# EDGAR Filing Document

**Accession Number:** 0000874964
**File Stem:** 0001752724-23-046514
**Filing Date:** 2023-2
**Character Count:** 229201
**Document Hash:** 412b81f6a3418e905fd9ed8864551ba1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-046514.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-046514

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LAZARD FUNDS INC
- **CENTRAL INDEX KEY:** 0000874964
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06312
- **FILM NUMBER:** 23682558

**BUSINESS ADDRESS:**
- **STREET 1:** 30 ROCKEFELLER PLAZA
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10112
- **BUSINESS PHONE:** 2126326000

**MAIL ADDRESS:**
- **STREET 1:** 30 ROCKEFELLER PLAZA
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10112

## Series and Classes Contracts Data

### Lazard Global Dynamic Multi-Asset Portfolio (Series ID: S000037196)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000114570 | Institutional Shares | GDMIX           |
| C000114571 | Open Shares          | GDMOX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** LAZARD FUNDS INC

- **b. Investment Company Act file number:** 811-06312

- **c. CIK number of Registrant:** 0000874964

- **d. LEI of Registrant:** FHQ86OSTXPK3IHDU6X52

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

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

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10112

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

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

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

- **b. EDGAR series identifier (if any):** S000037196

- **c. LEI of Series:** 5493009IS0ZU0K4VRC53

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $13405136.42

**Total Liabilities:** $225597.63

**Net Assets:** $13179538.79

**Cash Not Reported:** $5073.95

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -4.68000000 | **1-Year:** -225.77000000 | **5-Year:** -1020.04000000 | **10-Year:** -812.97000000 | **30-Year:** -202.88000000

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

- **3-Month:** -0.57000000 | **1-Year:** -35.72000000 | **5-Year:** -136.05000000 | **10-Year:** -69.77000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000114570 | 2.46%                | 6.07%                | -0.75%               |
| Class ID C000114571 | 2.47%                | 5.97%                | -0.64%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-388607.47              | $806291.72                                 |
| Month 2  | $148509.87               | $611834.14                                 |
| Month 3  | $-21508.81               | $-207223.50                                |

**Designated Index Information**

- **Index Name:** GDMA Index

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

### Schedule of Portfolio Investments

| Name                                         | Title                                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| INTL BK RECON & DEVELOP                      | International Bank for Reconstruction & Development                   | CUSIP: 459058HS5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     205000 | PA      | $144443.24    | 1.10%             | 2025-01-16      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Cosmo Energy Holdings Co Ltd                 | Cosmo Energy Holdings Co Ltd                                          | CUSIP: 000000000<br>LEI: 353800Y4GZ7KR5X7L150 | Long             | EC               | CORP              | JP        |        100 | NS      | $2644.73      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                | PURCHASED CAD / SOLD USD                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |          1 | NC      | $-33.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                | PURCHASED JPY / SOLD USD                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |          1 | NC      | $3376.33      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co Ltd                              | Nintendo Co Ltd                                                       | CUSIP: 654445303<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |        593 | NS      | $6179.06      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                       | Equitable Holdings Inc                                                | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |         80 | NS      | $2296.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                            | Cisco Systems Inc                                                     | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |        102 | NS      | $4859.28      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED USD / SOLD AUD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-14090.16    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Ball Corp                                    | Ball Corp                                                             | CUSIP: 058498AV8<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      75000 | PA      | $72647.26     | 0.55%             | 2026-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Toshiba Corp                                 | Toshiba Corp                                                          | CUSIP: 000000000<br>LEI: 549300LBHTST91VKHO68 | Long             | EC               | CORP              | JP        |        100 | NS      | $3505.28      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                             | French Republic Government Bond OAT                                   | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     125000 | PA      | $109127.24    | 0.83%             | 2039-06-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                      | International Bank for Reconstruction & Development                   | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     990000 | PA      | $95162.71     | 0.72%             | 2026-03-16      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                    | United Parcel Service Inc                                             | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |         13 | NS      | $2259.92      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                          | Dollar General Corp                                                   | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |         40 | NS      | $9850.00      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Corp                                | SoftBank Corp                                                         | CUSIP: 000000000<br>LEI: 353800M1YCTS9JRBJ535 | Long             | EC               | CORP              | JP        |        500 | NS      | $5653.37      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Accenture PLC                                | Accenture PLC                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |         57 | NS      | $15209.88     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                     | European Investment Bank                                              | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     205000 | PA      | $132288.59    | 1.00%             | 2028-01-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                               | Home Depot Inc/The                                                    | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      40000 | PA      | $42776.63     | 0.32%             | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial Inc              | Fidelity National Financial Inc                                       | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |        144 | NS      | $5417.28      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED SEK / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | SE        |          1 | NC      | $1722.83      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc               | American Electric Power Co Inc                                        | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |        271 | NS      | $25731.45     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED GBP / SOLD USD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |          1 | NC      | $3923.98      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ALPHABET INC                                 | Alphabet Inc                                                          | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      75000 | PA      | $58693.24     | 0.45%             | 2030-08-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                | PURCHASED GBP / SOLD USD                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |          1 | NC      | $54.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kforce Inc                                   | Kforce Inc                                                            | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |        104 | NS      | $5702.32      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Shimano Inc                                  | Shimano Inc                                                           | CUSIP: 82455C101<br>LEI: 529900L32YT3P9DECR10 | Long             | EC               | CORP              | JP        |        274 | NS      | $4300.43      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC                                   | Pfizer Inc                                                            | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      60000 | PA      | $52705.33     | 0.40%             | 2030-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD NZD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-4676.74     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| MS&AD Insurance Group Holdings Inc           | MS&AD Insurance Group Holdings Inc                                    | CUSIP: 000000000<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |        200 | NS      | $6401.20      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Corp                                  | Vistra Corp                                                           | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |         50 | NS      | $1160.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc                  | AMN Healthcare Services Inc                                           | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |         94 | NS      | $9665.08      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                   | Chipotle Mexican Grill Inc                                            | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          5 | NS      | $6937.45      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED EUR / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | XX        |          1 | NC      | $8155.01      | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sankyo Co Ltd                                | Sankyo Co Ltd                                                         | CUSIP: 000000000<br>LEI: 3538009H2R9ZBZAOAK48 | Long             | EC               | CORP              | JP        |        500 | NS      | $20472.51     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| LXI REIT Plc                                 | LXI REIT Plc                                                          | CUSIP: 000000000<br>LEI: 2138008YZGXOKAXQVI45 | Long             | EC               |  | GB        |       1852 | NS      | $2518.96      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Jack Henry & Associates Inc                  | Jack Henry & Associates Inc                                           | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |         30 | NS      | $5266.80      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                   | Vertex Pharmaceuticals Inc                                            | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |         70 | NS      | $20214.60     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                | PURCHASED USD / SOLD EUR                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-693.48      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sirius XM Holdings Inc                       | Sirius XM Holdings Inc                                                | CUSIP: 82968B103<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |        912 | NS      | $5326.08      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB Ltd                                      | ABB Ltd                                                               | CUSIP: 000375204<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |        280 | NS      | $8528.80      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                        | Jackson Financial Inc                                                 | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |        126 | NS      | $4383.54      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aristocrat Leisure Ltd                       | Aristocrat Leisure Ltd                                                | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |         47 | NS      | $970.61       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                            | Johnson & Johnson                                                     | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |        288 | NS      | $50875.20     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                              | McDonald's Corp                                                       | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |        143 | NS      | $37684.79     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Atco Ltd/Canada                              | Atco Ltd/Canada                                                       | CUSIP: 046789400<br>LEI: 5299005SPZ1QYL51JD25 | Long             | EC               | CORP              | CA        |        167 | NS      | $5227.08      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD SGD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-78.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                     | New South Wales Treasury Corp                                         | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     200000 | PA      | $106584.72    | 0.81%             | 2030-11-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                         | Bank of America Corp                                                  | CUSIP: 060505FZ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     155000 | PA      | $101866.14    | 0.77%             | 2027-09-15      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD CZK                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-1001.35     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED GBP / SOLD USD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |          1 | NC      | $530.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                        | Schneider Electric SE                                                 | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $97354.17     | 0.74%             | 2026-12-13      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Virtu Financial Inc                          | Virtu Financial Inc                                                   | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |        240 | NS      | $4898.40      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                       | UnitedHealth Group Inc                                                | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |         89 | NS      | $47186.02     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| OSLO KOMMUNE                                 | City of Oslo Norway                                                   | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGVU850 | Long             | DBT              | NUSS              | NO        |    1000000 | PA      | $99521.27     | 0.76%             | 2024-09-04      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                              | ASML Holding NV                                                       | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |         26 | NS      | $14073.87     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International Inc              | Philip Morris International Inc                                       | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |         76 | NS      | $7691.96      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bezeq The Israeli Telecommunication Corp Ltd | Bezeq The Israeli Telecommunication Corp Ltd                          | CUSIP: 000000000<br>LEI: 213800XCGZCFSWY9U863 | Long             | EC               | CORP              | IL        |       4472 | NS      | $7715.11      | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD THB                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-925.50      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED USD / SOLD CZK                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-163.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                        | Mexico Government International Bond                                  | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       5000 | PA      | $6105.20      | 0.05%             | 2024-02-06      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED CZK / SOLD USD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CZ        |          1 | NC      | $9108.19      | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD RON                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-92.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Scorpio Tankers Inc                          | Scorpio Tankers Inc                                                   | CUSIP: 000000000<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MH        |         41 | NS      | $2204.57      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Computershare Ltd                            | Computershare Ltd                                                     | CUSIP: 20557R105<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |        350 | NS      | $6216.00      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD SGD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-551.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Valero Energy Corp                           | Valero Energy Corp                                                    | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |         53 | NS      | $6723.58      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD CZK                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-9000.66     | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Amphenol Corp                                | Amphenol Corp                                                         | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |        136 | NS      | $10355.04     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                             | Wells Fargo & Co                                                      | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |        230 | NS      | $9496.70      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                      | Marathon Petroleum Corp                                               | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |         23 | NS      | $2676.97      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RELX PLC                                     | RELX PLC                                                              | CUSIP: 759530108<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |        414 | NS      | $11476.08     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                     | New Zealand Local Government Funding Agency Bond                      | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |     285000 | PA      | $173640.26    | 1.32%             | 2024-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Ltd             | Singapore Telecommunications Ltd                                      | CUSIP: 000000000<br>LEI: 2549003XJKIQO8YDYD89 | Long             | EC               | CORP              | SG        |       2500 | NS      | $4799.63      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| KFW                                          | Kreditanstalt fuer Wiederaufbau                                       | CUSIP: 500769JD7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     200000 | PA      | $172416.30    | 1.31%             | 2029-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                | PURCHASED USD / SOLD JPY                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-2683.39     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| General Mills Inc                            | General Mills Inc                                                     | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |        217 | NS      | $18195.45     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                                | DR Horton Inc                                                         | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |         19 | NS      | $1693.66      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                  | Paychex Inc                                                           | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |        228 | NS      | $26347.68     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corp                            | Marathon Oil Corp                                                     | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |        135 | NS      | $3654.45      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                     | Province of British Columbia Canada                                   | CUSIP: 110709GC0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     245000 | PA      | $152654.54    | 1.16%             | 2044-06-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GrainCorp Ltd                                | GrainCorp Ltd                                                         | CUSIP: 000000000<br>LEI: 529900XVBL825SSW9081 | Long             | EC               | CORP              | AU        |        429 | NS      | $2165.25      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Schlumberger Ltd                             | Schlumberger Ltd                                                      | CUSIP: 000000000<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |         45 | NS      | $2405.70      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sembcorp Industries Ltd                      | Sembcorp Industries Ltd                                               | CUSIP: 000000000<br>LEI: 254900J0FF14U6TPQM96 | Long             | EC               | CORP              | SG        |       3100 | NS      | $7804.74      | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD NZD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $161.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED USD / SOLD PLN                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-2617.65     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED EUR / SOLD USD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |          1 | NC      | $375.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tractor Supply Co                            | Tractor Supply Co                                                     | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |         18 | NS      | $4049.46      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INTER-AMERICAN INVEST CO                     | Inter-American Investment Corp                                        | CUSIP: 000000000<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | XX        |      62000 | PA      | $37380.88     | 0.28%             | 2026-06-30      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| OFG Bancorp                                  | OFG Bancorp                                                           | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |         36 | NS      | $992.16       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                                 | Unilever PLC                                                          | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |        814 | NS      | $41065.47     | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED EUR / SOLD USD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |          1 | NC      | $460.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Insurance Co Ltd                  | Japan Post Insurance Co Ltd                                           | CUSIP: 000000000<br>LEI: 54930042SK2Z708BA841 | Long             | EC               | CORP              | JP        |        700 | NS      | $12319.25     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ARC Resources Ltd                            | ARC Resources Ltd                                                     | CUSIP: 00208D408<br>LEI: FIR47I6FEYKYNJBYW622 | Long             | EC               | CORP              | CA        |        179 | NS      | $2412.67      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                | PURCHASED USD / SOLD CAD                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-128.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nihon Kohden Corp                            | Nihon Kohden Corp                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        500 | NS      | $12199.94     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Tourmaline Oil Corp                          | Tourmaline Oil Corp                                                   | CUSIP: 89156V106<br>LEI: 549300LCHLN94A7Y1572 | Long             | EC               | CORP              | CA        |        115 | NS      | $5802.66      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Epiroc AB                                    | Epiroc AB                                                             | CUSIP: 29429L105<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |        584 | NS      | $10652.16     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UMH Properties Inc                           | UMH Properties Inc                                                    | CUSIP: 903002103<br>LEI: 529900OM5K3PJ11F0Q09 | Long             | EC               |  | US        |        117 | NS      | $1883.70      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Assa Abloy AB                                | Assa Abloy AB                                                         | CUSIP: 045387107<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |        414 | NS      | $4429.80      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                 | Thermo Fisher Scientific Inc                                          | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |         24 | NS      | $13216.56     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd                         | Everest Re Group Ltd                                                  | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |         51 | NS      | $16894.77     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiwa House Industry Co Ltd                  | Daiwa House Industry Co Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        200 | NS      | $4589.18      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD JPY                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-2799.03     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD CHF                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-2788.27     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                     | Spain Government Bond                                                 | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     125000 | PA      | $81635.15     | 0.62%             | 2042-07-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp          | Cognizant Technology Solutions Corp                                   | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |        136 | NS      | $7777.84      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                               | BNP Paribas SA                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |        131 | NS      | $7454.86      | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Yancoal Australia Ltd                        | Yancoal Australia Ltd                                                 | CUSIP: 000000000<br>LEI: 3003003IC6G39HKQAD13 | Long             | EC               | CORP              | AU        |       3954 | NS      | $16155.38     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                         | WEC Energy Group Inc                                                  | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |         46 | NS      | $4312.96      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                        | 3M Co                                                                 | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |         40 | NS      | $4796.80      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                     | NIKE Inc                                                              | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |         75 | NS      | $8775.75      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Diageo PLC                                   | Diageo PLC                                                            | CUSIP: 25243Q205<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |         65 | NS      | $11582.35     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                                    | Shell PLC                                                             | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |       1273 | NS      | $36175.75     | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Amazon.com Inc                               | Amazon.com Inc                                                        | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      60000 | PA      | $56380.14     | 0.43%             | 2027-08-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED USD / SOLD GBP                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-1591.60     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ABC-Mart Inc                                 | ABC-Mart Inc                                                          | CUSIP: 000000000<br>LEI: 353800AXWW4CMTSJWL33 | Long             | EC               | CORP              | JP        |        300 | NS      | $17037.88     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck KGaA                                   | Merck KGaA                                                            | CUSIP: 589339209<br>LEI: 529900OAREIS0MOPTW25 | Long             | EC               | CORP              | DE        |        171 | NS      | $6597.18      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block Inc                                | H&R Block Inc                                                         | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |        170 | NS      | $6206.70      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INTL BK RECON & DEVELOP                      | International Bank for Reconstruction & Development                   | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     135000 | PA      | $88712.12     | 0.67%             | 2025-11-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD CNH                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-1065.40     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                             | Novo Nordisk A/S                                                      | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |        284 | NS      | $38453.59     | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Linde PLC                                    | Linde PLC                                                             | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |          7 | NS      | $2283.26      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                    | Chubb Ltd                                                             | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |         52 | NS      | $11471.20     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD EUR                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-4179.18     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Affiliated Managers Group Inc                | Affiliated Managers Group Inc                                         | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |         32 | NS      | $5069.76      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Incitec Pivot Ltd                            | Incitec Pivot Ltd                                                     | CUSIP: 000000000<br>LEI: 254900UW2F3BKV6Z9V18 | Long             | EC               | CORP              | AU        |        800 | NS      | $2020.97      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp                               | Microsoft Corp                                                        | CUSIP: 594918AR5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      65000 | PA      | $54463.67     | 0.41%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Iberdrola SA                                 | Iberdrola SA                                                          | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |         94 | NS      | $1099.57      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED GBP / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | GB        |          1 | NC      | $1591.18      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd                  | Northern Star Resources Ltd                                           | CUSIP: 000000000<br>LEI: 254900XFXCRYYZAX6M78 | Long             | EC               | CORP              | AU        |        276 | NS      | $2021.05      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                              | Xcel Energy Inc                                                       | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |        299 | NS      | $20962.89     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD CAD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $8.52         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                | PURCHASED USD / SOLD CAD                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $550.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                          | Cheniere Energy Inc                                                   | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |         12 | NS      | $1799.52      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                                | Mosaic Co/The                                                         | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |         93 | NS      | $4079.91      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                 | Comcast Corp                                                          | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |        275 | NS      | $9616.75      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Ltd                                   | Amdocs Ltd                                                            | CUSIP: 000000000<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | GG        |        357 | NS      | $32451.30     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                | PURCHASED USD / SOLD PEN                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-2349.93     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED JPY / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | JP        |          1 | NC      | $99150.74     | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Real Estate Holdings Inc              | Nomura Real Estate Holdings Inc                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        100 | NS      | $2137.87      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Coronado Global Resources Inc                | Coronado Global Resources Inc                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1635 | NS      | $2181.02      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dropbox Inc                                  | Dropbox Inc                                                           | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |        226 | NS      | $5057.88      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange SA                                    | Orange SA                                                             | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |       2890 | NS      | $28736.41     | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Nucor Corp                                   | Nucor Corp                                                            | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |         61 | NS      | $8040.41      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                               | Tetra Tech Inc                                                        | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |         57 | NS      | $8275.83      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                          | Societe Generale SA                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |        248 | NS      | $6222.35      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Metro Inc/CN                                 | Metro Inc/CN                                                          | CUSIP: 59162N109<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | EC               | CORP              | CA        |        598 | NS      | $33110.83     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                                 | Unilever PLC                                                          | CUSIP: 904767704<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |        228 | NS      | $11479.80     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED USD / SOLD MXN                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-240.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                      | Japan International Cooperation Agency                                | CUSIP: 47109LAF1<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |     200000 | PA      | $189538.00    | 1.44%             | 2027-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Medtronic PLC                                | Medtronic PLC                                                         | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |         31 | NS      | $2409.32      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc                          | Paycom Software Inc                                                   | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |          8 | NS      | $2482.48      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Industria de Diseno Textil SA                | Industria de Diseno Textil SA                                         | CUSIP: 455793109<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |        355 | NS      | $4733.93      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                                   | Qualys Inc                                                            | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |         46 | NS      | $5162.58      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                  | Corteva Inc                                                           | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |        189 | NS      | $11109.42     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                           | Coterra Energy Inc                                                    | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |        299 | NS      | $7346.43      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                  | PepsiCo Inc                                                           | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |        294 | NS      | $53114.04     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Jardine Matheson Holdings Ltd                | Jardine Matheson Holdings Ltd                                         | CUSIP: 000000000<br>LEI: 2138009KENVUNWOLPK41 | Long             | EC               | CORP              | BM        |        100 | NS      | $5084.78      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                        | Texas Instruments Inc                                                 | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |         99 | NS      | $16356.78     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                | CME Group Inc                                                         | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |         37 | NS      | $6221.92      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INTL BK RECON & DEVELOP                      | International Bank for Reconstruction & Development                   | CUSIP: 459058JZ7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      62000 | PA      | $52479.08     | 0.40%             | 2028-09-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                 | Alphabet Inc                                                          | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |        184 | NS      | $16234.32     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                          | American Express Co                                                   | CUSIP: 025816CW7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      45000 | PA      | $42851.05     | 0.33%             | 2029-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                         | Bank of America Corp                                                  | CUSIP: 06051GJC4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      60000 | PA      | $59058.97     | 0.45%             | 2024-05-19      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                     | Estee Lauder Cos Inc/The                                              | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |         43 | NS      | $10668.73     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED USD / SOLD CZK                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-1851.81     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED CNH / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CN        |          1 | NC      | $932.99       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Premier Inc                                  | Premier Inc                                                           | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        154 | NS      | $5386.92      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                     | Visa Inc                                                              | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |        136 | NS      | $28255.36     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD SGD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-435.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| iShares MSCI World ETF                       | iShares MSCI World ETF                                                | CUSIP: 464286392<br>LEI: 549300SBOOZR51TG3W64 | Long             | EC               | RF                | US        |       1418 | NS      | $154916.50    | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| INTL FINANCE CORP                            | International Finance Corp                                            | CUSIP: 45950VHX7<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |      80000 | PA      | $74705.78     | 0.57%             | 2026-04-07      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Orkla ASA                                    | Orkla ASA                                                             | CUSIP: 000000000<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |       1575 | NS      | $11379.27     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                             | Roche Holding AG                                                      | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |        102 | NS      | $32054.71     | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Perion Network Ltd                           | Perion Network Ltd                                                    | CUSIP: 000000000<br>LEI: 529900SL7HYNVD6HG708 | Long             | EC               | CORP              | IL        |         64 | NS      | $1619.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD CHF                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-355.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Zoetis Inc                                   | Zoetis Inc                                                            | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |         52 | NS      | $7620.60      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings Inc            | Allison Transmission Holdings Inc                                     | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |        179 | NS      | $7446.40      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                               | NRG Energy Inc                                                        | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |         35 | NS      | $1113.70      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED CNH / SOLD USD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |          1 | NC      | $5093.35      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Canon Inc                                    | Canon Inc                                                             | CUSIP: 000000000<br>LEI: 529900JH1GSC035SSP77 | Long             | EC               | CORP              | JP        |        600 | NS      | $12973.78     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica Deutschland Holding AG            | Telefonica Deutschland Holding AG                                     | CUSIP: 000000000<br>LEI: 391200ECRPJ3SWQJUM30 | Long             | EC               | CORP              | DE        |       3294 | NS      | $8116.05      | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                       | Boston Scientific Corp                                                | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |        191 | NS      | $8837.57      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corp                                | Westlake Corp                                                         | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |         20 | NS      | $2050.80      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                          | Elevance Health Inc                                                   | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |         17 | NS      | $8720.49      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Gas Co Ltd                             | Tokyo Gas Co Ltd                                                      | CUSIP: 000000000<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |       1700 | NS      | $33420.03     | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Telegraph & Telephone Corp            | Nippon Telegraph & Telephone Corp                                     | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |        700 | NS      | $19980.85     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                     | PURCHASED USD / SOLD CHF                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-466.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                        | NXP Semiconductors NV                                                 | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |         48 | NS      | $7585.44      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BONOS TESORERIA PESOS                        | Bonos de la Tesoreria de la Republica en pesos                        | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  130000000 | PA      | $128006.13    | 0.97%             | 2028-10-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED USD / SOLD IDR                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $126.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Serco Group PLC                              | Serco Group PLC                                                       | CUSIP: 000000000<br>LEI: 549300PT2CIHYN5GWJ21 | Long             | EC               | CORP              | GB        |       3579 | NS      | $6693.06      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Biogen Inc                                   | Biogen Inc                                                            | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |         18 | NS      | $4984.56      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                   | Fiserv Inc                                                            | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |         82 | NS      | $8287.74      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                      | Procter & Gamble Co/The                                               | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |        299 | NS      | $45316.44     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                             | TotalEnergies SE                                                      | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |        207 | NS      | $12919.94     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED USD / SOLD CAD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $532.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                         | Lockheed Martin Corp                                                  | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |         21 | NS      | $10216.29     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings Inc             | BJ's Wholesale Club Holdings Inc                                      | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |        137 | NS      | $9063.92      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Group PLC                            | NatWest Group PLC                                                     | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |       2418 | NS      | $7718.59      | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| United Therapeutics Corp                     | United Therapeutics Corp                                              | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |         19 | NS      | $5283.71      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc                      | Darling Ingredients Inc                                               | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |         36 | NS      | $2253.24      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors                 | State Street Institutional Treasury Money Market Fund                 | CUSIP: 857492870<br>LEI: 549300Q3FHSMZ70NLT76 | Long             | STIV             | RF                | US        |     456557 | NS      | $456556.98    | 3.46%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED USD / SOLD AUD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-127.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc                 | Alimentation Couche-Tard Inc                                          | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |        109 | NS      | $4789.88      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED PLN / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | PL        |          1 | NC      | $401.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand SA                                   | Legrand SA                                                            | CUSIP: 524671104<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |        285 | NS      | $4551.45      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED EUR / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | XX        |          1 | NC      | $7538.39      | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| IDEX Corp                                    | IDEX Corp                                                             | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |         11 | NS      | $2511.63      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED HUF / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | HU        |          1 | NC      | $630.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED SGD / SOLD USD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |          1 | NC      | $1253.24      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                | Citigroup Inc                                                         | CUSIP: 172967ND9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     145000 | PA      | $133608.22    | 1.01%             | 2025-11-03      | Fixed         | 1.28%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD CAD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-53.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                     | Johnson Controls International plc / Tyco Fire & Security Finance SCA | CUSIP: 47837RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     105000 | PA      | $83871.52     | 0.64%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Tokyo Ohka Kogyo Co Ltd                      | Tokyo Ohka Kogyo Co Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        100 | NS      | $4504.72      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp                               | Microsoft Corp                                                        | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |        173 | NS      | $41488.86     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS LP                                  | Prologis LP                                                           | CUSIP: 74340XBR1<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     165000 | PA      | $125081.15    | 0.95%             | 2030-10-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                | Industria de Diseno Textil SA                                         | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |        412 | NS      | $10970.80     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                        | STMicroelectronics NV                                                 | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |         89 | NS      | $3163.95      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                      | United Rentals North America Inc                                      | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      75000 | PA      | $71073.75     | 0.54%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Japan Post Bank Co Ltd                       | Japan Post Bank Co Ltd                                                | CUSIP: 000000000<br>LEI: 5493006JVO6N2HC2XZ76 | Long             | EC               | CORP              | JP        |        700 | NS      | $6014.53      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| VISA INC                                     | Visa Inc                                                              | CUSIP: 92826CAP7<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     115000 | PA      | $97854.52     | 0.74%             | 2027-08-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED USD / SOLD CAD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $930.14       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Neste Oyj                                    | Neste Oyj                                                             | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | EC               | CORP              | FI        |         48 | NS      | $2217.03      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| IQVIA Holdings Inc                           | IQVIA Holdings Inc                                                    | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |         56 | NS      | $11473.84     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp International/US                | Service Corp International/US                                         | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |        171 | NS      | $11822.94     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                | Intercontinental Exchange Inc                                         | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |        255 | NS      | $26160.45     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                        | Applied Materials Inc                                                 | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |        106 | NS      | $10322.28     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                    | Occidental Petroleum Corp                                             | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |         30 | NS      | $1889.70      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc                      | Rockwell Automation Inc                                               | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |         29 | NS      | $7469.53      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Co                                   | Kellogg Co                                                            | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |        304 | NS      | $21656.96     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED SEK / SOLD USD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |          1 | NC      | $939.31       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED CNH / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CN        |          1 | NC      | $2401.63      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Adyen NV                                     | Adyen NV                                                              | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |          2 | NS      | $2767.64      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp                   | Pinnacle West Capital Corp                                            | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |        107 | NS      | $8136.28      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED NZD / SOLD USD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NZ        |          1 | NC      | $14756.20     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Willis Towers Watson PLC                     | Willis Towers Watson PLC                                              | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |         48 | NS      | $11739.84     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Electric Power Development Co Ltd            | Electric Power Development Co Ltd                                     | CUSIP: 000000000<br>LEI: 549300KMHPUAQI8VEH90 | Long             | EC               | CORP              | JP        |       1500 | NS      | $23861.82     | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                  | NVIDIA Corp                                                           | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |          8 | NS      | $1169.12      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc                          | Williams-Sonoma Inc                                                   | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |         17 | NS      | $1953.64      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                    | Adobe Inc                                                             | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |          4 | NS      | $1346.12      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTL FINANCE CORP                            | International Finance Corp                                            | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |     172000 | PA      | $77917.33     | 0.59%             | 2035-04-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                      | Procter & Gamble Co/The                                               | CUSIP: 742718FM6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      40000 | PA      | $31384.51     | 0.24%             | 2030-10-29      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                         | Waste Management Inc                                                  | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |        233 | NS      | $36553.04     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                      | GSK PLC                                                               | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |        739 | NS      | $12851.07     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                                 | Alphabet Inc                                                          | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |        328 | NS      | $29103.44     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF International Inc                        | ICF International Inc                                                 | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |         55 | NS      | $5447.75      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp                                   | Cigna Corp                                                            | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |         83 | NS      | $27501.22     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SITC International Holdings Co Ltd           | SITC International Holdings Co Ltd                                    | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | KY        |       1000 | NS      | $2207.35      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Allkem Ltd                                   | Allkem Ltd                                                            | CUSIP: 000000000<br>LEI: 2138006SR6M416DVKM86 | Long             | EC               | CORP              | AU        |        579 | NS      | $4398.58      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                     | Thailand Government Bond                                              | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    7255000 | PA      | $178474.57    | 1.35%             | 2035-12-17      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| BRP Inc                                      | BRP Inc                                                               | CUSIP: 05577W200<br>LEI: 529900EPQGESIRCPY551 | Long             | EC               | CORP              | CA        |         79 | NS      | $6031.65      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                                | Sempra Energy                                                         | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |        103 | NS      | $15917.62     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MEX BONOS DESARR FIX RT                      | Mexican Bonos                                                         | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2640000 | PA      | $127582.73    | 0.97%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                      | O'Reilly Automotive Inc                                               | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |         52 | NS      | $43889.56     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                               | Starbucks Corp                                                        | CUSIP: 855244AU3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |      65000 | PA      | $55245.68     | 0.42%             | 2049-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED USD / SOLD EUR                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-837.35      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Tokyu Fudosan Holdings Corp                  | Tokyu Fudosan Holdings Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        500 | NS      | $2373.18      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS Health Corp                              | CVS Health Corp                                                       | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |        277 | NS      | $25813.63     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                              | EMCOR Group Inc                                                       | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |         58 | NS      | $8590.38      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Thales SA                                    | Thales SA                                                             | CUSIP: 883219206<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |        274 | NS      | $6989.74      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED CNH / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CN        |          1 | NC      | $12351.10     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                | PURCHASED USD / SOLD GBP                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $159.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                       | Verizon Communications Inc                                            | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     144000 | PA      | $135110.19    | 1.03%             | 2029-02-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Target Corp                                  | Target Corp                                                           | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |          9 | NS      | $1341.36      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc                    | Dick's Sporting Goods Inc                                             | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |         24 | NS      | $2886.96      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc                                  | Gartner Inc                                                           | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |          9 | NS      | $3025.26      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED USD / SOLD NOK                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-16384.25    | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD NZD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-20152.86    | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Olympus Corp                                 | Olympus Corp                                                          | CUSIP: 68163W109<br>LEI: 5299000Y52IFDI1I2A21 | Long             | EC               | CORP              | JP        |        330 | NS      | $5900.40      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Group PLC                            | Compass Group PLC                                                     | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |        243 | NS      | $5614.99      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE          | LVMH Moet Hennessy Louis Vuitton SE                                   | CUSIP: 502441306<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |         50 | NS      | $7243.50      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                             | Coca-Cola Co/The                                                      | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |        239 | NS      | $15202.79     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                 | Fortinet Inc                                                          | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |        216 | NS      | $10560.24     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                | PURCHASED JPY / SOLD USD                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |          1 | NC      | $21717.49     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                            | Wolters Kluwer NV                                                     | CUSIP: 977874205<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |        108 | NS      | $11313.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                               | Public Storage                                                        | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               |  | US        |         76 | NS      | $21294.44     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets Inc                           | Ingles Markets Inc                                                    | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |         82 | NS      | $7909.72      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc                                      | GMS Inc                                                               | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |         50 | NS      | $2490.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED PLN / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | PL        |          1 | NC      | $140.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED CZK / SOLD USD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CZ        |          1 | NC      | $2367.91      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PACCAR Inc                                   | PACCAR Inc                                                            | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |         60 | NS      | $5938.20      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                             | Exxon Mobil Corp                                                      | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |         72 | NS      | $7941.60      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                | PURCHASED EUR / SOLD USD                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $170.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spark New Zealand Ltd                        | Spark New Zealand Ltd                                                 | CUSIP: 000000000<br>LEI: 529900HUN51H3Y7QBB66 | Long             | EC               | CORP              | NZ        |       4217 | NS      | $14454.55     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED CZK / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CZ        |          1 | NC      | $354.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMS Energy Corp                              | CMS Energy Corp                                                       | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |        195 | NS      | $12349.35     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Corp Financiera Alba SA                      | Corp Financiera Alba SA                                               | CUSIP: 000000000<br>LEI: 959800CJH35NNZQQW653 | Long             | EC               | CORP              | ES        |         33 | NS      | $1524.07      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BlueLinx Holdings Inc                        | BlueLinx Holdings Inc                                                 | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |         36 | NS      | $2559.96      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                             | Deutsche Bank AG                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |        525 | NS      | $5950.62      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Agnico Eagle Mines Ltd                       | Agnico Eagle Mines Ltd                                                | CUSIP: 008474108<br>LEI: YGE0EUBRF7IJOB3QRX76 | Long             | EC               | CORP              | CA        |         43 | NS      | $2234.48      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED USD / SOLD NZD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-12399.21    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED USD / SOLD CAD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-409.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                           | Steel Dynamics Inc                                                    | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |         97 | NS      | $9476.90      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolters Kluwer NV                            | Wolters Kluwer NV                                                     | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |        243 | NS      | $25383.56     | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                       | Darden Restaurants Inc                                                | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |         15 | NS      | $2074.95      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Gas Co Ltd                             | Osaka Gas Co Ltd                                                      | CUSIP: 000000000<br>LEI: 353800024KMNOPQRWZ02 | Long             | EC               | CORP              | JP        |        900 | NS      | $14556.75     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                          | JPMorgan Chase & Co                                                   | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     150000 | PA      | $138032.34    | 1.05%             | 2028-05-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| WiseTech Global Ltd                          | WiseTech Global Ltd                                                   | CUSIP: 000000000<br>LEI: 254900VE3AF301Q85K83 | Long             | EC               | CORP              | AU        |         78 | NS      | $2689.74      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sega Sammy Holdings Inc                      | Sega Sammy Holdings Inc                                               | CUSIP: 000000000<br>LEI: 5493006B6WMKNQ8QNP51 | Long             | EC               | CORP              | JP        |        300 | NS      | $4516.56      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Portland General Electric Co                 | Portland General Electric Co                                          | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |        114 | NS      | $5586.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Activision Blizzard Inc                      | Activision Blizzard Inc                                               | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |        110 | NS      | $8420.50      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD THB                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $42.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Consolidated Edison Inc                      | Consolidated Edison Inc                                               | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |         57 | NS      | $5432.67      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED RON / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | RO        |          1 | NC      | $15600.32     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond                                      | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     415000 | PA      | $311979.49    | 2.37%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD AUD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-79.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| City of Vancouver                            | City of Vancouver                                                     | CUSIP: 921577RJ3<br>LEI: 549300WQBP3HPFWQXI92 | Long             | DBT              | NUSS              | CA        |     140000 | PA      | $99974.89     | 0.76%             | 2025-11-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED USD / SOLD AUD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-1295.36     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| McDonald's Holdings Co Japan Ltd             | McDonald's Holdings Co Japan Ltd                                      | CUSIP: 000000000<br>LEI: 529900FY9FV0AYNRC729 | Long             | EC               | CORP              | JP        |        200 | NS      | $7609.82      | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD PLN                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-8903.97     | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Nisshinbo Holdings Inc                       | Nisshinbo Holdings Inc                                                | CUSIP: 000000000<br>LEI: 353800YAM89GL5GPHB47 | Long             | EC               | CORP              | JP        |        600 | NS      | $4413.35      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| International Petroleum Corp                 | International Petroleum Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |        346 | NS      | $3893.46      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                              | TJX Cos Inc/The                                                       | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |        159 | NS      | $12656.40     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OBRIGACOES DO TESOURO                        | Portugal Obrigacoes do Tesouro OT                                     | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      90000 | PA      | $81958.37     | 0.62%             | 2032-07-16      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Swatch Group AG/The                          | Swatch Group AG/The                                                   | CUSIP: 870123106<br>LEI: 529900NTES2LEON1JZ55 | Long             | EC               | CORP              | CH        |        579 | NS      | $8216.01      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVINCE OF QUEBEC                           | Province of Quebec Canada                                             | CUSIP: 748148SA2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     255000 | PA      | $174307.75    | 1.32%             | 2027-02-13      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                | PURCHASED AUD / SOLD USD                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |          1 | NC      | $242.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED USD / SOLD CZK                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-447.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MUELLER WATER PRODUCTS                       | Mueller Water Products Inc                                            | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |      80000 | PA      | $70300.00     | 0.53%             | 2029-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Texas Roadhouse Inc                          | Texas Roadhouse Inc                                                   | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |         95 | NS      | $8640.25      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Storage Inc                             | Life Storage Inc                                                      | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               |  | US        |         69 | NS      | $6796.50      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd                                  | Nutrien Ltd                                                           | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |         34 | NS      | $2482.20      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                               | Hershey Co/The                                                        | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |        111 | NS      | $25704.27     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlsberg AS                                 | Carlsberg AS                                                          | CUSIP: 142795202<br>LEI: 5299001O0WJQYB5GYZ19 | Long             | EC               | CORP              | DK        |        267 | NS      | $7083.51      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                  | Netflix Inc                                                           | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |         10 | NS      | $2948.80      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Asian Development Bank                       | Asian Development Bank                                                | CUSIP: 045167CY7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      73000 | PA      | $69150.94     | 0.52%             | 2025-03-19      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                   | Cadence Design Systems Inc                                            | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |        102 | NS      | $16385.28     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                      | Inter-American Development Bank                                       | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        | 2370000000 | PA      | $152864.43    | 1.16%             | 2023-03-14      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Japan Real Estate Investment Corp            | Japan Real Estate Investment Corp                                     | CUSIP: 000000000<br>LEI: 3538003YAIR3CBGJJ928 | Long             | EC               |  | JP        |          2 | NS      | $8759.48      | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD PLN                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-243.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMGEN INC                                    | Amgen Inc                                                             | CUSIP: 031162DD9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      55000 | PA      | $48702.57     | 0.37%             | 2029-02-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                           | Koninklijke KPN NV                                                    | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |       1483 | NS      | $4588.34      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Finance USA Inc                          | ABB Finance USA Inc                                                   | CUSIP: 00037BAC6<br>LEI: 5493002Y01YAFV45F528 | Long             | DBT              | CORP              | US        |      72000 | PA      | $61955.84     | 0.47%             | 2042-05-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED USD / SOLD SGD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-4942.25     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Mastercard Inc                               | Mastercard Inc                                                        | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |         71 | NS      | $24688.83     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                        | Republic Services Inc                                                 | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |        293 | NS      | $37794.07     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                     | AT&T Inc                                                              | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |       2759 | NS      | $50793.19     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Shin-Etsu Chemical Co Ltd                    | Shin-Etsu Chemical Co Ltd                                             | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |        100 | NS      | $12183.55     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Holding Corp             | Booz Allen Hamilton Holding Corp                                      | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |        117 | NS      | $12228.84     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED NOK / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | NO        |          1 | NC      | $1873.14      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom Inc                                 | Broadcom Inc                                                          | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |         30 | NS      | $16773.90     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexagon AB                                   | Hexagon AB                                                            | CUSIP: 428263107<br>LEI: 549300WJFW6ILNI4TA80 | Long             | EC               | CORP              | SE        |        751 | NS      | $7817.91      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors Inc                | Academy Sports & Outdoors Inc                                         | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         68 | NS      | $3572.72      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hachijuni Bank Ltd/The                       | Hachijuni Bank Ltd/The                                                | CUSIP: 000000000<br>LEI: FE70I3MHDCWOZWK19W48 | Long             | EC               | CORP              | JP        |       1700 | NS      | $7093.16      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Holdings Co Ltd                   | Japan Post Holdings Co Ltd                                            | CUSIP: 000000000<br>LEI: 5299003D9N4JBS256X18 | Long             | EC               | CORP              | JP        |       6500 | NS      | $54798.64     | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Comstock Resources Inc                       | Comstock Resources Inc                                                | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |        120 | NS      | $1645.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                         | Bank of America Corp                                                  | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |        236 | NS      | $7816.32      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD GBP                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-619.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SSE PLC                                      | SSE PLC                                                               | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |        344 | NS      | $7095.32      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Unum Group                                   | Unum Group                                                            | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |         60 | NS      | $2461.80      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD PEN                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-2432.01     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                  | Bayerische Motoren Werke AG                                           | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |         76 | NS      | $6783.40      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JOHN DEERE FINANCIALS IN                     | John Deere Financial Inc                                              | CUSIP: 47788ZAG6<br>LEI: CWQ698NK2DINVLMZRZ97 | Long             | DBT              | CORP              | CA        |     215000 | PA      | $150847.75    | 1.14%             | 2025-01-14      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Shizuoka Financial Group Inc                 | Shizuoka Financial Group Inc                                          | CUSIP: 000000000<br>LEI: 353800MNO5C8V2SHGA81 | Long             | EC               | CORP              | JP        |        400 | NS      | $3215.01      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED AUD / SOLD USD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |          1 | NC      | $1535.31      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis NV                                | Stellantis NV                                                         | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |        727 | NS      | $10297.91     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Building Fund Inc                     | Nippon Building Fund Inc                                              | CUSIP: 000000000<br>LEI: 52990053R8NL2MB32172 | Long             | EC               |  | JP        |          2 | NS      | $8931.47      | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesla Inc                                    | Tesla Inc                                                             | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |         87 | NS      | $10716.66     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED USD / SOLD JPY                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-7104.60     | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco Inc                            | Japan Tobacco Inc                                                     | CUSIP: 000000000<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | EC               | CORP              | JP        |       1500 | NS      | $30330.11     | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Campbell Soup Co                             | Campbell Soup Co                                                      | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |        238 | NS      | $13506.50     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED CAD / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CA        |          1 | NC      | $75.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                 | ING Groep NV                                                          | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |        485 | NS      | $5917.20      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                           | Home Depot Inc/The                                                    | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |         19 | NS      | $6001.34      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OSLO KOMMUNE                                 | City of Oslo Norway                                                   | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGVU850 | Long             | DBT              | NUSS              | NO        |    1000000 | PA      | $100220.48    | 0.76%             | 2024-03-14      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED SEK / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | SE        |          1 | NC      | $132.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medpace Holdings Inc                         | Medpace Holdings Inc                                                  | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |          9 | NS      | $1911.69      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                    | Apple Inc                                                             | CUSIP: 037833DT4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     110000 | PA      | $101271.63    | 0.77%             | 2025-05-11      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Stewart Information Services Corp            | Stewart Information Services Corp                                     | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |         49 | NS      | $2093.77      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's Inc                                | Dillard's Inc                                                         | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |         17 | NS      | $5494.40      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD THB                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-1829.48     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PSP Swiss Property AG                        | PSP Swiss Property AG                                                 | CUSIP: 000000000<br>LEI: 50670042Y437P8X44F56 | Long             | EC               | CORP              | CH        |         99 | NS      | $11642.16     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Grand Canyon Education Inc                   | Grand Canyon Education Inc                                            | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |         71 | NS      | $7501.86      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED CAD / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CA        |          1 | NC      | $-47.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                           | Honda Motor Co Ltd                                                    | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |        800 | NS      | $18291.32     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED AUD / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | AU        |          1 | NC      | $617.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                      | Mexican Bonos                                                         | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2480000 | PA      | $123091.31    | 0.93%             | 2024-09-05      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                | Koninklijke Ahold Delhaize NV                                         | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |        386 | NS      | $11091.28     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED CNH / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CN        |          1 | NC      | $209.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| International Game Technology PLC            | International Game Technology PLC                                     | CUSIP: 000000000<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               | CORP              | GB        |        111 | NS      | $2517.48      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF PERU                             | Peruvian Government International Bond                                | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      85000 | PA      | $66926.88     | 0.51%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED CAD / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CA        |          1 | NC      | $197.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| News Corp                                    | News Corp                                                             | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |        550 | NS      | $10142.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                          | Abbott Laboratories                                                   | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |        414 | NS      | $45453.06     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Rengo Co Ltd                                 | Rengo Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        800 | NS      | $5495.63      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Jardine Cycle & Carriage Ltd                 | Jardine Cycle & Carriage Ltd                                          | CUSIP: 000000000<br>LEI: 254900WEP6OCEXFWML09 | Long             | EC               | CORP              | SG        |        600 | NS      | $12819.31     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Synchrony Financial                          | Synchrony Financial                                                   | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |         53 | NS      | $1741.58      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED NZD / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | NZ        |          1 | NC      | $455.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PNM Resources Inc                            | PNM Resources Inc                                                     | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |        188 | NS      | $9172.52      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMCO Corp                                   | SUMCO Corp                                                            | CUSIP: 000000000<br>LEI: 353800SUSRUOM0V6KU92 | Long             | EC               | CORP              | JP        |        200 | NS      | $2676.12      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                | PURCHASED CHF / SOLD USD                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CH        |          1 | NC      | $132.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADOBE INC                                    | Adobe Inc                                                             | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |      55000 | PA      | $46896.79     | 0.36%             | 2030-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp                      | SBA Communications Corp                                               | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |         44 | NS      | $12333.64     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD THB                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-5012.29     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Bureau Veritas SA                            | Bureau Veritas SA                                                     | CUSIP: 12117P109<br>LEI: 969500TPU5T3HA5D1F11 | Long             | EC               | CORP              | FR        |         98 | NS      | $5157.74      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp                                     | SLM Corp                                                              | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        303 | NS      | $5029.80      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Panama                           | Panama Government International Bond                                  | CUSIP: 698299AD6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     170000 | PA      | $195478.75    | 1.48%             | 2027-09-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Cal-Maine Foods Inc                          | Cal-Maine Foods Inc                                                   | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |        167 | NS      | $9093.15      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Office Realty Trust Inc             | Piedmont Office Realty Trust Inc                                      | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               |  | US        |        190 | NS      | $1742.30      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                  | Goldman Sachs Group Inc/The                                           | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |         16 | NS      | $5494.08      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED RON / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | RO        |          1 | NC      | $797.71       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ServiceNow Inc                               | ServiceNow Inc                                                        | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |          6 | NS      | $2329.62      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                     | Toyota Motor Credit Corp                                              | CUSIP: 89236TGU3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      95000 | PA      | $79926.87     | 0.61%             | 2030-02-13      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| NGK Spark Plug Co Ltd                        | NGK Spark Plug Co Ltd                                                 | CUSIP: 000000000<br>LEI: 549300RG3XQGTFM4HH31 | Long             | EC               | CORP              | JP        |        100 | NS      | $1845.17      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED USD / SOLD SGD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-561.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sysco Corp                                   | Sysco Corp                                                            | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |         69 | NS      | $5275.05      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED USD / SOLD MXN                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-4705.65     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CSL Ltd                                      | CSL Ltd                                                               | CUSIP: 000000000<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |         74 | NS      | $14429.32     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corp                       | FUJIFILM Holdings Corp                                                | CUSIP: 000000000<br>LEI: 529900UBKMFM0ST6H474 | Long             | EC               | CORP              | JP        |        100 | NS      | $5045.32      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc          | Sumitomo Mitsui Financial Group Inc                                   | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |        300 | NS      | $12088.28     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Bahamas                      | Bahamas Government International Bond                                 | CUSIP: 000000000<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |     115000 | PA      | $86343.44     | 0.66%             | 2029-11-20      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                | UniCredit SpA                                                         | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |        468 | NS      | $6655.07      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                      | Goldman Sachs Group Inc/The                                           | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     105000 | PA      | $79990.74     | 0.61%             | 2032-01-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                 | NiSource Inc                                                          | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |         86 | NS      | $2358.12      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                             | FirstEnergy Corp                                                      | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |        202 | NS      | $8471.88      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                   | Deere & Co                                                            | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |         18 | NS      | $7717.68      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEENSLAND TREASURY CORP                     | Queensland Treasury Corp                                              | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     315000 | PA      | $166196.96    | 1.26%             | 2031-03-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Hydro One Ltd                                | Hydro One Ltd                                                         | CUSIP: 448811208<br>LEI: 5493007QZDXTP1W2VL44 | Long             | EC               | CORP              | CA        |        908 | NS      | $24322.87     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                      | Charles Schwab Corp/The                                               | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |        127 | NS      | $10574.02     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                     | Export Development Canada                                             | CUSIP: 30216BHL9<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |     150000 | PA      | $106314.99    | 0.81%             | 2024-07-31      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                             | Pernod Ricard SA                                                      | CUSIP: 714264306<br>LEI: 52990097YFPX9J0H5D87 | Long             | EC               | CORP              | FR        |        157 | NS      | $6174.81      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Holdings NV                           | AerCap Holdings NV                                                    | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | NL        |         49 | NS      | $2857.68      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                           | Meta Platforms Inc                                                    | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |         74 | NS      | $8905.16      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED GBP / SOLD USD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |          1 | NC      | $2508.09      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Pfizer Inc                                   | Pfizer Inc                                                            | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |        309 | NS      | $15833.16     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED USD / SOLD GBP                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-111.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ameren Corp                                  | Ameren Corp                                                           | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |        129 | NS      | $11470.68     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED USD / SOLD CAD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $74.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                   | Verizon Communications Inc                                            | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |        990 | NS      | $39006.00     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd                                | BHP Group Ltd                                                         | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |        116 | NS      | $3591.50      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Molina Healthcare Inc                        | Molina Healthcare Inc                                                 | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |         27 | NS      | $8915.94      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered PLC                       | Standard Chartered PLC                                                | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |       2846 | NS      | $21361.29     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                        | Bath & Body Works Inc                                                 | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |        103 | NS      | $4340.42      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KFW                                          | Kreditanstalt fuer Wiederaufbau                                       | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      55000 | PA      | $49608.43     | 0.38%             | 2028-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                       | Republic of Poland Government Bond                                    | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     660000 | PA      | $142381.63    | 1.08%             | 2028-05-25      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| UFP Industries Inc                           | UFP Industries Inc                                                    | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |         58 | NS      | $4596.50      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp                          | Avery Dennison Corp                                                   | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |         29 | NS      | $5249.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN IMPERIAL BANK                       | Canadian Imperial Bank of Commerce                                    | CUSIP: 13607GRR7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     150000 | PA      | $134793.57    | 1.02%             | 2025-10-23      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Nippon Steel Corp                            | Nippon Steel Corp                                                     | CUSIP: 000000000<br>LEI: 35380065QWQ4U2V3PA33 | Long             | EC               | CORP              | JP        |        200 | NS      | $3482.19      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                         | Singapore Government Bond                                             | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     150000 | PA      | $114566.22    | 0.87%             | 2033-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings Inc                     | Crowdstrike Holdings Inc                                              | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |         14 | NS      | $1474.06      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                      | Aon PLC                                                               | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |        101 | NS      | $30314.14     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian National Railway Co                 | Canadian National Railway Co                                          | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |         74 | NS      | $8797.12      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods Inc                            | Flowers Foods Inc                                                     | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |        585 | NS      | $16812.90     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                | PURCHASED EUR / SOLD USD                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |          1 | NC      | $24997.55     | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                          | Cardinal Health Inc                                                   | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |        164 | NS      | $12606.68     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corp                       | AmerisourceBergen Corp                                                | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |        109 | NS      | $18062.39     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc                       | Mueller Industries Inc                                                | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |         35 | NS      | $2065.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Music Group Corp                      | Warner Music Group Corp                                               | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        113 | NS      | $3957.26      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                     | PURCHASED CHF / SOLD USD                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |          1 | NC      | $382.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hermes International                         | Hermes International                                                  | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |          4 | NS      | $6172.55      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Altria Group Inc                             | Altria Group Inc                                                      | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |        515 | NS      | $23540.65     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corp                      | Magnolia Oil & Gas Corp                                               | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        112 | NS      | $2626.40      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE CORP INTL                            | Service Corp International/US                                         | CUSIP: 817565CD4<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |      80000 | PA      | $74724.00     | 0.57%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                               | Starbucks Corp                                                        | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |        105 | NS      | $10416.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED AUD / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | AU        |          1 | NC      | $182.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JB Hunt Transport Services Inc               | JB Hunt Transport Services Inc                                        | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |         49 | NS      | $8543.64      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vinci SA                                     | Vinci SA                                                              | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |         59 | NS      | $5892.62      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                 | Citizens Financial Group Inc                                          | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |         32 | NS      | $1259.84      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays PLC                                 | Barclays PLC                                                          | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |       3690 | NS      | $7094.34      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                     | Simon Property Group Inc                                              | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |         61 | NS      | $7166.28      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED USD / SOLD CZK                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-1467.67     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD EUR                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-401.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED CHF / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CH        |          1 | NC      | $227.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                       | AP Moller - Maersk A/S                                                | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |          1 | NS      | $2246.06      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED JPY / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | JP        |          1 | NC      | $2267.85      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED USD / SOLD NZD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $183.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                          | United Kingdom Gilt                                                   | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      90000 | PA      | $81213.52     | 0.62%             | 2033-07-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD AUD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-7273.65     | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Lawson Inc                                   | Lawson Inc                                                            | CUSIP: 000000000<br>LEI: 529900IWO8XQO92PR233 | Long             | EC               | CORP              | JP        |        400 | NS      | $15328.71     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| PEPSICO INC                                  | PepsiCo Inc                                                           | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      80000 | PA      | $57155.19     | 0.43%             | 2049-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PTC Inc                                      | PTC Inc                                                               | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |         73 | NS      | $8762.92      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                              | Ulta Beauty Inc                                                       | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |         16 | NS      | $7505.12      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                | PURCHASED USD / SOLD CLP                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-9964.56     | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                          | Kimberly-Clark Corp                                                   | CUSIP: 494368BZ5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |      48000 | PA      | $43823.18     | 0.33%             | 2029-04-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                 | Pioneer Natural Resources Co                                          | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |          9 | NS      | $2055.51      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                               | Morgan Stanley                                                        | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     140000 | PA      | $132022.11    | 1.00%             | 2027-01-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                              | Caterpillar Inc                                                       | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |         13 | NS      | $3114.28      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                           | Banco Santander SA                                                    | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |        472 | NS      | $1413.56      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp Ltd             | Oversea-Chinese Banking Corp Ltd                                      | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |        900 | NS      | $8166.45      | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED COP / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CO        |          1 | NC      | $434.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamazaki Baking Co Ltd                       | Yamazaki Baking Co Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        800 | NS      | $9594.08      | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                 | QUALCOMM Inc                                                          | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |         66 | NS      | $7256.04      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED EUR / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | XX        |          1 | NC      | $1943.17      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                         | Colombia Government International Bond                                | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  205000000 | PA      | $36239.92     | 0.27%             | 2027-06-28      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| Chegg Inc                                    | Chegg Inc                                                             | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Long             | EC               | CORP              | US        |         76 | NS      | $1920.52      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                     | New Zealand Local Government Funding Agency Bond                      | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |     225000 | PA      | $91635.01     | 0.70%             | 2037-04-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA | Cie Generale des Etablissements Michelin SCA                          | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |        266 | NS      | $7396.63      | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group NV                                  | NN Group NV                                                           | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |         51 | NS      | $2082.91      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Swire Pacific Ltd                            | Swire Pacific Ltd                                                     | CUSIP: 000000000<br>LEI: 549300KZOZHII0DGF611 | Long             | EC               | CORP              | HK        |       1500 | NS      | $13155.67     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| KINGDOM OF DENMARK                           | Denmark Government Bond                                               | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     440000 | PA      | $50053.26     | 0.38%             | 2031-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                 | AutoZone Inc                                                          | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |          7 | NS      | $17263.26     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                        | ON Semiconductor Corp                                                 | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |         36 | NS      | $2245.32      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SWITZERLAND                                  | Swiss Confederation Government Bond                                   | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |      55000 | PA      | $53876.86     | 0.41%             | 2032-06-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Haleon PLC                                   | Haleon PLC                                                            | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |        478 | NS      | $1911.94      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA Healthcare Inc                           | HCA Healthcare Inc                                                    | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |         41 | NS      | $9838.36      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hulic Co Ltd                                 | Hulic Co Ltd                                                          | CUSIP: 000000000<br>LEI: 3538002E12E7IHAKTB10 | Long             | EC               | CORP              | JP        |        700 | NS      | $5509.11      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Post AG                             | Deutsche Post AG                                                      | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |        422 | NS      | $15884.86     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                | PURCHASED USD / SOLD GBP                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $122.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Birchcliff Energy Ltd                        | Birchcliff Energy Ltd                                                 | CUSIP: 090697103<br>LEI: 5493000BBN3EF2L0XW29 | Long             | EC               | CORP              | CA        |        280 | NS      | $1950.07      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                                   | Copart Inc                                                            | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |         90 | NS      | $5480.10      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| White Mountains Insurance Group Ltd          | White Mountains Insurance Group Ltd                                   | CUSIP: 000000000<br>LEI: 549300N3FL068JERBG02 | Long             | EC               | CORP              | BM        |          9 | NS      | $12728.97     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson              | Telefonaktiebolaget LM Ericsson                                       | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |       1039 | NS      | $6084.77      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The    | Hartford Financial Services Group Inc/The                             | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |         35 | NS      | $2654.05      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                       | Diamondback Energy Inc                                                | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |         22 | NS      | $3009.16      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED MXN / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | MX        |          1 | NC      | $60.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| McDonald's Corp                              | McDonald's Corp                                                       | CUSIP: 580135CD1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     135000 | PA      | $96256.79     | 0.73%             | 2025-03-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NVR Inc                                      | NVR Inc                                                               | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |          1 | NS      | $4612.58      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                          | Electronic Arts Inc                                                   | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |         40 | NS      | $4887.20      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD CLP                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-4286.03     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| McKesson Corp                                | McKesson Corp                                                         | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |         16 | NS      | $6001.92      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Co                            | U-Haul Holding Co                                                     | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |        108 | NS      | $5937.84      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BONOS TESORERIA PESOS                        | Bonos de la Tesoreria de la Republica en pesos                        | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   90000000 | PA      | $103712.85    | 0.79%             | 2024-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED CNH / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CN        |          1 | NC      | $5991.68      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                    | Keysight Technologies Inc                                             | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |        180 | NS      | $30792.60     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                | Kroger Co/The                                                         | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |        257 | NS      | $11457.06     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest Inc                                | Pinterest Inc                                                         | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         90 | NS      | $2185.20      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizuho Financial Group Inc                   | Mizuho Financial Group Inc                                            | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |       1000 | NS      | $14133.73     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain                          | Cie de Saint-Gobain                                                   | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |        148 | NS      | $7265.88      | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Synopsys Inc                                 | Synopsys Inc                                                          | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |        128 | NS      | $40869.12     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED THB / SOLD USD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TH        |          1 | NC      | $101.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                  | Ovintiv Inc                                                           | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         57 | NS      | $2890.47      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                    | Apple Inc                                                             | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |        693 | NS      | $90041.49     | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                                 | Danaher Corp                                                          | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |         18 | NS      | $4777.56      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions Inc            | Donnelley Financial Solutions Inc                                     | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |         59 | NS      | $2280.35      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp                             | Haemonetics Corp                                                      | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |         64 | NS      | $5033.60      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Co                            | U-Haul Holding Co                                                     | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |        101 | NS      | $6079.19      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KDDI Corp                                    | KDDI Corp                                                             | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |        600 | NS      | $18134.47     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Poste Italiane SpA                           | Poste Italiane SpA                                                    | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | EC               | CORP              | IT        |        429 | NS      | $4183.59      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                | Regeneron Pharmaceuticals Inc                                         | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |         16 | NS      | $11543.84     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                      | Cboe Global Markets Inc                                               | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |         48 | NS      | $6022.56      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Real Estate Investment Trust             | H&R Real Estate Investment Trust                                      | CUSIP: 403925407<br>LEI: 549300TGNP6B6GUVGW10 | Long             | EC               |  | CA        |        390 | NS      | $3488.11      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CZECH REPUBLIC                               | Czech Republic Government Bond                                        | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    3590000 | PA      | $157248.86    | 1.19%             | 2027-11-19      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD CAD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-10.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pilbara Minerals Ltd                         | Pilbara Minerals Ltd                                                  | CUSIP: 000000000<br>LEI: 5299000VV1CZVF5K9C16 | Long             | EC               | CORP              | AU        |        585 | NS      | $1490.70      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD MXN                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-2423.27     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                | Automatic Data Processing Inc                                         | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |         50 | NS      | $11943.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Co                       | Southwestern Energy Co                                                | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |        269 | NS      | $1573.65      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED AUD / SOLD USD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |          1 | NC      | $6366.17      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY                                      | Hungary Government International Bond                                 | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      60000 | PA      | $42100.78     | 0.32%             | 2035-06-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust Inc                     | Digital Realty Trust Inc                                              | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               |  | US        |         84 | NS      | $8422.68      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                   | Nasdaq Inc                                                            | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |        152 | NS      | $9325.20      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED KRW / SOLD USD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |          1 | NC      | $12410.48     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurocommercial Properties NV                 | Eurocommercial Properties NV                                          | CUSIP: 000000000<br>LEI: 724500SFK53FPNM68L95 | Long             | EC               |  | NL        |        188 | NS      | $4535.12      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED EUR / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | XX        |          1 | NC      | $26599.92     | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED USD / SOLD CZK                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-4146.26     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED KRW / SOLD USD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |          1 | NC      | $885.15       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED GBP / SOLD USD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |          1 | NC      | $7227.10      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Warehouses De Pauw CVA                       | Warehouses De Pauw CVA                                                | CUSIP: 000000000<br>LEI: 549300HWDYC5JXC85138 | Long             | EC               |  | BE        |        238 | NS      | $6805.52      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| WW Grainger Inc                              | WW Grainger Inc                                                       | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |         34 | NS      | $18912.50     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica BanCorp                          | Westamerica BanCorp                                                   | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        125 | NS      | $7376.25      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                  | Novartis AG                                                           | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |         62 | NS      | $5616.04      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                          | Kimberly-Clark Corp                                                   | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |        240 | NS      | $32580.00     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc                                | O-I Glass Inc                                                         | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        129 | NS      | $2137.53      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| National Grid PLC                            | National Grid PLC                                                     | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |        725 | NS      | $8708.25      | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED CAD / SOLD USD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |          1 | NC      | $-400.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD PLN                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-1584.65     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED EUR / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | XX        |          1 | NC      | $140.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                        | Travelers Cos Inc/The                                                 | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |         73 | NS      | $13686.77     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                   | Charter Communications Inc                                            | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |         39 | NS      | $13224.90     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD COP                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-955.71      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                            | Clean Harbors Inc                                                     | CUSIP: 000000000<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |      75000 | PA      | $71062.50     | 0.54%             | 2027-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                | PURCHASED USD / SOLD DKK                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-96.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                              | Weyerhaeuser Co                                                       | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |         33 | NS      | $1023.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IRELAND GOVERNMENT BOND                      | Ireland Government Bond                                               | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      85000 | PA      | $80903.98     | 0.61%             | 2031-03-18      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| HOUSING NEW ZEALAND LTD                      | Housing New Zealand Ltd                                               | CUSIP: 000000000<br>LEI: 254900JDUJGPMP204P63 | Long             | DBT              | NUSS              | NZ        |     180000 | PA      | $104327.12    | 0.79%             | 2028-10-18      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED GBP / SOLD USD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |          1 | NC      | $-331.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                         | Booking Holdings Inc                                                  | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |          1 | NS      | $2015.28      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KINGDOM OF MOROCCO                           | Morocco Government International Bond                                 | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     100000 | PA      | $78698.11     | 0.60%             | 2031-11-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners PLC           | Coca-Cola Europacific Partners PLC                                    | CUSIP: 000000000<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               | CORP              | GB        |        134 | NS      | $7412.88      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                               | Merck & Co Inc                                                        | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |        605 | NS      | $67124.75     | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                  | Equinix Inc                                                           | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |         35 | NS      | $22926.05     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave & Buster's Entertainment Inc            | Dave & Buster's Entertainment Inc                                     | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |         60 | NS      | $2126.40      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Energy Corp                       | Chesapeake Energy Corp                                                | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |         26 | NS      | $2453.62      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                         | Colgate-Palmolive Co                                                  | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |        433 | NS      | $34116.07     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp                   | Lattice Semiconductor Corp                                            | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |         15 | NS      | $973.20       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED CHF / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CH        |          1 | NC      | $2243.91      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| S&P Global Inc                               | S&P Global Inc                                                        | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |         33 | NS      | $11053.02     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Investec PLC                                 | Investec PLC                                                          | CUSIP: 000000000<br>LEI: 2138007Z3U5GWDN3MY22 | Long             | EC               | CORP              | GB        |        583 | NS      | $3605.00      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc/The             | Kansai Electric Power Co Inc/The                                      | CUSIP: 000000000<br>LEI: 353800PFUKP5ONPJNZ86 | Long             | EC               | CORP              | JP        |        600 | NS      | $5824.25      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                               | Eli Lilly & Co                                                        | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |        115 | NS      | $42071.60     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| QIAGEN NV                                    | QIAGEN NV                                                             | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |        223 | NS      | $11223.26     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Henry Schein Inc                             | Henry Schein Inc                                                      | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |         93 | NS      | $7427.91      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                          | JPMorgan Chase & Co                                                   | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |         53 | NS      | $7107.30      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                               | Amazon.com Inc                                                        | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |        152 | NS      | $12768.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                       | Mercedes-Benz Group AG                                                | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |     135000 | PA      | $118101.07    | 0.90%             | 2030-09-10      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FNB Corp/PA                                  | FNB Corp/PA                                                           | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |        302 | NS      | $3941.10      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp                                | TopBuild Corp                                                         | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |         20 | NS      | $3129.80      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank/The                    | Toronto-Dominion Bank/The                                             | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |        168 | NS      | $10879.68     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD NOK                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-3026.31     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                       | Motorola Solutions Inc                                                | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |         98 | NS      | $25255.58     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp                              | Fair Isaac Corp                                                       | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |          3 | NS      | $1795.74      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                  | Hologic Inc                                                           | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |         70 | NS      | $5236.70      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD CAD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-31.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Old Republic International Corp              | Old Republic International Corp                                       | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |        187 | NS      | $4516.05      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED SEK / SOLD USD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |          1 | NC      | $438.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                     | PURCHASED USD / SOLD EUR                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-1602.12     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                           | Peru Government Bond                                                  | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     394000 | PA      | $91212.70     | 0.69%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                      | Bristol-Myers Squibb Co                                               | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |        519 | NS      | $37342.05     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                          | American Express Co                                                   | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |          6 | NS      | $886.50       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD CHF                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-45.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                       | Mercedes-Benz Group AG                                                | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |         32 | NS      | $2099.95      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                         | National Fuel Gas Co                                                  | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |        461 | NS      | $29181.30     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Fleet Management Corp                | Element Fleet Management Corp                                         | CUSIP: 286181201<br>LEI: 5493000PGBS1C22ELQ16 | Long             | EC               | CORP              | CA        |        296 | NS      | $4033.38      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc             | American International Group Inc                                      | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |         77 | NS      | $4869.48      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AGL Energy Ltd                               | AGL Energy Ltd                                                        | CUSIP: 000000000<br>LEI: 549300QAZ8A74DEDXO80 | Long             | EC               | CORP              | AU        |        381 | NS      | $2091.94      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD CLP                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-518.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                               | Loblaw Cos Ltd                                                        | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |        447 | NS      | $39523.52     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA           | Banco Bilbao Vizcaya Argentaria SA                                    | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |        382 | NS      | $2306.81      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD MXN                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-247.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                          | Gilead Sciences Inc                                                   | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |        496 | NS      | $42581.60     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercer International Inc                     | Mercer International Inc                                              | CUSIP: 588056101<br>LEI: 549300Z5IAG39VRTY874 | Long             | EC               | CORP              | US        |        336 | NS      | $3911.04      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                            | HSBC Holdings PLC                                                     | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |       1713 | NS      | $10683.07     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                | AIA Group Ltd                                                         | CUSIP: 001317205<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |        154 | NS      | $6842.22      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** LAZARD FUNDS INC

**Signature:** Christopher Snively

**Name of Signer:** Christopher Snively

**Title:** Chief Financial Officer and Treasurer