1278595.69    | 0.01%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Corp                         | Constellation Energy Corp                                                       | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |       77817 | NS      | $27490411.59   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Danone SA                                         | Danone SA                                                                       | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |       37345 | NS      | $3368485.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Telos Corp                                        | Telos Corp                                                                      | CUSIP: 87969B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       87100 | NS      | $444210.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MATTAMY GROUP CORP                                | Mattamy Group Corp                                                              | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     5725000 | PA      | $5555482.75    | 0.04%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TETRA Technologies Inc                            | TETRA Technologies Inc                                                          | CUSIP: 88162F105<br>LEI: 549300T5W131705EK832 | Long             | EC               | CORP              | US        |      113700 | NS      | $1065369.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                        | Pfizer Inc                                                                      | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      540503 | NS      | $13458524.70   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd                                     | BHP Group Ltd                                                                   | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |      384273 | NS      | $11597025.82   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-372495.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ecolab Inc                                        | Ecolab Inc                                                                      | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |       30453 | NS      | $7994521.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corp                                     | Repligen Corp                                                                   | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |        1047 | NS      | $171561.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GCI Liberty Inc                                   | GCI Liberty Inc                                                                 | CUSIP: 36164V602<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          71 | NS      | $2617.77       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elisa Oyj                                         | Elisa Oyj                                                                       | CUSIP: 000000000<br>LEI: 743700TU2S3DXWGU7H32 | Long             | EC               | CORP              | FI        |       27500 | NS      | $1218684.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gap Inc/The                                       | Gap Inc/The                                                                     | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |        4974 | NS      | $127334.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Momentum Group Ltd                                | Momentum Group Ltd                                                              | CUSIP: 000000000<br>LEI: 98450051AABCKEC84814 | Long             | EC               | CORP              | ZA        |       17408 | NS      | $40198.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc                              | Invitation Homes Inc                                                            | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       13452 | NS      | $373831.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stagwell Inc                                      | Stagwell Inc                                                                    | CUSIP: 85256A109<br>LEI: 549300KIYTU6J3NYJ009 | Long             | EC               | CORP              | US        |       64000 | NS      | $312960.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                          | Saudi Government International Bond                                             | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     3100000 | PA      | $2869867.78    | 0.02%             | 2039-07-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Horace Mann Educators Corp                        | Horace Mann Educators Corp                                                      | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |       10000 | NS      | $461800.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $891727.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                | Home Depot Inc/The                                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       36080 | NS      | $12415128.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                            | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     1040000 | PA      | $1085062.16    | 0.01%             | 2032-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                      | British American Tobacco PLC                                                    | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |      150744 | NS      | $8545776.09    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ESTONIA                               | Estonia Government International Bond                                           | CUSIP: 000000000<br>LEI: 254900EIG0O7C6C9R437 | Long             | DBT              | NUSS              | EE        |      705000 | PA      | $866006.35     | 0.01%             | 2032-10-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tauron Polska Energia SA                          | Tauron Polska Energia SA                                                        | CUSIP: 000000000<br>LEI: 259400NAPDFBOTNCRL54 | Long             | EC               | CORP              | PL        |       13355 | NS      | $32072.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HKT CAPITAL NO 3 LTD                              | HKT Capital No 3 Ltd                                                            | CUSIP: 000000000<br>LEI: 254900HE65W6XSXMND87 | Long             | DBT              | CORP              | VG        |     2000000 | PA      | $2267425.71    | 0.02%             | 2027-04-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Bank of Beijing Co Ltd                            | Bank of Beijing Co Ltd                                                          | CUSIP: 000000000<br>LEI: 300300C1080211000042 | Long             | EC               | CORP              | CN        |      205700 | NS      | $161592.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cia de Saneamento Basico do Es                    | Cia de Saneamento Basico do Estado de Sao Paulo SABESP                          | CUSIP: 000000000<br>LEI: 254900UOXRZRS2TNWP19 | Long             | EC               | CORP              | BR        |        1853 | NS      | $44615.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Synaptics Inc                                     | Synaptics Inc                                                                   | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |       11200 | NS      | $829024.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Hudson Pacific Properties Inc                     | Hudson Pacific Properties Inc                                                   | CUSIP: 444097406<br>LEI: 529900EURZA5HRSXQ389 | Long             | EC               | CORP              | US        |       54150 | NS      | $586444.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CHF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $148617.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bradesco SA                                 | Banco Bradesco SA                                                               | CUSIP: 000000000<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EP               | CORP              | BR        |       30800 | NS      | $100834.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vontier Corp                                      | Vontier Corp                                                                    | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |      109350 | NS      | $4065633.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Hellenic Telecommunications Or                    | Hellenic Telecommunications Organization SA                                     | CUSIP: 000000000<br>LEI: ELPUFM0XZRZO4LFXW404 | Long             | EC               | CORP              | GR        |       28680 | NS      | $567661.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JOYY Inc                                          | JOYY Inc                                                                        | CUSIP: 46591M109<br>LEI: 549300N6CHVU5CQZPW24 | Long             | EC               | CORP              | SG        |         200 | NS      | $12952.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Lufthansa AG                             | Deutsche Lufthansa AG                                                           | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | EC               | CORP              | DE        |      174263 | NS      | $1711948.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings PLC                        | Phoenix Group Holdings PLC                                                      | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | EC               | CORP              | GB        |      269948 | NS      | $2672442.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                | PPG Industries Inc                                                              | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |        4973 | NS      | $509533.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| EastGroup Properties Inc                          | EastGroup Properties Inc                                                        | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |        1199 | NS      | $213589.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc                          | Resideo Technologies Inc                                                        | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |       31400 | NS      | $1102768.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MVM ENERGETIKA ZRT                                | MVM Energetika Zrt                                                              | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |      400000 | PA      | $450665.70     | 0.00%             | 2027-11-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $73116.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Travel + Leisure Co                               | Travel + Leisure Co                                                             | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |       14408 | NS      | $1016196.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                                          | Etsy Inc                                                                        | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |         969 | NS      | $53721.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BPIFRANCE SACA                                    | Bpifrance SACA                                                                  | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |      900000 | PA      | $1060237.26    | 0.01%             | 2032-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                 | CLARIOS GLOBAL LP                                                               | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |      548625 | PA      | $550682.34     | 0.00%             | 2032-01-28      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Newamsterdam Pharma Co NV                         | Newamsterdam Pharma Co NV                                                       | CUSIP: 000000000<br>LEI: 984500B6549TF6E14D36 | Long             | EC               | CORP              | NL        |       11758 | NS      | $412470.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health Inc                          | Elanco Animal Health Inc                                                        | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |      117313 | NS      | $2654793.19    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Asia Vital Components Co Ltd                      | Asia Vital Components Co Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |        2000 | NS      | $95989.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                     | M&T Bank Corp                                                                   | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |       48374 | NS      | $9746393.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CLYDESDALE ACQUISITION                            | Clydesdale Acquisition Holdings Inc                                             | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      600000 | PA      | $617686.16     | 0.00%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bloomin' Brands Inc                               | Bloomin' Brands Inc                                                             | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |       86800 | NS      | $535556.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1449793.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Charoen Pokphand Foods PCL                        | Charoen Pokphand Foods PCL                                                      | CUSIP: 000000000<br>LEI: 529900FJ3AI2GKGIWK15 | Long             | EC               | CORP              | TH        |      113500 | NS      | $78564.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Michelin                                          | Cie Generale des Etablissements Michelin SCA                                    | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |       27849 | NS      | $923088.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Agios Pharmaceuticals Inc                         | Agios Pharmaceuticals Inc                                                       | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |       17900 | NS      | $487238.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanti Feeds Ltd                                  | Avanti Feeds Ltd                                                                | CUSIP: 000000000<br>LEI: 335800USE8T3G88KN868 | Long             | EC               | CORP              | IN        |        1280 | NS      | $11931.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aselsan Elektronik Sanayi Ve T                    | Aselsan Elektronik Sanayi Ve Ticaret AS                                         | CUSIP: 000000000<br>LEI: 7890008XT4M710MU8714 | Long             | EC               | CORP              | TR        |       11035 | NS      | $59456.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SEI Investments Co                                | SEI Investments Co                                                              | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |        2335 | NS      | $191516.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp                                    | Atlassian Corp                                                                  | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | AU        |       14800 | NS      | $2399672.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp                                         | IDEX Corp                                                                       | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |        1675 | NS      | $298049.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Madrigal Pharmaceuticals Inc                      | Madrigal Pharmaceuticals Inc                                                    | CUSIP: 558868105<br>LEI: 549300CHIMT2EUSNJB60 | Long             | EC               | CORP              | US        |        1000 | NS      | $582340.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Aflac Inc                                         | Aflac Inc                                                                       | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |       10745 | NS      | $1184851.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $201644.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allient Inc                                       | Allient Inc                                                                     | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |        2401 | NS      | $129053.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUROPEAN BK RECON & DEV                           | European Bank for Reconstruction & Development                                  | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | N/A       | 20000000000 | PA      | $1178710.64    | 0.01%             | 2028-02-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Precigen Inc                                      | Precigen Inc                                                                    | CUSIP: 74017N105<br>LEI: 549300XCWNQU35K64G19 | Long             | EC               | CORP              | US        |       81500 | NS      | $340670.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Roche Holding AG                                  | Roche Holding AG                                                                | CUSIP: 771195104<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       46285 | NS      | $2386917.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Givaudan SA                                       | Givaudan SA                                                                     | CUSIP: 000000000<br>LEI: 213800SVRMQA1TD91D41 | Long             | EC               | CORP              | CH        |          75 | NS      | $296718.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity Grand Harbour CLO                        | Fidelity Grand Harbour CLO 2021-1 DAC                                           | CUSIP: 000000000<br>LEI: 635400KPYNGCFZ6MDR25 | Long             | ABS-CBDO         | CORP              | IE        |     8500000 | PA      | $9991409.61    | 0.07%             | 2034-10-15      | Floating      | 3.01%                 | No            |                  2 | On Loan: No      |
| Renesas Electronics Corp                          | Renesas Electronics Corp                                                        | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |      291100 | NS      | $3987153.76    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| VGT                                               | Victory Giant Technology Huizhou Co Ltd                                         | CUSIP: 000000000<br>LEI: 836800LBU3EF5U7ECE87 | Long             | EC               | CORP              | CN        |        7125 | NS      | $291650.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Plymouth Industrial REIT Inc                      | Plymouth Industrial REIT Inc                                                    | CUSIP: 729640102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7752 | NS      | $169613.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                                | Banco Santander SA                                                              | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |      896150 | NS      | $10548125.14   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS TWD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $36282.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                           | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                    | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3050000 | PA      | $3074042.92    | 0.02%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                                | Regal Rexnord Corp                                                              | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |        4026 | NS      | $564928.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Travere Therapeutics Inc                          | Travere Therapeutics Inc                                                        | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       32700 | NS      | $1249467.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc                                        | ResMed Inc                                                                      | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |        2435 | NS      | $586518.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Rush Enterprises Inc                              | Rush Enterprises Inc                                                            | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |        2733 | NS      | $147418.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Hung Kai Properties Ltd                       | Sun Hung Kai Properties Ltd                                                     | CUSIP: 000000000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |       50462 | NS      | $614439.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                       | Nutrien Ltd                                                                     | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |       10100 | NS      | $623417.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oaktown Re Ltd                                    | Oaktown Re VII Ltd                                                              | CUSIP: 67389JAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |      384391 | PA      | $387713.95     | 0.00%             | 2034-04-25      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| NewtekOne Inc                                     | NewtekOne Inc                                                                   | CUSIP: 652526203<br>LEI: 549300YLU78IA8GKJ688 | Long             | EC               | CORP              | US        |        6400 | NS      | $72640.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLYDESDALE ACQUISITION                            | Clydesdale Acquisition Holdings Inc                                             | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1677781.12    | 0.01%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-10284.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aisin Corp                                        | Aisin Corp                                                                      | CUSIP: 000000000<br>LEI: 3538004IOK08PDY6I723 | Long             | EC               | CORP              | JP        |       28300 | NS      | $530236.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Birkenstock Holding Plc                           | Birkenstock Holding Plc                                                         | CUSIP: 000000000<br>LEI: 529900CQ8LQKQ7LIT631 | Long             | EC               | CORP              | GB        |         947 | NS      | $38732.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                                        | Nucor Corp                                                                      | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |       38243 | NS      | $6237815.73    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMA Biologics Inc                                | ADMA Biologics Inc                                                              | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       37200 | NS      | $678528.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Expro Group Holdings NV                           | Expro Group Holdings NV                                                         | CUSIP: 000000000<br>LEI: 724500LJYA8QIT73H017 | Long             | EC               | CORP              | US        |       22661 | NS      | $302524.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co                                | Sonoco Products Co                                                              | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |        2256 | NS      | $98451.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bradesco SA                                 | Banco Bradesco SA                                                               | CUSIP: 000000000<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EC               | CORP              | BR        |        4732 | NS      | $13388.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TENNECO INC                                       | TENNECO INC                                                                     | CUSIP: 88037HAP9<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |     1425000 | PA      | $1398794.25    | 0.01%             | 2028-11-17      | Floating      | 8.95%                 | No            |                  2 | On Loan: No      |
| L'Oreal SA                                        | L'Oreal SA                                                                      | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |       12602 | NS      | $5410240.02    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BOOTS GROUP BIDCO LTD                             | BOOTS GROUP BIDCO LTD/THE                                                       | CUSIP: 000000000<br>LEI: 254900Q2CMXV6QWMW891 | Long             | LON              | CORP              | GB        |     1050000 | PA      | $1425962.61    | 0.01%             | 2032-08-31      | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $3840568.90    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Flex Ltd                                          | Flex Ltd                                                                        | CUSIP: 000000000<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | US        |        7555 | NS      | $456473.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exeter Automobile Receivables                     | Exeter Automobile Receivables Trust 2021-3                                      | CUSIP: 30166AAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      728286 | PA      | $723031.74     | 0.01%             | 2027-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Elastic NV                                        | Elastic NV                                                                      | CUSIP: 000000000<br>LEI: 2549003I48WHHH937I59 | Long             | EC               | CORP              | US        |       85000 | NS      | $6412400.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Industries Ltd                           | Reliance Industries Ltd                                                         | CUSIP: 000000000<br>LEI: 5493003UOETFYRONLG31 | Long             | EC               | CORP              | IN        |        7997 | NS      | $139936.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                             | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      100000 | PA      | $104661.16     | 0.00%             | 2031-10-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                               | Synchrony Financial                                                             | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |        8132 | NS      | $678452.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Texas Debt Capital CLO, Ltd                       | Texas Debt Capital CLO 2025-I Ltd                                               | CUSIP: 881936AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    14000000 | PA      | $13983261.60   | 0.10%             | 2038-04-24      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                          | Virgin Media Secured Finance PLC                                                | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     1600000 | PA      | $1976267.24    | 0.01%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pinterest Inc                                     | Pinterest Inc                                                                   | CUSIP: 72352L106<br>LEI: 529900Y043CEBGO4HB65 | Long             | EC               | CORP              | US        |       65028 | NS      | $1683574.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Mexico SAB de CV                            | Grupo Mexico SAB de CV                                                          | CUSIP: 000000000<br>LEI: 529900JWLZAYET2ZGW20 | Long             | EC               | CORP              | MX        |       84100 | NS      | $794881.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                      | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1074.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-170713.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                    | OneMain Financial Issuance Trust 2023-1                                         | CUSIP: 68269JAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3000000 | PA      | $3097450.50    | 0.02%             | 2038-06-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Orthofix Medical Inc                              | Orthofix Medical Inc                                                            | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5100 | NS      | $77316.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOTS GROUP FINCO LP                              | Boots Group Finco LP                                                            | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |      225000 | PA      | $313306.38     | 0.00%             | 2032-08-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| W R Berkley Corp                                  | W R Berkley Corp                                                                | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |        6574 | NS      | $460968.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corp                            | Liberty Broadband Corp                                                          | CUSIP: 530307107<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |         359 | NS      | $17332.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Industria de Diseno Textil SA                     | Industria de Diseno Textil SA                                                   | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |      211997 | NS      | $13984314.75   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      145000 | PA      | $143667.35     | 0.00%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc                       | Raymond James Financial Inc                                                     | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |       87804 | NS      | $14100444.36   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands Inc                               | BellRing Brands Inc                                                             | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |        2880 | NS      | $76982.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolution AB                                      | Evolution AB                                                                    | CUSIP: 000000000<br>LEI: 549300SUH6ZR1RF6TA88 | Long             | EC               | CORP              | SE        |        3546 | NS      | $240778.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1447673.92   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                          | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      250000 | PA      | $293433.93     | 0.00%             | 2035-03-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Ferrovial SE                                      | Ferrovial SE                                                                    | CUSIP: 000000000<br>LEI: 72450022R2ZFL41Y6I04 | Long             | EC               | CORP              | NL        |        9225 | NS      | $597694.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Railway Group Ltd                           | China Railway Group Ltd                                                         | CUSIP: 000000000<br>LEI: 529900TFRLG8UDJ7QA89 | Long             | EC               | CORP              | CN        |      208000 | NS      | $102372.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tatneft PJSC                                      | Tatneft PJSC                                                                    | CUSIP: 000000000<br>LEI: 253400PAT768SVJMV121 | Long             | EC               | CORP              | RU        |      133140 | NS      | $0.17          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Mitsubishi UFJ Financial Group                    | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |      628900 | NS      | $9981318.43    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Sprinklr Inc                                      | Sprinklr Inc                                                                    | CUSIP: 85208T107<br>LEI: 254900AR04RJ2BQO5S78 | Long             | EC               | CORP              | US        |       34000 | NS      | $264520.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                      | Prologis Inc                                                                    | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      237801 | NS      | $30357675.66   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                          | Israel Electric Corp Ltd                                                        | CUSIP: 000000000<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |     1400000 | PA      | $1312850.00    | 0.01%             | 2032-02-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                 | Lam Research Corp                                                               | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      157799 | NS      | $27012032.82   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                         | Edwards Lifesciences Corp                                                       | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      126552 | NS      | $10788558.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1052998.04   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                   | Weyerhaeuser Co                                                                 | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |       15942 | NS      | $377665.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Klabin SA                                         | Klabin SA                                                                       | CUSIP: 000000000<br>LEI: 254900C8UYA6YUPSDU10 | Long             | EC               | CORP              | BR        |      165620 | NS      | $565668.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jabil Inc                                         | Jabil Inc                                                                       | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |         828 | NS      | $188800.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kioxia Holdings Corp                              | Kioxia Holdings Corp                                                            | CUSIP: 000000000<br>LEI: 35380080RTKRARNH4R73 | Long             | EC               | CORP              | JP        |       56400 | NS      | $3753704.34    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu                    | Bear Stearns Asset Backed Securities Trust 2004-SD2                             | CUSIP: 07384YTH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       78207 | PA      | $78569.51      | 0.00%             | 2044-03-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                         | Keysight Technologies Inc                                                       | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |       16169 | NS      | $3285379.11    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                            | Trane Technologies PLC                                                          | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |        4300 | NS      | $1673560.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp                                       | Chemed Corp                                                                     | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |         294 | NS      | $125790.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrias Penoles SAB de CV                      | Industrias Penoles SAB de CV                                                    | CUSIP: 000000000<br>LEI: 549300WA2HB7776CB324 | Long             | EC               | CORP              | MX        |       10900 | NS      | $572604.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fujitsu Ltd                                       | Fujitsu Ltd                                                                     | CUSIP: 000000000<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |      134100 | NS      | $3685458.93    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-232545.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Concentrix Corp                                   | Concentrix Corp                                                                 | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               | CORP              | US        |       96967 | NS      | $4031887.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| TJX Cos Inc/The                                   | TJX Cos Inc/The                                                                 | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      142446 | NS      | $21881130.06   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CPIC                                              | China Pacific Insurance Group Co Ltd                                            | CUSIP: 000000000<br>LEI: 529900BA5ILEL308WX03 | Long             | EC               | CORP              | CN        |       23800 | NS      | $107932.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hallador Energy Co                                | Hallador Energy Co                                                              | CUSIP: 40609P105<br>LEI: 254900GKEQRHOI2SSC19 | Long             | EC               | CORP              | US        |      111800 | NS      | $2128672.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| M/I HOMES INC                                     | M/I Homes Inc                                                                   | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |      575000 | PA      | $572696.66     | 0.00%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Kao Corp                                          | Kao Corp                                                                        | CUSIP: 000000000<br>LEI: 353800HM38HFCB8RGL63 | Long             | EC               | CORP              | JP        |       26400 | NS      | $1053665.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Atmus Filtration Technologies                     | Atmus Filtration Technologies Inc                                               | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       15500 | NS      | $804605.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QBE Insurance Group Ltd                           | QBE Insurance Group Ltd                                                         | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |      236196 | NS      | $3127104.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Chemical Group Corp                    | Mitsubishi Chemical Group Corp                                                  | CUSIP: 000000000<br>LEI: 353800YNKX4RQUGAR072 | Long             | EC               | CORP              | JP        |       55900 | NS      | $327218.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834AU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3945000 | PA      | $2141247.32    | 0.02%             | 2039-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | IRS BRL                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-45211.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group PLC                       | Reckitt Benckiser Group PLC                                                     | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |       72266 | NS      | $5847717.55    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Lumentum Holdings Inc                             | Lumentum Holdings Inc                                                           | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |        1410 | NS      | $519711.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                                   | Ross Stores Inc                                                                 | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |       28227 | NS      | $5084811.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive Inc                              | Sonic Automotive Inc                                                            | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |        1700 | NS      | $105162.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Scientific Inc                               | Core Scientific Inc                                                             | CUSIP: 21874A106<br>LEI: 5299003RGB2LAZ65RK73 | Long             | EC               | CORP              | US        |        4911 | NS      | $71504.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group Inc                                  | Movado Group Inc                                                                | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |        4200 | NS      | $86604.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co                            | International Paper Co                                                          | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |       11481 | NS      | $452236.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| HNI Corp                                          | HNI Corp                                                                        | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |       33400 | NS      | $1404136.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LEVEL 3 FINANCING INC                             | Level 3 Financing Inc                                                           | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49078.50      | 0.00%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Eiffage SA                                        | Eiffage SA                                                                      | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |       20532 | NS      | $2941813.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $418770.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MALTA GOVERNMENT                                  | Malta Government Bond                                                           | CUSIP: 000000000<br>LEI: 549300CZVZYSMSGX6X78 | Long             | DBT              | NUSS              | MT        |     1000000 | PA      | $1013550.18    | 0.01%             | 2031-04-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                     | Ford Motor Co                                                                   | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      520981 | NS      | $6835270.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| SOCIETE GENERALE                                  | Societe Generale SA                                                             | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      835000 | PA      | $845268.16     | 0.01%             | 2028-01-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                      | Barclays PLC                                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |     1817409 | NS      | $11633469.06   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Korn Ferry                                        | Korn Ferry                                                                      | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |        4150 | NS      | $273983.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp                           | SBA Communications Corp                                                         | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |        2358 | NS      | $456107.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares iBoxx $ High Yield Corporate Bond ETF     | iShares iBoxx $ High Yield Corporate Bond ETF                                   | CUSIP: 464288513<br>LEI: 549300FCCXHK7O37PQ68 | Long             | EC               | RF                | US        |      330000 | NS      | $26607900.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Zhejiang NHU Co Ltd                               | Zhejiang NHU Co Ltd                                                             | CUSIP: 000000000<br>LEI: 655600NJSJADB39G3P54 | Long             | EC               | CORP              | CN        |       11400 | NS      | $41157.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IDACORP Inc                                       | IDACORP Inc                                                                     | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |        7169 | NS      | $907308.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Elmwood CLO 29 Ltd                                | Elmwood CLO 29 Ltd                                                              | CUSIP: 289913AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    20000000 | PA      | $20068890.00   | 0.15%             | 2037-04-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $491300.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                              | Republic of Italy Government International Bond                                 | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1000000 | PA      | $1263132.58    | 0.01%             | 2048-01-27      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     2280000 | PA      | $2129511.01    | 0.02%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Reynolds Consumer Products Inc                    | Reynolds Consumer Products Inc                                                  | CUSIP: 76171L106<br>LEI: 894500ZQLNYY77S80A06 | Long             | EC               | CORP              | US        |        1387 | NS      | $31790.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Agricole SA                                | Credit Agricole SA                                                              | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |      109393 | NS      | $2252169.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHIFENG GOLD                                      | Chifeng Jilong Gold Mining Co Ltd                                               | CUSIP: 000000000<br>LEI: 300300PUFBCIZ7STN538 | Long             | EC               | CORP              | CN        |        7500 | NS      | $33431.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2310842.77    | 0.02%             | 2036-11-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LA POSTE SA                                       | La Poste SA                                                                     | CUSIP: 000000000<br>LEI: 9695000YG7TR7PAP0L59 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1060970.56    | 0.01%             | 2029-07-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Inc                               | Harley-Davidson Inc                                                             | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |        2574 | NS      | $52741.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| I3 Verticals Inc                                  | I3 Verticals Inc                                                                | CUSIP: 46571Y107<br>LEI: 549300944CYWVP06CJ97 | Long             | EC               | CORP              | US        |        5985 | NS      | $150762.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sodexo SA                                         | Sodexo SA                                                                       | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | EC               | CORP              | FR        |        9750 | NS      | $499551.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-448995.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sri Trang Gloves Thailand PCL                     | Sri Trang Gloves Thailand PCL                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |     1018200 | NS      | $297073.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                   | Israel Government International Bond                                            | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     1800000 | PA      | $1788938.80    | 0.01%             | 2032-01-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc                    | Fortune Brands Innovations Inc                                                  | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |        2724 | NS      | $136254.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Quantum Minerals Ltd                        | First Quantum Minerals Ltd                                                      | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |       58092 | NS      | $1557528.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi SA                                         | Sanofi SA                                                                       | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |       56291 | NS      | $5446448.46    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Zydus Lifesciences Ltd                            | Zydus Lifesciences Ltd                                                          | CUSIP: 000000000<br>LEI: 335800R9O14ORBXLPN13 | Long             | EC               | CORP              | IN        |        4287 | NS      | $43673.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tele2 AB                                          | Tele2 AB                                                                        | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | EC               | CORP              | SE        |       81179 | NS      | $1360283.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CIBC                                              | Canadian Imperial Bank of Commerce                                              | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |        6800 | NS      | $616461.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CEZ AS                                            | CEZ AS                                                                          | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | DBT              | CORP              | CZ        |     1000000 | PA      | $1157583.75    | 0.01%             | 2026-12-02      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                              | Beignet Investor LLC                                                            | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2303000 | PA      | $2438108.78    | 0.02%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $835048.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CADILLAC FAIRVIEW PRP TR                          | Ontario Teachers' Cadillac Fairview Properties Trust                            | CUSIP: 68327LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      255000 | PA      | $228719.39     | 0.00%             | 2031-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pure Storage Inc                                  | Pure Storage Inc                                                                | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |         973 | NS      | $65200.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp                                   | OGE Energy Corp                                                                 | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |        4433 | NS      | $189289.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICON PLC                                          | ICON PLC                                                                        | CUSIP: 000000000<br>LEI: 6354008SRQGEMC4XFI67 | Long             | EC               | CORP              | IE        |        2344 | NS      | $427123.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Lupin Ltd                                         | Lupin Ltd                                                                       | CUSIP: 000000000<br>LEI: 335800HHXTESDEE2FC65 | Long             | EC               | CORP              | IN        |        3674 | NS      | $86299.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dimensional US Equity Market ETF                  | Dimensional US Equity Market ETF                                                | CUSIP: 25434V401<br>LEI: 549300TG4GW6UKRIBD35 | Long             | EC               | RF                | US        |    10968147 | NS      | $813507462.99  | 5.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                                       | Gentex Corp                                                                     | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |        5103 | NS      | $118746.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                        | Verizon Communications Inc                                                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      627385 | NS      | $25553391.05   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Adyen NV                                          | Adyen NV                                                                        | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |        1139 | NS      | $1836722.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CH Robinson Worldwide Inc                         | CH Robinson Worldwide Inc                                                       | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |       19365 | NS      | $3113117.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS PLN                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $31019.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Heidelberg Materials AG                           | Heidelberg Materials AG                                                         | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |        3779 | NS      | $979732.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MasTec Inc                                        | MasTec Inc                                                                      | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |        1091 | NS      | $237150.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties Inc                       | Summit Hotel Properties Inc                                                     | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |       37375 | NS      | $182016.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources Inc                             | Civitas Resources Inc                                                           | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |        1330 | NS      | $36029.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                              | Parker-Hannifin Corp                                                            | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       22035 | NS      | $19367883.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corp                                | Expand Energy Corp                                                              | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |       26297 | NS      | $2902136.92    | 0.02%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Tyson Foods Inc                                   | Tyson Foods Inc                                                                 | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |        6169 | NS      | $361626.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc                     | Universal Health Services Inc                                                   | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |        1209 | NS      | $263586.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                                      | Unilever PLC                                                                    | CUSIP: 904767803<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      107741 | NS      | $7046261.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| TechnipFMC PLC                                    | TechnipFMC PLC                                                                  | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |      139548 | NS      | $6218258.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS FEDERATIVE REPUBLIC OF BRAZIL                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $801.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS SGD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $7045.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Owens Corning                                     | Owens Corning                                                                   | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |       56978 | NS      | $6376407.98    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IAC Inc                                           | IAC Inc                                                                         | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |        1613 | NS      | $63068.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global Inc                               | Coinbase Global Inc                                                             | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |        4272 | NS      | $966070.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BELLIS ACQUISITION CO PL                          | Bellis Acquisition Co PLC                                                       | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |      900000 | PA      | $1126717.71    | 0.01%             | 2030-05-14      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Anglogold Ashanti Plc                             | Anglogold Ashanti Plc                                                           | CUSIP: 000000000<br>LEI: 2138005YDSA7A82RNU96 | Long             | EC               | CORP              | GB        |        9330 | NS      | $795662.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                            | Sempra                                                                          | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |       57715 | NS      | $5095657.35    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Macy's Inc                                        | Macy's Inc                                                                      | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |      335480 | NS      | $7397334.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TOTALENERGIES SE                                  | TotalEnergies SE                                                                | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |     1200000 | PA      | $1365203.99    | 0.01%             | N/A             | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| LTIMindtree Ltd                                   | LTIMindtree Ltd                                                                 | CUSIP: 000000000<br>LEI: 335800DY1I1WFHVV6T22 | Long             | EC               | CORP              | IN        |       24531 | NS      | $1656833.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Core S&P 500 ETF                          | iShares Core S&P 500 ETF                                                        | CUSIP: 464287200<br>LEI: 5493007M4YMN8XL48C14 | Long             | EC               | RF                | US        |      366874 | NS      | $251286677.56  | 1.83%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $206593.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LyondellBasell Industries NV                      | LyondellBasell Industries NV                                                    | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | US        |       50859 | NS      | $2202194.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| REPUBLIC OF LATVIA                                | Latvia Government International Bond                                            | CUSIP: 000000000<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |      400000 | PA      | $432595.82     | 0.00%             | 2029-01-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| XPO INC                                           | XPO Inc                                                                         | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |      455000 | PA      | $478787.88     | 0.00%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| DMC Global Inc                                    | DMC Global Inc                                                                  | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |       86100 | NS      | $576009.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eicher Motors Ltd                                 | Eicher Motors Ltd                                                               | CUSIP: 000000000<br>LEI: 25490059S64CN2OY7239 | Long             | EC               | CORP              | IN        |        2538 | NS      | $206599.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Utilities Group PLC                        | United Utilities Group PLC                                                      | CUSIP: 000000000<br>LEI: 2138002IEYQAOC88ZJ59 | Long             | EC               | CORP              | GB        |      100015 | NS      | $1606884.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eversource Energy                                 | Eversource Energy                                                               | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |        8106 | NS      | $545776.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc                                 | ManpowerGroup Inc                                                               | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |       81768 | NS      | $2430962.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Huaxia Bank Co Ltd                                | Huaxia Bank Co Ltd                                                              | CUSIP: 000000000<br>LEI: 300300AKNDEHIGVDZW37 | Long             | EC               | CORP              | CN        |      179200 | NS      | $176486.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Essity AB                                         | Essity AB                                                                       | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |       85139 | NS      | $2447863.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $1593832.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eva Airways Corp                                  | Eva Airways Corp                                                                | CUSIP: 000000000<br>LEI: 254900S1P4XOXV67GC07 | Long             | EC               | CORP              | TW        |       35000 | NS      | $40698.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Tsusho Corp                                | Toyota Tsusho Corp                                                              | CUSIP: 000000000<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |       34900 | NS      | $1176800.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Walmart Inc                                       | Walmart Inc                                                                     | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      483298 | NS      | $53844230.18   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| China Hongqiao Group Ltd                          | China Hongqiao Group Ltd                                                        | CUSIP: 000000000<br>LEI: 3003009Q4IBFSDE24571 | Long             | EC               | CORP              | CN        |      211000 | NS      | $886141.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Landstar System Inc                               | Landstar System Inc                                                             | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |         751 | NS      | $107918.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                                    | LCI Industries                                                                  | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |        4400 | NS      | $533896.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack Inc                                   | Shake Shack Inc                                                                 | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |        1731 | NS      | $140505.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                                  | Under Armour Inc                                                                | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |        4859 | NS      | $23323.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential PLC                                    | Prudential PLC                                                                  | CUSIP: 000000000<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | HK        |      179222 | NS      | $2756985.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ADT Inc                                           | ADT Inc                                                                         | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      777634 | NS      | $6275506.38    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS SEK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-134165.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                                  | DP World Ltd/United Arab Emirates                                               | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |     1300000 | PA      | $1520594.81    | 0.01%             | 2026-09-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Teradyne Inc                                      | Teradyne Inc                                                                    | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |       31106 | NS      | $6020877.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp/PA                                       | FNB Corp/PA                                                                     | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |        7975 | NS      | $136372.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TPR Co Ltd                                        | TPR Co Ltd                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      241600 | NS      | $1992210.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aegis Logistics Ltd                               | Aegis Logistics Ltd                                                             | CUSIP: 000000000<br>LEI: 335800R6OF8UV8J3G994 | Long             | EC               | CORP              | IN        |        1650 | NS      | $13185.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PVH Corp                                          | PVH Corp                                                                        | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |        1099 | NS      | $73654.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp                        | Lattice Semiconductor Corp                                                      | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |       10081 | NS      | $741759.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Albertsons Cos Inc                                | Albertsons Cos Inc                                                              | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |        9047 | NS      | $155336.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GPT Group/The                                     | GPT Group/The                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      248495 | NS      | $896715.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                          | Bank Gospodarstwa Krajowego                                                     | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      600000 | PA      | $710168.66     | 0.01%             | 2035-03-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-19802.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Universal Display Corp                            | Universal Display Corp                                                          | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2825 | NS      | $329903.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Roku Inc                                          | Roku Inc                                                                        | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |        9282 | NS      | $1007004.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834JB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    16310000 | PA      | $8092981.43    | 0.06%             | 2040-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $357062.20     | 0.00%             | 2030-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| OPAP SA                                           | OPAP SA                                                                         | CUSIP: 000000000<br>LEI: 213800M4NRGFJCI34834 | Long             | EC               | CORP              | GR        |      229614 | NS      | $5143815.99    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1130000 | PA      | $1123643.75    | 0.01%             | 2030-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                              | CUSIP: 3137HACB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3609341 | PA      | $2839690.89    | 0.02%             | 2053-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mirae Asset Securities Co Ltd                     | Mirae Asset Securities Co Ltd                                                   | CUSIP: 000000000<br>LEI: 98840072S6T63E2V1291 | Long             | EC               | CORP              | KR        |       36966 | NS      | $599647.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BIOCEANICO SOVEREIGN                              | Bioceanico Sovereign Certificate Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      723551 | PA      | $590598.80     | 0.00%             | 2034-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dimensional Core Fixed Income ETF                 | Dimensional Core Fixed Income ETF                                               | CUSIP: 25434V872<br>LEI: 549300UT5CL8M0JR7R22 | Long             | EC               | RF                | US        |     3480300 | NS      | $148121568.00  | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS MXN                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-8716.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AdvanSix Inc                                      | AdvanSix Inc                                                                    | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |       23200 | NS      | $401360.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JEFFERIES FIN GROUP INC                           | Jefferies Financial Group Inc                                                   | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     1625000 | PA      | $1442552.14    | 0.01%             | 2031-10-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Flutter Entertainment PLC                         | Flutter Entertainment PLC                                                       | CUSIP: 000000000<br>LEI: 635400EG4YIJLJMZJ782 | Long             | EC               | CORP              | US        |         515 | NS      | $110745.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                                         | Amcor PLC                                                                       | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | CH        |       50641 | NS      | $422345.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular Inc                                       | Popular Inc                                                                     | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |        1353 | NS      | $168475.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UWM Holdings Corp                                 | UWM Holdings Corp                                                               | CUSIP: 91823B109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1013 | NS      | $4436.94       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                               | Emerson Electric Co                                                             | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       12260 | NS      | $1627147.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                                       | Pentair PLC                                                                     | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | GB        |        3598 | NS      | $374695.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NPK International Inc                             | NPK International Inc                                                           | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |      137500 | NS      | $1639000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                       | Ovintiv Inc                                                                     | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |        5694 | NS      | $223147.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CHF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $88332.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Connecticut Avenue Securities Trust 2021-R01                                    | CUSIP: 20754RAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      400000 | PA      | $406433.32     | 0.00%             | 2041-10-25      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                              | Booking Holdings Inc                                                            | CUSIP: 09857LBH0<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1755067.48    | 0.01%             | 2031-05-09      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Vestas Wind Systems A/S                           | Vestas Wind Systems A/S                                                         | CUSIP: 000000000<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |       81794 | NS      | $2212300.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Jentech Precision Industrial C                    | Jentech Precision Industrial Co Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |        6065 | NS      | $528834.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Viper Energy Inc                                  | Viper Energy Inc                                                                | CUSIP: 64361Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2655 | NS      | $102562.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Co                                          | Crane Co                                                                        | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |       50995 | NS      | $9405007.85    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF CYPRUS                                | Cyprus Government International Bond                                            | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |     5500000 | PA      | $4799190.68    | 0.03%             | 2040-01-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Otsuka Corp                                       | Otsuka Corp                                                                     | CUSIP: 000000000<br>LEI: 529900RG9DJ58J3UIE72 | Long             | EC               | CORP              | JP        |      152700 | NS      | $3146475.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Telia Co AB                                       | Telia Co AB                                                                     | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | EC               | CORP              | SE        |      456099 | NS      | $1949352.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| XPO Inc                                           | XPO Inc                                                                         | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |        1800 | NS      | $244638.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $1462751.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      350000 | PA      | $215216.87     | 0.00%             | 2030-12-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                      | Broadcom Inc                                                                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      459593 | NS      | $159065137.30  | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Indofood Sukses Makmur Tbk PT                     | Indofood Sukses Makmur Tbk PT                                                   | CUSIP: 000000000<br>LEI: 529900E61EV2GTYWZ485 | Long             | EC               | CORP              | ID        |      289200 | NS      | $117278.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RioCan REIT                                       | RioCan Real Estate Investment Trust                                             | CUSIP: 766910103<br>LEI: 549300S8HVUSEU3JBY60 | Long             | EC               | CORP              | CA        |       11869 | NS      | $161706.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc                                 | PROG Holdings Inc                                                               | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |       23000 | NS      | $678270.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CPFL Energia SA                                   | CPFL Energia SA                                                                 | CUSIP: 000000000<br>LEI: 529900GBWSBDXN8GGM28 | Long             | EC               | CORP              | BR        |       16400 | NS      | $159380.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CROATIA                                           | Croatia Government International Bond                                           | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |      300000 | PA      | $308511.15     | 0.00%             | 2033-03-04      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc                            | Intuitive Surgical Inc                                                          | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       55471 | NS      | $31416555.56   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                                | RH                                                                              | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |         295 | NS      | $52849.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiichi Sankyo Co Ltd                             | Daiichi Sankyo Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |       19000 | NS      | $403456.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-77336.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aptiv PLC                                         | Aptiv PLC                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      164274 | NS      | $12499608.66   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corp                                     | Huntsman Corp                                                                   | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |        4050 | NS      | $40500.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER COMMUNICATIONS                           | Frontier Communications Holdings LLC                                            | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3775000 | PA      | $3780267.53    | 0.03%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding XXXIV Ltd                                                  | CUSIP: 55819GAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    20100000 | PA      | $20169521.88   | 0.15%             | 2037-10-16      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Casey's General Stores Inc                        | Casey's General Stores Inc                                                      | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |         693 | NS      | $383028.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPBUILD CORP                                     | TopBuild Corp                                                                   | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |      725000 | PA      | $733132.68     | 0.01%             | 2034-01-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Pegasystems Inc                                   | Pegasystems Inc                                                                 | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |        1110 | NS      | $66289.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue Inc                                      | TrueBlue Inc                                                                    | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       93800 | NS      | $426790.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corp                               | Federal Signal Corp                                                             | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |        1600 | NS      | $173744.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                          | Cassa Depositi e Prestiti SpA                                                   | CUSIP: 147918AB2<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |     2000000 | PA      | $2010393.60    | 0.01%             | 2026-05-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS SGD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-32459.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Loews Corp                                        | Loews Corp                                                                      | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |        3912 | NS      | $411972.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                           | Procter & Gamble Co/The                                                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      145680 | NS      | $20877400.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc                                        | Ventas Inc                                                                      | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |       50848 | NS      | $3934618.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISURE HOLDING AB                               | VERISURE HOLDING AB                                                             | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | LON              | CORP              | SE        |      675000 | PA      | $797583.27     | 0.01%             | 2032-11-03      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| NEXTDC Ltd                                        | NEXTDC Ltd                                                                      | CUSIP: 000000000<br>LEI: 529900RTERU3X7G3D672 | Long             | EC               | CORP              | AU        |       38588 | NS      | $321282.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PSP Swiss Property AG                             | PSP Swiss Property AG                                                           | CUSIP: 000000000<br>LEI: 50670042Y437P8X44F56 | Long             | EC               | CORP              | CH        |        1852 | NS      | $335094.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                              | WEC Energy Group Inc                                                            | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |        6975 | NS      | $735583.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      900000 | PA      | $1040450.39    | 0.01%             | 2027-10-29      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                 | LEG Immobilien SE                                                               | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | EC               | CORP              | DE        |       32459 | NS      | $2367427.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FANUC Corp                                        | FANUC Corp                                                                      | CUSIP: 000000000<br>LEI: 529900QTSW745LOKW705 | Long             | EC               | CORP              | JP        |       53300 | NS      | $2074209.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-14497.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $22520.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Horizon Corp                                | First Horizon Corp                                                              | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |       11098 | NS      | $265242.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WuXi AppTec Co Ltd                                | WuXi AppTec Co Ltd                                                              | CUSIP: 000000000<br>LEI: 254900OEPQLZSPLN9175 | Long             | EC               | CORP              | CN        |        9800 | NS      | $124269.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enerpac Tool Group Corp                           | Enerpac Tool Group Corp                                                         | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |        1957 | NS      | $74835.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                       | Corteva Inc                                                                     | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |       94607 | NS      | $6341507.21    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| McDonald's Corp                                   | McDonald's Corp                                                                 | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       39059 | NS      | $11937602.17   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sienna Senior Living Inc                          | Sienna Senior Living Inc                                                        | CUSIP: 82621K102<br>LEI: 549300K3HNLZV4V5LL42 | Long             | EC               | CORP              | CA        |       15222 | NS      | $226574.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc                                       | Rollins Inc                                                                     | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |       51200 | NS      | $3073024.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co                          | Molson Coors Beverage Co                                                        | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |        3757 | NS      | $175376.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                                         | Shell PLC                                                                       | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      255534 | NS      | $9417003.03    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Sompo Holdings Inc                                | Sompo Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 353800CWW4SRGEYEB512 | Long             | EC               | CORP              | JP        |       92700 | NS      | $3146443.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1345682.74   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                          | Cassa Depositi e Prestiti SpA                                                   | CUSIP: 147918AC0<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |     1000000 | PA      | $1051924.90    | 0.01%             | 2029-04-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                   | Danske Bank A/S                                                                 | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |       47614 | NS      | $2377666.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS ILS                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $9665.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS NOK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-43293.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS SGD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-6867.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-28924.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CHF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-155428.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |           1 | NC      | $8070.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $202044.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS SGD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-20881.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                     | CDS CDX.EM.44.V1                                                                | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-261879.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-59429.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1369690.24   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $62634.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS THB                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-225.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS NZD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $18123.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-24211.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | IRS MYR                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-4545.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-2386799.46   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | TRS TREASURY BOND                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-419936.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-564006.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | US LONG BOND(CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         486 | NC      | $-460882.64    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $12570.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-575275.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS DKK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-79876.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-21876.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $378527.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $4150.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-88337.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-297612.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $35710.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $322450.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF COLOMBIA                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $70456.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS MXN                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $2281.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $55992.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-433367.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS THB                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $47763.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-335147.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS AUD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-258192.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | IRS MYR                                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |           1 | NC      | $29001.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS AUD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-206234.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $857.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-472076.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BANK OF NOVA SCOTIA                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $3296.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $971055.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS THB                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $120797.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-5183.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | IRS BRL                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $42219.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CHF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-21540.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-76055.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $1209525.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS PLN                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-69327.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-68645.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-751743.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                     | CDS ARAB REPUBLIC OF EGYPT                                                      | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $36526.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $68044.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS THB                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $100214.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-129141.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $579488.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-226079.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS THB                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $39278.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-966708.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-18325.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS DKK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $3061.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $491121.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | 3 MONTH SOFR                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        -220 | NC      | $-26514.40     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS HUF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-116052.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS SGD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-76315.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $14922.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-5131.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-56226.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS THB                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $21557.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $45397.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $57909.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $21671.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $448470.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |    12449000 | OU      | $10.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | BP CURRENCY                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |        -319 | NC      | $-242166.91    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $457442.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $2813.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-85868.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1839495.19   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $91889.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1699.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-12874.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $387478.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS AUD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-486342.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | IRS MYR                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-55468.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF ARGENTINA                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $105344.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-205475.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $77662.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $138429.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $493991.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | IRS MYR                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |           1 | NC      | $4174.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-435066.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CZK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-12426.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-81611.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-193167.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS NZD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-79670.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF SOUTH AFRICA                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-16047.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-617749.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Giant Network Group Co Ltd                        | Giant Network Group Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |        1800 | NS      | $11186.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LifeStance Health Group Inc                       | LifeStance Health Group Inc                                                     | CUSIP: 53228F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       54037 | NS      | $380420.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Getlink SE                                        | Getlink SE                                                                      | CUSIP: 000000000<br>LEI: 9695007ZEQ7M0OE74G82 | Long             | EC               | CORP              | FR        |       75149 | NS      | $1387178.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                              | Republic of Italy Government International Bond                                 | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      300000 | PA      | $368095.98     | 0.00%             | 2036-03-28      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE SNCF S                          | Societe Nationale SNCF SACA                                                     | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |      800000 | PA      | $905190.09     | 0.01%             | 2029-02-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      525000 | PA      | $515156.25     | 0.00%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GoDaddy Inc                                       | GoDaddy Inc                                                                     | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |       14700 | NS      | $1823976.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Axia Energia                                      | Axia Energia                                                                    | CUSIP: 000000000<br>LEI: 254900I8KYDELP4B4Z08 | Long             | EC               | CORP              | BR        |       13124 | NS      | $121097.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                                      | Alphabet Inc                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      593227 | NS      | $185680051.00  | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF CHILE                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-26416.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF LITHUANIA                             | Lithuania Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |     1200000 | PA      | $1319533.36    | 0.01%             | 2032-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                          | Bank Gospodarstwa Krajowego                                                     | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      300000 | PA      | $338193.18     | 0.00%             | 2030-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Scholar Rock Holding Corp                         | Scholar Rock Holding Corp                                                       | CUSIP: 80706P103<br>LEI: 549300Z1FLPGL4OWJ459 | Long             | EC               | CORP              | US        |        7031 | NS      | $309715.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1095000 | PA      | $1100988.28    | 0.01%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Acciona SA                                        | Acciona SA                                                                      | CUSIP: 000000000<br>LEI: 54930002KP75TLLLNO21 | Long             | EC               | CORP              | ES        |        4508 | NS      | $981118.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| George Weston Ltd                                 | George Weston Ltd                                                               | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |       15900 | NS      | $1096915.23    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM                                               | International Business Machines Corp                                            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       64875 | NS      | $19216623.75   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Primo Brands Corp                                 | Primo Brands Corp                                                               | CUSIP: 741623102<br>LEI: 254900J0WS4AXV2LAX55 | Long             | EC               | CORP              | US        |        4390 | NS      | $71776.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tsuruha Holdings Inc                              | Tsuruha Holdings Inc                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       54600 | NS      | $1003184.37    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| City Union Bank Ltd                               | City Union Bank Ltd                                                             | CUSIP: 000000000<br>LEI: 33580024M7FWA847JI64 | Long             | EC               | CORP              | IN        |        8316 | NS      | $26916.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-212931.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Prime Site AG                               | Swiss Prime Site AG                                                             | CUSIP: 000000000<br>LEI: 506700XI9H64OPR34158 | Long             | EC               | CORP              | CH        |         814 | NS      | $126388.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                         | Bank of Ireland Group PLC                                                       | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | EC               | CORP              | IE        |      143661 | NS      | $2747560.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cushman & Wakefield Ltd                           | Cushman & Wakefield Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      109200 | NS      | $1767948.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aimco                                             | AIMCO CLO 18 Ltd                                                                | CUSIP: 00889EBA2<br>LEI: 2549005IX0D6XDJNNS95 | Long             | ABS-CBDO         | CORP              | JE        |    15650000 | PA      | $15705111.48   | 0.11%             | 2037-07-20      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                    | Commonwealth Bank of Australia                                                  | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |       66782 | NS      | $7128247.78    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                            | Roper Technologies Inc                                                          | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |        2344 | NS      | $1043384.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosus NV                                         | Prosus NV                                                                       | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |       83151 | NS      | $5148625.10    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilton Worldwide Holdings Inc                     | Hilton Worldwide Holdings Inc                                                   | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       29777 | NS      | $8553443.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KBC Group NV                                      | KBC Group NV                                                                    | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |       18446 | NS      | $2402333.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Corp                                     | SoftBank Corp                                                                   | CUSIP: 000000000<br>LEI: 353800M1YCTS9JRBJ535 | Long             | EC               | CORP              | JP        |      185900 | NS      | $255232.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS HSBC BANK PLC                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $21082.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      315000 | PA      | $327649.27     | 0.00%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| ERO Copper Corp                                   | ERO Copper Corp                                                                 | CUSIP: 296006109<br>LEI: 549300KL8A21SEIO8I47 | Long             | EC               | CORP              | CA        |       22881 | NS      | $647312.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ionis Pharmaceuticals Inc                         | Ionis Pharmaceuticals Inc                                                       | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |         322 | NS      | $25473.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Smartstop Self Storage REIT In                    | Smartstop Self Storage REIT Inc                                                 | CUSIP: 83192D402<br>LEI: 549300EC266625K12S42 | Long             | EC               | CORP              | US        |       13849 | NS      | $428488.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| REGIE AUTONOME DES TRANS                          | Regie Autonome des Transports Parisiens EPIC                                    | CUSIP: 000000000<br>LEI: 969500K59E47ULNCAQ69 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $215890.19     | 0.00%             | 2029-06-20      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Teleflex Inc                                      | Teleflex Inc                                                                    | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |        1001 | NS      | $122162.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries Inc                            | Valmont Industries Inc                                                          | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |         444 | NS      | $178630.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp                                  | Haemonetics Corp                                                                | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |        3500 | NS      | $280525.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FDJ UNITED                                        | FDJ UNITED                                                                      | CUSIP: 000000000<br>LEI: 969500R4CLSQFTYYI535 | Long             | EC               | CORP              | FR        |       14000 | NS      | $387530.67     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Carnival Corp                                     | Carnival Corp                                                                   | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | US        |       16433 | NS      | $501863.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS STATE OF QATAR                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $14547.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                               | JPMorgan Chase & Co                                                             | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      230985 | NS      | $74427986.70   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Volkswagen AG                                     | Volkswagen AG                                                                   | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |       19840 | NS      | $2421249.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Donnelley Financial Solutions                     | Donnelley Financial Solutions Inc                                               | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |        2800 | NS      | $130732.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Consolidated Air                    | International Consolidated Airlines Group SA                                    | CUSIP: 000000000<br>LEI: 959800TZHQRUSH1ESL13 | Long             | EC               | CORP              | GB        |     1211615 | NS      | $6727384.49    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                              | Colombia Government International Bond                                          | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      410000 | PA      | $452319.79     | 0.00%             | 2036-02-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ACI Worldwide Inc                                 | ACI Worldwide Inc                                                               | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |       38900 | NS      | $1859809.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Makita Corp                                       | Makita Corp                                                                     | CUSIP: 000000000<br>LEI: 529900CDR9E94BCM6294 | Long             | EC               | CORP              | JP        |       28500 | NS      | $863805.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MSC Industrial Direct Co Inc                      | MSC Industrial Direct Co Inc                                                    | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |        1017 | NS      | $85529.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BCE Inc                                           | BCE Inc                                                                         | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Long             | EC               | CORP              | CA        |       24000 | NS      | $572481.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cricut Inc                                        | Cricut Inc                                                                      | CUSIP: 22658D100<br>LEI: 254900R3DKAJ28MC0Q39 | Long             | EC               | CORP              | US        |       19800 | NS      | $98010.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $105197.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QIAGEN NV                                         | QIAGEN NV                                                                       | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |        4741 | NS      | $213202.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orix JREIT Inc                                    | Orix JREIT Inc                                                                  | CUSIP: 000000000<br>LEI: 353800WVNTBIU65TA247 | Long             | EC               | CORP              | JP        |         325 | NS      | $220298.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Euro CLO                                  | Invesco Euro CLO I DAC                                                          | CUSIP: 000000000<br>LEI: 549300GHZE7CYFQDBC40 | Long             | ABS-CBDO         | CORP              | IE        |     5184148 | PA      | $6090064.95    | 0.04%             | 2031-07-15      | Floating      | 2.66%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equitie                    | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |        3783 | NS      | $185140.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp                                      | Visteon Corp                                                                    | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |       37700 | NS      | $3585270.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Inc                                | Outfront Media Inc                                                              | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |       20200 | NS      | $486820.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Nephew PLC                                | Smith & Nephew PLC                                                              | CUSIP: 000000000<br>LEI: 213800ZTMDN8S67S1H61 | Long             | EC               | CORP              | GB        |      101337 | NS      | $1685331.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QUEBEC CITY                                       | City of Quebec Canada                                                           | CUSIP: 747874UF0<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $672035.26     | 0.00%             | 2031-07-06      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                     | CoreWeave Inc                                                                   | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      630000 | PA      | $585971.92     | 0.00%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AGNC Investment Corp                              | AGNC Investment Corp                                                            | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               | CORP              | US        |       20922 | NS      | $224283.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |     7650000 | OU      | $17858.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sirius XM Holdings Inc                            | Sirius XM Holdings Inc                                                          | CUSIP: 829933100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4360 | NS      | $87178.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SoFi Technologies Inc                             | SoFi Technologies Inc                                                           | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Long             | EC               | CORP              | US        |       21801 | NS      | $570750.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrow Hanley CLO LTD                             | Barrow Hanley CLO III Ltd                                                       | CUSIP: 06875VAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     7500000 | PA      | $7518706.50    | 0.05%             | 2037-04-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1130000 | PA      | $1186496.00    | 0.01%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| iShares TIPS Bond ETF                             | iShares TIPS Bond ETF                                                           | CUSIP: 464287176<br>LEI: 549300EHD1VQKMRQ0829 | Long             | EC               | RF                | US        |      239000 | NS      | $26268490.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Toast Inc                                         | Toast Inc                                                                       | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |      165882 | NS      | $5890469.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunello Cucinelli SpA                            | Brunello Cucinelli SpA                                                          | CUSIP: 000000000<br>LEI: 5493003CX2RZ0FOBH256 | Long             | EC               | CORP              | IT        |       28285 | NS      | $3244223.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United Rentals Inc                                | United Rentals Inc                                                              | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |        3930 | NS      | $3180627.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ITALY GOV'T INT BOND                              | Republic of Italy Government International Bond                                 | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    12470000 | PA      | $17390021.43   | 0.13%             | 2028-08-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Canara Bank                                       | Canara Bank                                                                     | CUSIP: 000000000<br>LEI: 335800E4RH82Z8XC3C30 | Long             | EC               | CORP              | IN        |       91460 | NS      | $157735.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS STANDARD CHARTERED BANK                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $12270.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TopBuild Corp                                     | TopBuild Corp                                                                   | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |         588 | NS      | $245307.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LY Corp                                           | LY Corp                                                                         | CUSIP: 000000000<br>LEI: 52990078MD2OL792YM35 | Long             | EC               | CORP              | JP        |      698800 | NS      | $1859470.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Holdings Co Ltd                        | Japan Post Holdings Co Ltd                                                      | CUSIP: 000000000<br>LEI: 5299003D9N4JBS256X18 | Long             | EC               | CORP              | JP        |       58800 | NS      | $620423.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pou Chen Corp                                     | Pou Chen Corp                                                                   | CUSIP: 000000000<br>LEI: 25490027LIXQ7W4PBH18 | Long             | EC               | CORP              | TW        |       57000 | NS      | $54562.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| British Land Co PLC/The                           | British Land Co PLC/The                                                         | CUSIP: 000000000<br>LEI: RV5B68J2GV3QGMRPW209 | Long             | EC               | CORP              | GB        |       34582 | NS      | $187655.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bruker Corp                                       | Bruker Corp                                                                     | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |        1685 | NS      | $79380.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                        | Anheuser-Busch InBev SA/NV                                                      | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |       66437 | NS      | $4263995.92    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cipla Ltd/India                                   | Cipla Ltd/India                                                                 | CUSIP: 000000000<br>LEI: 335800KMJJYEDDK82Q34 | Long             | EC               | CORP              | IN        |        2552 | NS      | $42893.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aldar Properties PJSC                             | Aldar Properties PJSC                                                           | CUSIP: 000000000<br>LEI: 98450048CD8AEF13B480 | Long             | EC               | CORP              | AE        |      438015 | NS      | $1036668.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Varex Imaging Corp                                | Varex Imaging Corp                                                              | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |       14200 | NS      | $165430.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF ITALY                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $9961.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD/THB FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1713.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                  | LPL Holdings Inc                                                                | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      320000 | PA      | $326202.30     | 0.00%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Astellas Pharma Inc                               | Astellas Pharma Inc                                                             | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |      294000 | NS      | $3912998.04    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      675000 | PA      | $649726.83     | 0.00%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Advantest Corp                                    | Advantest Corp                                                                  | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |       69602 | NS      | $8801028.19    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ESCO Technologies Inc                             | ESCO Technologies Inc                                                           | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |       19500 | NS      | $3810105.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Xeris Biopharma Holdings Inc                      | Xeris Biopharma Holdings Inc                                                    | CUSIP: 98422E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      139400 | NS      | $1094290.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bizlink Holding Inc                               | Bizlink Holding Inc                                                             | CUSIP: 000000000<br>LEI: 213800YAKRFVU5XOX138 | Long             | EC               | CORP              | TW        |        2000 | NS      | $96622.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Certara Inc                                       | Certara Inc                                                                     | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2309 | NS      | $20342.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wiwynn Corp                                       | Wiwynn Corp                                                                     | CUSIP: 000000000<br>LEI: 254900FV2R15PMKXFL69 | Long             | EC               | CORP              | TW        |        1000 | NS      | $142466.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2024-V9 Mortgage Trust                                                | CUSIP: 081919AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2900000 | PA      | $3013346.79    | 0.02%             | 2057-08-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-114135.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Inpex Corp                                        | Inpex Corp                                                                      | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |       83000 | NS      | $1660044.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Royal Gold Inc                                    | Royal Gold Inc                                                                  | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |        1674 | NS      | $372113.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Bank5                                             | BANK5 2024-5YR10                                                                | CUSIP: 06604AAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1685000 | PA      | $1736380.20    | 0.01%             | 2057-10-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Arcutis Biotherapeutics Inc                       | Arcutis Biotherapeutics Inc                                                     | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       57666 | NS      | $1674620.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Indian Oil Corp Ltd                               | Indian Oil Corp Ltd                                                             | CUSIP: 000000000<br>LEI: 335800J8OBWE4VFUDG88 | Long             | EC               | CORP              | IN        |       57654 | NS      | $106883.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Exelon Corp                                       | Exelon Corp                                                                     | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |       21984 | NS      | $958282.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                          | Lima Metro Line 2 Finance Ltd                                                   | CUSIP: 000000000<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |      621364 | PA      | $643124.26     | 0.00%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PACCAR Inc                                        | PACCAR Inc                                                                      | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |       11227 | NS      | $1229468.77    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zhejiang Energy Electric Power                    | Zhejiang Zheneng Electric Power Co Ltd                                          | CUSIP: 000000000<br>LEI: 3003007BB94AW2PBWC09 | Long             | EC               | CORP              | CN        |       14800 | NS      | $10499.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CNH Industrial NV                                 | CNH Industrial NV                                                               | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | GB        |       19544 | NS      | $180195.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                 | SWOP IRS EUR                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |    11645000 | OU      | $1049.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deluxe Corp                                       | Deluxe Corp                                                                     | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |       73400 | NS      | $1639022.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cia de Minas Buenaventura SAA                     | Cia de Minas Buenaventura SAA                                                   | CUSIP: 204448104<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | EC               | CORP              | PE        |        7777 | NS      | $216433.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                          | Diversified Healthcare Trust                                                    | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1245000 | PA      | $1088936.82    | 0.01%             | 2031-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NetEase Inc                                       | NetEase Inc                                                                     | CUSIP: 000000000<br>LEI: 5299004AF4DSJDB0PA32 | Long             | EC               | CORP              | CN        |       22900 | NS      | $630326.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Connecticut Avenue Securities Trust 2022-R01                                    | CUSIP: 20754LAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $509404.45     | 0.00%             | 2041-12-25      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| UNI MEDICAL                                       | Genertec Universal Medical Group Co Ltd                                         | CUSIP: 000000000<br>LEI: 2549007JDMSRWFODDQ05 | Long             | EC               | CORP              | CN        |       90500 | NS      | $69204.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BULGARIAN ENERGY HLD                              | Bulgarian Energy Holding EAD                                                    | CUSIP: 000000000<br>LEI: 635400E1RWKJXPSBCV07 | Long             | DBT              | CORP              | BG        |      200000 | PA      | $234450.05     | 0.00%             | 2030-06-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Winnebago Industries Inc                          | Winnebago Industries Inc                                                        | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |       15900 | NS      | $644268.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kforce Inc                                        | Kforce Inc                                                                      | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |        3000 | NS      | $92760.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc                                      | Evercore Inc                                                                    | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |         818 | NS      | $278324.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | CDS REPUBLIC OF SOUTH AFRICA                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-24800.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                             | Northrop Grumman Corp                                                           | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       48189 | NS      | $27477849.69   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CIVITAS RESOURCES INC                             | Civitas Resources Inc                                                           | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103131.68     | 0.00%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORPORATION                               | Fortive Corp                                                                    | CUSIP: 34959JAM0<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1559596.07    | 0.01%             | 2029-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Firefly Aerospace Inc                             | Firefly Aerospace Inc                                                           | CUSIP: 31816X106<br>LEI: 529900JPYLDP30163X55 | Long             | EC               | CORP              | US        |        1225 | NS      | $27403.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Intel Corp                                        | Intel Corp                                                                      | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      467888 | NS      | $17265067.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc                      | Bread Financial Holdings Inc                                                    | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |       22000 | NS      | $1628660.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMOND SPORTS GRP LLC- WARRANTS                  | DIAMOND SPORTS GRP LLC- WARRANTS                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       65902 | NS      | $0.66          | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield                         | Unibail-Rodamco-Westfield                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       28505 | NS      | $3099830.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| State Bank of India                               | State Bank of India                                                             | CUSIP: 000000000<br>LEI: 5493001JZ37UBBZF6L49 | Long             | EC               | CORP              | IN        |        5141 | NS      | $56237.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                    | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |         400 | NS      | $762344.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNY Capital Markets, LLC                          | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: VJW2DOOHGDT6PR0ZRO63 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-123481.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                     | Medtronic Inc                                                                   | CUSIP: 585055BV7<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $3257264.86    | 0.02%             | 2029-10-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Moneta Money Bank AS                              | Moneta Money Bank AS                                                            | CUSIP: 000000000<br>LEI: I6USJ58BDV2BO5KP3C31 | Long             | EC               | CORP              | CZ        |       14099 | NS      | $132499.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HYBE Co Ltd                                       | HYBE Co Ltd                                                                     | CUSIP: 000000000<br>LEI: 988400NYDQI538IJ3K23 | Long             | EC               | CORP              | KR        |        1049 | NS      | $240001.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Monday.com Ltd                                    | Monday.com Ltd                                                                  | CUSIP: 000000000<br>LEI: 984500MDAFVD86E3B328 | Long             | EC               | CORP              | IL        |        9000 | NS      | $1328040.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2021-FCMT                                 | CUSIP: 95003EAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      200000 | PA      | $199664.76     | 0.00%             | 2031-05-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                  | GREYWOLF CLO VII Ltd                                                            | CUSIP: 39809AAA6<br>LEI: 5493005EEKUYF0Q6Z361 | Long             | ABS-CBDO         | CORP              | KY        |     1163148 | PA      | $1163136.98    | 0.01%             | 2031-10-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     4770000 | PA      | $4886183.88    | 0.04%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| iShares Russell 1000 Value ETF                    | iShares Russell 1000 Value ETF                                                  | CUSIP: 464287598<br>LEI: 549300KLSYN5NN4YNM90 | Long             | EC               | RF                | US        |       30000 | NS      | $6310200.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Brambles Ltd                                      | Brambles Ltd                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      251899 | NS      | $3846577.85    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                  | Puget Energy Inc                                                                | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     1515000 | PA      | $1483726.40    | 0.01%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF COTE D'IVOIRE                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $33001.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2021-FCMT                                 | CUSIP: 95003EAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      300000 | PA      | $299485.08     | 0.00%             | 2031-05-15      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                       | Novartis AG                                                                     | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |      157210 | NS      | $21662908.25   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                 | Post Holdings Inc                                                               | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |        1133 | NS      | $112223.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp                                     | Materion Corp                                                                   | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |        4800 | NS      | $596736.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BECTON DICKINSON & CO                             | Becton Dickinson & Co                                                           | CUSIP: 075887CV9<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1316926.05    | 0.01%             | 2032-06-07      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Barrow Hanley CLO I Ltd                           | Barrow Hanley CLO I Ltd                                                         | CUSIP: 068751AN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3500000 | PA      | $3513590.50    | 0.03%             | 2038-01-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                          | eBay Inc                                                                        | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       52542 | NS      | $4576408.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                                | Walt Disney Co/The                                                              | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      396616 | NS      | $45123002.32   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma PLC                                | Royalty Pharma PLC                                                              | CUSIP: 000000000<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | US        |        8373 | NS      | $323532.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jarir Marketing Co                                | Jarir Marketing Co                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |       26439 | NS      | $90082.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | CDS CHINA DEVELOPMENT BANK                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-33040.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Yang Ming Marine Transport Cor                    | Yang Ming Marine Transport Corp                                                 | CUSIP: 000000000<br>LEI: 254900WG2ACWNVSP6E13 | Long             | EC               | CORP              | TW        |       50000 | NS      | $88410.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Blackstone Inc                                    | Blackstone Inc                                                                  | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |       11120 | NS      | $1714036.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                           | Marathon Petroleum Corp                                                         | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |        6690 | NS      | $1087994.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | Deutsche Bank AG                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |      171345 | NS      | $6603488.50    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                     | UniCredit SpA                                                                   | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |      109784 | NS      | $9093046.67    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Wynn Resorts Ltd                                  | Wynn Resorts Ltd                                                                | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |        1835 | NS      | $220805.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc                     | Dime Community Bancshares Inc                                                   | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       12900 | NS      | $388161.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokio Marine Holdings Inc                         | Tokio Marine Holdings Inc                                                       | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |       66600 | NS      | $2461942.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                               | PayPal Holdings Inc                                                             | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |       73216 | NS      | $4274350.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ANDORRA INTERNATIONAL BD                          | Andorra International Bond                                                      | CUSIP: 000000000<br>LEI: 549300ZPD490G9UI0A49 | Long             | DBT              | NUSS              | AD        |     1000000 | PA      | $1052336.01    | 0.01%             | 2031-05-06      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/MXN FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2851.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                             | Civitas Resources Inc                                                           | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      525000 | PA      | $549768.91     | 0.00%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA Inc                               | DENTSPLY SIRONA Inc                                                             | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |       11648 | NS      | $133136.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient PLC                                        | Adient PLC                                                                      | CUSIP: 000000000<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | US        |       31800 | NS      | $609606.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CRISPR Therapeutics AG                            | CRISPR Therapeutics AG                                                          | CUSIP: 000000000<br>LEI: 506700O6IRRIQLT3W370 | Long             | EC               | CORP              | CH        |        1800 | NS      | $94392.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc                                       | Genesco Inc                                                                     | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |        3500 | NS      | $86695.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    13980000 | PA      | $12850678.13   | 0.09%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fufeng Group Ltd                                  | Fufeng Group Ltd                                                                | CUSIP: 000000000<br>LEI: 549300OQ91X6COVM4483 | Long             | EC               | CORP              | CN        |       14000 | NS      | $14209.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK Inc                                         | ONEOK Inc                                                                       | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |       13622 | NS      | $1001217.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Highwoods Properties Inc                          | Highwoods Properties Inc                                                        | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |        2479 | NS      | $64007.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Group Corp                               | SoftBank Group Corp                                                             | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |      296840 | NS      | $8327352.58    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS KINGDOM OF SAUDI ARABIA                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-34010.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                     | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |        5761 | NS      | $4446743.07    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Holding P                    | Sensata Technologies Holding PLC                                                | CUSIP: 000000000<br>LEI: 529900MS7KFYCY9MS037 | Long             | EC               | CORP              | US        |       79928 | NS      | $2660803.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      335000 | PA      | $122372.35     | 0.00%             | 2045-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                    | NRG Energy Inc                                                                  | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       42085 | NS      | $6701615.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies Holdings Inc                    | SS&C Technologies Holdings Inc                                                  | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |        4647 | NS      | $406240.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc                     | Old Dominion Freight Line Inc                                                   | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |        3720 | NS      | $583296.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| General Motors Co                                 | General Motors Co                                                               | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      319670 | NS      | $25995564.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                                      | Sanmina Corp                                                                    | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |        3300 | NS      | $495231.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastighets AB Balder                              | Fastighets AB Balder                                                            | CUSIP: 000000000<br>LEI: 549300GHKJCEZOAEUU82 | Long             | EC               | CORP              | SE        |       44872 | NS      | $331214.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2021-FCMT                                 | CUSIP: 95003EAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      300000 | PA      | $299508.69     | 0.00%             | 2031-05-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-16865.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                             | Freedom Mortgage Holdings LLC                                                   | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      490000 | PA      | $516945.70     | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                 | ONEOK Partners LP                                                               | CUSIP: 68268NAD5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |      745000 | PA      | $823822.89     | 0.01%             | 2037-10-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                             | Civitas Resources Inc                                                           | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      455000 | PA      | $472308.20     | 0.00%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| Standard Bank Group Ltd                           | Standard Bank Group Ltd                                                         | CUSIP: 000000000<br>LEI: 2549003PEZXUT7MDBU41 | Long             | EC               | CORP              | ZA        |       45920 | NS      | $805459.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                       | SNCF Reseau                                                                     | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $455591.55     | 0.00%             | 2037-05-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Otter Tail Corp                                   | Otter Tail Corp                                                                 | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11200 | NS      | $905072.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nedbank Group Ltd                                 | Nedbank Group Ltd                                                               | CUSIP: 000000000<br>LEI: 3789009E42FA3CB31065 | Long             | EC               | CORP              | ZA        |       79740 | NS      | $1282099.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Capital Management                       | RCKT Mortgage Trust 2024-CES3                                                   | CUSIP: 74942AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1225568 | PA      | $1243770.75    | 0.01%             | 2044-05-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                         | Airbus SE                                                                       | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | FR        |       63824 | NS      | $14821463.75   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                | Honda Motor Co Ltd                                                              | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |      506300 | NS      | $4969169.07    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-72695.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |     7650000 | OU      | $6.26          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                            | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BX9<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     1100000 | PA      | $1140542.37    | 0.01%             | 2035-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                     | Kroger Co/The                                                                   | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      126527 | NS      | $7905406.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Tenaris SA                                        | Tenaris SA                                                                      | CUSIP: 000000000<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |       94736 | NS      | $1828012.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Diageo PLC                                        | Diageo PLC                                                                      | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |       76995 | NS      | $1659081.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      810000 | PA      | $815568.75     | 0.01%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BankUnited Inc                                    | BankUnited Inc                                                                  | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |       40200 | NS      | $1791714.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corp of Flori                    | Seacoast Banking Corp of Florida                                                | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |       18400 | NS      | $578128.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                                 | Post Holdings Inc                                                               | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     1147000 | PA      | $1087306.36    | 0.01%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| M3 Inc                                            | M3 Inc                                                                          | CUSIP: 000000000<br>LEI: 3538001UOKRWIODYM055 | Long             | EC               | CORP              | JP        |       16500 | NS      | $221971.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CCC Intelligent Solutions Hold                    | CCC Intelligent Solutions Holdings Inc                                          | CUSIP: 12510Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11267 | NS      | $89572.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-13497.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SBI Holdings Inc                                  | SBI Holdings Inc                                                                | CUSIP: 000000000<br>LEI: 353800L6LMHYIPSMRQ17 | Long             | EC               | CORP              | JP        |       82300 | NS      | $1773565.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                   | Caterpillar Inc                                                                 | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       45757 | NS      | $26212812.59   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Co Inc                                       | Trex Co Inc                                                                     | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1660 | NS      | $58232.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingTree Inc                                   | LendingTree Inc                                                                 | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |        3063 | NS      | $162614.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PGE Polska Grupa Energetyczna                     | PGE Polska Grupa Energetyczna SA                                                | CUSIP: 000000000<br>LEI: 259400MP9VXR0E69MJ89 | Long             | EC               | CORP              | PL        |      227328 | NS      | $555581.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                           | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl    | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      940000 | PA      | $924114.00     | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Webster Financial Corp                            | Webster Financial Corp                                                          | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |        3699 | NS      | $232815.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle Malaysia Bhd                               | Nestle Malaysia Bhd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |        3800 | NS      | $106752.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                                | Analog Devices Inc                                                              | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       71875 | NS      | $19492500.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp                                   | Sealed Air Corp                                                                 | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |        2900 | NS      | $120147.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS NOMURA HOLDINGS INC                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $2238.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                    | BBCMS Mortgage Trust 2025-5C34                                                  | CUSIP: 07337BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1600000 | PA      | $1675118.88    | 0.01%             | 2058-05-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Exact Sciences Corp                               | Exact Sciences Corp                                                             | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |        3578 | NS      | $363381.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics Inc                              | PTC Therapeutics Inc                                                            | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |       14600 | NS      | $1109016.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jardine Matheson Holdings Ltd                     | Jardine Matheson Holdings Ltd                                                   | CUSIP: 000000000<br>LEI: 2138009KENVUNWOLPK41 | Long             | EC               | CORP              | HK        |        8400 | NS      | $573260.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                  | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     3210000 | PA      | $3297837.48    | 0.02%             | 2030-11-19      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Range Resources Corp                              | Range Resources Corp                                                            | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |        5282 | NS      | $186243.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                         | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      690000 | PA      | $693513.93     | 0.01%             | 2029-09-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Haleon PLC                                        | Haleon PLC                                                                      | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |      109142 | NS      | $551536.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dow Inc                                           | Dow Inc                                                                         | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |       15576 | NS      | $364166.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries Inc                    | Advanced Energy Industries Inc                                                  | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |        2100 | NS      | $439677.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |   -29520000 | OU      | $-47.24        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MOL Hungarian Oil & Gas PLC                       | MOL Hungarian Oil & Gas PLC                                                     | CUSIP: 000000000<br>LEI: 213800R83KX5FQFGXS67 | Long             | EC               | CORP              | HU        |       67248 | NS      | $602654.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                | BMO 2024-5C6 Mortgage Trust                                                     | CUSIP: 05593QAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3400000 | PA      | $3496494.38    | 0.03%             | 2057-09-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| IFF                                               | International Flavors & Fragrances Inc                                          | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |       41341 | NS      | $2785969.99    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3015000 | PA      | $3026541.80    | 0.02%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mobile Telecommunications Co K                    | Mobile Telecommunications Co KSCP                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KW        |      449761 | NS      | $758368.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc                     | Principal Financial Group Inc                                                   | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |        5062 | NS      | $446519.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marble Point CLO XVIII Ltd                        | Marble Point CLO XVIII Ltd                                                      | CUSIP: 566076BA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    14000000 | PA      | $14001904.00   | 0.10%             | 2038-03-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                       | Netflix Inc                                                                     | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      438084 | NS      | $41074755.84   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Brands PLC                               | Imperial Brands PLC                                                             | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |      121822 | NS      | $5115327.61    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Grou                    | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |      230500 | NS      | $7413206.36    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3363.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB Group PLC                                     | AIB Group PLC                                                                   | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |      543107 | NS      | $5806003.38    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Galp Energia SGPS SA                              | Galp Energia SGPS SA                                                            | CUSIP: 000000000<br>LEI: 2138003319Y7NM75FG53 | Long             | EC               | CORP              | PT        |      134659 | NS      | $2318873.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Endeavour Mining PLC                              | Endeavour Mining PLC                                                            | CUSIP: 000000000<br>LEI: 529900NI5MXQ91GHXR07 | Long             | EC               | CORP              | GB        |       11466 | NS      | $590446.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                            | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 01309QAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      175000 | PA      | $175657.17     | 0.00%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                           | Australia & New Zealand Banking Group Ltd                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     2400000 | PA      | $2939100.36    | 0.02%             | 2033-02-03      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Appian Corp                                       | Appian Corp                                                                     | CUSIP: 03782L101<br>LEI: 529900NIARIFW7HGU386 | Long             | EC               | CORP              | US        |       43300 | NS      | $1533686.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shin-Etsu Chemical Co Ltd                         | Shin-Etsu Chemical Co Ltd                                                       | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |       77400 | NS      | $2404133.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Investor AB                                       | Investor AB                                                                     | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |      217873 | NS      | $7764034.76    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                            | Volkswagen International Finance NV                                             | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |     1500000 | PA      | $1764474.66    | 0.01%             | N/A             | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                          | Brookfield Residential Properties Inc / Brookfield Residential US LLC           | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     2000000 | PA      | $1865480.00    | 0.01%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| CHICAGO MERCANTILE EXCHANGE INC.                  | EURO ESTR                                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         165 | NC      | $-1516.36      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Nintendo Co Ltd                                   | Nintendo Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |       95379 | NS      | $6439471.95    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Textron Inc                                       | Textron Inc                                                                     | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |        3915 | NS      | $341270.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper Cos Inc/The                                | Cooper Cos Inc/The                                                              | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |        4400 | NS      | $360624.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                          | BX Commercial Mortgage Trust 2024-PURE                                          | CUSIP: 74625PAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |     1630711 | PA      | $1191051.99    | 0.01%             | 2041-11-15      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3210000 | PA      | $3234576.56    | 0.02%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Tarsus Pharmaceuticals Inc                        | Tarsus Pharmaceuticals Inc                                                      | CUSIP: 87650L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6159 | NS      | $504298.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                          | Agence Francaise de Developpement EPIC                                          | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |     1300000 | PA      | $1398782.83    | 0.01%             | 2029-06-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Komatsu Ltd                                       | Komatsu Ltd                                                                     | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |       58300 | NS      | $1850002.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                            | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      125000 | PA      | $126470.09     | 0.00%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Phoenix Financial Ltd                             | Phoenix Financial Ltd                                                           | CUSIP: 000000000<br>LEI: 254900IUA68QTCFYHE30 | Long             | EC               | CORP              | IL        |       16825 | NS      | $695866.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | SWOP CDS CDX.NA.IG.45.V1                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |   -71920000 | OU      | $-4231.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                  | Novo Nordisk A/S                                                                | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      199951 | NS      | $10141210.56   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Cavco Industries Inc                              | Cavco Industries Inc                                                            | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         300 | NS      | $177222.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aluminum Corp of China Ltd                        | Aluminum Corp of China Ltd                                                      | CUSIP: 000000000<br>LEI: 529900TKZUWQLIQN6T48 | Long             | EC               | CORP              | CN        |      402000 | NS      | $629311.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834LX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6695000 | PA      | $2904156.75    | 0.02%             | 2042-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                                            | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      535000 | PA      | $513031.43     | 0.00%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Progyny Inc                                       | Progyny Inc                                                                     | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       16800 | NS      | $431424.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International Inc                           | WESCO International Inc                                                         | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |       26827 | NS      | $6562957.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| GEN DIGITAL INC                                   | Gen Digital Inc                                                                 | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      350000 | PA      | $360611.61     | 0.00%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                 | State Street Corp                                                               | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |        6198 | NS      | $799603.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Greywolf CLO Ltd                                  | Greywolf CLO II Ltd                                                             | CUSIP: 398079AW3<br>LEI: 549300DX0ZYWEZ6TY764 | Long             | ABS-CBDO         | CORP              | KY        |    10000000 | PA      | $10003984.00   | 0.07%             | 2034-04-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company               | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-41973.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                          | Brookfield Residential Properties Inc / Brookfield Residential US LLC           | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1200000 | PA      | $1156944.00    | 0.01%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Enact Holdings Inc                                | Enact Holdings Inc                                                              | CUSIP: 29249E109<br>LEI: 9845003CA5664B741N19 | Long             | EC               | CORP              | US        |       39500 | NS      | $1565780.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      230000 | PA      | $231725.00     | 0.00%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BYD Co Ltd                                        | BYD Co Ltd                                                                      | CUSIP: 000000000<br>LEI: 5299005557VL7ULJ7A69 | Long             | EC               | CORP              | CN        |       83898 | NS      | $1025297.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Life Time Group Holdings Inc                      | Life Time Group Holdings Inc                                                    | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       31300 | NS      | $831954.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp                                  | LendingClub Corp                                                                | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |        8100 | NS      | $153414.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications Inc                                                      | CUSIP: 92343VGA6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      465000 | PA      | $283438.09     | 0.00%             | 2051-03-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| American Water Works Co Inc                       | American Water Works Co Inc                                                     | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |        4259 | NS      | $555799.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Interface Inc                                     | Interface Inc                                                                   | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |       42700 | NS      | $1192184.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers Inc                                 | Toll Brothers Inc                                                               | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |       43468 | NS      | $5877742.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | CHF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-803.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW GOLD INC                                      | New Gold Inc                                                                    | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |      370000 | PA      | $391933.60     | 0.00%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fastenal Co                                       | Fastenal Co                                                                     | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |        4384 | NS      | $175929.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                                          | LKQ Corp                                                                        | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |       31354 | NS      | $946890.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NetEase Inc                                       | NetEase Inc                                                                     | CUSIP: 64110W102<br>LEI: 5299004AF4DSJDB0PA32 | Long             | EC               | CORP              | CN        |        1400 | NS      | $192668.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Asustek Computer Inc                              | Asustek Computer Inc                                                            | CUSIP: 000000000<br>LEI: 254900B3WB4OGRB7HM13 | Long             | EC               | CORP              | TW        |       24000 | NS      | $417185.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Transurban Group                                  | Transurban Group                                                                | CUSIP: 000000000<br>LEI: 549300ZR71SUQ4VUTM79 | Long             | EC               | CORP              | AU        |      156455 | NS      | $1480627.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                  | Vmed O2 UK Financing I PLC                                                      | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     1700000 | PA      | $2168346.07    | 0.02%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Exchange Group Inc                          | Japan Exchange Group Inc                                                        | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | Long             | EC               | CORP              | JP        |       21500 | NS      | $229481.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Guardant Health Inc                               | Guardant Health Inc                                                             | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |       19819 | NS      | $2024312.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CQRC BANK                                         | Chongqing Rural Commercial Bank Co Ltd                                          | CUSIP: 000000000<br>LEI: 300300C1126750000027 | Long             | EC               | CORP              | CN        |       31000 | NS      | $24496.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                 | EURO-BOBL                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -141 | NC      | $138061.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix Inc                                       | Nutanix Inc                                                                     | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |        4288 | NS      | $221646.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      565000 | PA      | $594008.86     | 0.00%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| ACCO Brands Corp                                  | ACCO Brands Corp                                                                | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |      186000 | NS      | $693780.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc                            | Boot Barn Holdings Inc                                                          | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |        1740 | NS      | $307057.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MCAFEE CORP                                       | McAfee Corp                                                                     | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |     2150000 | PA      | $1876437.49    | 0.01%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| General Electric Co                               | General Electric Co                                                             | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      181087 | NS      | $55780228.61   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Schindler Holding AG                              | Schindler Holding AG                                                            | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |        1680 | NS      | $594454.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bankinter SA                                      | Bankinter SA                                                                    | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | EC               | CORP              | ES        |       19833 | NS      | $328735.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Appfolio Inc                                      | Appfolio Inc                                                                    | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |        1044 | NS      | $242886.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cemex SAB de CV                                   | Cemex SAB de CV                                                                 | CUSIP: 000000000<br>LEI: 549300RIG2CXWN6IV731 | Long             | EC               | CORP              | MX        |      702200 | NS      | $806413.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | CDS CITIGROUP INC                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $19918.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS SKANDINAVISKA ENSKILDA BANKEN AB                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $21645.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First American Financial Corp                     | First American Financial Corp                                                   | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |        2432 | NS      | $149422.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nice Ltd                                          | Nice Ltd                                                                        | CUSIP: 000000000<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |       18995 | NS      | $2147137.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Thales SA                                         | Thales SA                                                                       | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |        4239 | NS      | $1143537.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                    | Bpifrance SACA                                                                  | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |     1700000 | PA      | $1972176.15    | 0.01%             | 2034-05-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                      | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |       20800 | NS      | $646157.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VeriSign Inc                                      | VeriSign Inc                                                                    | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |        1826 | NS      | $443626.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Acceptance Corp                            | Credit Acceptance Corp                                                          | CUSIP: 225310101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          34 | NS      | $15077.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4055000 | PA      | $3990056.64    | 0.03%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Sandisk Corp/DE                                   | Sandisk Corp/DE                                                                 | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       21716 | NS      | $5154944.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                             | Dell Technologies Inc                                                           | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |       79973 | NS      | $10067001.24   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS FEDERATIVE REPUBLIC OF BRAZIL                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $37495.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rheinmetall AG                                    | Rheinmetall AG                                                                  | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |        4124 | NS      | $7523804.03    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                    | Eskom Holdings                                                                  | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     5600000 | PA      | $5792500.00    | 0.04%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Rayonier Inc                                      | Rayonier Inc                                                                    | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |        3742 | NS      | $81014.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin BSP Realty Trust Inc                     | Franklin BSP Realty Trust Inc                                                   | CUSIP: 35243J101<br>LEI: 549300LH3QNZK9Y1KC93 | Long             | EC               | CORP              | US        |       43200 | NS      | $433296.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp International/US                     | Service Corp International/US                                                   | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |        3089 | NS      | $240849.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co Inc                      | Simpson Manufacturing Co Inc                                                    | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |         840 | NS      | $135634.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Oncology Inc                                 | Kura Oncology Inc                                                               | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |       15600 | NS      | $162084.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evonik Industries AG                              | Evonik Industries AG                                                            | CUSIP: 000000000<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | EC               | CORP              | DE        |       58934 | NS      | $919729.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mueller Water Products Inc                        | Mueller Water Products Inc                                                      | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |        9600 | NS      | $228672.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Inc                                | Domino's Pizza Inc                                                              | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |         926 | NS      | $385975.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                     | CDS SULTANATE OF OMAN                                                           | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-7339.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Muthoot Finance Ltd                               | Muthoot Finance Ltd                                                             | CUSIP: 000000000<br>LEI: 335800HAMJMBFL4RRF02 | Long             | EC               | CORP              | IN        |        5392 | NS      | $228706.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vornado Realty Trust                              | Vornado Realty Trust                                                            | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4429 | NS      | $147397.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gecina SA                                         | Gecina SA                                                                       | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | EC               | CORP              | FR        |       19056 | NS      | $1809798.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MarketAxess Holdings Inc                          | MarketAxess Holdings Inc                                                        | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |         850 | NS      | $154062.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Monument CLO                                      | Monument Clo 1 DAC                                                              | CUSIP: 000000000<br>LEI: 254900PSVC5Y0GWN0R36 | Long             | ABS-CBDO         | CORP              | IE        |    20000000 | PA      | $23558879.49   | 0.17%             | 2037-05-15      | Floating      | 3.65%                 | No            |                  2 | On Loan: No      |
| SAP SE                                            | SAP SE                                                                          | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |       58058 | NS      | $14106267.00   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Unity Bancorp Inc                                 | Unity Bancorp Inc                                                               | CUSIP: 913290102<br>LEI: 549300Q90ZRNUR65PL93 | Long             | EC               | CORP              | US        |        1800 | NS      | $93096.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Galaxy Entertainment Group Ltd                    | Galaxy Entertainment Group Ltd                                                  | CUSIP: 000000000<br>LEI: 549300ZSEBV3HR826S10 | Long             | EC               | CORP              | HK        |      361000 | NS      | $1780025.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                | Ingersoll Rand Inc                                                              | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |        8818 | NS      | $698561.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trus                    | Federal Realty Investment Trust                                                 | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               | CORP              | US        |        1900 | NS      | $191520.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/NZD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1080.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Salesforce Inc                                    | Salesforce Inc                                                                  | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       67725 | NS      | $17941029.75   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| VIKING CRUISES LTD                                | Viking Cruises Ltd                                                              | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      295000 | PA      | $298973.65     | 0.00%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JD Health International Inc                       | JD Health International Inc                                                     | CUSIP: 000000000<br>LEI: 254900OM3MAXYK8PCC84 | Long             | EC               | CORP              | CN        |      119395 | NS      | $855079.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Copper Corp                              | Southern Copper Corp                                                            | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |        5598 | NS      | $803145.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| NVR Inc                                           | NVR Inc                                                                         | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |          61 | NS      | $444858.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT TERMINAL MALTA                           | Freeport Terminal Malta PLC                                                     | CUSIP: 356834AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | MT        |     1800000 | PA      | $1891786.10    | 0.01%             | 2028-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Cullen/Frost Bankers Inc                          | Cullen/Frost Bankers Inc                                                        | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |        1319 | NS      | $167024.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Live Holdings Inc                         | Liberty Live Holdings Inc                                                       | CUSIP: 530909100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         495 | NS      | $40342.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd                           | G-III Apparel Group Ltd                                                         | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |        7908 | NS      | $229015.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gulfport Energy Corp                              | Gulfport Energy Corp                                                            | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |        3437 | NS      | $714861.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                      | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3867.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                     | CoreWeave Inc                                                                   | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      775000 | PA      | $708124.57     | 0.01%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| Ameren Corp                                       | Ameren Corp                                                                     | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |       62306 | NS      | $6221877.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrim BanCorp Inc                              | Northrim BanCorp Inc                                                            | CUSIP: 666762109<br>LEI: 5493006X7RLLTZ3SG075 | Long             | EC               | CORP              | US        |        3400 | NS      | $90474.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1950000 | PA      | $1921358.28    | 0.01%             | N/A             | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ePlus Inc                                         | ePlus Inc                                                                       | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |        2800 | NS      | $245560.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                        | Unum Group                                                                      | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |        3929 | NS      | $304497.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANA Holdings Inc                                  | ANA Holdings Inc                                                                | CUSIP: 000000000<br>LEI: 5493008IRKIY0G3TE305 | Long             | EC               | CORP              | JP        |       31200 | NS      | $592540.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                   | Gen Digital Inc                                                                 | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      204332 | NS      | $5555787.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Chord Energy Corp                                 | Chord Energy Corp                                                               | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |       10300 | NS      | $954810.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                   | T-Mobile US Inc                                                                 | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |       10353 | NS      | $2102073.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF FRANCE                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-101537.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                              | Chart Industries Inc                                                            | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |      225000 | PA      | $234767.18     | 0.00%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United Natural Foods Inc                          | United Natural Foods Inc                                                        | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |        9765 | NS      | $328787.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrick Mining Corp                               | Barrick Mining Corp                                                             | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |       16000 | NS      | $696980.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui Fudosan Accommodations                     | Mitsui Fudosan Accommodations Fund Inc                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |         475 | NS      | $407271.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATI Inc                                           | ATI Inc                                                                         | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |       86895 | NS      | $9972070.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UNUM GROUP                                        | Unum Group                                                                      | CUSIP: 91529YAR7<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |      570000 | PA      | $431841.27     | 0.00%             | 2051-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Lens Technology Co Ltd                            | Lens Technology Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       63528 | NS      | $275578.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GCI Liberty Inc                                   | GCI Liberty Inc                                                                 | CUSIP: 36164V800<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         406 | NS      | $15107.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BUONI POLIENNALI DEL TES                          | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      336000 | PA      | $424884.81     | 0.00%             | 2033-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                           | Cboe Global Markets Inc                                                         | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |        2294 | NS      | $575794.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | US 10YR NOTE (CBT)                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        1183 | NC      | $-684920.20    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                            | T Rowe Price Group Inc                                                          | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |       20802 | NS      | $2129708.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| NerdWallet Inc                                    | NerdWallet Inc                                                                  | CUSIP: 64082B102<br>LEI: 254900FJ2Y4SH71DJ379 | Long             | EC               | CORP              | US        |       62900 | NS      | $852295.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp                                 | Agree Realty Corp                                                               | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       13488 | NS      | $971540.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     1170000 | PA      | $1149639.89    | 0.01%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Ulta Beauty Inc                                   | Ulta Beauty Inc                                                                 | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |        6995 | NS      | $4232044.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EG GLOBAL FINANCE PLC                             | EG Global Finance PLC                                                           | CUSIP: 000000000<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $507742.81     | 0.00%             | 2028-11-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Commerce Bancshares Inc/MO                        | Commerce Bancshares Inc/MO                                                      | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2887 | NS      | $151105.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IES Holdings Inc                                  | IES Holdings Inc                                                                | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |        3000 | NS      | $1167060.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Starbucks Corp                                    | Starbucks Corp                                                                  | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |       21475 | NS      | $1808409.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pearson PLC                                       | Pearson PLC                                                                     | CUSIP: 000000000<br>LEI: 2138004JBXWWJKIURC57 | Long             | EC               | CORP              | GB        |       90298 | NS      | $1276726.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | S&P 500 INDEX                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          75 | NC      | $16672788.66   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                           | Marathon Petroleum Corp                                                         | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1437651.12    | 0.01%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                  | French Republic Government Bond OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1750000 | PA      | $1539196.66    | 0.01%             | 2038-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| City Developments Ltd                             | City Developments Ltd                                                           | CUSIP: 000000000<br>LEI: 254900BPLPJS0RJ72373 | Long             | EC               | CORP              | SG        |       49400 | NS      | $307268.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                           | Bank of Nova Scotia/The                                                         | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |        8600 | NS      | $634277.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BULGARIA                                          | Bulgaria Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |     3000000 | PA      | $3693643.14    | 0.03%             | 2029-09-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Kontoor Brands Inc                                | Kontoor Brands Inc                                                              | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |       18901 | NS      | $1154662.09    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Expeditors International of Wa                    | Expeditors International of Washington Inc                                      | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |        2868 | NS      | $427360.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                        | AbbVie Inc                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      161711 | NS      | $36949346.39   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| Chipotle Mexican Grill Inc                        | Chipotle Mexican Grill Inc                                                      | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |      102900 | NS      | $3807300.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     4890000 | PA      | $4532768.39    | 0.03%             | 2033-01-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | S&P 500 INDEX                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          49 | NC      | $9452131.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    15140000 | PA      | $15563446.88   | 0.11%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mahindra & Mahindra Ltd                           | Mahindra & Mahindra Ltd                                                         | CUSIP: 000000000<br>LEI: 3358003B573EV4KB4Z02 | Long             | EC               | CORP              | IN        |       39024 | NS      | $1611654.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lonza Group AG                                    | Lonza Group AG                                                                  | CUSIP: 000000000<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |        7005 | NS      | $4722910.53    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Lazard Inc                                        | Lazard Inc                                                                      | CUSIP: 52110M109<br>LEI: 254900RIBCDJSUFG1A11 | Long             | EC               | CORP              | US        |        1117 | NS      | $54241.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Polska Kasa Opieki SA                        | Bank Polska Kasa Opieki SA                                                      | CUSIP: 000000000<br>LEI: 5493000LKS7B3UTF7H35 | Long             | EC               | CORP              | PL        |         358 | NS      | $20306.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stockland                                         | Stockland                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      725560 | NS      | $2766351.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ARC Resources Ltd                                 | ARC Resources Ltd                                                               | CUSIP: 00208D408<br>LEI: 5493000OCGNQZEVTDT08 | Long             | EC               | CORP              | CA        |       40832 | NS      | $766036.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Techtronic Industries Co Ltd                      | Techtronic Industries Co Ltd                                                    | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |       26000 | NS      | $299081.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lennar Corp                                       | Lennar Corp                                                                     | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |        4695 | NS      | $482646.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Accton Technology Corp                            | Accton Technology Corp                                                          | CUSIP: 000000000<br>LEI: 529900M1YRZ0GWMDF920 | Long             | EC               | CORP              | TW        |       17000 | NS      | $641528.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | US 2YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         332 | NC      | $-40132.09     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| China Life Insurance Co Ltd                       | China Life Insurance Co Ltd                                                     | CUSIP: 000000000<br>LEI: 549300J6TFLDXGH6S048 | Long             | EC               | CORP              | CN        |        9000 | NS      | $31814.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Surgutneftegas PAO                                | Surgutneftegas PAO                                                              | CUSIP: 000000000<br>LEI: 2138002GZLU65FRAC894 | Long             | EC               | CORP              | RU        |       55200 | NS      | $0.07          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Interactive Brokers Group Inc                     | Interactive Brokers Group Inc                                                   | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |        8904 | NS      | $572616.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corp/WA                        | Heritage Financial Corp/WA                                                      | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       16464 | NS      | $389373.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GEA Group AG                                      | GEA Group AG                                                                    | CUSIP: 000000000<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |       22411 | NS      | $1514585.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rivian Automotive Inc                             | Rivian Automotive Inc                                                           | CUSIP: 76954A103<br>LEI: 25490004LNKJ84MFYY24 | Long             | EC               | CORP              | US        |       17191 | NS      | $338834.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| El Pollo Loco Holdings Inc                        | El Pollo Loco Holdings Inc                                                      | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |       51600 | NS      | $539736.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE TELECOMMUNICAT                          | Singapore Telecommunications Ltd                                                | CUSIP: 82929RAC0<br>LEI: 2549003XJKIQO8YDYD89 | Long             | DBT              | CORP              | SG        |      200000 | PA      | $232824.00     | 0.00%             | 2031-12-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ROCKWOOL A/S                                      | ROCKWOOL A/S                                                                    | CUSIP: 000000000<br>LEI: 213800QRC7LNX935OZ09 | Long             | EC               | CORP              | DK        |       64696 | NS      | $2273021.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                               | Fifth Third Bancorp                                                             | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |       14532 | NS      | $680242.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GOLDMAN SACHS INTERNATIONAL                       | CDS BARCLAYS PLC                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $18133.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | US 5YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        3029 | NC      | $-925559.25    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                          | Slovakia Government Bond                                                        | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      633000 | PA      | $619949.00     | 0.00%             | 2037-03-09      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                             | Chile Electricity Lux Mpc II Sarl                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      493640 | PA      | $508143.16     | 0.00%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                            | Boston Scientific Corp                                                          | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      194468 | NS      | $18542523.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF PANAMA                                | Panama Government International Bond                                            | CUSIP: 698299AT1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      600000 | PA      | $687000.00     | 0.01%             | 2034-04-28      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Cable One Inc                                     | Cable One Inc                                                                   | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |        1200 | NS      | $135420.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elbit Systems Ltd                                 | Elbit Systems Ltd                                                               | CUSIP: 000000000<br>LEI: 529900Q9CB1REUMZSS32 | Long             | EC               | CORP              | IL        |        1426 | NS      | $818703.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Terumo Corp                                       | Terumo Corp                                                                     | CUSIP: 000000000<br>LEI: 353800JX1R4582QVK932 | Long             | EC               | CORP              | JP        |       79300 | NS      | $1152639.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Compal Electronics Inc                            | Compal Electronics Inc                                                          | CUSIP: 000000000<br>LEI: 529900ZPKWFDL21LW166 | Long             | EC               | CORP              | TW        |      315000 | NS      | $304276.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834MD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9560000 | PA      | $4084616.34    | 0.03%             | 2043-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Amkor Technology Inc                              | Amkor Technology Inc                                                            | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |        2120 | NS      | $83697.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | S&P500 EMINI                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |          -2 | NC      | $-3894.42      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank Leumi Le-Israel BM                           | Bank Leumi Le-Israel BM                                                         | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |      149998 | NS      | $3305611.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FormFactor Inc                                    | FormFactor Inc                                                                  | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |       13400 | NS      | $747452.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF LATVIA                                | Latvia Government International Bond                                            | CUSIP: 000000000<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |     1239000 | PA      | $1431596.22    | 0.01%             | 2026-10-07      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ZEGONA HOLDCO LTD                                 | ZEGONA HOLDCO LTD                                                               | CUSIP: 000000000<br>LEI: 213800UXDFOAHVOOVX08 | Long             | LON              | CORP              | GB        |     6200000 | PA      | $7320849.64    | 0.05%             | 2029-07-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                            | WESCO Distribution Inc                                                          | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      380000 | PA      | $397980.76     | 0.00%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                   | Dollar Tree Inc                                                                 | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |       15932 | NS      | $1959795.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MMG Ltd                                           | MMG Ltd                                                                         | CUSIP: 000000000<br>LEI: 529900XB5IQXFMSWEC48 | Long             | EC               | CORP              | AU        |       48000 | NS      | $54233.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eldorado Gold Corp                                | Eldorado Gold Corp                                                              | CUSIP: 284902509<br>LEI: 5493004PWQ01YDD1IH62 | Long             | EC               | CORP              | CA        |       36938 | NS      | $1326812.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Bank5                                             | BANK5 2024-5YR8                                                                 | CUSIP: 065923AY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1445000 | PA      | $1513339.25    | 0.01%             | 2057-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Red Violet Inc                                    | Red Violet Inc                                                                  | CUSIP: 75704L104<br>LEI: 549300T4EGADG881UU63 | Long             | EC               | CORP              | US        |        3800 | NS      | $216410.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | S&P 500 INDEX                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          46 | NC      | $8873429.10    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Lithia Motors Inc                                 | Lithia Motors Inc                                                               | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |         507 | NS      | $168491.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                       | MetLife Inc                                                                     | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      299000 | NS      | $23603060.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                                | Kraft Heinz Co/The                                                              | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |       18719 | NS      | $453935.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shopify Inc                                       | Shopify Inc                                                                     | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |      144655 | NS      | $23285115.35   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Snam SpA                                          | Snam SpA                                                                        | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | EC               | CORP              | IT        |      722296 | NS      | $4799565.49    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharti Airtel Ltd                                 | Bharti Airtel Ltd                                                               | CUSIP: 000000000<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | EC               | CORP              | IN        |       26078 | NS      | $612089.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Kasei Corp                                  | Asahi Kasei Corp                                                                | CUSIP: 000000000<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |      511800 | NS      | $4549261.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                     | Goodyear Tire & Rubber Co/The                                                   | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |       14400 | NS      | $126144.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Abu Dhabi Bank PJSC                         | First Abu Dhabi Bank PJSC                                                       | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | EC               | CORP              | AE        |        5541 | NS      | $26307.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                               | Axon Enterprise Inc                                                             | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |        8550 | NS      | $4855801.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | EUR CALL VERSUS CZK PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     1285000 | NC      | $0.03          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Evergy Inc                                        | Evergy Inc                                                                      | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |        5036 | NS      | $365059.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                         | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |       60000 | PA      | $53638.45      | 0.00%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GENERALITAT DE VALENCIA                           | Autonomous Community of Valencia Spain                                          | CUSIP: 000000000<br>LEI: 959800JTH4A3B38MJ379 | Long             | DBT              | NUSS              | ES        |     1400000 | PA      | $1721078.05    | 0.01%             | 2027-06-10      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                        | Vonovia SE                                                                      | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | EC               | CORP              | DE        |      128612 | NS      | $3701372.40    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2022-DNA4                                         | CUSIP: 35564KWT2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-MBS          | CORP              | US        |      200000 | PA      | $206376.00     | 0.00%             | 2042-05-25      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Bridgestone Corp                                  | Bridgestone Corp                                                                | CUSIP: 000000000<br>LEI: 549300DHPOF90OYYD780 | Long             | EC               | CORP              | JP        |       88800 | NS      | $1997936.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| BOEING CO                                         | Boeing Co/The                                                                   | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      655000 | PA      | $463562.51     | 0.00%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TOPPAN Holdings Inc                               | TOPPAN Holdings Inc                                                             | CUSIP: 890747108<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |       79300 | NS      | $2357327.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                            | WESCO Distribution Inc                                                          | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      515000 | PA      | $532415.29     | 0.00%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Garrett Motion Inc                                | Garrett Motion Inc                                                              | CUSIP: 366505105<br>LEI: 549300LS5WT7EMBNV724 | Long             | EC               | CORP              | CH        |       13000 | NS      | $226590.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD/IDR FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2827.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LondonMetric Property PLC                         | LondonMetric Property PLC                                                       | CUSIP: 000000000<br>LEI: 213800OCERWWPQDURL87 | Long             | EC               | CORP              | GB        |      152564 | NS      | $388954.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                           | Illinois Tool Works Inc                                                         | CUSIP: 452308BB4<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $2148232.69    | 0.02%             | 2028-05-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Simmons First National Corp                       | Simmons First National Corp                                                     | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |       78600 | NS      | $1481610.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Inc                                      | Woodward Inc                                                                    | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |       11662 | NS      | $3525655.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| H World Group Ltd                                 | H World Group Ltd                                                               | CUSIP: 44332N106<br>LEI: 549300Y5ML31FVN83730 | Long             | EC               | CORP              | CN        |        1100 | NS      | $51755.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                                        | NetApp Inc                                                                      | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |        2664 | NS      | $285287.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                 | Barclays Bank PLC                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |    25000000 | PA      | $644356.52     | 0.00%             | 2033-01-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Electric Industries L                    | Sumitomo Electric Industries Ltd                                                | CUSIP: 000000000<br>LEI: 5493005SP87FL5TOS202 | Long             | EC               | CORP              | JP        |       76500 | NS      | $3081212.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834UR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7500000 | PA      | $2295499.32    | 0.02%             | 2049-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bridgebio Pharma Inc                              | Bridgebio Pharma Inc                                                            | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |       22300 | NS      | $1705727.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association             | USD/TRY FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4655.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                           | Rockwell Automation Inc                                                         | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       35544 | NS      | $13829104.08   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie SA                                          | Engie SA                                                                        | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |      230377 | NS      | $6051854.36    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Idemitsu Kosan Co Ltd                             | Idemitsu Kosan Co Ltd                                                           | CUSIP: 000000000<br>LEI: 549300P0R46FF6DUA630 | Long             | EC               | CORP              | JP        |      204400 | NS      | $1547568.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp                                      | Comcast Corp                                                                    | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      724385 | NS      | $21651867.65   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc                               | Cheniere Energy Inc                                                             | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |       60701 | NS      | $11799667.39   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Coeur Mining Inc                                  | Coeur Mining Inc                                                                | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |      124300 | NS      | $2216269.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Industrial Logistics Propertie                    | Industrial Logistics Properties Trust                                           | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               | CORP              | US        |       35200 | NS      | $195008.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS NV                                            | JBS NV                                                                          | CUSIP: 000000000<br>LEI: 254900JSFON4WL81TW77 | Long             | EC               | CORP              | BR        |       55300 | NS      | $797426.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MALTA GOVERNMENT                                  | Malta Government Bond                                                           | CUSIP: 000000000<br>LEI: 549300CZVZYSMSGX6X78 | Long             | DBT              | NUSS              | MT        |     1000000 | PA      | $871857.38     | 0.01%             | 2037-05-13      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                     | Intercontinental Exchange Inc                                                   | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |       31207 | NS      | $5054285.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | SWOP CDS CDX.NA.IG.45.V1                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |   -32910000 | OU      | $-23133.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HELVETIA EUROPE SA                                | Helvetia Europe SA                                                              | CUSIP: 000000000<br>LEI: 549300KW3XYA7W477U50 | Long             | DBT              | CORP              | LU        |     1400000 | PA      | $1550166.36    | 0.01%             | 2041-09-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                    | Canadian Natural Resources Ltd                                                  | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |        2300 | NS      | $77903.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO DISTRIBUTION INC                            | WESCO Distribution Inc                                                          | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      750000 | PA      | $761564.32     | 0.01%             | 2028-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Persistent Systems Ltd                            | Persistent Systems Ltd                                                          | CUSIP: 000000000<br>LEI: 3358006QYD77Z66S1J89 | Long             | EC               | CORP              | IN        |        9082 | NS      | $634052.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Surgutneftegas PAO                                | Surgutneftegas PAO                                                              | CUSIP: 000000000<br>LEI: 2138002GZLU65FRAC894 | Long             | EP               | CORP              | RU        |      144000 | NS      | $0.19          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NOV Inc                                           | NOV Inc                                                                         | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |        8550 | NS      | $133636.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                        | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |        4351 | NS      | $391241.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AGRICUL DEV BANK CHINA                            | Agricultural Development Bank of China                                          | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    19000000 | PA      | $2943126.99    | 0.02%             | 2030-10-27      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                      | Enbridge Inc                                                                    | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |       22914 | NS      | $1096493.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc                          | Agilent Technologies Inc                                                        | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |        6221 | NS      | $846491.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | COP CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | DE        |     1486000 | NC      | $3.47          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FTI Consulting Inc                                | FTI Consulting Inc                                                              | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |         714 | NS      | $121972.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                                   | CMS Energy Corp                                                                 | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      400000 | PA      | $392931.45     | 0.00%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust Inc                          | Digital Realty Trust Inc                                                        | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |       13248 | NS      | $2049598.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Alpha Metallurgical Resources                     | Alpha Metallurgical Resources Inc                                               | CUSIP: 020764106<br>LEI: 254900VEBGZO2PY8R678 | Long             | EC               | CORP              | US        |        2700 | NS      | $539676.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HERC HOLDINGS INC                                 | Herc Holdings Inc                                                               | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      135000 | PA      | $136785.10     | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ZoomInfo Technologies Inc                         | ZoomInfo Technologies Inc                                                       | CUSIP: 98980F104<br>LEI: 2549008GSAHW4UWFEM58 | Long             | EC               | CORP              | US        |        6332 | NS      | $64396.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Panasonic Holdings Corp                           | Panasonic Holdings Corp                                                         | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |      197200 | NS      | $2556508.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TAG Immobilien AG                                 | TAG Immobilien AG                                                               | CUSIP: 000000000<br>LEI: 529900TAE68USJNXLR59 | Long             | EC               | CORP              | DE        |       25967 | NS      | $402172.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wesfarmers Ltd                                    | Wesfarmers Ltd                                                                  | CUSIP: 000000000<br>LEI: 5493003L32ZX9557ST85 | Long             | EC               | CORP              | AU        |        9347 | NS      | $503551.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eternal Ltd                                       | Eternal Ltd                                                                     | CUSIP: 000000000<br>LEI: 335800T4VOF9ETHF8W59 | Long             | EC               | CORP              | IN        |      767624 | NS      | $2378853.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD/PHP FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9162.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Home Equity Asset Trust                           | Home Equity Asset Trust                                                         | CUSIP: 2254W0AH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      351286 | PA      | $349571.05     | 0.00%             | 2033-05-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                            | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |      270000 | PA      | $242606.25     | 0.00%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Rambus Inc                                        | Rambus Inc                                                                      | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |       25800 | NS      | $2370762.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                       | Equinix Inc                                                                     | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |        5045 | NS      | $3865277.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc                          | Lamb Weston Holdings Inc                                                        | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |        2503 | NS      | $104850.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexon Co Ltd                                      | Nexon Co Ltd                                                                    | CUSIP: 000000000<br>LEI: 5299005SFO0GAJFLKN43 | Long             | EC               | CORP              | JP        |       85400 | NS      | $2086022.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Allison Transmission Holdings                     | Allison Transmission Holdings Inc                                               | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |        1580 | NS      | $154682.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                    | BNP Paribas SA                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |       81215 | NS      | $7683510.93    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Chevron Corp                                      | Chevron Corp                                                                    | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      192674 | NS      | $29365444.34   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BELLIS ACQUISITION CO PL                          | Bellis Acquisition Co PLC                                                       | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |     3033000 | PA      | $3461905.63    | 0.03%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/KRW FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $11252.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GRP LLC- CS                        | DIAMOND SPORTS GRP LLC- CS                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       35236 | NS      | $58738.41      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| AppLovin Corp                                     | AppLovin Corp                                                                   | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |       45417 | NS      | $30602882.94   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1240000 | PA      | $441695.85     | 0.00%             | 2046-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                 | National Grid PLC                                                               | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |      351709 | NS      | $5394682.20    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Huron Consulting Group Inc                        | Huron Consulting Group Inc                                                      | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |        3128 | NS      | $540862.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7460000 | PA      | $7503710.94    | 0.05%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PhosAgro PJSC                                     | PhosAgro PJSC                                                                   | CUSIP: 71922G308<br>LEI: 25340053KRUNNYUWF472 | Long             | EC               | CORP              | RU        |           3 | NS      | $0.00          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Check Point Software Technolog                    | Check Point Software Technologies Ltd                                           | CUSIP: 000000000<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | IL        |       12600 | NS      | $2338056.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Microchip Technology Inc                          | Microchip Technology Inc                                                        | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |       11526 | NS      | $734436.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RELX PLC                                          | RELX PLC                                                                        | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |       24226 | NS      | $975988.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |    -7650000 | OU      | $-4896.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | PEN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5795.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Teleperformance SE                                | Teleperformance SE                                                              | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | EC               | CORP              | FR        |       12042 | NS      | $871478.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Extra Space Storage Inc                           | Extra Space Storage Inc                                                         | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5298 | NS      | $689905.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| DISH DBS CORP                                     | DISH DBS Corp                                                                   | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2650000 | PA      | $2354849.41    | 0.02%             | 2029-06-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Floorplan Master O                    | Ford Credit Floorplan Master Owner Trust A                                      | CUSIP: 34528QHV9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |     1700000 | PA      | $1705418.07    | 0.01%             | 2028-05-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| EMIRATES TELECOM GROUP                            | Emirates Telecommunications Group Co PJSC                                       | CUSIP: 000000000<br>LEI: 529900XDPQPWEQ9BGB80 | Long             | DBT              | CORP              | AE        |      900000 | PA      | $889339.65     | 0.01%             | 2033-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                         | Archer-Daniels-Midland Co                                                       | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |       10453 | NS      | $600942.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shinhan Financial Group Co Ltd                    | Shinhan Financial Group Co Ltd                                                  | CUSIP: 000000000<br>LEI: 988400EB8A6G49E5KO54 | Long             | EC               | CORP              | KR        |        3663 | NS      | $195053.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                             | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     2000000 | PA      | $1922086.61    | 0.01%             | 2034-03-23      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Collegium Pharmaceutical Inc                      | Collegium Pharmaceutical Inc                                                    | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |        2600 | NS      | $120380.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HD Hyundai Heavy Industries Co                    | HD Hyundai Heavy Industries Co Ltd                                              | CUSIP: 000000000<br>LEI: 988400CAR8W9URQLGF30 | Long             | EC               | CORP              | KR        |        2185 | NS      | $770101.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                | PLN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9914.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSX Corp                                          | CSX Corp                                                                        | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      388466 | NS      | $14081892.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group I                    | Helix Energy Solutions Group Inc                                                | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |       39500 | NS      | $247665.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Emirates NBD Bank PJSC                            | Emirates NBD Bank PJSC                                                          | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | EC               | CORP              | AE        |        4393 | NS      | $33281.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                          | Standard Industries Inc/NY                                                      | CUSIP: 853496AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1725000 | PA      | $1719599.99    | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                        | Humana Inc                                                                      | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |        2636 | NS      | $675158.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                    | Public Storage                                                                  | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |       33051 | NS      | $8576734.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                                 | Hormel Foods Corp                                                               | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |       37696 | NS      | $893395.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NNN REIT Inc                                      | NNN REIT Inc                                                                    | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |        4186 | NS      | $165891.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Al Rajhi Bank                                     | Al Rajhi Bank                                                                   | CUSIP: 000000000<br>LEI: 558600BQZS4Y1DTU8589 | Long             | EC               | CORP              | SA        |        7866 | NS      | $204320.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                            | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |      575000 | PA      | $567037.48     | 0.00%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/TWD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-54508.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dai-ichi Life Holdings Inc                        | Dai-ichi Life Holdings Inc                                                      | CUSIP: 000000000<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |      193500 | NS      | $1608095.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco BTG Pactual SA                              | Banco BTG Pactual SA                                                            | CUSIP: 000000000<br>LEI: ZXLTQRYIK6IJH3R0IK66 | Long             | EC               | CORP              | BR        |      111885 | NS      | $1071843.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kratos Defense & Security Solu                    | Kratos Defense & Security Solutions Inc                                         | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |        5200 | NS      | $394732.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co                      | Northwest Natural Holding Co                                                    | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |       22100 | NS      | $1032954.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERALITAT DE CATALUNYA                          | Autonomous Community of Catalonia                                               | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $414363.77     | 0.00%             | 2041-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare Inc                                | HCA Healthcare Inc                                                              | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |        2826 | NS      | $1319346.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zijin Mining Group Co Ltd                         | Zijin Mining Group Co Ltd                                                       | CUSIP: 000000000<br>LEI: 836800JRNL2393Z2I561 | Long             | EC               | CORP              | CN        |       36000 | NS      | $164823.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                 | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     8300000 | PA      | $8585579.44    | 0.06%             | 2035-02-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                | BMO 2024-5C3 Mortgage Trust                                                     | CUSIP: 09660QAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      650000 | PA      | $673284.04     | 0.00%             | 2057-02-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Envista Holdings Corp                             | Envista Holdings Corp                                                           | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |        3910 | NS      | $84886.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | ULTRA U.S. TREASURY BOND                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -204 | NC      | $374895.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Maplebear Inc                                     | Maplebear Inc                                                                   | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3871 | NS      | $174117.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Re Ltd                                      | Eagle RE 2023-1 Ltd                                                             | CUSIP: 26982EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |       88156 | PA      | $88281.74      | 0.00%             | 2033-09-26      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Janus International Group Inc                     | Janus International Group Inc                                                   | CUSIP: 47103N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       40900 | NS      | $267486.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IonQ Inc                                          | IonQ Inc                                                                        | CUSIP: 46222L108<br>LEI: 529900RB2VEFGLQS7G28 | Long             | EC               | CORP              | US        |       11000 | NS      | $493570.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Gilead Sciences Inc                               | Gilead Sciences Inc                                                             | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      178624 | NS      | $21924309.76   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Harbin Electric Co Ltd                            | Harbin Electric Co Ltd                                                          | CUSIP: 000000000<br>LEI: 529900QH6Y4U07RU0U61 | Long             | EC               | CORP              | CN        |       10000 | NS      | $21433.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tritax Big Box REIT PLC                           | Tritax Big Box REIT PLC                                                         | CUSIP: 000000000<br>LEI: 213800L6X88MIYPVR714 | Long             | EC               | CORP              | GB        |      261128 | NS      | $533600.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| James Hardie Industries PLC                       | James Hardie Industries PLC                                                     | CUSIP: 000000000<br>LEI: 635400NSGXKTVOO7JU45 | Long             | EC               | CORP              | IE        |        1106 | NS      | $22949.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                                  | Genuine Parts Co                                                                | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |        3046 | NS      | $374536.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADIF ALTA VELOCIDAD                               | Adif Alta Velocidad                                                             | CUSIP: 000000000<br>LEI: 959800D5SDA4R1CG7K10 | Long             | DBT              | NUSS              | ES        |     1100000 | PA      | $1309854.10    | 0.01%             | 2029-05-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | MXN CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |     5960000 | NC      | $10.15         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                 | HSBC Holdings PLC                                                               | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |     1268908 | NS      | $19967461.85   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BPW39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    25603063 | PA      | $27935.50      | 0.00%             | 2026-03-25      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| BOK Financial Corp                                | BOK Financial Corp                                                              | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |         515 | NS      | $61006.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EG GLOBAL FINANCE PLC                             | EG Global Finance PLC                                                           | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $325287.00     | 0.00%             | 2028-11-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Etihad Etisalat Co                                | Etihad Etisalat Co                                                              | CUSIP: 000000000<br>LEI: 2549007BA9ABDE3HVK79 | Long             | EC               | CORP              | SA        |        7370 | NS      | $129493.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CROATIA                                           | Croatia Government International Bond                                           | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |     6100000 | PA      | $6669131.90    | 0.05%             | 2031-06-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Carrefour SA                                      | Carrefour SA                                                                    | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |       86052 | NS      | $1435827.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                          | Ashton Woods USA LLC / Ashton Woods Finance Co                                  | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1075000 | PA      | $1029161.21    | 0.01%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Vail Resorts Inc                                  | Vail Resorts Inc                                                                | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |         152 | NS      | $20185.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11960000 | PA      | $12356175.00   | 0.09%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |     1499000 | NC      | $922.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NCR Voyix Corp                                    | NCR Voyix Corp                                                                  | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |       22800 | NS      | $232560.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nemetschek SE                                     | Nemetschek SE                                                                   | CUSIP: 000000000<br>LEI: 529900R0S2IX1S358J38 | Long             | EC               | CORP              | DE        |        3850 | NS      | $416532.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions                    | Cognizant Technology Solutions Corp                                             | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      213116 | NS      | $17688628.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals Inc                        | ACADIA Pharmaceuticals Inc                                                      | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |       57400 | NS      | $1533154.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH DBS CORP                                     | DISH DBS Corp                                                                   | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      225000 | PA      | $217125.75     | 0.00%             | 2028-07-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                        | Mizuho Financial Group Inc                                                      | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |       50900 | NS      | $1857573.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NewMarket Corp                                    | NewMarket Corp                                                                  | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |         145 | NS      | $99652.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wealthfront Corp                                  | Wealthfront Corp                                                                | CUSIP: 947002101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1741 | NS      | $23660.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Clearway Energy Inc                               | Clearway Energy Inc                                                             | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |         908 | NS      | $28529.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcelorMittal SA                                  | ArcelorMittal SA                                                                | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |       11724 | NS      | $538360.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/SGD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2261.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arrow Electronics Inc                             | Arrow Electronics Inc                                                           | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |        1179 | NS      | $129902.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                     | McKesson Corp                                                                   | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |        7628 | NS      | $6257172.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Enpro Inc                                         | Enpro Inc                                                                       | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |        8500 | NS      | $1820105.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Semtech Corp                                      | Semtech Corp                                                                    | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |        1645 | NS      | $121220.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Grou                    | Public Service Enterprise Group Inc                                             | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |       31993 | NS      | $2569037.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbus McKinnon Corp/NY                         | Columbus McKinnon Corp/NY                                                       | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |        7000 | NS      | $120750.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| A O Smith Corp                                    | A O Smith Corp                                                                  | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |        2541 | NS      | $169942.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBALFOUNDRIES Inc                               | GLOBALFOUNDRIES Inc                                                             | CUSIP: 000000000<br>LEI: 549300BA76VK784VMX48 | Long             | EC               | CORP              | US        |        2403 | NS      | $83912.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rosneft Oil Co PJSC                               | Rosneft Oil Co PJSC                                                             | CUSIP: 000000000<br>LEI: 253400JT3MQWNDKMJE44 | Long             | EC               | CORP              | RU        |       19154 | NS      | $0.02          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SOCIETE DES GRANDS PROJ                           | Societe Des Grands Projets EPIC                                                 | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |     1400000 | PA      | $1429783.20    | 0.01%             | 2030-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | CZK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6388.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alliant Energy Corp                               | Alliant Energy Corp                                                             | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |       25952 | NS      | $1687139.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Turk Hava Yollari AO                              | Turk Hava Yollari AO                                                            | CUSIP: 000000000<br>LEI: 789000EV8M3BL7ZPFB03 | Long             | EC               | CORP              | TR        |       12420 | NS      | $77593.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Global Ltd                                | Liberty Global Ltd                                                              | CUSIP: 000000000<br>LEI: 213800HRMKKTYH7SKA24 | Long             | EC               | CORP              | GB        |        2480 | NS      | $27379.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSL Ltd                                           | CSL Ltd                                                                         | CUSIP: 000000000<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |       35155 | NS      | $4045689.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group PLC                                      | 3i Group PLC                                                                    | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |       64815 | NS      | $2842062.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Power Corp SA                              | Public Power Corp SA                                                            | CUSIP: 000000000<br>LEI: 213800T9Y5XCOVRZ4Y57 | Long             | EC               | CORP              | GR        |        6675 | NS      | $142634.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MGM Resorts International                         | MGM Resorts International                                                       | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |        4640 | NS      | $169313.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tower Semiconductor Ltd                           | Tower Semiconductor Ltd                                                         | CUSIP: 000000000<br>LEI: 54930086ZSNXZOUX0C54 | Long             | EC               | CORP              | IL        |        7276 | NS      | $854347.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Merlin Properties Socimi SA                       | Merlin Properties Socimi SA                                                     | CUSIP: 000000000<br>LEI: 959800L8KD863DP30X04 | Long             | EC               | CORP              | ES        |       24156 | NS      | $351675.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TAL Education Group                               | TAL Education Group                                                             | CUSIP: 874080104<br>LEI: 5493003PJZS0EC085V72 | Long             | EC               | CORP              | CN        |        4100 | NS      | $44731.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | USD CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |    -1933000 | NC      | $-4235.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Novolipetsk Steel PJSC                            | Novolipetsk Steel PJSC                                                          | CUSIP: 000000000<br>LEI: 213800913TPW32I84456 | Long             | EC               | CORP              | RU        |     2758930 | NS      | $3.49          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GFL ENVIRONMENTAL INC                             | GFL Environmental Inc                                                           | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $418844.00     | 0.00%             | 2031-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                          | Petrobras Global Finance BV                                                     | CUSIP: 000000000<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $532440.25     | 0.00%             | 2029-10-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Weatherford International PLC                     | Weatherford International PLC                                                   | CUSIP: 000000000<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | US        |        1205 | NS      | $94303.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lottery Corp Ltd/The                              | Lottery Corp Ltd/The                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      217967 | NS      | $748927.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIC Ltd                                         | CITIC Ltd                                                                       | CUSIP: 000000000<br>LEI: 2549006I3Q3M98KHOT11 | Long             | EC               | CORP              | CN        |      555000 | NS      | $862536.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| First Commonwealth Financial C                    | First Commonwealth Financial Corp                                               | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |       62300 | NS      | $1050378.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CapitaLand Integrated Commerci                    | CapitaLand Integrated Commercial Trust                                          | CUSIP: 000000000<br>LEI: 54930031292WUTXF0L29 | Long             | EC               | CORP              | SG        |      177414 | NS      | $329288.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Estate Co Ltd                          | Mitsubishi Estate Co Ltd                                                        | CUSIP: 000000000<br>LEI: 353800KOFMRGOXSJ5Z65 | Long             | EC               | CORP              | JP        |       33991 | NS      | $825815.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                          | Petrobras Global Finance BV                                                     | CUSIP: 000000000<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $1336997.91    | 0.01%             | 2034-01-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-364465.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cerence Inc                                       | Cerence Inc                                                                     | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |        9100 | NS      | $97279.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elite Material Co Ltd                             | Elite Material Co Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |        2000 | NS      | $104783.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Western Digital Corp                              | Western Digital Corp                                                            | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |       96958 | NS      | $16702954.66   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Nasdaq Inc                                        | Nasdaq Inc                                                                      | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      100280 | NS      | $9740196.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                         | CubeSmart                                                                       | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       16097 | NS      | $580296.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                       | Cummins Inc                                                                     | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |        5894 | NS      | $3008592.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834MM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4190000 | PA      | $1764408.52    | 0.01%             | 2043-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Daktronics Inc                                    | Daktronics Inc                                                                  | CUSIP: 234264109<br>LEI: 549300IOLZ3SG5YUJ288 | Long             | EC               | CORP              | US        |       44000 | NS      | $869880.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Americold Realty Trust Inc                        | Americold Realty Trust Inc                                                      | CUSIP: 03064D108<br>LEI: 894500O3S3W62PQPO460 | Long             | EC               | CORP              | US        |        6624 | NS      | $85184.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fisher & Paykel Healthcare Cor                    | Fisher & Paykel Healthcare Corp Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |      109558 | NS      | $2380359.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-26

**Name of Applicant:** Advanced Series Trust

**Signature:** Christian J. Kelly

**Name of Signer:** Christian J. Kelly

**Title:** Chief Financial Officer