# EDGAR Filing Document

**Accession Number:** 0001011378
**File Stem:** 0001752724-23-041512
**Filing Date:** 2023-2
**Character Count:** 770603
**Document Hash:** 438a9d2329bd74ab5daa426e84155971
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-041512.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-041512

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MORGAN STANLEY VARIABLE INSURANCE FUND INC.
- **CENTRAL INDEX KEY:** 0001011378
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07607
- **FILM NUMBER:** 23671490

**BUSINESS ADDRESS:**
- **STREET 1:** 522 FIFTH AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10036
- **BUSINESS PHONE:** 800-548-7786

**MAIL ADDRESS:**
- **STREET 1:** 522 FIFTH AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10036

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** UNIVERSAL INSTITUTIONAL FUNDS INC
- **DATE OF NAME CHANGE:** 20020322

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MORGAN STANLEY UNIVERSAL FUNDS INC
- **DATE OF NAME CHANGE:** 19960328

## Series and Classes Contracts Data

### Global Strategist Portfolio (Series ID: S000004181)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000011764 | Class I      | MIMPX           |
| C000097939 | Class II     | MGTPX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** MORGAN STANLEY VARIABLE INSURANCE FUND INC.

- **b. Investment Company Act file number:** 811-07607

- **c. CIK number of Registrant:** 0001011378

- **d. LEI of Registrant:** KRX6WCBD0RZHNUHCX346

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

  - **Street Address 1:** 522 FIFTH AVENUE

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10036

  - **Telephone number:** 800-548-7786

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

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

- **b. EDGAR series identifier (if any):** S000004181

- **c. LEI of Series:** 54930060BDYEN0LP3272

**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:** $84556724.32

**Total Liabilities:** $4964983.40

**Net Assets:** $79591740.92

**Amount of Assets Invested in Other Investment Companies:** $9031058.58

**Cash Not Reported:** $1464679.24

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -40.65000000 | **1-Year:** -890.57000000 | **5-Year:** -2474.84000000 | **10-Year:** -2258.76000000 | **30-Year:** -303.90000000

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

- **3-Month:** -5.80000000 | **1-Year:** -95.96000000 | **5-Year:** -206.67000000 | **10-Year:** -176.09000000 | **30-Year:** -20.38000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000097939 | 3.61%                | 7.66%                | -2.07%               |
| Class ID C000011764 | 3.72%                | 7.60%                | -1.93%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-449953.67              | $1919059.68                                |
| Month 2  | $-185168.30              | $3956918.22                                |
| Month 3  | $-90021.09               | $-700363.57                                |

**Designated Index Information**

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

- **Index Identifier:** MSAWIF_A_BBG_GA

### Schedule of Portfolio Investments

| Name                                                      | Title                                                                                                                                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Honeywell International Inc                               | Honeywell International Inc                                                                                                                | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       206 | NS      | $44145.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                               | Discover Financial Services                                                                                                                | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |        84 | NS      | $8217.72      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HelloFresh SE                                             | HelloFresh SE                                                                                                                              | CUSIP: 000000000<br>LEI: 391200ZAF4V6XD2M9G57 | Long             | EC               | CORP              | DE        |       143 | NS      | $3120.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FMC Corp                                                  | FMC Corp                                                                                                                                   | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |        39 | NS      | $4867.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd                        | Hong Kong Exchanges & Clearing Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |       694 | NS      | $29821.35     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedish Orphan Biovitrum AB                               | Swedish Orphan Biovitrum AB                                                                                                                | CUSIP: 000000000<br>LEI: 549300124Y3MQI87PT35 | Long             | EC               | CORP              | SE        |       144 | NS      | $2980.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nemetschek SE                                             | Nemetschek SE                                                                                                                              | CUSIP: 000000000<br>LEI: 529900R0S2IX1S358J38 | Long             | EC               | CORP              | DE        |        49 | NS      | $2505.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                      | PURCHASED USD / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-142.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Long: 1325031   TRS USD R E II8642270221209 EQUITYTRS / Short: 1325031   TRS USD P V 00MSOFR II5923480221209 Q 9TH +33 BPS                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FR        |    369903 | OU      | $-4716.46     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                            | CUSIP: 3138Y6Y40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21678 | PA      | $21459.64     | 0.03%             | 2044-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IDP Education Ltd                                         | IDP Education Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       155 | NS      | $2856.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT Corp                                                  | EQT Corp                                                                                                                                   | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |       104 | NS      | $3518.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Music Group NV                                  | Universal Music Group NV                                                                                                                   | CUSIP: 000000000<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | EC               | CORP              | NL        |       618 | NS      | $14944.89     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                                                                           | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    220000 | PA      | $118477.74    | 0.15%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| St James's Place PLC                                      | St James's Place PLC                                                                                                                       | CUSIP: 000000000<br>LEI: 213800M993ICXOMBCP87 | Long             | EC               | CORP              | GB        |       490 | NS      | $6454.95      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordson Corp                                              | Nordson Corp                                                                                                                               | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |        16 | NS      | $3803.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International Inc              | Charles River Laboratories International Inc                                                                                               | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |        16 | NS      | $3486.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc                                          | EPAM Systems Inc                                                                                                                           | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |        18 | NS      | $5899.32      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                                    | Equitable Holdings Inc                                                                                                                     | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |       116 | NS      | $3329.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                       | LVMH Moet Hennessy Louis Vuitton SE                                                                                                        | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |       226 | NS      | $164458.48    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingfisher PLC                                            | Kingfisher PLC                                                                                                                             | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |      1754 | NS      | $4983.51      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd                                | BOC Hong Kong Holdings Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      2108 | NS      | $7156.23      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP - Energias de Portugal SA                             | EDP - Energias de Portugal SA                                                                                                              | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | EC               | CORP              | PT        |      2040 | NS      | $10169.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                         | Cisco Systems Inc                                                                                                                          | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      1283 | NS      | $61122.12     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                                            | Albemarle Corp                                                                                                                             | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |        36 | NS      | $7806.96      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC                                       | Global Payments Inc                                                                                                                        | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97164.80     | 0.12%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Assurant Inc                                              | Assurant Inc                                                                                                                               | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |        17 | NS      | $2126.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| L E Lundbergforetagen AB                                  | L E Lundbergforetagen AB                                                                                                                   | CUSIP: 000000000<br>LEI: 529900BPSFZS6O3A9R04 | Long             | EC               | CORP              | SE        |        65 | NS      | $2771.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                                                                           | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    410000 | PA      | $320232.42    | 0.40%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                    | OMV AG                                                                                                                                     | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |       133 | NS      | $6841.65      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                                                                                                       | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92690.01     | 0.12%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                                                                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    390000 | PA      | $401411.69    | 0.50%             | 2025-07-01      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| Salesforce Inc                                            | Salesforce Inc                                                                                                                             | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       309 | NS      | $40970.31     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                                | Intuit Inc                                                                                                                                 | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |        82 | NS      | $31916.04     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc                                             | Dynatrace Inc                                                                                                                              | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        61 | NS      | $2336.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                                   | Dow Inc                                                                                                                                    | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |       221 | NS      | $11136.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Brands PLC                                       | Imperial Brands PLC                                                                                                                        | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |       807 | NS      | $20103.27     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Washington H Soul Pattinson & Co Ltd                      | Washington H Soul Pattinson & Co Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300G2Q3P6ZVNC1465 | Long             | EC               | CORP              | AU        |       161 | NS      | $3020.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SMI9YB431 IRS MXN R F  6.68000 II9773150210702 CCPVANILLA / Short: SMI9YB431 IRS MXN P V 01MTIIE II9776110210702 CCPVANILLA          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   6814000 | OU      | $-24208.22    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Basic-Fit NV                                              | Basic-Fit NV                                                                                                                               | CUSIP: 000000000<br>LEI: 724500HUXGTQC07CAZ61 | Long             | EC               | CORP              | NL        |       788 | NS      | $20725.65     | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Umicore SA                                                | Umicore SA                                                                                                                                 | CUSIP: 000000000<br>LEI: 529900F3AIQECS8ZSV61 | Long             | EC               | CORP              | BE        |       184 | NS      | $6767.48      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                         | LEG Immobilien SE                                                                                                                          | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | EC               | CORP              | DE        |        65 | NS      | $4239.22      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                 | L3Harris Technologies Inc                                                                                                                  | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |        59 | NS      | $12284.39     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Inc                                             | BlackRock Inc                                                                                                                              | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |        47 | NS      | $33305.61     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hargreaves Lansdown PLC                                   | Hargreaves Lansdown PLC                                                                                                                    | CUSIP: 000000000<br>LEI: 2138008ZCE93ZDSESG90 | Long             | EC               | CORP              | GB        |       324 | NS      | $3336.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PE        |         1 | NC      | $1737.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zebra Technologies Corp                                   | Zebra Technologies Corp                                                                                                                    | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |        16 | NS      | $4102.56      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kone Oyj                                                  | Kone Oyj                                                                                                                                   | CUSIP: 000000000<br>LEI: 2138001CNF45JP5XZK38 | Long             | EC               | CORP              | FI        |       298 | NS      | $15427.98     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Warner Bros Discovery Inc                                 | Warner Bros Discovery Inc                                                                                                                  | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |       728 | NS      | $6901.44      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BT Group PLC                                              | BT Group PLC                                                                                                                               | CUSIP: 000000000<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |      6243 | NS      | $8429.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PDC Energy Inc                                            | PDC Energy Inc                                                                                                                             | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |       177 | NS      | $11235.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                                 | United Parcel Service Inc                                                                                                                  | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |       231 | NS      | $40157.04     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nokia Oyj                                                 | Nokia Oyj                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |      4743 | NS      | $22034.54     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollar General Corp                                       | Dollar General Corp                                                                                                                        | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |        70 | NS      | $17237.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corp                                         | DISH Network Corp                                                                                                                          | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |        77 | NS      | $1081.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SMIBEMYY3 IRS MXN R F  9.77470 II7369000221122 CCPVANILLA / Short: SMIBEMYY3 IRS MXN P V 01MTIIE II6135130221122 CCPVANILLA          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  35644627 | OU      | $-6434.82     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Accenture PLC                                             | Accenture PLC                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       193 | NS      | $51500.12     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA Inc                                       | DENTSPLY SIRONA Inc                                                                                                                        | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |        66 | NS      | $2101.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                                        | Equity Residential                                                                                                                         | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               |  | US        |       111 | NS      | $6549.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| L'Oreal SA                                                | L'Oreal SA                                                                                                                                 | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |       196 | NS      | $70187.11     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Italia SpA/Milano                                 | Telecom Italia SpA/Milano                                                                                                                  | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | EC               | CORP              | IT        |      8416 | NS      | $1950.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                                       | AUST 10Y BOND FUT MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |        15 | NC      | $-65980.91    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                                                | AMETEK Inc                                                                                                                                 | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |        71 | NS      | $9920.12      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mapletree Pan Asia Commercial Trust                       | Mapletree Pan Asia Commercial Trust                                                                                                        | CUSIP: 000000000<br>LEI: 549300BF18K4IC5LZ208 | Long             | EC               |  | SG        |      1946 | NS      | $2431.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity National Financial Inc                           | Fidelity National Financial Inc                                                                                                            | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |        81 | NS      | $3047.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc                            | American Electric Power Co Inc                                                                                                             | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       159 | NS      | $15097.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                                         | General Motors Co                                                                                                                          | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |       432 | NS      | $14532.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Mutual Ltd                                            | Old Mutual Ltd                                                                                                                             | CUSIP: 000000000<br>LEI: 213800MON84ZWWPQCN47 | Long             | EC               | CORP              | ZA        |      7755 | NS      | $4714.60      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                     | Australia Government Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    450000 | PA      | $279349.61    | 0.35%             | 2025-11-21      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Western Digital Corp                                      | Western Digital Corp                                                                                                                       | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |        96 | NS      | $3028.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                                                                                     | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |     60000 | PA      | $30061.88     | 0.04%             | 2031-05-19      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| European Residential Loan Securitization                  | European Residential Loan Securitisation 2019-NPL1 DAC                                                                                     | CUSIP: 000000000<br>LEI: 635400NCOLE2BYYWTZ86 | Long             | ABS-O            | CORP              | IE        |     96900 | PA      | $102894.12    | 0.13%             | 2054-07-24      | Floating      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                               | Alnylam Pharmaceuticals Inc                                                                                                                | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |        37 | NS      | $8793.05      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF KOREA                                         | Korea International Bond                                                                                                                   | CUSIP: 50064FAR5<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $192171.31    | 0.24%             | 2024-06-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                  | Celanese US Holdings LLC                                                                                                                   | CUSIP: 15089QAL8<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24923.86     | 0.03%             | 2025-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                              | Vontier Corp                                                                                                                               | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40134.78     | 0.05%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Amundi SA                                                 | Amundi SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 96950010FL2T1TJKR531 | Long             | EC               | CORP              | FR        |        50 | NS      | $2835.45      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                 | Teledyne Technologies Inc                                                                                                                  | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |        14 | NS      | $5598.74      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                                               | Vistra Corp                                                                                                                                | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |       115 | NS      | $2668.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                                             | Welltower Inc                                                                                                                              | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               |  | US        |       144 | NS      | $9439.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington Inc                | Expeditors International of Washington Inc                                                                                                 | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |        51 | NS      | $5299.92      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ampol Ltd                                                 | Ampol Ltd                                                                                                                                  | CUSIP: 000000000<br>LEI: 5493009TD1CGVRZ27U11 | Long             | EC               | CORP              | AU        |       180 | NS      | $3460.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                     | Australia Government Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    740000 | PA      | $395468.87    | 0.50%             | 2032-05-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Amplifon SpA                                              | Amplifon SpA                                                                                                                               | CUSIP: 000000000<br>LEI: ZYXJDNVM2JI3VBM8G556 | Long             | EC               | CORP              | IT        |       106 | NS      | $3165.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC Group NV                                              | KBC Group NV                                                                                                                               | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |      1060 | NS      | $68248.39     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                          | Genuine Parts Co                                                                                                                           | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |        44 | NS      | $7634.44      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury NZ Ltd                                            | Mercury NZ Ltd                                                                                                                             | CUSIP: 000000000<br>LEI: 254900XLT925U953KK55 | Long             | EC               | CORP              | NZ        |       615 | NS      | $2172.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MSCI Inc                                                  | MSCI Inc                                                                                                                                   | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |        25 | NS      | $11629.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SKF AB                                                    | SKF AB                                                                                                                                     | CUSIP: 000000000<br>LEI: 549300B6HWYEE57O8J84 | Long             | EC               | CORP              | SE        |       330 | NS      | $5040.26      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AVEVA Group PLC                                           | AVEVA Group PLC                                                                                                                            | CUSIP: 000000000<br>LEI: 213800XHATUM2LFMKG16 | Long             | EC               | CORP              | GB        |       108 | NS      | $4180.36      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill Inc                                | Chipotle Mexican Grill Inc                                                                                                                 | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         8 | NS      | $11099.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aegon NV                                                  | Aegon NV                                                                                                                                   | CUSIP: 000000000<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | NL        |      1517 | NS      | $7686.14      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Viatris Inc                                               | Viatris Inc                                                                                                                                | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |       377 | NS      | $4196.01      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| La Francaise des Jeux SAEM                                | La Francaise des Jeux SAEM                                                                                                                 | CUSIP: 000000000<br>LEI: 969500R4CLSQFTYYI535 | Long             | EC               | CORP              | FR        |        85 | NS      | $3420.28      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-986.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Volvo AB                                                  | Volvo AB                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |      1301 | NS      | $23500.74     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                                                                           | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    530000 | PA      | $362956.84    | 0.46%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Beiersdorf AG                                             | Beiersdorf AG                                                                                                                              | CUSIP: 000000000<br>LEI: L47NHHI0Z9X22DV46U41 | Long             | EC               | CORP              | DE        |        86 | NS      | $9827.37      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                      | Progressive Corp/The                                                                                                                       | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       179 | NS      | $23218.09     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc                               | Jack Henry & Associates Inc                                                                                                                | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |        22 | NS      | $3862.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp                                                 | Pool Corp                                                                                                                                  | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |        12 | NS      | $3627.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Argenx SE                                                 | Argenx SE                                                                                                                                  | CUSIP: 000000000<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |        49 | NS      | $18394.88     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| American Water Works Co Inc                               | American Water Works Co Inc                                                                                                                | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |        56 | NS      | $8535.52      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                | Vertex Pharmaceuticals Inc                                                                                                                 | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |        79 | NS      | $22813.62     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | Long: 1325033   TRS EUR R V 00MESTR II5359520221209 Q 26TH +4BPS / Short: 1325033   TRS EUR P E II7590050221209 EQUITYTRS                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FR        |   2054614 | OU      | $10932.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sirius XM Holdings Inc                                    | Sirius XM Holdings Inc                                                                                                                     | CUSIP: 82968B103<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |       242 | NS      | $1413.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corp                                    | Liberty Broadband Corp                                                                                                                     | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |        39 | NS      | $2974.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Parkland Corp                                             | Parkland Corp                                                                                                                              | CUSIP: 70137W108<br>LEI: 549300UY5C6HUV0XLS53 | Long             | EC               | CORP              | CA        |       135 | NS      | $2962.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                                       | Dominion Energy Inc                                                                                                                        | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |       256 | NS      | $15697.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                                | Mondelez International Inc                                                                                                                 | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |       422 | NS      | $28126.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta Inc                                                  | Okta Inc                                                                                                                                   | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |        46 | NS      | $3143.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                  | Export-Import Bank of Korea                                                                                                                | CUSIP: 302154DF3<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $176501.36    | 0.22%             | 2026-02-09      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                        | Seasoned Credit Risk Transfer Trust Series 2019-1                                                                                          | CUSIP: 35563PHZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     90110 | PA      | $80026.71     | 0.10%             | 2058-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                        | Union Pacific Corp                                                                                                                         | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       194 | NS      | $40171.58     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Swire Properties Ltd                                      | Swire Properties Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 5299001L12PHYVQ92465 | Long             | EC               | CORP              | HK        |       662 | NS      | $1676.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Skanska AB                                                | Skanska AB                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300UINV5RINHGMG07 | Long             | EC               | CORP              | SE        |       293 | NS      | $4644.78      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd                                    | Aristocrat Leisure Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |       453 | NS      | $9334.43      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                         | Johnson & Johnson                                                                                                                          | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       810 | NS      | $143086.50    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| REA Group Ltd                                             | REA Group Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |        40 | NS      | $3008.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Realty Income Corp                                        | Realty Income Corp                                                                                                                         | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               |  | US        |       191 | NS      | $12115.13     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                           | McDonald's Corp                                                                                                                            | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       226 | NS      | $59557.78     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division          | LONG GILT FUTURE MAR23                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         3 | NC      | $-19947.68    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                                                | NetApp Inc                                                                                                                                 | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |        67 | NS      | $4024.02      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Holding PLC                          | Sensata Technologies Holding PLC                                                                                                           | CUSIP: 000000000<br>LEI: 529900MS7KFYCY9MS037 | Long             | EC               | CORP              | GB        |        48 | NS      | $1938.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    125000 | PA      | $122515.76    | 0.15%             | 2026-06-11      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| ASX Ltd                                                   | ASX Ltd                                                                                                                                    | CUSIP: 000000000<br>LEI: 549300VSBVYUCBIQKT71 | Long             | EC               | CORP              | AU        |       146 | NS      | $6724.21      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings PLC                                  | Rolls-Royce Holdings PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |      7579 | NS      | $8465.55      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                           | BAE Systems PLC                                                                                                                            | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |      2795 | NS      | $28867.88     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hess Corp                                                 | Hess Corp                                                                                                                                  | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |        85 | NS      | $12054.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Heineken Holding NV                                       | Heineken Holding NV                                                                                                                        | CUSIP: 000000000<br>LEI: 724500M1WJLFM9TYBS04 | Long             | EC               | CORP              | NL        |        86 | NS      | $6641.82      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                      | PURCHASED ILS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IL        |         1 | NC      | $-1005.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                    | UnitedHealth Group Inc                                                                                                                     | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       290 | NS      | $153752.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Snam SpA                                                  | Snam SpA                                                                                                                                   | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | EC               | CORP              | IT        |      1717 | NS      | $8325.45      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Exact Sciences Corp                                       | Exact Sciences Corp                                                                                                                        | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |        53 | NS      | $2624.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lendlease Corp Ltd                                        | Lendlease Corp Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 549300MQ0F0TIIEK5592 | Long             | EC               | CORP              | AU        |       517 | NS      | $2744.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BP PLC                                                    | BP PLC                                                                                                                                     | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |     16620 | NS      | $95896.42     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                                                                            | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    740000 | PA      | $107329.03    | 0.13%             | 2025-03-02      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                     | Australia Government Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     70000 | PA      | $44456.11     | 0.06%             | 2029-11-21      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| National Bank of Canada                                   | National Bank of Canada                                                                                                                    | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |       284 | NS      | $19135.39     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Clorox Co/The                                             | Clorox Co/The                                                                                                                              | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |        39 | NS      | $5472.87      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Montreal                                          | Bank of Montreal                                                                                                                           | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | EC               | CORP              | CA        |       566 | NS      | $51274.42     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Stora Enso Oyj                                            | Stora Enso Oyj                                                                                                                             | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | EC               | CORP              | FI        |       482 | NS      | $6795.95      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cochlear Ltd                                              | Cochlear Ltd                                                                                                                               | CUSIP: 000000000<br>LEI: 5493001OLLWY8KV5UC08 | Long             | EC               | CORP              | AU        |        50 | NS      | $6905.37      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co                                  | Molson Coors Beverage Co                                                                                                                   | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |        60 | NS      | $3091.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toromont Industries Ltd                                   | Toromont Industries Ltd                                                                                                                    | CUSIP: 891102105<br>LEI: 5493008W5EPRSLQ0B737 | Long             | EC               | CORP              | CA        |        70 | NS      | $5051.48      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                           | ASML Holding NV                                                                                                                            | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       346 | NS      | $188657.07    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                           | Philip Morris International Inc                                                                                                            | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       477 | NS      | $48277.17     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Enagas SA                                                 | Enagas SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 213800OU3FQKGM4M2U23 | Long             | EC               | CORP              | ES        |       149 | NS      | $2477.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bezeq The Israeli Telecommunication Corp Ltd              | Bezeq The Israeli Telecommunication Corp Ltd                                                                                               | CUSIP: 000000000<br>LEI: 213800XCGZCFSWY9U863 | Long             | EC               | CORP              | IL        |      1782 | NS      | $3057.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Rentals Inc                                        | United Rentals Inc                                                                                                                         | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |        22 | NS      | $7819.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Corp                                           | Brookfield Corp                                                                                                                            | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |      1318 | NS      | $41447.89     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Svenska Cellulosa AB SCA                                  | Svenska Cellulosa AB SCA                                                                                                                   | CUSIP: 000000000<br>LEI: 549300FW5JDRV1IJ0M67 | Long             | EC               | CORP              | SE        |       517 | NS      | $6547.63      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                                                                                    | CUSIP: 05578QAB9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $195901.60    | 0.25%             | 2024-07-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Euronext N.V.                                             | CAC40 10 EURO FUT JAN23                                                                                                                    | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DE               |  | FR        |         1 | NC      | $-2183.72     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| KOREA SOUTHERN POWER                                      | Korea Southern Power Co Ltd                                                                                                                | CUSIP: 50065AAC8<br>LEI: 9884001B6VSIQS4ZY558 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $175623.26    | 0.22%             | 2026-01-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                      | International Business Machines Corp                                                                                                       | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       276 | NS      | $38885.64     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corp                                             | Repligen Corp                                                                                                                              | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |        16 | NS      | $2708.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco PLC                              | British American Tobacco PLC                                                                                                               | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |      1916 | NS      | $75793.43     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG                    | Chocoladefabriken Lindt & Spruengli AG                                                                                                     | CUSIP: 000000000<br>LEI: 529900JYJNNOKKAGK736 | Long             | EC               | CORP              | CH        |         1 | NS      | $10190.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pentair PLC                                               | Pentair PLC                                                                                                                                | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |        51 | NS      | $2293.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Land Securities Group PLC                                 | Land Securities Group PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 213800V8IAVKS37D6B88 | Long             | EC               |  | GB        |       640 | NS      | $4781.54      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                       | Macquarie Group Ltd                                                                                                                        | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |       278 | NS      | $31382.99     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                            | CUSIP: 3140XBNR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    456752 | PA      | $421671.70    | 0.53%             | 2051-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                        | Valero Energy Corp                                                                                                                         | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       120 | NS      | $15223.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Petronas Capital Ltd                                      | Petronas Capital Ltd                                                                                                                       | CUSIP: 716743AJ8<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    200000 | PA      | $194278.10    | 0.24%             | 2025-03-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                             | Amphenol Corp                                                                                                                              | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       183 | NS      | $13933.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                          | Wells Fargo & Co                                                                                                                           | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      1188 | NS      | $49052.52     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                                       | Northern Trust Corp                                                                                                                        | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |        61 | NS      | $5397.89      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                                 | News Corp                                                                                                                                  | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |       119 | NS      | $2165.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IGO Ltd                                                   | IGO Ltd                                                                                                                                    | CUSIP: 000000000<br>LEI: 2549005DZO8VGXM5QN07 | Long             | EC               | CORP              | AU        |       500 | NS      | $4573.68      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Long: 1323686   TRS USD R E II2587560220713 EQUITYTRS / Short: 1323686   TRS USD P V 00MSOFR II0391060220713 EQUITYTRS                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FR        |   5471917 | OU      | $402079.20    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                                   | Marathon Petroleum Corp                                                                                                                    | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |       152 | NS      | $17691.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Persimmon PLC                                             | Persimmon PLC                                                                                                                              | CUSIP: 000000000<br>LEI: 213800XI72Y57UWN6F31 | Long             | EC               | CORP              | GB        |       288 | NS      | $4222.84      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PerkinElmer Inc                                           | PerkinElmer Inc                                                                                                                            | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |        39 | NS      | $5468.58      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |   1200000 | PA      | $39490.95     | 0.05%             | 2031-03-13      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-1162.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Scentre Group                                             | Scentre Group                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |      3876 | NS      | $7544.86      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                | Cigna Corp                                                                                                                                 | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38997.32     | 0.05%             | 2047-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Straumann Holding AG                                      | Straumann Holding AG                                                                                                                       | CUSIP: 000000000<br>LEI: 50670046ML5FVIM60Z37 | Long             | EC               | CORP              | CH        |        96 | NS      | $11008.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Ltd                          | Singapore Telecommunications Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 2549003XJKIQO8YDYD89 | Long             | EC               | CORP              | SG        |      6116 | NS      | $11726.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | US 10YR ULTRA FUT MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        12 | NC      | $-2062.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Partners Group Holding AG                                 | Partners Group Holding AG                                                                                                                  | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |        20 | NS      | $17709.66     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                        | NextEra Energy Inc                                                                                                                         | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       605 | NS      | $50578.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                             | Hilton Worldwide Holdings Inc                                                                                                              | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |        86 | NS      | $10866.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey Inc                                              | WP Carey Inc                                                                                                                               | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               |  | US        |        60 | NS      | $4689.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                                   | UDR Inc                                                                                                                                    | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               |  | US        |       101 | NS      | $3911.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                                         | General Mills Inc                                                                                                                          | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |       192 | NS      | $16099.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                                             | DR Horton Inc                                                                                                                              | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |       102 | NS      | $9092.28      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                               | Paychex Inc                                                                                                                                | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |       101 | NS      | $11671.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corp                                         | Marathon Oil Corp                                                                                                                          | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |      1686 | NS      | $45640.02     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - SCRT                                        | Seasoned Credit Risk Transfer Trust Series 2018-2                                                                                          | CUSIP: 35563PFA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     82896 | PA      | $73776.31     | 0.09%             | 2057-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tesco PLC                                                 | Tesco PLC                                                                                                                                  | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |      6695 | NS      | $18042.13     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                                                                                       | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40139.24     | 0.05%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| MarketAxess Holdings Inc                                  | MarketAxess Holdings Inc                                                                                                                   | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |        12 | NS      | $3346.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hang Lung Properties Ltd                                  | Hang Lung Properties Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 529900CIVTNMXQT59E61 | Long             | EC               | CORP              | HK        |      1138 | NS      | $2216.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Electrolux AB                                             | Electrolux AB                                                                                                                              | CUSIP: 000000000<br>LEI: 549300Y3HHZB1ZGFPJ93 | Long             | EC               | CORP              | SE        |       192 | NS      | $2594.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRP Inc                                                   | BRP Inc                                                                                                                                    | CUSIP: 05577W200<br>LEI: 529900EPQGESIRCPY551 | Long             | EC               | CORP              | CA        |        31 | NS      | $2363.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 981000000 | PA      | $69077.36     | 0.09%             | 2034-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $102982.91    | 0.13%             | 2028-09-07      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Continental AG                                            | Continental AG                                                                                                                             | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | EC               | CORP              | DE        |        94 | NS      | $5603.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                          | Terna - Rete Elettrica Nazionale                                                                                                           | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | EC               | CORP              | IT        |      1197 | NS      | $8840.07      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mowi ASA                                                  | Mowi ASA                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300W1OGQF5LZIH349 | Long             | EC               | CORP              | NO        |       363 | NS      | $6185.63      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Schlumberger Ltd                                          | Schlumberger Ltd                                                                                                                           | CUSIP: 000000000<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |       424 | NS      | $22667.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zscaler Inc                                               | Zscaler Inc                                                                                                                                | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |        26 | NS      | $2909.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Lufthansa AG                                     | Deutsche Lufthansa AG                                                                                                                      | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | EC               | CORP              | DE        |       509 | NS      | $4195.71      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                                                                           | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    620000 | PA      | $530414.84    | 0.67%             | 2027-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Singapore Airlines Ltd                                    | Singapore Airlines Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 549300ZG62N2599PWR15 | Long             | EC               | CORP              | SG        |      1008 | NS      | $4161.90      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                | AbbVie Inc                                                                                                                                 | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       547 | NS      | $88400.67     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                                         | Tractor Supply Co                                                                                                                          | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |        35 | NS      | $7873.95      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                  | Bundesrepublik Deutschland Bundesanleihe                                                                                                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    120000 | PA      | $157101.22    | 0.20%             | 2039-07-04      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Universal Health Services Inc                             | Universal Health Services Inc                                                                                                              | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |        20 | NS      | $2817.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson PLC                                              | Ferguson PLC                                                                                                                               | CUSIP: 000000000<br>LEI: 213800DU1LGY3R2S2X42 | Long             | EC               | CORP              | JE        |        65 | NS      | $8253.05      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Insurance Australia Group Ltd                             | Insurance Australia Group Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 549300PFEWKNHRG25N08 | Long             | EC               | CORP              | AU        |      1848 | NS      | $5940.71      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Publicis Groupe SA                                        | Publicis Groupe SA                                                                                                                         | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |       187 | NS      | $11945.99     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EXOR NV                                                   | EXOR NV                                                                                                                                    | CUSIP: 000000000<br>LEI: 5493002ENHZ6NYET7405 | Long             | EC               | CORP              | NL        |        93 | NS      | $6808.93      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ball Corp                                                 | Ball Corp                                                                                                                                  | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |        96 | NS      | $4909.44      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NZ        |         1 | NC      | $1814.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Seagate Technology Holdings PLC                           | Seagate Technology Holdings PLC                                                                                                            | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |        62 | NS      | $3261.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED HKD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | HK        |         1 | NC      | $-0.40        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wesfarmers Ltd                                            | Wesfarmers Ltd                                                                                                                             | CUSIP: 000000000<br>LEI: 5493003L32ZX9557ST85 | Long             | EC               | CORP              | AU        |       853 | NS      | $26602.75     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Check Point Software Technologies Ltd                     | Check Point Software Technologies Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | IL        |        86 | NS      | $10849.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                                              | Unilever PLC                                                                                                                               | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      2265 | NS      | $114354.90    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                            | Air Products and Chemicals Inc                                                                                                             | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |        69 | NS      | $21269.94     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                                                                           | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    640000 | PA      | $482437.50    | 0.61%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                            | Commonwealth Bank of Australia                                                                                                             | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |      1283 | NS      | $89110.52     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                            | CUSIP: 3138WELB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91858 | PA      | $88571.51     | 0.11%             | 2045-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Singapore Exchange Ltd                                    | Singapore Exchange Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |       736 | NS      | $4921.55      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ventas Inc                                                | Ventas Inc                                                                                                                                 | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               |  | US        |       123 | NS      | $5541.15      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANCE (GOVT OF)                                          | French Republic Government Bond OAT                                                                                                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    200000 | PA      | $167635.17    | 0.21%             | 2048-05-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $215.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARC Resources Ltd                                         | ARC Resources Ltd                                                                                                                          | CUSIP: 00208D408<br>LEI: FIR47I6FEYKYNJBYW622 | Long             | EC               | CORP              | CA        |       559 | NS      | $7534.53      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                            | CUSIP: 31414AYQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5298 | PA      | $5537.68      | 0.01%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd                                             | Rio Tinto Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |       279 | NS      | $22020.24     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonova Holding AG                                         | Sonova Holding AG                                                                                                                          | CUSIP: 000000000<br>LEI: 5299004A0QNX7FBNHS61 | Long             | EC               | CORP              | CH        |        46 | NS      | $10924.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                  | Warnermedia Holdings Inc                                                                                                                   | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19215.62     | 0.02%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Whole Loan Securities Trust                   | Freddie Mac Whole Loan Securities Trust                                                                                                    | CUSIP: 3137G1BK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30997 | PA      | $26587.23     | 0.03%             | 2046-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                    | SAP SE                                                                                                                                     | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |       891 | NS      | $91987.44     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                          | Deutsche Bank AG/New York NY                                                                                                               | CUSIP: 251526CM9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $144368.89    | 0.18%             | 2023-11-08      | Fixed         | 0.96%                 | No            |                  2 | On Loan: No      |
| Tradeweb Markets Inc                                      | Tradeweb Markets Inc                                                                                                                       | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        33 | NS      | $2142.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $96406.25     | 0.12%             | 2053-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                  | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                                  | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    175000 | PA      | $153254.15    | 0.19%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Tourmaline Oil Corp                                       | Tourmaline Oil Corp                                                                                                                        | CUSIP: 89156V106<br>LEI: 549300LCHLN94A7Y1572 | Long             | EC               | CORP              | CA        |       275 | NS      | $13875.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amadeus IT Group SA                                       | Amadeus IT Group SA                                                                                                                        | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |       271 | NS      | $14058.86     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |         1 | NC      | $-493.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Bill                                                                                                                | CUSIP: 912796YL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    676000 | PA      | $670400.69    | 0.84%             | 2023-03-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Acciona SA                                                | Acciona SA                                                                                                                                 | CUSIP: 000000000<br>LEI: 54930002KP75TLLLNO21 | Long             | EC               | CORP              | ES        |        15 | NS      | $2760.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Life Holding AG                                     | Swiss Life Holding AG                                                                                                                      | CUSIP: 000000000<br>LEI: 5493000KUC3Z24U77V93 | Long             | EC               | CORP              | CH        |        26 | NS      | $13401.93     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Remy Cointreau SA                                         | Remy Cointreau SA                                                                                                                          | CUSIP: 000000000<br>LEI: 5493004V6A3Z027YT216 | Long             | EC               | CORP              | FR        |        19 | NS      | $3203.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                              | Thermo Fisher Scientific Inc                                                                                                               | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       122 | NS      | $67184.18     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                                     | Costco Wholesale Corp                                                                                                                      | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       137 | NS      | $62540.50     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMarket Ltd                                             | OneMarket Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       137 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Futures Exchange Ltd.                           | HSCEI FUTURES JAN23                                                                                                                        | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | N/A              | DE               |  | HK        |        16 | NC      | $-6806.64     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                                         | Expedia Group Inc                                                                                                                          | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        47 | NS      | $4117.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED KINGDOM GILT                                       | United Kingdom Gilt                                                                                                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     60000 | PA      | $46038.39     | 0.06%             | 2041-10-22      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                            | CUSIP: 3138A4JG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2078 | PA      | $2104.60      | 0.00%             | 2041-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Holcim AG                                                 | Holcim AG                                                                                                                                  | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |       479 | NS      | $24794.60     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Endesa SA                                                 | Endesa SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |       190 | NS      | $3580.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cloudflare Inc                                            | Cloudflare Inc                                                                                                                             | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |        78 | NS      | $3526.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd                                      | Everest Re Group Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |        12 | NS      | $3975.24      | 0.00%             |  |  |  | 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      | $-298.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Carrefour SA                                              | Carrefour SA                                                                                                                               | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |       480 | NS      | $8028.46      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | Long: 1325029   TRS USD R V 00MSOFR II1430610221209 Q 7TH +35BPS / Short: 1325029   TRS USD P E II5566100221209 EQUITYTRS                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |   1212573 | OU      | $30193.47     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MTR Corp Ltd                                              | MTR Corp Ltd                                                                                                                               | CUSIP: 000000000<br>LEI: 254900IH4U9NHH9AQM97 | Long             | EC               | CORP              | HK        |       888 | NS      | $4696.50      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Software Inc/Canada                         | Constellation Software Inc/Canada                                                                                                          | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |        17 | NS      | $26541.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NTT FINANCE CORP                                          | NTT Finance Corp                                                                                                                           | CUSIP: 62954WAD7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $167948.78    | 0.21%             | 2028-04-03      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                     | Uber Technologies Inc                                                                                                                      | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |       461 | NS      | $11400.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeroports de Paris                                        | Aeroports de Paris                                                                                                                         | CUSIP: 000000000<br>LEI: 969500PJMBSFHYC37989 | Long             | EC               | CORP              | FR        |        25 | NS      | $3349.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                         | Brown-Forman Corp                                                                                                                          | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |        96 | NS      | $6305.28      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                                              | Teradyne Inc                                                                                                                               | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |        48 | NS      | $4192.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CLP Holdings Ltd                                          | CLP Holdings Ltd                                                                                                                           | CUSIP: 000000000<br>LEI: 25490002BUTSMP94GO68 | Long             | EC               | CORP              | HK        |       910 | NS      | $6629.87      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                          | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $236863.76    | 0.30%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| BKW AG                                                    | BKW AG                                                                                                                                     | CUSIP: 000000000<br>LEI: 549300IE30SKTUO98Q38 | Long             | EC               | CORP              | CH        |        18 | NS      | $2462.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp                       | Cognizant Technology Solutions Corp                                                                                                        | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |       159 | NS      | $9093.21      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Keyera Corp                                               | Keyera Corp                                                                                                                                | CUSIP: 493271100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       187 | NS      | $4086.65      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                                                | Masco Corp                                                                                                                                 | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |        70 | NS      | $3266.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co/The                                      | Western Union Co/The                                                                                                                       | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |       119 | NS      | $1638.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                                                                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |      4621 | NS      | $263115.73    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| CNH Industrial NV                                         | CNH Industrial NV                                                                                                                          | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | NL        |       857 | NS      | $13747.99     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Italian Derivatives Market                                | FTSE/MIB IDX FUT MAR23                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IT        |         1 | NC      | $-3275.58     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank Hapoalim BM                                          | Bank Hapoalim BM                                                                                                                           | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |      1091 | NS      | $9823.28      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| eBay Inc                                                  | eBay Inc                                                                                                                                   | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       171 | NS      | $7091.37      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                                   | CRH PLC                                                                                                                                    | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |       676 | NS      | $26884.62     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                      | WEC Energy Group Inc                                                                                                                       | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |        97 | NS      | $9094.72      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                                         | EOG Resources Inc                                                                                                                          | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       180 | NS      | $23313.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ritchie Bros Auctioneers Inc                              | Ritchie Bros Auctioneers Inc                                                                                                               | CUSIP: 767744105<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |        96 | NS      | $5545.17      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COS INC                                            | Lowe's Cos Inc                                                                                                                             | CUSIP: 548661DX2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     75000 | PA      | $62454.93     | 0.08%             | 2028-04-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | AU        |         1 | NC      | $1119.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| M&G PLC                                                   | M&G PLC                                                                                                                                    | CUSIP: 000000000<br>LEI: 254900TWUJUQ44TQJY84 | Long             | EC               | CORP              | GB        |      2259 | NS      | $5108.18      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd                                    | Arch Capital Group Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |       111 | NS      | $6968.58      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                                     | 3M Co                                                                                                                                      | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       172 | NS      | $20626.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury Wine Estates Ltd                                 | Treasury Wine Estates Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 529900LVOPJGAX6ILK66 | Long             | EC               | CORP              | AU        |       520 | NS      | $4803.98      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NIKE Inc                                                  | NIKE Inc                                                                                                                                   | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |       393 | NS      | $45984.93     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbus SE                                                 | Airbus SE                                                                                                                                  | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |       479 | NS      | $56954.24     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                  | Agilent Technologies Inc                                                                                                                   | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |        91 | NS      | $13618.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                                                 | Shell PLC                                                                                                                                  | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      6402 | NS      | $180477.61    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical Inc                               | BioMarin Pharmaceutical Inc                                                                                                                | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |        58 | NS      | $6002.42      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TFI International Inc                                     | TFI International Inc                                                                                                                      | CUSIP: 87241L109<br>LEI: 5493007R9W7KO7SJN678 | Long             | EC               | CORP              | CA        |        69 | NS      | $6910.70      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                             | Owens Corning                                                                                                                              | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |        30 | NS      | $2559.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quebecor Inc                                              | Quebecor Inc                                                                                                                               | CUSIP: 748193208<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       135 | NS      | $3011.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Splunk Inc                                                | Splunk Inc                                                                                                                                 | CUSIP: 848637104<br>LEI: 549300XGDSGBP6UEI867 | Long             | EC               | CORP              | US        |        49 | NS      | $4218.41      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                                   | Aramark                                                                                                                                    | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |        72 | NS      | $2976.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ramsay Health Care Ltd                                    | Ramsay Health Care Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 549300QBX122KF2JPI10 | Long             | EC               | CORP              | AU        |       135 | NS      | $5928.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CL        |         1 | NC      | $374.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Covestro AG                                               | Covestro AG                                                                                                                                | CUSIP: 000000000<br>LEI: 3912005AWHKLQ1CPLV11 | Long             | EC               | CORP              | DE        |       166 | NS      | $6466.70      | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Micron Technology Inc                                     | Micron Technology Inc                                                                                                                      | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       349 | NS      | $17443.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp                                      | Regency Centers Corp                                                                                                                       | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               |  | US        |        48 | NS      | $3000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                                                                                                          | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $109045.72    | 0.14%             | 2026-11-13      | Fixed         | 2.26%                 | Yes           |                  2 | On Loan: No      |
| Covivio                                                   | Covivio                                                                                                                                    | CUSIP: 000000000<br>LEI: 969500P8M3W2XX376054 | Long             | EC               |  | FR        |        39 | NS      | $2314.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jeronimo Martins SGPS SA                                  | Jeronimo Martins SGPS SA                                                                                                                   | CUSIP: 000000000<br>LEI: 259400A8SZP10GB5IB19 | Long             | EC               | CORP              | PT        |       205 | NS      | $4435.27      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrivarden AB                                         | Industrivarden AB                                                                                                                          | CUSIP: 000000000<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |       112 | NS      | $2724.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Burlington Stores Inc                                     | Burlington Stores Inc                                                                                                                      | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |        20 | NS      | $4055.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                                      | Williams Cos Inc/The                                                                                                                       | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |       376 | NS      | $12370.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VAT Group AG                                              | VAT Group AG                                                                                                                               | CUSIP: 000000000<br>LEI: 529900MVFK7NVALR7Y83 | Long             | EC               | CORP              | CH        |        23 | NS      | $6313.90      | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| HubSpot Inc                                               | HubSpot Inc                                                                                                                                | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |        14 | NS      | $4047.82      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FOMENTO ECONOMICO MEX                                     | Fomento Economico Mexicano SAB de CV                                                                                                       | CUSIP: 000000000<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |    100000 | PA      | $87614.04     | 0.11%             | 2028-05-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TMX Group Ltd                                             | TMX Group Ltd                                                                                                                              | CUSIP: 87262K105<br>LEI: 549300N65GFVKSHGJW59 | Long             | EC               | CORP              | CA        |        47 | NS      | $4704.17      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Investment AB Latour                                      | Investment AB Latour                                                                                                                       | CUSIP: 000000000<br>LEI: 5493006GFBLNB3Y0Y789 | Long             | EC               | CORP              | SE        |       129 | NS      | $2439.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                        | Deutsche Boerse AG                                                                                                                         | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |       161 | NS      | $27722.60     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Snap-on Inc                                               | Snap-on Inc                                                                                                                                | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |        16 | NS      | $3655.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                                                                                                              | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       597 | NS      | $27002.31     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SMIBEMZ89 IRS MXN R F  9.79000 II5175600221122 CCPVANILLA / Short: SMIBEMZ89 IRS MXN P V 01MTIIE II4801170221122 CCPVANILLA          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  66726373 | OU      | $-11144.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                                   | Ireland Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     80000 | PA      | $69602.25     | 0.09%             | 2030-10-18      | Fixed         | 0.20%                 | Yes           |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                     | Prologis Euro Finance LLC                                                                                                                  | CUSIP: 74341EAA0<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |    100000 | PA      | $94178.57     | 0.12%             | 2029-01-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM                                   | Bank Leumi Le-Israel BM                                                                                                                    | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |      1326 | NS      | $11044.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Randstad NV                                               | Randstad NV                                                                                                                                | CUSIP: 000000000<br>LEI: 7245009EAAUUQJ0U4T57 | Long             | EC               | CORP              | NL        |       102 | NS      | $6232.45      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                          | Novo Nordisk A/S                                                                                                                           | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      1388 | NS      | $188512.00    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Linde PLC                                                 | Linde PLC                                                                                                                                  | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |       153 | NS      | $49905.54     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance Inc                              | Walgreens Boots Alliance Inc                                                                                                               | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |       225 | NS      | $8406.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                                 | Chubb Ltd                                                                                                                                  | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |       127 | NS      | $28016.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                  | Spain Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     79000 | PA      | $65917.18     | 0.08%             | 2032-04-30      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| Rational AG                                               | Rational AG                                                                                                                                | CUSIP: 000000000<br>LEI: 529900K139N6UFJ1A758 | Long             | EC               | CORP              | DE        |         4 | NS      | $2375.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                         | Omnicom Group Inc                                                                                                                          | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |        63 | NS      | $5138.91      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| West Fraser Timber Co Ltd                                 | West Fraser Timber Co Ltd                                                                                                                  | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |        51 | NS      | $3682.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sea Ltd                                                   | Sea Ltd                                                                                                                                    | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |       267 | NS      | $13892.01     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Severn Trent PLC                                          | Severn Trent PLC                                                                                                                           | CUSIP: 000000000<br>LEI: 213800RPBXRETY4A4C59 | Long             | EC               | CORP              | GB        |       225 | NS      | $7188.33      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-820.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Thungela Resources Ltd                                    | Thungela Resources Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 213800EGYK3BN3SRIF27 | Long             | EC               | CORP              | ZA        |       132 | NS      | $2174.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amcor PLC                                                 | Amcor PLC                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |       460 | NS      | $5478.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-2279.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| British Land Co PLC/The                                   | British Land Co PLC/The                                                                                                                    | CUSIP: 000000000<br>LEI: RV5B68J2GV3QGMRPW209 | Long             | EC               |  | GB        |       794 | NS      | $3769.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                      | PNC Financial Services Group Inc/The                                                                                                       | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       125 | NS      | $19742.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizrahi Tefahot Bank Ltd                                  | Mizrahi Tefahot Bank Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | EC               | CORP              | IL        |       133 | NS      | $4292.61      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                                                           | CUSIP: 31329Q5L1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11886 | PA      | $11647.79     | 0.01%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                 | Caesars Entertainment Inc                                                                                                                  | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |        67 | NS      | $2787.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                                     | Japan Government Ten Year Bond                                                                                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  49000000 | PA      | $360893.73    | 0.45%             | 2031-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Hang Seng Bank Ltd                                        | Hang Seng Bank Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 5493009Z5F07LWZYMK62 | Long             | EC               | CORP              | HK        |       443 | NS      | $7347.79      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Porsche Automobil Holding SE                              | Porsche Automobil Holding SE                                                                                                               | CUSIP: 000000000<br>LEI: 52990053Z17ZYM1KFV27 | Long             | EP               | CORP              | DE        |       132 | NS      | $7198.73      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Getinge AB                                                | Getinge AB                                                                                                                                 | CUSIP: 000000000<br>LEI: 5493003PZ4F570G3W735 | Long             | EC               | CORP              | SE        |       200 | NS      | $4158.12      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                              | Iberdrola SA                                                                                                                               | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |      3602 | NS      | $42047.91     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                     | General Dynamics Corp                                                                                                                      | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |        71 | NS      | $17615.81     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Knight Inc                                          | Black Knight Inc                                                                                                                           | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |        48 | NS      | $2964.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Star Resources Ltd                               | Northern Star Resources Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 254900XFXCRYYZAX6M78 | Long             | EC               | CORP              | AU        |       836 | NS      | $6256.05      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA COM RICH RENE ENE INVEST                            | CHINA COM RICH RENE ENE INVEST                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     18000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                                    | DBS Group Holdings Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |      1380 | NS      | $34930.01     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                       | COMM 2014-CCRE18 Mortgage Trust                                                                                                            | CUSIP: 12632QAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $90817.70     | 0.11%             | 2047-07-15      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                           | Xcel Energy Inc                                                                                                                            | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |       168 | NS      | $11778.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bollore SE                                                | Bollore SE                                                                                                                                 | CUSIP: 000000000<br>LEI: 969500LEKCHH6VV86P94 | Long             | EC               | CORP              | FR        |       717 | NS      | $4006.89      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DaVita Inc                                                | DaVita Inc                                                                                                                                 | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |        17 | NS      | $1269.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc                                       | Cheniere Energy Inc                                                                                                                        | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |        70 | NS      | $10497.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                                       | SVB Financial Group                                                                                                                        | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |        18 | NS      | $4142.52      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                                             | Mosaic Co/The                                                                                                                              | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |       105 | NS      | $4606.35      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp                                        | First Horizon Corp                                                                                                                         | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |       165 | NS      | $4042.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                  | Charter Communications Operating LLC / Charter Communications Operating Capital                                                            | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $78080.54     | 0.10%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Allegion plc                                              | Allegion plc                                                                                                                               | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |        27 | NS      | $2842.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                              | Comcast Corp                                                                                                                               | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      1347 | NS      | $47104.59     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc                                                 | Qorvo Inc                                                                                                                                  | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |        32 | NS      | $2900.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UOL Group Ltd                                             | UOL Group Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 254900O9PRCWTMR86R25 | Long             | EC               | CORP              | SG        |       347 | NS      | $1744.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BERG Finance                                              | Berg Finance 2021 DAC                                                                                                                      | CUSIP: 000000000<br>LEI: 635400MVCRPAUVUGGY60 | Long             | ABS-MBS          | CORP              | IE        |     28726 | PA      | $29248.29     | 0.04%             | 2033-04-22      | Floating      | 2.55%                 | Yes           |                  2 | On Loan: No      |
| Celanese Corp                                             | Celanese Corp                                                                                                                              | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |        34 | NS      | $3476.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc                                        | PPG Industries Inc                                                                                                                         | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |        73 | NS      | $9179.02      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank/The                                 | Toronto-Dominion Bank/The                                                                                                                  | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |      1631 | NS      | $105605.44    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |  37330000 | PA      | $5324866.50   | 6.69%             | 2032-05-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Invesco Ltd                                               | Invesco Ltd                                                                                                                                | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |       106 | NS      | $1906.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| James Hardie Industries PLC                               | James Hardie Industries PLC                                                                                                                | CUSIP: 000000000<br>LEI: 635400NSGXKTVOO7JU45 | Long             | EC               | CORP              | IE        |       338 | NS      | $6083.42      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | Canadian Imperial Bank of Commerce                                                                                                         | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |       761 | NS      | $30782.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ICL Group Ltd                                             | ICL Group Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 529900FQVQD88SHIGM04 | Long             | EC               | CORP              | IL        |       608 | NS      | $4393.08      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CH        |         1 | NC      | $-231.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mapletree Logistics Trust                                 | Mapletree Logistics Trust                                                                                                                  | CUSIP: 000000000<br>LEI: 549300M9EBZIYH387075 | Long             | EC               |  | SG        |      2525 | NS      | $3002.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACS Actividades de Construccion y Servicios SA            | ACS Actividades de Construccion y Servicios SA                                                                                             | CUSIP: 000000000<br>LEI: 95980020140005558665 | Long             | EC               | CORP              | ES        |       129 | NS      | $3691.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                         | Atmos Energy Corp                                                                                                                          | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |        43 | NS      | $4819.01      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexus                                                     | Dexus                                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |       816 | NS      | $4284.05      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F040610<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    350000 | PA      | $328617.01    | 0.41%             | 2053-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |         1 | NC      | $1106.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                             | Marriott International Inc/MD                                                                                                              | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |        86 | NS      | $12804.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Xero Ltd                                                  | Xero Ltd                                                                                                                                   | CUSIP: 000000000<br>LEI: 254900UG5D8YST164N14 | Long             | EC               | CORP              | NZ        |       101 | NS      | $4816.07      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Moody's Corp                                              | Moody's Corp                                                                                                                               | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |        51 | NS      | $14209.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | CME BITCOIN FUT JAN23                                                                                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        -1 | NC      | $365.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIM Integrated Shipping Services Ltd                      | ZIM Integrated Shipping Services Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 21380089EIJRELKAIL21 | Long             | EC               | CORP              | IL        |        72 | NS      | $1237.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bill.com Holdings Inc                                     | Bill.com Holdings Inc                                                                                                                      | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |        29 | NS      | $3159.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                                  | Fox Corp                                                                                                                                   | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |        94 | NS      | $2854.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc                                               | Dropbox Inc                                                                                                                                | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |        85 | NS      | $1902.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Akzo Nobel NV                                             | Akzo Nobel NV                                                                                                                              | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | EC               | CORP              | NL        |       156 | NS      | $10467.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orange SA                                                 | Orange SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |      1634 | NS      | $16212.74     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GEA Group AG                                              | GEA Group AG                                                                                                                               | CUSIP: 000000000<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |       129 | NS      | $5246.11      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PPL Corp                                                  | PPL Corp                                                                                                                                   | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |       226 | NS      | $6603.72      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities Inc                                       | Sun Communities Inc                                                                                                                        | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               |  | US        |        38 | NS      | $5434.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                               | Exelon Corp                                                                                                                                | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |       305 | NS      | $13185.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB Ltd                                                   | ABB Ltd                                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |      1355 | NS      | $41297.01     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nucor Corp                                                | Nucor Corp                                                                                                                                 | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |        79 | NS      | $10412.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Nova Scotia/The                                   | Bank of Nova Scotia/The                                                                                                                    | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |      1005 | NS      | $49240.55     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                                                 | Lear Corp                                                                                                                                  | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |        18 | NS      | $2232.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                       | Societe Generale SA                                                                                                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |      3306 | NS      | $82926.49     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ASM International NV                                      | ASM International NV                                                                                                                       | CUSIP: 000000000<br>LEI: 7245001I22ND6ZFHX623 | Long             | EC               | CORP              | NL        |        40 | NS      | $10149.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |         1 | NC      | $-8699.71     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Vivendi SE                                                | Vivendi SE                                                                                                                                 | CUSIP: 000000000<br>LEI: 969500FU4DRAEVJW7U54 | Long             | EC               | CORP              | FR        |       584 | NS      | $5578.92      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 839000000 | PA      | $58087.72     | 0.07%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Horizon Therapeutics Plc                                  | Horizon Therapeutics Plc                                                                                                                   | CUSIP: 000000000<br>LEI: 529900P0GSQ79OOZEV53 | Long             | EC               | CORP              | IE        |        68 | NS      | $7738.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagen Inc                                                | Seagen Inc                                                                                                                                 | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        42 | NS      | $5397.42      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Metro Inc/CN                                              | Metro Inc/CN                                                                                                                               | CUSIP: 59162N109<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | EC               | CORP              | CA        |       204 | NS      | $11295.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                                               | Cintas Corp                                                                                                                                | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        28 | NS      | $12645.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Novocure Ltd                                              | Novocure Ltd                                                                                                                               | CUSIP: 000000000<br>LEI: 213800YPP55UMHWA4826 | Long             | EC               | CORP              | JE        |        29 | NS      | $2127.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                  | Thermo Fisher Scientific Inc                                                                                                               | CUSIP: 883556CC4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84745.41     | 0.11%             | 2031-10-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FleetCor Technologies Inc                                 | FleetCor Technologies Inc                                                                                                                  | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |        22 | NS      | $4040.96      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                             | Medtronic PLC                                                                                                                              | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |       413 | NS      | $32098.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc                                       | Paycom Software Inc                                                                                                                        | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |        16 | NS      | $4964.96      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Evraz PLC                                                 | Evraz PLC                                                                                                                                  | CUSIP: 000000000<br>LEI: 5493005B7DAN39RXLK23 | Long             | EC               | CORP              | GB        |       464 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                     | Truist Financial Corp                                                                                                                      | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |       407 | NS      | $17513.21     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts Inc                                          | Vail Resorts Inc                                                                                                                           | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |        13 | NS      | $3098.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US 10YR ULTRA FUT MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -4 | NC      | $942.39       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Next PLC                                                  | Next PLC                                                                                                                                   | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |       117 | NS      | $8198.28      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ZoomInfo Technologies Inc                                 | ZoomInfo Technologies Inc                                                                                                                  | CUSIP: 98980F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        79 | NS      | $2378.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                               | Corteva Inc                                                                                                                                | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |       219 | NS      | $12872.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Reckitt Benckiser Group PLC                               | Reckitt Benckiser Group PLC                                                                                                                | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |       637 | NS      | $44154.50     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UPJOHN FINANCE BV                                         | Upjohn Finance BV                                                                                                                          | CUSIP: 000000000<br>LEI: 254900OG32E8F3XO5O83 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $82137.75     | 0.10%             | 2032-06-23      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                                | Advanced Micro Devices Inc                                                                                                                 | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |       497 | NS      | $32190.69     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH                              | Huntington Bancshares Inc/OH                                                                                                               | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |       442 | NS      | $6232.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                                        | Enphase Energy Inc                                                                                                                         | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |        42 | NS      | $11128.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM STUDENT LOAN TR 04-2                                  | SLM Student Loan Trust 2004-2                                                                                                              | CUSIP: 000000000<br>LEI: 549300Y3YMECZJOAL893 | Long             | ABS-O            | CORP              | US        |     74447 | PA      | $76355.71     | 0.10%             | 2039-07-25      | Variable      | 2.09%                 | Yes           |                  2 | On Loan: No      |
| Coterra Energy Inc                                        | Coterra Energy Inc                                                                                                                         | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |      1795 | NS      | $44103.15     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                               | PepsiCo Inc                                                                                                                                | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       426 | NS      | $76961.16     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Just Eat Takeaway.com NV                                  | Just Eat Takeaway.com NV                                                                                                                   | CUSIP: 000000000<br>LEI: 724500FVZIBSSQ7SHI95 | Long             | EC               | CORP              | NL        |       158 | NS      | $3362.96      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Jardine Matheson Holdings Ltd                             | Jardine Matheson Holdings Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 2138009KENVUNWOLPK41 | Long             | EC               | CORP              | BM        |        91 | NS      | $4629.25      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | MX        |         1 | NC      | $6396.62      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                     | Texas Instruments Inc                                                                                                                      | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |       284 | NS      | $46922.48     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                             | CME Group Inc                                                                                                                              | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       112 | NS      | $18833.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifco AB                                                  | Lifco AB                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300RTLL4VDQRCTW41 | Long             | EC               | CORP              | SE        |       203 | NS      | $3397.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Thales SA                                                 | Thales SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |        87 | NS      | $11115.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                       | Vulcan Materials Co                                                                                                                        | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |        41 | NS      | $7179.51      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                                       | PayPal Holdings Inc                                                                                                                        | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |       340 | NS      | $24214.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                              | Centene Corp                                                                                                                               | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |       177 | NS      | $14515.77     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Getlink SE                                                | Getlink SE                                                                                                                                 | CUSIP: 000000000<br>LEI: 9695007ZEQ7M0OE74G82 | Long             | EC               | CORP              | FR        |       360 | NS      | $5764.73      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dell Technologies Inc                                     | Dell Technologies Inc                                                                                                                      | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |        82 | NS      | $3298.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Renault SA                                                | Renault SA                                                                                                                                 | CUSIP: 000000000<br>LEI: 969500F7JLTX36OUI695 | Long             | EC               | CORP              | FR        |       160 | NS      | $5338.98      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                                              | Alphabet Inc                                                                                                                               | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      1853 | NS      | $163490.19    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendel SE                                                 | Wendel SE                                                                                                                                  | CUSIP: 000000000<br>LEI: 969500M98ZMIZYJD5O34 | Long             | EC               | CORP              | FR        |        22 | NS      | $2055.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Meridian Energy Ltd                                       | Meridian Energy Ltd                                                                                                                        | CUSIP: 000000000<br>LEI: 254900IFKXIGNCY3A092 | Long             | EC               | CORP              | NZ        |      1102 | NS      | $3665.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barry Callebaut AG                                        | Barry Callebaut AG                                                                                                                         | CUSIP: 000000000<br>LEI: 213800Y5RWKLDPUTT265 | Long             | EC               | CORP              | CH        |         3 | NS      | $5924.25      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                            | CUSIP: 3138AXVR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7815 | PA      | $7560.94      | 0.01%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                           | Deere & Co                                                                                                                                 | CUSIP: 244199BJ3<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89791.76     | 0.11%             | 2030-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED HUF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | HU        |         1 | NC      | $1615.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boston Properties Inc                                     | Boston Properties Inc                                                                                                                      | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               |  | US        |        46 | NS      | $3108.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The                                  | Estee Lauder Cos Inc/The                                                                                                                   | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |        72 | NS      | $17863.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                                    | Lumen Technologies Inc                                                                                                                     | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |       291 | NS      | $1519.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tele2 AB                                                  | Tele2 AB                                                                                                                                   | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | EC               | CORP              | SE        |       492 | NS      | $4013.66      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Phillips 66                                               | Phillips 66                                                                                                                                | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       147 | NS      | $15299.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pan American Silver Corp                                  | Pan American Silver Corp                                                                                                                   | CUSIP: 697900108<br>LEI: 549300MKTF5851TYIB83 | Long             | EC               | CORP              | CA        |       168 | NS      | $2742.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc                                  | Microchip Technology Inc                                                                                                                   | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |       170 | NS      | $11942.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                              | Prologis Inc                                                                                                                               | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |       283 | NS      | $31902.59     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cenovus Energy Inc                                        | Cenovus Energy Inc                                                                                                                         | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |      1176 | NS      | $22816.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co KGaA                                       | Henkel AG & Co KGaA                                                                                                                        | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |       151 | NS      | $10466.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                  | Lloyds Banking Group PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |     60446 | NS      | $32986.16     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong & China Gas Co Ltd                              | Hong Kong & China Gas Co Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 254900P7BETXGC7YU827 | Long             | EC               | CORP              | HK        |      6486 | NS      | $6151.37      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                     | Lincoln National Corp                                                                                                                      | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |        49 | NS      | $1505.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S                                                | Genmab A/S                                                                                                                                 | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |        56 | NS      | $23676.51     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                                     | Japan Government Ten Year Bond                                                                                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  39000000 | PA      | $291791.39    | 0.37%             | 2029-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Fortum Oyj                                                | Fortum Oyj                                                                                                                                 | CUSIP: 000000000<br>LEI: 635400IUIZZIUJSAMF76 | Long             | EC               | CORP              | FI        |       379 | NS      | $6311.89      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                  | Avolon Holdings Funding Ltd                                                                                                                | CUSIP: 05401AAH4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     50000 | PA      | $46227.44     | 0.06%             | 2025-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                  | Visa Inc                                                                                                                                   | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       504 | NS      | $104711.04    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                             | Hewlett Packard Enterprise Co                                                                                                              | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |       399 | NS      | $6368.04      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ageas SA/NV                                               | Ageas SA/NV                                                                                                                                | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |       142 | NS      | $6300.80      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co/The                                           | Southern Co/The                                                                                                                            | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |       332 | NS      | $23708.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                  | Warnermedia Holdings Inc                                                                                                                   | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61970.07     | 0.08%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Crown Holdings Inc                                        | Crown Holdings Inc                                                                                                                         | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |        37 | NS      | $3041.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc                                              | Enbridge Inc                                                                                                                               | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |      1710 | NS      | $66833.97     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pandora A/S                                               | Pandora A/S                                                                                                                                | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |        77 | NS      | $5442.47      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Legal & General Group PLC                                 | Legal & General Group PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | EC               | CORP              | GB        |      5362 | NS      | $16075.99     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle Group Inc/The                                     | Carlyle Group Inc/The                                                                                                                      | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |        61 | NS      | $1820.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orkla ASA                                                 | Orkla ASA                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |       660 | NS      | $4763.44      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sodexo SA                                                 | Sodexo SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | EC               | CORP              | FR        |        72 | NS      | $6888.85      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                          | Roche Holding AG                                                                                                                           | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       608 | NS      | $191056.30    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd                                      | Woolworths Group Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | EC               | CORP              | AU        |       910 | NS      | $20780.23     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                | Zoetis Inc                                                                                                                                 | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       146 | NS      | $21396.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                                            | NRG Energy Inc                                                                                                                             | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |        73 | NS      | $2322.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Informa PLC                                               | Informa PLC                                                                                                                                | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | EC               | CORP              | GB        |      1302 | NS      | $9712.61      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                       | Eastman Chemical Co                                                                                                                        | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |        38 | NS      | $3094.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Securitas AB                                              | Securitas AB                                                                                                                               | CUSIP: 000000000<br>LEI: 635400TTYKE8EIWDS617 | Long             | EC               | CORP              | SE        |       421 | NS      | $3513.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica Deutschland Holding AG                         | Telefonica Deutschland Holding AG                                                                                                          | CUSIP: 000000000<br>LEI: 391200ECRPJ3SWQJUM30 | Long             | EC               | CORP              | DE        |       885 | NS      | $2173.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Healthineers AG                                   | Siemens Healthineers AG                                                                                                                    | CUSIP: 000000000<br>LEI: 529900QBVWXMWANH7H45 | Long             | EC               | CORP              | DE        |       247 | NS      | $12320.76     | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| American Homes 4 Rent                                     | American Homes 4 Rent                                                                                                                      | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               |  | US        |        97 | NS      | $2923.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |         1 | NC      | $82653.27     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                    | Boston Scientific Corp                                                                                                                     | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |       441 | NS      | $20405.07     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                | Zimmer Biomet Holdings Inc                                                                                                                 | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |        65 | NS      | $8287.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US 10YR NOTE (CBT)MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -19 | NC      | $5789.07      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Futu Holdings Ltd                                         | Futu Holdings Ltd                                                                                                                          | CUSIP: 36118L106<br>LEI: 213800X4W4ZRESFPTQ37 | Long             | EC               | CORP              | KY        |        35 | NS      | $1422.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corp                                             | Westlake Corp                                                                                                                              | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |        12 | NS      | $1230.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                                 | Archer-Daniels-Midland Co                                                                                                                  | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |       172 | NS      | $15970.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Daimler Truck Holding AG                                  | Daimler Truck Holding AG                                                                                                                   | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |       386 | NS      | $11866.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Embracer Group AB                                         | Embracer Group AB                                                                                                                          | CUSIP: 000000000<br>LEI: 549300RFXXKT652HB549 | Long             | EC               | CORP              | SE        |       552 | NS      | $2506.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ResMed Inc                                                | ResMed Inc                                                                                                                                 | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |        45 | NS      | $9365.85      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedbank AB                                               | Swedbank AB                                                                                                                                | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |       773 | NS      | $13148.01     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                       | Elevance Health Inc                                                                                                                        | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |        74 | NS      | $37959.78     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                               | Lennar Corp                                                                                                                                | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |        79 | NS      | $7149.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                                           | Baker Hughes Co                                                                                                                            | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       307 | NS      | $9065.71      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ONGC VIDESH VANKORNEFT                                    | ONGC Videsh Vankorneft Pte Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 254900FXH0X0S4UIS503 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $187092.95    | 0.24%             | 2026-07-27      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| J M Smucker Co/The                                        | J M Smucker Co/The                                                                                                                         | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |        33 | NS      | $5229.18      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                                     | NXP Semiconductors NV                                                                                                                      | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |        81 | NS      | $12800.43     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                                       | Leidos Holdings Inc                                                                                                                        | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |        40 | NS      | $4207.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Essity AB                                                 | Essity AB                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |       522 | NS      | $13669.71     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CBRE Group Inc                                            | CBRE Group Inc                                                                                                                             | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |        99 | NS      | $7619.04      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HKT Trust & HKT Ltd                                       | HKT Trust & HKT Ltd                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | XX        |      2186 | NS      | $2675.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc                               | Raymond James Financial Inc                                                                                                                | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |        60 | NS      | $6411.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Entertainment PLC                                 | Flutter Entertainment PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 635400EG4YIJLJMZJ782 | Long             | EC               | CORP              | IE        |       151 | NS      | $20691.71     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group PLC                                              | 3i Group PLC                                                                                                                               | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |       870 | NS      | $14030.78     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Brenntag SE                                               | Brenntag SE                                                                                                                                | CUSIP: 000000000<br>LEI: NNROIXVWJ7CPSR27SV97 | Long             | EC               | CORP              | DE        |       131 | NS      | $8354.51      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Biogen Inc                                                | Biogen Inc                                                                                                                                 | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |        44 | NS      | $12184.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM Mortgage Trust                                       | COMM 2014-CR14 Mortgage Trust                                                                                                              | CUSIP: 12630DAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     77000 | PA      | $75206.87     | 0.09%             | 2047-02-10      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Dollarama Inc                                             | Dollarama Inc                                                                                                                              | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |       236 | NS      | $13802.69     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WPP PLC                                                   | WPP PLC                                                                                                                                    | CUSIP: 000000000<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | JE        |       983 | NS      | $9712.03      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Block Inc                                                 | Block Inc                                                                                                                                  | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |       161 | NS      | $10117.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties Inc                         | Gaming and Leisure Properties Inc                                                                                                          | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               |  | US        |        79 | NS      | $4115.11      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                                | Fiserv Inc                                                                                                                                 | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       186 | NS      | $18799.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                          | WFRBS Commercial Mortgage Trust 2013-C16                                                                                                   | CUSIP: 92938EBR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140000 | PA      | $126399.34    | 0.16%             | 2046-09-15      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Edison International                                      | Edison International                                                                                                                       | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       118 | NS      | $7507.16      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                                   | Procter & Gamble Co/The                                                                                                                    | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       737 | NS      | $111699.72    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Limited           | MSCI SING IX ETS JAN23                                                                                                                     | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |         1 | NC      | $-145.59      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Empire Co Ltd                                             | Empire Co Ltd                                                                                                                              | CUSIP: 291843407<br>LEI: 549300TX0ZUSTEF7C719 | Long             | EC               | CORP              | CA        |       138 | NS      | $3634.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                                          | TotalEnergies SE                                                                                                                           | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |      1985 | NS      | $124604.68    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                                                                                       | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23808.62     | 0.03%             | 2033-07-22      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Reece Ltd                                                 | Reece Ltd                                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       167 | NS      | $1596.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                                                                                     | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $95217.34     | 0.12%             | 2049-05-28      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Akamai Technologies Inc                                   | Akamai Technologies Inc                                                                                                                    | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |        49 | NS      | $4130.70      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Tire Corp Ltd                                    | Canadian Tire Corp Ltd                                                                                                                     | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               | CORP              | CA        |        47 | NS      | $4911.74      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED KINGDOM GILT                                       | United Kingdom Gilt                                                                                                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    180000 | PA      | $200347.07    | 0.25%             | 2045-01-22      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SMIAF3BH8 IRS MXN R F  7.36000 II1263000211227 CCPVANILLA / Short: SMIAF3BH8 IRS MXN P V 01MTIIE II0265570211227 CCPVANILLA          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  10394500 | OU      | $-27441.50    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD DKK                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-75.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Generac Holdings Inc                                      | Generac Holdings Inc                                                                                                                       | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |        20 | NS      | $2013.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodman Group                                             | Goodman Group                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |      1294 | NS      | $15217.90     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CONTRA ABIOMED INC                                        | CONTRA ABIOMED INC                                                                                                                         | CUSIP: 003CVR016<br>LEI: N/A                  | N/A              | DE               |  | US        |        14 | NS      | $14.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | S+P500 EMINI FUT MAR23                                                                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       -19 | NC      | $123487.84    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                                         | State Street Corp                                                                                                                          | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |       113 | NS      | $8765.41      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                                      | Lockheed Martin Corp                                                                                                                       | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |        73 | NS      | $35513.77     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaris SA                                                | Tenaris SA                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |       395 | NS      | $6927.39      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lottery Corp Ltd/The                                      | Lottery Corp Ltd/The                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      1654 | NS      | $5041.53      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| H & M Hennes & Mauritz AB                                 | H & M Hennes & Mauritz AB                                                                                                                  | CUSIP: 000000000<br>LEI: 529900O5RR7R39FRDM42 | Long             | EC               | CORP              | SE        |       637 | NS      | $6864.58      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                         | NatWest Group PLC                                                                                                                          | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |      4721 | NS      | $15056.35     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OCI NV                                                    | OCI NV                                                                                                                                     | CUSIP: 000000000<br>LEI: 549300NCMRGIBJYUOE57 | Long             | EC               | CORP              | NL        |        91 | NS      | $3253.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Delivery Hero SE                                          | Delivery Hero SE                                                                                                                           | CUSIP: 000000000<br>LEI: 529900C3EX1FZGE48X78 | Long             | EC               | CORP              | DE        |       145 | NS      | $6958.51      | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Medibank Pvt Ltd                                          | Medibank Pvt Ltd                                                                                                                           | CUSIP: 000000000<br>LEI: BDYVSUPTML83OLINBJ17 | Long             | EC               | CORP              | AU        |      2050 | NS      | $4089.83      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Corp of Canada                                      | Power Corp of Canada                                                                                                                       | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |       469 | NS      | $11032.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                                            | Lowe's Cos Inc                                                                                                                             | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |       194 | NS      | $38652.56     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED TWD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TW        |         1 | NC      | $-3231.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Old Dominion Freight Line Inc                             | Old Dominion Freight Line Inc                                                                                                              | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |        30 | NS      | $8513.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty SiriusXM                       | Liberty Media Corp-Liberty SiriusXM                                                                                                        | CUSIP: 531229607<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        51 | NS      | $1995.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc                                   | Darling Ingredients Inc                                                                                                                    | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |        49 | NS      | $3066.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                                                                                  | CUSIP: 775109CC3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $86566.38     | 0.11%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| RELX PLC                                                  | RELX PLC                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |      1715 | NS      | $47416.36     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                    | Koninklijke Philips NV                                                                                                                     | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |       783 | NS      | $11781.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                                    | AP Moller - Maersk A/S                                                                                                                     | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |         3 | NS      | $6611.58      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc                              | Alimentation Couche-Tard Inc                                                                                                               | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |       797 | NS      | $35023.26     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Taurus CMBS                                               | Taurus 2018-2 UK DAC                                                                                                                       | CUSIP: 000000000<br>LEI: 549300DH0UCFDPX2WX87 | Long             | ABS-MBS          | CORP              | IE        |     58814 | PA      | $70381.16     | 0.09%             | 2028-05-22      | Floating      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                  | Bundesrepublik Deutschland Bundesanleihe                                                                                                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    320000 | PA      | $300334.22    | 0.38%             | 2029-02-15      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Hasbro Inc                                                | Hasbro Inc                                                                                                                                 | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |        41 | NS      | $2501.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                               | Cummins Inc                                                                                                                                | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |        43 | NS      | $10418.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                                               | Workday Inc                                                                                                                                | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |        61 | NS      | $10207.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sartorius AG                                              | Sartorius AG                                                                                                                               | CUSIP: 000000000<br>LEI: 529900EQV2DY4FOAMU38 | Long             | EP               | CORP              | DE        |        21 | NS      | $8292.39      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                               | Royal Caribbean Cruises Ltd                                                                                                                | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |        72 | NS      | $3558.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp                                                 | IDEX Corp                                                                                                                                  | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |        23 | NS      | $5251.59      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teck Resources Ltd                                        | Teck Resources Ltd                                                                                                                         | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |       404 | NS      | $15267.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Azrieli Group Ltd                                         | Azrieli Group Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |        36 | NS      | $2400.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |         1 | NC      | $1328.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDW Corp/DE                                               | CDW Corp/DE                                                                                                                                | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |        42 | NS      | $7500.36      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                            | CUSIP: 3138A8YQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18529 | PA      | $18757.94     | 0.02%             | 2041-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                | Air Canada                                                                                                                                 | CUSIP: 008911877<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | EC               | CORP              | CA        |       147 | NS      | $2105.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Scout24 SE                                                | Scout24 SE                                                                                                                                 | CUSIP: 000000000<br>LEI: 5493007EIKM2ENQS7U66 | Long             | EC               | CORP              | DE        |        69 | NS      | $3473.02      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Tyler Technologies Inc                                    | Tyler Technologies Inc                                                                                                                     | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |        13 | NS      | $4191.33      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                                     | Norfolk Southern Corp                                                                                                                      | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |        73 | NS      | $17988.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                                                                                 | CUSIP: 68323AFF6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    190000 | PA      | $176512.66    | 0.22%             | 2026-06-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SGS SA                                                    | SGS SA                                                                                                                                     | CUSIP: 000000000<br>LEI: 2138007JNS19JHNA2336 | Long             | EC               | CORP              | CH        |         5 | NS      | $11646.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sealed Air Corp                                           | Sealed Air Corp                                                                                                                            | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |        45 | NS      | $2244.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                            | Microsoft Corp                                                                                                                             | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      2182 | NS      | $523287.24    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-4368.48     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                         | Suncor Energy Inc                                                                                                                          | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |      1155 | NS      | $36637.56     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KOREA HYDRO & NUCLEAR PO                                  | Korea Hydro & Nuclear Power Co Ltd                                                                                                         | CUSIP: 50064YAN3<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $199282.00    | 0.25%             | 2023-07-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Insulet Corp                                              | Insulet Corp                                                                                                                               | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |        21 | NS      | $6182.19      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel SpA                                                  | Enel SpA                                                                                                                                   | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |      6877 | NS      | $36985.48     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurazeo SE                                                | Eurazeo SE                                                                                                                                 | CUSIP: 000000000<br>LEI: 969500C656AA39O94N60 | Long             | EC               | CORP              | FR        |        36 | NS      | $2241.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| A O Smith Corp                                            | A O Smith Corp                                                                                                                             | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |        40 | NS      | $2289.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dr Ing hc F Porsche AG                                    | Dr Ing hc F Porsche AG                                                                                                                     | CUSIP: 000000000<br>LEI: 529900EWEX125AULXI58 | Long             | EP               | CORP              | DE        |        99 | NS      | $9990.44      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Align Technology Inc                                      | Align Technology Inc                                                                                                                       | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |        23 | NS      | $4850.70      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                          | Paramount Global                                                                                                                           | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |       189 | NS      | $3190.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                                      | Targa Resources Corp                                                                                                                       | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |        66 | NS      | $4851.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Industria de Diseno Textil SA                             | Industria de Diseno Textil SA                                                                                                              | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |       646 | NS      | $17158.43     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                           | Tyson Foods Inc                                                                                                                            | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |        89 | NS      | $5540.25      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Co                                   | Becton Dickinson and Co                                                                                                                    | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |        87 | NS      | $22124.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Matthey PLC                                       | Johnson Matthey PLC                                                                                                                        | CUSIP: 000000000<br>LEI: 2138001AVBSD1HSC6Z10 | Long             | EC               | CORP              | GB        |       162 | NS      | $4140.27      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                                     | STMicroelectronics NV                                                                                                                      | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |       556 | NS      | $19758.02     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Bank Co Ltd                                    | Japan Post Bank Co Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006JVO6N2HC2XZ76 | Long             | EC               | CORP              | JP        |      2139 | NS      | $18337.53     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp                                       | American Tower Corp                                                                                                                        | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |       144 | NS      | $30507.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Neste Oyj                                                 | Neste Oyj                                                                                                                                  | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | EC               | CORP              | FI        |       364 | NS      | $16786.57     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kering SA                                                 | Kering SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |        63 | NS      | $32062.44     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolution AB                                              | Evolution AB                                                                                                                               | CUSIP: 000000000<br>LEI: 549300SUH6ZR1RF6TA88 | Long             | EC               | CORP              | SE        |       157 | NS      | $15292.49     | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Freddie Mac Whole Loan Securities Trust                   | Freddie Mac Whole Loan Securities Trust 2017-SC02                                                                                          | CUSIP: 3137G1BS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     38321 | PA      | $32834.18     | 0.04%             | 2047-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APA Group                                                 | APA Group                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300T9RBSX164T8H40 | Long             | EC               | CORP              | AU        |       873 | NS      | $6381.11      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                           | Dollar Tree Inc                                                                                                                            | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |        69 | NS      | $9759.36      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANCE (GOVT OF)                                          | French Republic Government Bond OAT                                                                                                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   1050000 | PA      | $927330.82    | 1.17%             | 2029-11-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Packaging Corp of America                                 | Packaging Corp of America                                                                                                                  | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |        29 | NS      | $3709.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                                        | IQVIA Holdings Inc                                                                                                                         | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |        57 | NS      | $11678.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc                                         | Veeva Systems Inc                                                                                                                          | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |        44 | NS      | $7100.72      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CH        |         1 | NC      | $-35.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                            | CUSIP: 3138A7K49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7073 | PA      | $7160.58      | 0.01%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Accor SA                                                  | Accor SA                                                                                                                                   | CUSIP: 000000000<br>LEI: 969500QZC2Q0TK11NV07 | Long             | EC               | CORP              | FR        |       140 | NS      | $3492.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Utilities Ltd                                    | Canadian Utilities Ltd                                                                                                                     | CUSIP: 136717832<br>LEI: LWV4QIQODEH3VBHUFX07 | Long             | EC               | CORP              | CA        |       108 | NS      | $2923.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                             | Intercontinental Exchange Inc                                                                                                              | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |       172 | NS      | $17645.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | MX        |         1 | NC      | $2155.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                     | Applied Materials Inc                                                                                                                      | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       266 | NS      | $25903.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                                 | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |       288 | NS      | $18141.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trade Desk Inc/The                                        | Trade Desk Inc/The                                                                                                                         | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |       131 | NS      | $5872.73      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange SA                                                 | Orange SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $107628.61    | 0.14%             | 2026-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                     | Pembina Pipeline Corp                                                                                                                      | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |       470 | NS      | $15953.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp                                                                                                                               | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    125000 | PA      | $101340.28    | 0.13%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Lundin Mining Corp                                        | Lundin Mining Corp                                                                                                                         | CUSIP: 550372106<br>LEI: 549300FQDIM6C8HTN269 | Long             | EC               | CORP              | CA        |       549 | NS      | $3369.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northland Power Inc                                       | Northland Power Inc                                                                                                                        | CUSIP: 666511100<br>LEI: 549300IT8CIDW8V5KX72 | Long             | EC               | CORP              | CA        |       203 | NS      | $5566.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc                                   | Rockwell Automation Inc                                                                                                                    | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |        35 | NS      | $9014.95      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Energy Ltd                                         | Origin Energy Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: ZSN2LWNPYW6ISMRUC664 | Long             | EC               | CORP              | AU        |      1303 | NS      | $6819.80      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                          | BAT Capital Corp                                                                                                                           | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    125000 | PA      | $114393.77    | 0.14%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Moderna Inc                                               | Moderna Inc                                                                                                                                | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |        97 | NS      | $17423.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Keppel Corp Ltd                                           | Keppel Corp Ltd                                                                                                                            | CUSIP: 000000000<br>LEI: 254900SQ7IPDOY6IDW33 | Long             | EC               | CORP              | SG        |      1096 | NS      | $5943.80      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                                       | Henkel AG & Co KGaA                                                                                                                        | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |        88 | NS      | $5655.29      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Oyj                                                 | Orion Oyj                                                                                                                                  | CUSIP: 000000000<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |        92 | NS      | $5043.71      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Energy Corp                                 | Constellation Energy Corp                                                                                                                  | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |       101 | NS      | $8707.21      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Co                                                | Kellogg Co                                                                                                                                 | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |        80 | NS      | $5699.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-15.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stryker Corp                                              | Stryker Corp                                                                                                                               | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       105 | NS      | $25671.45     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tryg A/S                                                  | Tryg A/S                                                                                                                                   | CUSIP: 000000000<br>LEI: 213800ZRS8AC4LSTCE39 | Long             | EC               | CORP              | DK        |       305 | NS      | $7248.49      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rheinmetall AG                                            | Rheinmetall AG                                                                                                                             | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |        39 | NS      | $7763.97      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust 2021-INV6                                                                                                         | CUSIP: 46654FAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    171570 | PA      | $143823.92    | 0.18%             | 2052-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Pearson PLC                                               | Pearson PLC                                                                                                                                | CUSIP: 000000000<br>LEI: 2138004JBXWWJKIURC57 | Long             | EC               | CORP              | GB        |       597 | NS      | $6741.21      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aroundtown SA                                             | Aroundtown SA                                                                                                                              | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | EC               | CORP              | LU        |       912 | NS      | $2124.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                         | Huntington Ingalls Industries Inc                                                                                                          | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |        12 | NS      | $2768.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                                    | Trane Technologies PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |        72 | NS      | $12102.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NBN CO LTD                                                | NBN Co Ltd                                                                                                                                 | CUSIP: 62878U2B7<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $158861.82    | 0.20%             | 2031-05-05      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TR        |         1 | NC      | $-43.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Newmont Corp                                              | Newmont Corp                                                                                                                               | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |       234 | NS      | $11044.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities Inc                       | Alexandria Real Estate Equities Inc                                                                                                        | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               |  | US        |        48 | NS      | $6992.16      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Adyen NV                                                  | Adyen NV                                                                                                                                   | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |        19 | NS      | $26376.73     | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Capitaland Investment Ltd/Singapore                       | Capitaland Investment Ltd/Singapore                                                                                                        | CUSIP: 000000000<br>LEI: 254900AT4UQDU7SNXX49 | Long             | EC               | CORP              | SG        |      1969 | NS      | $5441.71      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                  | Constellation Brands Inc                                                                                                                   | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |        49 | NS      | $11355.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                                               | Trimble Inc                                                                                                                                | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |        77 | NS      | $3893.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                                  | Willis Towers Watson PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |        34 | NS      | $8315.72      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kerry Group PLC                                           | Kerry Group PLC                                                                                                                            | CUSIP: 000000000<br>LEI: 635400TLVVBNXLFHWC59 | Long             | EC               | CORP              | IE        |       143 | NS      | $12917.22     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                               | NVIDIA Corp                                                                                                                                | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |       780 | NS      | $113989.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                                           | Best Buy Co Inc                                                                                                                            | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |        63 | NS      | $5053.23      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO-BTP FUTURE MAR23                                                                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -17 | NC      | $162851.47    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                              | Chevron Corp                                                                                                                               | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       569 | NS      | $102129.81    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirax-Sarco Engineering PLC                              | Spirax-Sarco Engineering PLC                                                                                                               | CUSIP: 000000000<br>LEI: 213800WFVZQMHOZP2W17 | Long             | EC               | CORP              | GB        |        66 | NS      | $8430.21      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SMI9YMZZ2 IRS MXN R F  6.66000 II7294220210706 CCPVANILLA / Short: SMI9YMZZ2 IRS MXN P V 01MTIIE II7296970210706 CCPVANILLA          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   6814000 | OU      | $-24435.15    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                        | Johnson Controls International plc                                                                                                         | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |       212 | NS      | $13568.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                                 | Adobe Inc                                                                                                                                  | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       141 | NS      | $47450.73     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                                   | KeyCorp                                                                                                                                    | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |       288 | NS      | $5016.96      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Assets Holdings Ltd                                 | Power Assets Holdings Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 254900JOWYUW1ZX4DF47 | Long             | EC               | CORP              | HK        |       787 | NS      | $4301.32      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd                                 | Woodside Energy Group Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |      1421 | NS      | $34414.06     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-17279.76    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sino Land Co Ltd                                          | Sino Land Co Ltd                                                                                                                           | CUSIP: 000000000<br>LEI: 529900G5P51053HJVZ92 | Long             | EC               | CORP              | HK        |      2016 | NS      | $2514.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wharf Holdings Ltd/The                                    | Wharf Holdings Ltd/The                                                                                                                     | CUSIP: 000000000<br>LEI: 254900JCV4TBBPX9IW91 | Long             | EC               | CORP              | HK        |      1400 | NS      | $4106.72      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan Trust                        | Renaissance Home Equity Loan Trust 2002-3                                                                                                  | CUSIP: 75970NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67920 | PA      | $62385.69     | 0.08%             | 2032-12-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Osaka Exchange                                            | TOPIX INDX FUTR MAR23                                                                                                                      | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |         5 | NC      | $-18566.12    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Trust Holdings Inc                        | Sumitomo Mitsui Trust Holdings Inc                                                                                                         | CUSIP: 000000000<br>LEI: 353800P843RLCDBLNT17 | Long             | EC               | CORP              | JP        |      1751 | NS      | $61102.10     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                         | Take-Two Interactive Software Inc                                                                                                          | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |        51 | NS      | $5310.63      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                                                                                     | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |      1512 | NS      | $42117.52     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Waste Management Inc                                      | Waste Management Inc                                                                                                                       | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |       128 | NS      | $20080.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                                   | GSK PLC                                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |      3630 | NS      | $62738.14     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Entergy Corp                                              | Entergy Corp                                                                                                                               | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |        63 | NS      | $7087.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Whole Loan Securities Trust                   | Freddie Mac Whole Loan Securities Trust 2015-SC02                                                                                          | CUSIP: 3137G1AK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18662 | PA      | $16187.46     | 0.02%             | 2045-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Elisa Oyj                                                 | Elisa Oyj                                                                                                                                  | CUSIP: 000000000<br>LEI: 743700TU2S3DXWGU7H32 | Long             | EC               | CORP              | FI        |       124 | NS      | $6572.63      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                        | Banco Santander SA                                                                                                                         | CUSIP: 05971KAA7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $196951.86    | 0.25%             | 2025-11-19      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $121.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWAP BNP PARIBAS BOC                                      | SWAP BNP PARIBAS BOC                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |   -690000 | NS      | $-690000.00   | -0.87%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                                                      | CUSIP: 3132QMN80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33507 | PA      | $31305.61     | 0.04%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                           | Danske Bank A/S                                                                                                                            | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |       580 | NS      | $11439.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Evonik Industries AG                                      | Evonik Industries AG                                                                                                                       | CUSIP: 000000000<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | EC               | CORP              | DE        |       180 | NS      | $3433.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                                                                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    240000 | PA      | $171352.16    | 0.22%             | 2050-09-01      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Hubbell Inc                                               | Hubbell Inc                                                                                                                                | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |        17 | NS      | $3989.56      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SWAP MORGAN STANLEY COC                                   | SWAP MORGAN STANLEY COC                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    315000 | NS      | $315000.00    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                                              | Alphabet Inc                                                                                                                               | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      1717 | NS      | $152349.41    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AltaGas Ltd                                               | AltaGas Ltd                                                                                                                                | CUSIP: 021361100<br>LEI: 549300D7A8QA85Z2MH11 | Long             | EC               | CORP              | CA        |       239 | NS      | $4126.90      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Smiths Group PLC                                          | Smiths Group PLC                                                                                                                           | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |       325 | NS      | $6237.42      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                      | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-705.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cigna Corp                                                | Cigna Corp                                                                                                                                 | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |        94 | NS      | $31145.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SITC International Holdings Co Ltd                        | SITC International Holdings Co Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | KY        |       903 | NS      | $2001.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ubisoft Entertainment SA                                  | Ubisoft Entertainment SA                                                                                                                   | CUSIP: 000000000<br>LEI: 969500I7C8V1LBIMSM05 | Long             | EC               | CORP              | FR        |        77 | NS      | $2175.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ceridian HCM Holding Inc                                  | Ceridian HCM Holding Inc                                                                                                                   | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |        43 | NS      | $2758.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Admiral Group PLC                                         | Admiral Group PLC                                                                                                                          | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |       162 | NS      | $4158.69      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                               | Cie Financiere Richemont SA                                                                                                                | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |       449 | NS      | $58217.30     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Aviation SA                                      | Dassault Aviation SA                                                                                                                       | CUSIP: 000000000<br>LEI: 969500CVFTUT88V8QN95 | Long             | EC               | CORP              | FR        |        20 | NS      | $3391.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                  | Spain Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     21000 | PA      | $20130.34     | 0.03%             | 2066-07-30      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Stockland                                                 | Stockland                                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |      1789 | NS      | $4406.05      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                         | Hellenic Republic Government Bond                                                                                                          | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |   2623000 | PA      | $2082646.62   | 2.62%             | 2031-06-18      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | YEN DENOM NIKKEI MAR23                                                                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        -3 | NC      | $21487.35     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp                                             | M&T Bank Corp                                                                                                                              | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |        54 | NS      | $7833.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ESR Group Ltd                                             | ESR Group Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 549300C81AR42BZUFZ09 | Long             | EC               | CORP              | KY        |      1158 | NS      | $2420.85      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT                                        | Sweden Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    740000 | PA      | $64824.57     | 0.08%             | 2028-05-12      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Sempra Energy                                             | Sempra Energy                                                                                                                              | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |        98 | NS      | $15144.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1700000 | PA      | $82314.32     | 0.10%             | 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        |        19 | NS      | $16036.57     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp                                          | W R Berkley Corp                                                                                                                           | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |        65 | NS      | $4717.05      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Great-West Lifeco Inc                                     | Great-West Lifeco Inc                                                                                                                      | CUSIP: 39138C106<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               | CORP              | CA        |       237 | NS      | $5478.66      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                           | CVS Health Corp                                                                                                                            | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |       406 | NS      | $37835.14     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                                          | Crown Castle Inc                                                                                                                           | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |       133 | NS      | $18040.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc                                     | DuPont de Nemours Inc                                                                                                                      | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |       154 | NS      | $10569.02     | 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      | $0.52         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                    | NextEra Energy Capital Holdings Inc                                                                                                        | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    175000 | PA      | $151750.80    | 0.19%             | 2029-11-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SWAP GOLDMAN SACHS BOC                                    | SWAP GOLDMAN SACHS BOC                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |  -1270000 | NS      | $-1270000.00  | -1.60%            |  |  |  | No            |                  2 | On Loan: No      |
| adidas AG                                                 | adidas AG                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |       149 | NS      | $20193.42     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MTU Aero Engines AG                                       | MTU Aero Engines AG                                                                                                                        | CUSIP: 000000000<br>LEI: 529900807L67JY81RD65 | Long             | EC               | CORP              | DE        |        46 | NS      | $9896.22      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                   | Walt Disney Co/The                                                                                                                         | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42803.75     | 0.05%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Wharf Real Estate Investment Co Ltd                       | Wharf Real Estate Investment Co Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 529900QLPKS8U9QOPB59 | Long             | EC               | CORP              | KY        |       962 | NS      | $5602.82      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Worldline SA/France                                       | Worldline SA/France                                                                                                                        | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | EC               | CORP              | FR        |       196 | NS      | $7675.84      | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Illumina Inc                                              | Illumina Inc                                                                                                                               | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |        49 | NS      | $9907.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bureau Veritas SA                                         | Bureau Veritas SA                                                                                                                          | CUSIP: 000000000<br>LEI: 969500TPU5T3HA5D1F11 | Long             | EC               | CORP              | FR        |       241 | NS      | $6351.31      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CyberArk Software Ltd                                     | CyberArk Software Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 529900YEXNDM894PWS93 | Long             | EC               | CORP              | IL        |        35 | NS      | $4537.75      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                                                                           | CUSIP: 912828XB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    140000 | PA      | $133082.03    | 0.17%             | 2025-05-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                        | Walt Disney Co/The                                                                                                                         | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |       559 | NS      | $48565.92     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AON CORP                                                  | Aon Corp                                                                                                                                   | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42756.67     | 0.05%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                         | Telstra Group Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |      2999 | NS      | $8110.61      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                              | DNB Bank ASA                                                                                                                               | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |       817 | NS      | $16135.84     | 0.02%             |  |  |  | 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      | $-3451.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Long: 1324256   TRS USD R E II9785540220928 EQUITYTRS / Short: 1324256   TRS USD P V 00MSOFR II7760220220928 EQUITYTRS                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | GB        |  11356875 | OU      | $36652.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Santos Ltd                                                | Santos Ltd                                                                                                                                 | CUSIP: 000000000<br>LEI: 5299000RK70B5O2M7077 | Long             | EC               | CORP              | AU        |      2396 | NS      | $11784.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Garmin Ltd                                                | Garmin Ltd                                                                                                                                 | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |        48 | NS      | $4429.92      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                                            | Amazon.com Inc                                                                                                                             | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     50000 | PA      | $30357.23     | 0.04%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                       | Quanta Services Inc                                                                                                                        | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |        44 | NS      | $6270.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                               | Target Corp                                                                                                                                | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       144 | NS      | $21461.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Endeavour Group Ltd/Australia                             | Endeavour Group Ltd/Australia                                                                                                              | CUSIP: 000000000<br>LEI: 254900JAN9FOLMWAD533 | Long             | EC               | CORP              | AU        |      1015 | NS      | $4417.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ocado Group PLC                                           | Ocado Group PLC                                                                                                                            | CUSIP: 000000000<br>LEI: 213800LO8F61YB8MBC74 | Long             | EC               | CORP              | GB        |       532 | NS      | $3949.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                                                                           | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    440000 | PA      | $358247.66    | 0.45%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Gartner Inc                                               | Gartner Inc                                                                                                                                | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |        25 | NS      | $8403.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                                      | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-1616.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Ltd                               | Sun Hung Kai Properties Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |       827 | NS      | $11296.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                  | Marsh & McLennan Cos Inc                                                                                                                   | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       152 | NS      | $25152.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc                             | Principal Financial Group Inc                                                                                                              | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |        76 | NS      | $6377.92      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                               | Walmart Inc                                                                                                                                | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |       460 | NS      | $65223.40     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Symrise AG                                                | Symrise AG                                                                                                                                 | CUSIP: 000000000<br>LEI: 529900D82I6R9601CF26 | Long             | EC               | CORP              | DE        |       114 | NS      | $12380.97     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group PLC                                         | Compass Group PLC                                                                                                                          | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |      1573 | NS      | $36323.75     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   4990000 | PA      | $733328.27    | 0.92%             | 2029-11-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                          | Coca-Cola Co/The                                                                                                                           | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      1267 | NS      | $80593.87     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                              | Fortinet Inc                                                                                                                               | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |       206 | NS      | $10071.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust                                                                                                                   | CUSIP: 465976AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     92140 | PA      | $79071.19     | 0.10%             | 2052-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| CapitaLand Ascendas REIT                                  | CapitaLand Ascendas REIT                                                                                                                   | CUSIP: 000000000<br>LEI: 549300ILIBAEMQZK3L20 | Long             | EC               |  | SG        |      2508 | NS      | $5136.55      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GoDaddy Inc                                               | GoDaddy Inc                                                                                                                                | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |        48 | NS      | $3591.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International Inc                             | Robert Half International Inc                                                                                                              | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |        34 | NS      | $2510.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | Long: 1325021   TRS USD R E II7860750221209 EQUITYTRS / Short: 1325021   TRS USD P V 00MSOFR II6167920221209 EQUITYTRS                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |   1249253 | OU      | $-30847.55    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Nephew PLC                                        | Smith & Nephew PLC                                                                                                                         | CUSIP: 000000000<br>LEI: 213800ZTMDN8S67S1H61 | Long             | EC               | CORP              | GB        |       786 | NS      | $10496.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shopify Inc                                               | Shopify Inc                                                                                                                                | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |       996 | NS      | $34580.47     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB Inc                                               | MongoDB Inc                                                                                                                                | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |        20 | NS      | $3936.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corp                                      | Ares Management Corp                                                                                                                       | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |        47 | NS      | $3216.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Limited                                               | Long: BMIBA2T68 IRS USD R V 12MUSCPI II8958870221004 CCPINFLATIONZE / Short: BMIBA2T68 IRS USD P F  2.46900 II3448690221004 CCPINFLATIONZE | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    140000 | OU      | $1027.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                      | Royal Bank of Canada                                                                                                                       | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |      1277 | NS      | $120060.64    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                            | Public Storage                                                                                                                             | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               |  | US        |        48 | NS      | $13449.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                  | Spain Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     44000 | PA      | $40457.44     | 0.05%             | 2030-10-31      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Citibank N.A.                                             | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |         1 | NC      | $8016.81      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Long: 1322005   TRS USD R E II1863480220125 EQUITYTRS / Short: 1322005   TRS USD P V 00MSOFR II1830220220125 EQUITYTRS                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | GB        |   5212976 | OU      | $727649.00    | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Rentokil Initial PLC                                      | Rentokil Initial PLC                                                                                                                       | CUSIP: 000000000<br>LEI: 549300VN4WV7Z6T14K68 | Long             | EC               | CORP              | GB        |      2258 | NS      | $13872.62     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Swatch Group AG/The                                       | Swatch Group AG/The                                                                                                                        | CUSIP: 000000000<br>LEI: 529900NTES2LEON1JZ55 | Long             | EC               | CORP              | CH        |        45 | NS      | $2339.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Techtronic Industries Co Ltd                              | Techtronic Industries Co Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |       811 | NS      | $9007.64      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                                                                                 | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97247.34     | 0.12%             | 2028-11-03      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-29382.58    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Magna International Inc                                   | Magna International Inc                                                                                                                    | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |       240 | NS      | $13481.83     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker Inc                                | Stanley Black & Decker Inc                                                                                                                 | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |        46 | NS      | $3455.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                     | Japan Government Twenty Year Bond                                                                                                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  83000000 | PA      | $543887.73    | 0.68%             | 2041-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| TransUnion                                                | TransUnion                                                                                                                                 | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |        60 | NS      | $3405.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc                                                | Airbnb Inc                                                                                                                                 | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |       114 | NS      | $9747.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                                | PACCAR Inc                                                                                                                                 | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |       107 | NS      | $10589.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                          | Exxon Mobil Corp                                                                                                                           | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      1272 | NS      | $140301.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cellnex Telecom SA                                        | Cellnex Telecom SA                                                                                                                         | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |       326 | NS      | $10813.82     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Corning Inc                                               | Corning Inc                                                                                                                                | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |       249 | NS      | $7953.06      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | PURCHASED USD / SOLD DKK                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-1673.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Emera Inc                                                 | Emera Inc                                                                                                                                  | CUSIP: 290876101<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | EC               | CORP              | CA        |       226 | NS      | $8637.74      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingspan Group PLC                                        | Kingspan Group PLC                                                                                                                         | CUSIP: 000000000<br>LEI: 635400HM7V74SUB9OG75 | Long             | EC               | CORP              | IE        |       139 | NS      | $7526.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                                            | Air Liquide SA                                                                                                                             | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |       423 | NS      | $60038.62     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                         | Newell Brands Inc                                                                                                                          | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |       123 | NS      | $1608.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc                                    | Franklin Resources Inc                                                                                                                     | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |        92 | NS      | $2426.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                                                  | Etsy Inc                                                                                                                                   | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |        39 | NS      | $4671.42      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                                                 | Nestle SA                                                                                                                                  | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |      2356 | NS      | $272140.03    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Concordia Financial Group Ltd                             | Concordia Financial Group Ltd                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5646 | NS      | $23574.44     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Spark New Zealand Ltd                                     | Spark New Zealand Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 529900HUN51H3Y7QBB66 | Long             | EC               | CORP              | NZ        |      1648 | NS      | $5642.37      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Plug Power Inc                                            | Plug Power Inc                                                                                                                             | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Long             | EC               | CORP              | US        |       161 | NS      | $1991.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                                           | CMS Energy Corp                                                                                                                            | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |        89 | NS      | $5636.37      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | PURCHASED SGD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SG        |         1 | NC      | $3967.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bachem Holding AG                                         | Bachem Holding AG                                                                                                                          | CUSIP: 000000000<br>LEI: 506700S81111XI7TG884 | Long             | EC               | CORP              | CH        |        29 | NS      | $2516.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS Health Corp                                           | CVS Health Corp                                                                                                                            | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67697.65     | 0.09%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Galaxy Entertainment Group Ltd                            | Galaxy Entertainment Group Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 549300ZSEBV3HR826S10 | Long             | EC               | CORP              | HK        |      1303 | NS      | $8566.77      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts Inc                                 | Host Hotels & Resorts Inc                                                                                                                  | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |       220 | NS      | $3531.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elia Group SA/NV                                          | Elia Group SA/NV                                                                                                                           | CUSIP: 000000000<br>LEI: 549300S1MP1NFDIKT460 | Long             | EC               | CORP              | BE        |        29 | NS      | $4122.72      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | Deutsche Bank AG                                                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |      1683 | NS      | $18919.54     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED HKD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | HK        |         1 | NC      | $-18.07       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Agnico Eagle Mines Ltd                                    | Agnico Eagle Mines Ltd                                                                                                                     | CUSIP: 008474108<br>LEI: YGE0EUBRF7IJOB3QRX76 | Long             | EC               | CORP              | CA        |       376 | NS      | $19538.67     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $15548.31     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NGG Finance PLC                                           | NGG Finance PLC                                                                                                                            | CUSIP: 000000000<br>LEI: 549300MLDJ2T68G21W86 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $114608.47    | 0.14%             | 2073-06-18      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| JDE Peet's NV                                             | JDE Peet's NV                                                                                                                              | CUSIP: 000000000<br>LEI: 724500EHG519SE5ZRT89 | Long             | EC               | CORP              | NL        |        86 | NS      | $2487.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                        | Steel Dynamics Inc                                                                                                                         | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |        55 | NS      | $5373.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | Long: 1325027   TRS USD R E II8545200221209 EQUITYTRS / Short: 1325027   TRS USD P V 00MSOFR II2444090221209 EQUITYTRS                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |   1221167 | OU      | $-25182.47    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Kesko Oyj                                                 | Kesko Oyj                                                                                                                                  | CUSIP: 000000000<br>LEI: 743700OX6HSVMCAHPB95 | Long             | EC               | CORP              | FI        |       240 | NS      | $5303.08      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                         | Wolters Kluwer NV                                                                                                                          | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |       224 | NS      | $23438.28     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                  | Bundesrepublik Deutschland Bundesanleihe                                                                                                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    150000 | PA      | $114222.21    | 0.14%             | 2036-05-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                                                                                     | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    740000 | PA      | $108515.49    | 0.14%             | 2025-07-14      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | MX        |         1 | NC      | $76.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                    | Darden Restaurants Inc                                                                                                                     | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |        38 | NS      | $5256.54      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sagax AB                                                  | Sagax AB                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300LJX28T6OM8DT95 | Long             | EC               | CORP              | SE        |       165 | NS      | $3748.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Geberit AG                                                | Geberit AG                                                                                                                                 | CUSIP: 000000000<br>LEI: 52990093Z5OHD6T7BS47 | Long             | EC               | CORP              | CH        |        31 | NS      | $14634.49     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| American Financial Group Inc/OH                           | American Financial Group Inc/OH                                                                                                            | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |        22 | NS      | $3020.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD                                     | McCormick & Co Inc/MD                                                                                                                      | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |        77 | NS      | $6382.53      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc                                 | Palantir Technologies Inc                                                                                                                  | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |       517 | NS      | $3319.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WiseTech Global Ltd                                       | WiseTech Global Ltd                                                                                                                        | CUSIP: 000000000<br>LEI: 254900VE3AF301Q85K83 | Long             | EC               | CORP              | AU        |       108 | NS      | $3714.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                       | American Express Co                                                                                                                        | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45558.77     | 0.06%             | 2027-03-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Activision Blizzard Inc                                   | Activision Blizzard Inc                                                                                                                    | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |       242 | NS      | $18525.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc                                    | Marvell Technology Inc                                                                                                                     | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       270 | NS      | $10000.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                                   | Consolidated Edison Inc                                                                                                                    | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |       110 | NS      | $10484.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SE        |         1 | NC      | $-2324.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sandvik AB                                                | Sandvik AB                                                                                                                                 | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |       919 | NS      | $16607.79     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                                                                                     | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |    100000 | PA      | $86038.34     | 0.11%             | 2034-10-31      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Lucid Group Inc                                           | Lucid Group Inc                                                                                                                            | CUSIP: 549498103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       126 | NS      | $860.58       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                       | SPI 200 FUTURES MAR23                                                                                                                      | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DE               |  | AU        |         1 | NC      | $-2417.02     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Link REIT                                                 | Link REIT                                                                                                                                  | CUSIP: 000000000<br>LEI: 529900XUE70U36QX5M62 | Long             | EC               |  | HK        |      1251 | NS      | $9153.99      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                               | NVIDIA Corp                                                                                                                                | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    125000 | PA      | $109329.24    | 0.14%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                             | Martin Marietta Materials Inc                                                                                                              | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |        19 | NS      | $6421.43      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                  | Charter Communications Operating LLC / Charter Communications Operating Capital                                                            | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $19003.63     | 0.02%             | 2049-07-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Assa Abloy AB                                             | Assa Abloy AB                                                                                                                              | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |       868 | NS      | $18670.03     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| London Stock Exchange Group PLC                           | London Stock Exchange Group PLC                                                                                                            | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |       293 | NS      | $25174.91     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nuvei Corp                                                | Nuvei Corp                                                                                                                                 | CUSIP: 67079A102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |        57 | NS      | $1448.57      | 0.00%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Carlisle Cos Inc                                          | Carlisle Cos Inc                                                                                                                           | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |        16 | NS      | $3770.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group Inc                                          | CoStar Group Inc                                                                                                                           | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       123 | NS      | $9505.44      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank/CA                                    | First Republic Bank/CA                                                                                                                     | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |        57 | NS      | $6947.73      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                                           | TJX Cos Inc/The                                                                                                                            | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       359 | NS      | $28576.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie SA                                                  | Engie SA                                                                                                                                   | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |      1562 | NS      | $22346.08     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hikma Pharmaceuticals PLC                                 | Hikma Pharmaceuticals PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 549300BNS685UXH4JI75 | Long             | EC               | CORP              | GB        |       147 | NS      | $2739.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Incyte Corp                                               | Incyte Corp                                                                                                                                | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |        58 | NS      | $4658.56      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Pacific Land Corp                                   | Texas Pacific Land Corp                                                                                                                    | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         2 | NS      | $4688.46      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | SE        |         1 | NC      | $-913.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sage Group PLC/The                                        | Sage Group PLC/The                                                                                                                         | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |       937 | NS      | $8437.41      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Repsol SA                                                 | Repsol SA                                                                                                                                  | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |       807 | NS      | $12845.03     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Monster Beverage Corp                                     | Monster Beverage Corp                                                                                                                      | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |       122 | NS      | $12386.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc                                  | Lamb Weston Holdings Inc                                                                                                                   | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |        44 | NS      | $3931.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSURBAN FINANCE CO                                     | Transurban Finance Co Pty Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $103033.23    | 0.13%             | 2025-08-28      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Wartsila OYJ Abp                                          | Wartsila OYJ Abp                                                                                                                           | CUSIP: 000000000<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |       418 | NS      | $3524.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Indutrade AB                                              | Indutrade AB                                                                                                                               | CUSIP: 000000000<br>LEI: 549300FISLQ6CEFP1867 | Long             | EC               | CORP              | SE        |       238 | NS      | $4826.52      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Resona Holdings Inc                                       | Resona Holdings Inc                                                                                                                        | CUSIP: 000000000<br>LEI: 52990067JE75XZCYYT81 | Long             | EC               | CORP              | JP        |     11207 | NS      | $61553.47     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                    | Berkshire Hathaway Inc                                                                                                                     | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |       399 | NS      | $123251.10    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| City Developments Ltd                                     | City Developments Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 254900BPLPJS0RJ72373 | Long             | EC               | CORP              | SG        |       303 | NS      | $1862.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                      | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-22.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Markel Corp                                               | Markel Corp                                                                                                                                | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |         4 | NS      | $5269.96      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd                                               | Nutrien Ltd                                                                                                                                | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |       459 | NS      | $33509.71     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vestas Wind Systems A/S                                   | Vestas Wind Systems A/S                                                                                                                    | CUSIP: 000000000<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |       878 | NS      | $25611.83     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DoorDash Inc                                              | DoorDash Inc                                                                                                                               | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |        72 | NS      | $3515.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DSV A/S                                                   | DSV A/S                                                                                                                                    | CUSIP: 000000000<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |       159 | NS      | $25143.81     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    800000 | PA      | $39958.33     | 0.05%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                      | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                                                                                     | CUSIP: 46590XAR7<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | XX        |    225000 | PA      | $197124.75    | 0.25%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                            | Hershey Co/The                                                                                                                             | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |        46 | NS      | $10652.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannover Rueck SE                                         | Hannover Rueck SE                                                                                                                          | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | EC               | CORP              | DE        |        51 | NS      | $10062.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                       | Intesa Sanpaolo SpA                                                                                                                        | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |     69019 | NS      | $152905.30    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc/NC                          | First Citizens BancShares Inc/NC                                                                                                           | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |         4 | NS      | $3033.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Copco AB                                            | Atlas Copco AB                                                                                                                             | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |      2310 | NS      | $27369.79     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)                                      | Japan Government Five Year Bond                                                                                                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 105000000 | PA      | $800951.35    | 1.01%             | 2024-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| TransDigm Group Inc                                       | TransDigm Group Inc                                                                                                                        | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        16 | NS      | $10074.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                               | Netflix Inc                                                                                                                                | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       138 | NS      | $40693.44     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius Medical Care AG & Co KGaA                       | Fresenius Medical Care AG & Co KGaA                                                                                                        | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |       178 | NS      | $5813.93      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                                | Cadence Design Systems Inc                                                                                                                 | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |        84 | NS      | $13493.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | KR        |         1 | NC      | $9981.83      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                           | AstraZeneca PLC                                                                                                                            | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      1377 | NS      | $186334.74    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                         | Kimco Realty Corp                                                                                                                          | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               |  | US        |       192 | NS      | $4066.56      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke KPN NV                                        | Koninklijke KPN NV                                                                                                                         | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |      2804 | NS      | $8679.09      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Juniper Networks Inc                                      | Juniper Networks Inc                                                                                                                       | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |       100 | NS      | $3196.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                                    | Intuitive Surgical Inc                                                                                                                     | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       110 | NS      | $29188.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chr Hansen Holding A/S                                    | Chr Hansen Holding A/S                                                                                                                     | CUSIP: 000000000<br>LEI: 549300MKPW8ZF3E8MW37 | Long             | EC               | CORP              | DK        |        91 | NS      | $6545.88      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Thomson Reuters Corp                                      | Thomson Reuters Corp                                                                                                                       | CUSIP: 884903709<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |       144 | NS      | $16427.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Volvo Car AB                                              | Volvo Car AB                                                                                                                               | CUSIP: 000000000<br>LEI: 5299000EAMGGBEYP7J33 | Long             | EC               | CORP              | SE        |       519 | NS      | $2363.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kongsberg Gruppen ASA                                     | Kongsberg Gruppen ASA                                                                                                                      | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ9HK73 | Long             | EC               | CORP              | NO        |        78 | NS      | $3319.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Newcrest Mining Ltd                                       | Newcrest Mining Ltd                                                                                                                        | CUSIP: 000000000<br>LEI: 5299006MN50OZJUJI655 | Long             | EC               | CORP              | AU        |       665 | NS      | $9324.83      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                 | Bank of Ireland Group PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | EC               | CORP              | IE        |       930 | NS      | $8862.26      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $191807.86    | 0.24%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BlueScope Steel Ltd                                       | BlueScope Steel Ltd                                                                                                                        | CUSIP: 000000000<br>LEI: 529900H6UQI16XACWC95 | Long             | EC               | CORP              | AU        |       351 | NS      | $4000.42      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | US 5YR NOTE (CBT) MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         2 | NC      | $-218.75      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Sika AG                                                   | Sika AG                                                                                                                                    | CUSIP: 000000000<br>LEI: 549300R3N69ECGYPU434 | Long             | EC               | CORP              | CH        |       127 | NS      | $30531.21     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                                    | Fresenius SE & Co KGaA                                                                                                                     | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |       361 | NS      | $10083.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bentley Systems Inc                                       | Bentley Systems Inc                                                                                                                        | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Long             | EC               | CORP              | US        |        60 | NS      | $2217.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                                              | Xylem Inc/NY                                                                                                                               | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |        56 | NS      | $6191.92      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                                | Ecolab Inc                                                                                                                                 | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |        79 | NS      | $11499.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Whole Loan Securities Trust                   | Freddie Mac Whole Loan Securities Trust 2016-SC01                                                                                          | CUSIP: 3137G1AW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10819 | PA      | $9498.22      | 0.01%             | 2046-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                                                                                         | CUSIP: 29278NAP8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141393.80    | 0.18%             | 2025-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                            | Mastercard Inc                                                                                                                             | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       266 | NS      | $92496.18     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                              | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     75000 | PA      | $58510.80     | 0.07%             | 2032-11-03      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                                                                                       | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20765.76     | 0.03%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Arkema SA                                                 | Arkema SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | EC               | CORP              | FR        |        49 | NS      | $4407.30      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | US LONG BOND(CBT) MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         1 | NC      | $-848.33      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SEEK Ltd                                                  | SEEK Ltd                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300209NEKXBC8QO27 | Long             | EC               | CORP              | AU        |       251 | NS      | $3568.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic Services Inc                                     | Republic Services Inc                                                                                                                      | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |        68 | NS      | $8771.32      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                  | AT&T Inc                                                                                                                                   | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      2187 | NS      | $40262.67     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Schroders PLC                                             | Schroders PLC                                                                                                                              | CUSIP: 000000000<br>LEI: 2138001YYBULX5SZ2H24 | Long             | EC               | CORP              | GB        |       665 | NS      | $3494.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Salmar ASA                                                | Salmar ASA                                                                                                                                 | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGDBK67 | Long             | EC               | CORP              | NO        |        57 | NS      | $2235.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                          | Pernod Ricard SA                                                                                                                           | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | EC               | CORP              | FR        |       167 | NS      | $32852.65     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                     | Southwest Airlines Co                                                                                                                      | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |        46 | NS      | $1548.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp                          | Booz Allen Hamilton Holding Corp                                                                                                           | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |        41 | NS      | $4285.32      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                              | Broadcom Inc                                                                                                                               | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       126 | NS      | $70450.38     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                                                                                        | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $96555.94     | 0.12%             | 2027-03-30      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Bank of America N.A.                                      | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CH        |         1 | NC      | $12855.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Amgen Inc                                                 | Amgen Inc                                                                                                                                  | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       166 | NS      | $43598.24     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Westpac Banking Corp                                      | Westpac Banking Corp                                                                                                                       | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | EC               | CORP              | AU        |      2637 | NS      | $41747.69     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $197250.09    | 0.25%             | 2053-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                                                                                                       | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      2212 | NS      | $73261.44     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                  | AT&T Inc                                                                                                                                   | CUSIP: 00206RHG0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99765.89     | 0.13%             | 2026-09-05      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Antofagasta PLC                                           | Antofagasta PLC                                                                                                                            | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Long             | EC               | CORP              | GB        |       348 | NS      | $6496.33      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                                       | Canadian Government Bond                                                                                                                   | CUSIP: 135087H72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     20000 | PA      | $11229.99     | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                        | Credit Agricole SA                                                                                                                         | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |      5016 | NS      | $52764.99     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SSE PLC                                                   | SSE PLC                                                                                                                                    | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |       959 | NS      | $19723.69     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SolarEdge Technologies Inc                                | SolarEdge Technologies Inc                                                                                                                 | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |        17 | NS      | $4815.59      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                  | Celanese US Holdings LLC                                                                                                                   | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49396.54     | 0.06%             | 2027-07-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| JD Sports Fashion PLC                                     | JD Sports Fashion PLC                                                                                                                      | CUSIP: 000000000<br>LEI: 213800HROV6Y9MUU8375 | Long             | EC               | CORP              | GB        |      2339 | NS      | $3554.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HEICO Corp                                                | HEICO Corp                                                                                                                                 | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |        13 | NS      | $1997.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke AG                               | Bayerische Motoren Werke AG                                                                                                                | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |       283 | NS      | $25055.39     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Alfa Laval AB                                             | Alfa Laval AB                                                                                                                              | CUSIP: 000000000<br>LEI: 549300UCKT2UK88AG251 | Long             | EC               | CORP              | SE        |       249 | NS      | $7202.91      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shaw Communications Inc                                   | Shaw Communications Inc                                                                                                                    | CUSIP: 82028K200<br>LEI: 549300SCT0RG6178CI40 | Long             | EC               | CORP              | CA        |       406 | NS      | $11697.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |         1 | NC      | $1455.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Snap Inc                                                  | Snap Inc                                                                                                                                   | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |       341 | NS      | $3051.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Volkswagen AG                                             | Volkswagen AG                                                                                                                              | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |       159 | NS      | $19723.89     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                       | Macquarie Group Ltd                                                                                                                        | CUSIP: 55608JAL2<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |     50000 | PA      | $49821.97     | 0.06%             | 2024-03-27      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Shizuoka Financial Group Inc                              | Shizuoka Financial Group Inc                                                                                                               | CUSIP: 000000000<br>LEI: 353800MNO5C8V2SHGA81 | Long             | EC               | CORP              | JP        |      2314 | NS      | $18543.22     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                  | Medtronic Global Holdings SCA                                                                                                              | CUSIP: 58507LAN9<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $85914.17     | 0.11%             | 2031-07-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Essex Property Trust Inc                                  | Essex Property Trust Inc                                                                                                                   | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               |  | US        |        20 | NS      | $4238.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                                         | Hormel Foods Corp                                                                                                                          | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |        93 | NS      | $4236.15      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Futures Exchange Ltd.                           | HANG SENG IDX FUT JAN23                                                                                                                    | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | N/A              | DE               |  | HK        |         1 | NC      | $-275.45      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Stellantis NV                                             | Stellantis NV                                                                                                                              | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |      1879 | NS      | $26701.26     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                                                                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     50000 | PA      | $42987.88     | 0.05%             | 2029-02-15      | Fixed         | 0.45%                 | Yes           |                  2 | On Loan: No      |
| Tesla Inc                                                 | Tesla Inc                                                                                                                                  | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       871 | NS      | $107289.78    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcon Inc                                                 | Alcon Inc                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |       437 | NS      | $29986.48     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| US Bancorp                                                | US Bancorp                                                                                                                                 | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |       435 | NS      | $18970.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Novozymes A/S                                             | Novozymes A/S                                                                                                                              | CUSIP: 000000000<br>LEI: 529900T6WNZXD2R3JW38 | Long             | EC               | CORP              | DK        |       177 | NS      | $8979.86      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GPT Group/The                                             | GPT Group/The                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |      1427 | NS      | $4069.82      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT                                        | Finland Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     70000 | PA      | $61162.51     | 0.08%             | 2034-04-15      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| Swisscom AG                                               | Swisscom AG                                                                                                                                | CUSIP: 000000000<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |        22 | NS      | $12051.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                          | Campbell Soup Co                                                                                                                           | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |        66 | NS      | $3745.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                                       | Deutsche Telekom AG                                                                                                                        | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |      2749 | NS      | $54695.68     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Aviva PLC                                                 | Aviva PLC                                                                                                                                  | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |      2508 | NS      | $13304.05     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Entegris Inc                                              | Entegris Inc                                                                                                                               | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |        46 | NS      | $3017.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | MX        |         1 | NC      | $-190.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                              | ING Groep NV                                                                                                                               | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |     16158 | NS      | $196822.99    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                               | Long: BMIBC4DH5 IRS USD R V 12MUSCPI II8702970221027 CCPINFLATIONZE / Short: BMIBC4DH5 IRS USD P F  2.71250 II8049880221027 CCPINFLATIONZE | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    326000 | OU      | $-4197.39     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-863.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                                                                                       | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    125000 | PA      | $93167.44     | 0.12%             | 2035-11-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-15070.53    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                        | Home Depot Inc/The                                                                                                                         | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       318 | NS      | $100443.48    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp                                       | Alliant Energy Corp                                                                                                                        | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |        77 | NS      | $4251.17      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Limited                                               | Long: BMIBC4EK7 IRS USD R V 12MUSCPI II7977840221027 CCPINFLATIONZE / Short: BMIBC4EK7 IRS USD P F  2.71500 II2310260221027 CCPINFLATIONZE | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    327000 | OU      | $-4283.88     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Clariant AG                                               | Clariant AG                                                                                                                                | CUSIP: 000000000<br>LEI: 529900VSEKBY7TMPP349 | Long             | EC               | CORP              | CH        |       186 | NS      | $2953.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Taylor Wimpey PLC                                         | Taylor Wimpey PLC                                                                                                                          | CUSIP: 000000000<br>LEI: 21380089BTRXTD8S3R66 | Long             | EC               | CORP              | GB        |      3183 | NS      | $3898.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schindler Holding AG                                      | Schindler Holding AG                                                                                                                       | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |        20 | NS      | $3607.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intel Corp                                                | Intel Corp                                                                                                                                 | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      1280 | NS      | $33830.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                            | CUSIP: 3140E7GS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10904 | PA      | $10505.89     | 0.01%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                   | Veolia Environnement SA                                                                                                                    | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | EC               | CORP              | FR        |       553 | NS      | $14209.01     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc                  | Knight-Swift Transportation Holdings Inc                                                                                                   | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        48 | NS      | $2515.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | Long: 1325032   TRS USD R V 00MSOFR II3669830221209 Q 9TH +33 BPS / Short: 1325032   TRS USD P E II2849670221209 EQUITYTRS                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FR        |    370014 | OU      | $20850.54     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    410000 | PA      | $61171.39     | 0.08%             | 2046-04-25      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Carl Zeiss Meditec AG                                     | Carl Zeiss Meditec AG                                                                                                                      | CUSIP: 000000000<br>LEI: 529900GRL4MZ8NMOOK95 | Long             | EC               | CORP              | DE        |        34 | NS      | $4273.59      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wilmar International Ltd                                  | Wilmar International Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 549300H2EAI4YRLWBB20 | Long             | EC               | CORP              | SG        |      1460 | NS      | $4548.45      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED HKD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HK        |         1 | NC      | $-1.71        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Auto Trader Group PLC                                     | Auto Trader Group PLC                                                                                                                      | CUSIP: 000000000<br>LEI: 213800QLK9BZILB1DI86 | Long             | EC               | CORP              | GB        |       855 | NS      | $5324.39      | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Camden Property Trust                                     | Camden Property Trust                                                                                                                      | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               |  | US        |        31 | NS      | $3468.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fisher & Paykel Healthcare Corp Ltd                       | Fisher & Paykel Healthcare Corp Ltd                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |       507 | NS      | $7254.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield                                 | Unibail-Rodamco-Westfield                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | FR        |        99 | NS      | $5175.33      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SS&C Technologies Holdings Inc                            | SS&C Technologies Holdings Inc                                                                                                             | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |        70 | NS      | $3644.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |         1 | NC      | $-269.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Electricite de France SA                                  | Electricite de France SA                                                                                                                   | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | EC               | CORP              | FR        |       434 | NS      | $5571.84      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                           | Kingdom of Belgium Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     30000 | PA      | $28440.28     | 0.04%             | 2029-06-22      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| Rio Tinto PLC                                             | Rio Tinto PLC                                                                                                                              | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |       998 | NS      | $70243.23     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| IMCD NV                                                   | IMCD NV                                                                                                                                    | CUSIP: 000000000<br>LEI: 724500NSJPNFJPDAUP02 | Long             | EC               | CORP              | NL        |        49 | NS      | $7009.04      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Galp Energia SGPS SA                                      | Galp Energia SGPS SA                                                                                                                       | CUSIP: 000000000<br>LEI: 2138003319Y7NM75FG53 | Long             | EC               | CORP              | PT        |       363 | NS      | $4897.09      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CapitaLand Integrated Commercial Trust                    | CapitaLand Integrated Commercial Trust                                                                                                     | CUSIP: 000000000<br>LEI: 54930031292WUTXF0L29 | Long             | EC               |  | SG        |      3980 | NS      | $6070.34      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bouygues SA                                               | Bouygues SA                                                                                                                                | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |       188 | NS      | $5638.45      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |         1 | NC      | $15613.49     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Evergy Inc                                                | Evergy Inc                                                                                                                                 | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |        71 | NS      | $4468.03      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                                        | Conagra Brands Inc                                                                                                                         | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |       148 | NS      | $5727.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Descartes Systems Group Inc/The                           | Descartes Systems Group Inc/The                                                                                                            | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |        72 | NS      | $5019.26      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Inc                                         | Iron Mountain Inc                                                                                                                          | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               |  | US        |        90 | NS      | $4486.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CA        |         1 | NC      | $-0.25        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                | Anheuser-Busch InBev SA/NV                                                                                                                 | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |       763 | NS      | $45956.21     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinnevik AB                                               | Kinnevik AB                                                                                                                                | CUSIP: 000000000<br>LEI: 2138006PZH76JOS6MN27 | Long             | EC               | CORP              | SE        |       210 | NS      | $2890.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                          | ABN AMRO Bank NV                                                                                                                           | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |      1757 | NS      | $24330.86     | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc                            | Fortune Brands Innovations Inc                                                                                                             | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |        40 | NS      | $2284.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp                                                 | PG&E Corp                                                                                                                                  | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |       456 | NS      | $7414.56      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                             | Koninklijke Ahold Delhaize NV                                                                                                              | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |       884 | NS      | $25416.12     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc                                                  | AT&T Inc                                                                                                                                   | CUSIP: 00206RGE6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $111642.55    | 0.14%             | 2026-12-04      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                  | Brazil Notas do Tesouro Nacional Serie F                                                                                                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  14310000 | PA      | $2492331.92   | 3.13%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BCE Inc                                                   | BCE Inc                                                                                                                                    | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Long             | EC               | CORP              | CA        |        61 | NS      | $2680.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verbund AG                                                | Verbund AG                                                                                                                                 | CUSIP: 000000000<br>LEI: 5299006UDSEJCTTEJS30 | Long             | EC               | CORP              | AT        |        63 | NS      | $5295.77      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                  | Charter Communications Operating LLC / Charter Communications Operating Capital                                                            | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $16100.86     | 0.02%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OOREDOO INTL FINANCE                                      | Ooredoo International Finance Ltd                                                                                                          | CUSIP: 74735KAA0<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $172346.00    | 0.22%             | 2031-04-08      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                            | BorgWarner Inc                                                                                                                             | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |        73 | NS      | $2938.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions Inc                                      | Jacobs Solutions Inc                                                                                                                       | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        39 | NS      | $4682.73      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                                       | Arista Networks Inc                                                                                                                        | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |        75 | NS      | $9101.25      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                       | Abbott Laboratories                                                                                                                        | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       541 | NS      | $59396.39     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    200000 | PA      | $30219.37     | 0.04%             | 2051-10-18      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Legrand SA                                                | Legrand SA                                                                                                                                 | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |       217 | NS      | $17399.43     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FedEx Corp                                                | FedEx Corp                                                                                                                                 | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |        77 | NS      | $13336.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarivate PLC                                             | Clarivate PLC                                                                                                                              | CUSIP: 000000000<br>LEI: 549300WDHIIODXFO0R55 | Long             | EC               | CORP              | JE        |        93 | NS      | $775.62       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jardine Cycle & Carriage Ltd                              | Jardine Cycle & Carriage Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 254900WEP6OCEXFWML09 | Long             | EC               | CORP              | SG        |       100 | NS      | $2135.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Synchrony Financial                                       | Synchrony Financial                                                                                                                        | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       148 | NS      | $4863.28      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                                             | Ford Motor Co                                                                                                                              | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      1250 | NS      | $14537.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| New World Development Co Ltd                              | New World Development Co Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 2549008GWMWXTIRL4S48 | Long             | EC               | CORP              | HK        |       852 | NS      | $2390.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |         1 | NC      | $9622.75      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                  | Bundesrepublik Deutschland Bundesanleihe                                                                                                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     60000 | PA      | $33633.95     | 0.04%             | 2050-08-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ICE Futures Europe                                        | BRENT CRUDE FUTR  DEC23                                                                                                                    | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |         7 | NC      | $4121.84      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mineral Resources Ltd                                     | Mineral Resources Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 5299007V1ACKFFX2P066 | Long             | EC               | CORP              | AU        |       126 | NS      | $6609.52      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cognex Corp                                               | Cognex Corp                                                                                                                                | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |        54 | NS      | $2543.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp                                    | Paylocity Holding Corp                                                                                                                     | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |        13 | NS      | $2525.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BELGIUM KINGDOM                                           | Kingdom of Belgium Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    150000 | PA      | $132953.84    | 0.17%             | 2038-06-22      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| Apollo Global Management Inc                              | Apollo Global Management Inc                                                                                                               | CUSIP: 03769M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       123 | NS      | $7846.17      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc                                           | Match Group Inc                                                                                                                            | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |        87 | NS      | $3609.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp                                   | SBA Communications Corp                                                                                                                    | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |        33 | NS      | $9250.23      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J Sainsbury PLC                                           | J Sainsbury PLC                                                                                                                            | CUSIP: 000000000<br>LEI: 213800VGZAAJIKJ9Y484 | Long             | EC               | CORP              | GB        |      1561 | NS      | $4094.22      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nedbank Group Ltd                                         | Nedbank Group Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 3789009E42FA3CB31065 | Long             | EC               | CORP              | ZA        |       249 | NS      | $3114.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F022618<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $254390.63    | 0.32%             | 2053-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SMIAF3CE4 IRS MXN R F  7.37500 II3000560211227 CCPVANILLA / Short: SMIAF3CE4 IRS MXN P V 01MTIIE II5698980211227 CCPVANILLA          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  10394500 | OU      | $-27176.08    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                    | Galaxy Pipeline Assets Bidco Ltd                                                                                                           | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    225000 | PA      | $181962.90    | 0.23%             | 2036-03-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Bechtle AG                                                | Bechtle AG                                                                                                                                 | CUSIP: 000000000<br>LEI: 529900HA2QT774RUXW59 | Long             | EC               | CORP              | DE        |        70 | NS      | $2474.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank AG                                            | Commerzbank AG                                                                                                                             | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |      4426 | NS      | $41381.39     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Budweiser Brewing Co APAC Ltd                             | Budweiser Brewing Co APAC Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 549300YF1MR4GTF18132 | Long             | EC               | CORP              | KY        |       971 | NS      | $3035.34      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BASF SE                                                   | BASF SE                                                                                                                                    | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | EC               | CORP              | DE        |       788 | NS      | $38800.00     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Landmark Mortgage Securities Plc                          | Landmark Mortgage Securities No 3 PLC                                                                                                      | CUSIP: 000000000<br>LEI: 213800S8KWEEVI3XTK68 | Long             | ABS-MBS          | CORP              | GB        |     62376 | PA      | $69901.42     | 0.09%             | 2044-04-17      | Floating      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                                                                                        | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    610000 | PA      | $407346.06    | 0.51%             | 2024-02-27      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                        | Seasoned Credit Risk Transfer Trust Series 2019-3                                                                                          | CUSIP: 35563PLB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13764 | PA      | $12237.84     | 0.02%             | 2058-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                              | CaixaBank SA                                                                                                                               | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |     17800 | NS      | $69790.04     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Domino's Pizza Inc                                        | Domino's Pizza Inc                                                                                                                         | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |        11 | NS      | $3810.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrivarden AB                                         | Industrivarden AB                                                                                                                          | CUSIP: 000000000<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |       133 | NS      | $3226.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                      | Parker-Hannifin Corp                                                                                                                       | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |        39 | NS      | $11349.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirvac Group                                              | Mirvac Group                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |      2967 | NS      | $4292.42      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD KRW                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-8739.98     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Lonza Group AG                                            | Lonza Group AG                                                                                                                             | CUSIP: 000000000<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |        64 | NS      | $31416.03     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Global PLC                                        | Liberty Global PLC                                                                                                                         | CUSIP: 000000000<br>LEI: 549300BSGXG3QLIQYT84 | Long             | EC               | CORP              | GB        |        51 | NS      | $965.43       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | Long: 1325023   TRS USD R V 00MSOFR II1725890221209 Q 7TH +35 BPS / Short: 1325023   TRS USD P E II2581110221209 EQUITYTRS                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |   1248241 | OU      | $38257.02     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                      | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 122600000 | PA      | $19066.35     | 0.02%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F030611<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    520000 | PA      | $456909.36    | 0.57%             | 2053-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                  | CSX Corp                                                                                                                                   | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |       673 | NS      | $20849.54     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Utilities Group PLC                                | United Utilities Group PLC                                                                                                                 | CUSIP: 000000000<br>LEI: 2138002IEYQAOC88ZJ59 | Long             | EC               | CORP              | GB        |       613 | NS      | $7324.33      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CAE Inc                                                   | CAE Inc                                                                                                                                    | CUSIP: 124765108<br>LEI: 549300FFM2BEH2GF1E44 | Long             | EC               | CORP              | CA        |       271 | NS      | $5241.87      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   4450000 | PA      | $8037.05      | 0.01%             | 2030-08-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |         1 | NC      | $7675.10      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                               | Long: BMIBBPY03 IRS USD R V 12MUSCPI II4500370221024 CCPINFLATIONZE / Short: BMIBBPY03 IRS USD P F  2.77700 II0251260221024 CCPINFLATIONZE | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    305000 | OU      | $-5769.75     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-166.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Whole Loan Securities Trust                   | Freddie Mac Whole Loan Securities Trust 2015-SC01                                                                                          | CUSIP: 3137G1AC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1852 | PA      | $1628.35      | 0.00%             | 2045-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd                           | Brookfield Asset Management Ltd                                                                                                            | CUSIP: 113004105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       292 | NS      | $8361.03      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | Long: 1322049   TRS USD R E II5441690220208 EQUITYTRS / Short: 1322049   TRS USD P V 00MSOFR RESET8TH+2BD/SOFRRATE+35BPS                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FR        |   2848565 | OU      | $167341.97    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                                         | Kinder Morgan Inc                                                                                                                          | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |       629 | NS      | $11372.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                                                                                     | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    740000 | PA      | $112110.02    | 0.14%             | 2030-10-26      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Long: 1325141   TRS USD R E II2456770221221 EQUITYTRS / Short: 1325141   TRS USD P V 00MSOFR RESET Q ON 20TH/SOFRRATE+40BPS                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FR        |    504974 | OU      | $14507.61     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Ltd                                          | Wynn Resorts Ltd                                                                                                                           | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |        33 | NS      | $2721.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | SHORT EURO-BTP FU MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -4 | NC      | $7514.56      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp                                 | Cincinnati Financial Corp                                                                                                                  | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |        46 | NS      | $4709.94      | 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        |       105 | NS      | $36054.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                            | CUSIP: 31418BYJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11936 | PA      | $11497.66     | 0.01%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                                          | Coca-Cola HBC AG                                                                                                                           | CUSIP: 000000000<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |       181 | NS      | $4278.62      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Logitech International SA                                 | Logitech International SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |       148 | NS      | $9177.40      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                            | Atlas Copco AB                                                                                                                             | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |      1345 | NS      | $14350.68     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                        | Seasoned Credit Risk Transfer Trust Series 2019-3                                                                                          | CUSIP: 35563PLQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13295 | PA      | $12509.04     | 0.02%             | 2058-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                               | FinecoBank Banca Fineco SpA                                                                                                                | CUSIP: 000000000<br>LEI: 549300L7YCATGO57ZE10 | Long             | EC               | CORP              | IT        |      2518 | NS      | $41814.15     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Rollins Inc                                               | Rollins Inc                                                                                                                                | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |        68 | NS      | $2484.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc                                   | Essential Utilities Inc                                                                                                                    | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |        77 | NS      | $3675.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ipsen SA                                                  | Ipsen SA                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |        30 | NS      | $3226.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                      | Freeport-McMoRan Inc                                                                                                                       | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |       437 | NS      | $16606.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                            | ServiceNow Inc                                                                                                                             | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |        62 | NS      | $24072.74     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COS INC                                            | Lowe's Cos Inc                                                                                                                             | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78431.23     | 0.10%             | 2030-10-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                    | CenterPoint Energy Inc                                                                                                                     | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |       194 | NS      | $5818.06      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                                                | Sysco Corp                                                                                                                                 | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |       156 | NS      | $11926.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc                                 | AvalonBay Communities Inc                                                                                                                  | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               |  | US        |        44 | NS      | $7106.88      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSL Ltd                                                   | CSL Ltd                                                                                                                                    | CUSIP: 000000000<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |       366 | NS      | $71367.86     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Affirm Holdings Inc                                       | Affirm Holdings Inc                                                                                                                        | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        61 | NS      | $589.87       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Natural Resources Ltd                            | Canadian Natural Resources Ltd                                                                                                             | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |       954 | NS      | $52977.30     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| National Australia Bank Ltd                               | National Australia Bank Ltd                                                                                                                | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | EC               | CORP              | AU        |      2462 | NS      | $49987.48     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Gildan Activewear Inc                                     | Gildan Activewear Inc                                                                                                                      | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Long             | EC               | CORP              | CA        |       157 | NS      | $4299.53      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    300000 | PA      | $53588.96     | 0.07%             | 2026-10-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| FactSet Research Systems Inc                              | FactSet Research Systems Inc                                                                                                               | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |        12 | NS      | $4814.52      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                       | Sumitomo Mitsui Financial Group Inc                                                                                                        | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |      6771 | NS      | $272413.64    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd                                   | QBE Insurance Group Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |      1110 | NS      | $10069.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                | Fidelity National Information Services Inc                                                                                                 | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |       187 | NS      | $12687.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                                                      | CUSIP: 31323AEC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7833 | PA      | $7599.93      | 0.01%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ashtead Group PLC                                         | Ashtead Group PLC                                                                                                                          | CUSIP: 000000000<br>LEI: 2138007UTBN8X9K1A235 | Long             | EC               | CORP              | GB        |       395 | NS      | $22437.87     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Erie Indemnity Co                                         | Erie Indemnity Co                                                                                                                          | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |         8 | NS      | $1989.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Julius Baer Group Ltd                                     | Julius Baer Group Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |       182 | NS      | $10592.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                   | Sherwin-Williams Co/The                                                                                                                    | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |        76 | NS      | $18037.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boliden AB                                                | Boliden AB                                                                                                                                 | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |       234 | NS      | $8789.55      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dexcom Inc                                                | Dexcom Inc                                                                                                                                 | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |       120 | NS      | $13588.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Givaudan SA                                               | Givaudan SA                                                                                                                                | CUSIP: 000000000<br>LEI: 213800SVRMQA1TD91D41 | Long             | EC               | CORP              | CH        |         8 | NS      | $24503.25     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondi PLC                                                 | Mondi PLC                                                                                                                                  | CUSIP: 000000000<br>LEI: 213800LOZA69QFDC9N34 | Long             | EC               | CORP              | GB        |       439 | NS      | $7423.88      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosus NV                                                 | Prosus NV                                                                                                                                  | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |       711 | NS      | $49089.85     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Note/Bond                                                                                                           | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    890000 | PA      | $557501.56    | 0.70%             | 2040-05-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| WH Group Ltd                                              | WH Group Ltd                                                                                                                               | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |      4408 | NS      | $2570.91      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| International Paper Co                                    | International Paper Co                                                                                                                     | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |       107 | NS      | $3705.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   3200000 | PA      | $455493.96    | 0.57%             | 2027-01-20      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| PRMI Securitization Trust                                 | PRMI Securitization Trust 2021-1                                                                                                           | CUSIP: 69359DAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     87227 | PA      | $70265.61     | 0.09%             | 2051-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                             | UniCredit SpA                                                                                                                              | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |      8509 | NS      | $120738.83    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| HF Sinclair Corp                                          | HF Sinclair Corp                                                                                                                           | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        50 | NS      | $2594.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                                              | NiSource Inc                                                                                                                               | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |       125 | NS      | $3427.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED KINGDOM GILT                                       | United Kingdom Gilt                                                                                                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    220000 | PA      | $207907.98    | 0.26%             | 2030-10-22      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| FirstEnergy Corp                                          | FirstEnergy Corp                                                                                                                           | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |       167 | NS      | $7003.98      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                                       | General Electric Co                                                                                                                        | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       331 | NS      | $27734.49     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Renewable Corp                                 | Brookfield Renewable Corp                                                                                                                  | CUSIP: 11284V105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       110 | NS      | $3027.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD DKK                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-7.12        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| APA Corp                                                  | APA Corp                                                                                                                                   | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |       101 | NS      | $4714.68      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlsberg AS                                              | Carlsberg AS                                                                                                                               | CUSIP: 000000000<br>LEI: 5299001O0WJQYB5GYZ19 | Long             | EC               | CORP              | DK        |        83 | NS      | $11009.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DiaSorin SpA                                              | DiaSorin SpA                                                                                                                               | CUSIP: 000000000<br>LEI: 8156002878BDF0EE4348 | Long             | EC               | CORP              | IT        |        22 | NS      | $3078.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |         1 | NC      | $653.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund                           | Bayview Opportunity Master Fund VIa Trust 2022-INV3                                                                                        | CUSIP: 07336FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94722 | PA      | $79107.91     | 0.10%             | 2052-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Fastighets AB Balder                                      | Fastighets AB Balder                                                                                                                       | CUSIP: 000000000<br>LEI: 549300GHKJCEZOAEUU82 | Long             | EC               | CORP              | SE        |       549 | NS      | $2562.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deere & Co                                                | Deere & Co                                                                                                                                 | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |        89 | NS      | $38159.64     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hydro One Ltd                                             | Hydro One Ltd                                                                                                                              | CUSIP: 448811208<br>LEI: 5493007QZDXTP1W2VL44 | Long             | EC               | CORP              | CA        |       280 | NS      | $7500.44      | 0.01%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Swiss Re AG                                               | Swiss Re AG                                                                                                                                | CUSIP: 000000000<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |       259 | NS      | $24216.86     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                                 | Zurich Insurance Group AG                                                                                                                  | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |       129 | NS      | $61671.96     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                        | Analog Devices Inc                                                                                                                         | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       159 | NS      | $26080.77     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Danone SA                                                 | Danone SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |       523 | NS      | $27565.06     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                  | Deutsche Telekom International Finance BV                                                                                                  | CUSIP: 25156PBB8<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $144147.59    | 0.18%             | 2028-06-21      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                  | Spain Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    245000 | PA      | $225274.37    | 0.28%             | 2030-10-31      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Roche Holding AG                                          | Roche Holding AG                                                                                                                           | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |        23 | NS      | $8912.41      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                   | Charles Schwab Corp/The                                                                                                                    | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |       441 | NS      | $36717.66     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                               | MetLife Inc                                                                                                                                | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |       207 | NS      | $14980.59     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EDP Renovaveis SA                                         | EDP Renovaveis SA                                                                                                                          | CUSIP: 000000000<br>LEI: 529900MUFAH07Q1TAX06 | Long             | EC               | CORP              | ES        |       216 | NS      | $4759.68      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                   | Illinois Tool Works Inc                                                                                                                    | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |        95 | NS      | $20928.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                             | PURCHASED CZK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CZ        |         1 | NC      | $80.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                                                                                  | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    210000 | PA      | $173648.72    | 0.22%             | 2030-10-29      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $2.78         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orica Ltd                                                 | Orica Ltd                                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       336 | NS      | $3435.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MGM Resorts International                                 | MGM Resorts International                                                                                                                  | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |        97 | NS      | $3252.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                                                 | Aflac Inc                                                                                                                                  | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |       182 | NS      | $13093.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonica SA                                             | Telefonica SA                                                                                                                              | CUSIP: 000000000<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |      3080 | NS      | $11149.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Burberry Group PLC                                        | Burberry Group PLC                                                                                                                         | CUSIP: 000000000<br>LEI: 213800PE1KEFCNFR1R50 | Long             | EC               | CORP              | GB        |       352 | NS      | $8557.88      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eversource Energy                                         | Eversource Energy                                                                                                                          | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |       107 | NS      | $8970.88      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                                    | F5 Inc                                                                                                                                     | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |        18 | NS      | $2583.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                          | Duke Energy Corp                                                                                                                           | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       238 | NS      | $24511.62     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | KR        |         1 | NC      | $41950.02     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | US 2YR NOTE (CBT) MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -11 | NC      | $-2320.32     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Allianz SE                                                | Allianz SE                                                                                                                                 | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |       345 | NS      | $73677.38     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Snowflake Inc                                             | Snowflake Inc                                                                                                                              | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |        68 | NS      | $9760.72      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Holdings NV                                        | AerCap Holdings NV                                                                                                                         | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | NL        |       115 | NS      | $6706.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                        | Meta Platforms Inc                                                                                                                         | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       697 | NS      | $83876.98     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                                | Pfizer Inc                                                                                                                                 | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      1740 | NS      | $89157.60     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                                              | VeriSign Inc                                                                                                                               | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |        30 | NS      | $6163.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                                                                                    | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |      1925 | NS      | $19138.34     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                           | Ross Stores Inc                                                                                                                            | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |       108 | NS      | $12535.56     | 0.02%             |  |  |  | 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      | $-57.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Media Corp-Liberty Formula One                    | Liberty Media Corp-Liberty Formula One                                                                                                     | CUSIP: 531229854<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        60 | NS      | $3586.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp                                           | Bio-Techne Corp                                                                                                                            | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |        48 | NS      | $3978.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aena SME SA                                               | Aena SME SA                                                                                                                                | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |        46 | NS      | $5766.48      | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Lululemon Athletica Inc                                   | Lululemon Athletica Inc                                                                                                                    | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |        37 | NS      | $11854.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                                  | Jazz Pharmaceuticals PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |        19 | NS      | $3026.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNGENTA FINANCE NV                                       | Syngenta Finance NV                                                                                                                        | CUSIP: 87164KAH7<br>LEI: 54930042S3BYCEGOCN86 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $199129.24    | 0.25%             | 2023-04-24      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                               | Ameren Corp                                                                                                                                | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |        80 | NS      | $7113.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-4112.74     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| First Solar Inc                                           | First Solar Inc                                                                                                                            | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |        29 | NS      | $4343.91      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                   | Metropolitan Life Global Funding I                                                                                                         | CUSIP: 59217GEG0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130465.72    | 0.16%             | 2030-04-09      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                     | Waste Connections Inc                                                                                                                      | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |        80 | NS      | $10604.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                                                                                                               | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |      2884 | NS      | $53602.65     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nibe Industrier AB                                        | Nibe Industrier AB                                                                                                                         | CUSIP: 000000000<br>LEI: 549300ZQH0FIF1P0MX67 | Long             | EC               | CORP              | SE        |      1321 | NS      | $12329.92     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                                    | Netherlands Government Bond                                                                                                                | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     20000 | PA      | $21692.77     | 0.03%             | 2047-01-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| WSP Global Inc                                            | WSP Global Inc                                                                                                                             | CUSIP: 92938W202<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | EC               | CORP              | CA        |       107 | NS      | $12414.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mediobanca Banca di Credito Finanziario SpA               | Mediobanca Banca di Credito Finanziario SpA                                                                                                | CUSIP: 000000000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | EC               | CORP              | IT        |      2537 | NS      | $24378.19     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                | Verizon Communications Inc                                                                                                                 | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      1297 | NS      | $51101.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd                                             | BHP Group Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |      3781 | NS      | $117123.82    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Assicurazioni Generali SpA                                | Assicurazioni Generali SpA                                                                                                                 | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |       935 | NS      | $16626.63     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Associated British Foods PLC                              | Associated British Foods PLC                                                                                                               | CUSIP: 000000000<br>LEI: GBQKSY6W7G0OHCQ8OQ72 | Long             | EC               | CORP              | GB        |       323 | NS      | $6123.68      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Molina Healthcare Inc                                     | Molina Healthcare Inc                                                                                                                      | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |        18 | NS      | $5943.96      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                               | Oracle Corp                                                                                                                                | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |       492 | NS      | $40216.08     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UCB SA                                                    | UCB SA                                                                                                                                     | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |       112 | NS      | $8824.87      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CarMax Inc                                                | CarMax Inc                                                                                                                                 | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        50 | NS      | $3044.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered PLC                                    | Standard Chartered PLC                                                                                                                     | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |      2233 | NS      | $16654.86     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                     | Bath & Body Works Inc                                                                                                                      | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |        71 | NS      | $2991.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Experian PLC                                              | Experian PLC                                                                                                                               | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | JE        |       823 | NS      | $27873.64     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                | Raytheon Technologies Corp                                                                                                                 | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |       452 | NS      | $45615.84     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | PURCHASED HUF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | HU        |         1 | NC      | $38.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp                                 | Edwards Lifesciences Corp                                                                                                                  | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       191 | NS      | $14250.51     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gecina SA                                                 | Gecina SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | EC               |  | FR        |        38 | NS      | $3871.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alstom SA                                                 | Alstom SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 96950032TUYMW11FB530 | Long             | EC               | CORP              | FR        |       262 | NS      | $6410.25      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| George Weston Ltd                                         | George Weston Ltd                                                                                                                          | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |        61 | NS      | $7568.23      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Husqvarna AB                                              | Husqvarna AB                                                                                                                               | CUSIP: 000000000<br>LEI: 549300GYQIIJ3UXB7655 | Long             | EC               | CORP              | SE        |       366 | NS      | $2570.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                            | Fairfax Financial Holdings Ltd                                                                                                             | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |        20 | NS      | $11847.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Global PLC                                        | Liberty Global PLC                                                                                                                         | CUSIP: 000000000<br>LEI: 549300BSGXG3QLIQYT84 | Long             | EC               | CORP              | GB        |        88 | NS      | $1709.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT AB                                                    | EQT AB                                                                                                                                     | CUSIP: 000000000<br>LEI: 213800U7P9GOIRKCTB34 | Long             | EC               | CORP              | SE        |       262 | NS      | $5566.26      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR & Co Inc                                              | KKR & Co Inc                                                                                                                               | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |       173 | NS      | $8030.66      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                                            | Globe Life Inc                                                                                                                             | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |        29 | NS      | $3495.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eni SpA                                                   | Eni SpA                                                                                                                                    | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |      2081 | NS      | $29590.69     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| EMS-Chemie Holding AG                                     | EMS-Chemie Holding AG                                                                                                                      | CUSIP: 000000000<br>LEI: 529900G1XFTGSE0DIX60 | Long             | EC               | CORP              | CH        |         6 | NS      | $4063.81      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                       | Avery Dennison Corp                                                                                                                        | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |        25 | NS      | $4525.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown Inc                                         | Brown & Brown Inc                                                                                                                          | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |        73 | NS      | $4158.81      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eiffage SA                                                | Eiffage SA                                                                                                                                 | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |        68 | NS      | $6688.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co/The                                             | Boeing Co/The                                                                                                                              | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |       172 | NS      | $32764.28     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| D'ieteren Group                                           | D'ieteren Group                                                                                                                            | CUSIP: 000000000<br>LEI: 549300DV5KJ23OKVTW34 | Long             | EC               | CORP              | BE        |        22 | NS      | $4222.08      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                                                                                 | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37792.91     | 0.05%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                              | Autodesk Inc                                                                                                                               | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |        67 | NS      | $12520.29     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Prysmian SpA                                              | Prysmian SpA                                                                                                                               | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |       217 | NS      | $8062.74      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orsted AS                                                 | Orsted AS                                                                                                                                  | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | EC               | CORP              | DK        |       163 | NS      | $14736.12     | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Crowdstrike Holdings Inc                                  | Crowdstrike Holdings Inc                                                                                                                   | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |        62 | NS      | $6527.98      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                                   | Aon PLC                                                                                                                                    | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |        65 | NS      | $19509.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD CNY                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $10645.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BioMerieux                                                | BioMerieux                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300AK8Y0LBIQ4T071 | Long             | EC               | CORP              | FR        |        34 | NS      | $3572.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F060618<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    420000 | PA      | $426562.69    | 0.54%             | 2053-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                  | Fox Corp                                                                                                                                   | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |        45 | NS      | $1280.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Mexican States                                     | Mexico Government International Bond                                                                                                       | CUSIP: 91087BAF7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $191094.36    | 0.24%             | 2029-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Blackstone Inc                                            | Blackstone Inc                                                                                                                             | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |       216 | NS      | $16025.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                           | Gen Digital Inc                                                                                                                            | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |       187 | NS      | $4007.41      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ivanhoe Mines Ltd                                         | Ivanhoe Mines Ltd                                                                                                                          | CUSIP: 46579R104<br>LEI: 5299006XZISURYIA4G32 | Long             | EC               | CORP              | CA        |       568 | NS      | $4488.63      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexi SpA                                                  | Nexi SpA                                                                                                                                   | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | EC               | CORP              | IT        |       504 | NS      | $3978.54      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | Morgan Stanley Institutional Liquidity Funds - Government Portfolio                                                                        | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |  12169521 | NS      | $12169521.13  | 15.29%            |  |  |  | No            |                  1 | On Loan: No      |
| Volvo AB                                                  | Volvo AB                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |       173 | NS      | $3284.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrari NV                                                | Ferrari NV                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | NL        |       108 | NS      | $23159.35     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                             | PURCHASED ILS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IL        |         1 | NC      | $-938.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Meff Financial Derivatives                                | IBEX 35 INDX FUTR JAN23                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | ES        |         1 | NC      | $-446.38      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                                         | Allstate Corp/The                                                                                                                          | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |        81 | NS      | $10983.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO STOXX 50 MAR23                                                                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        47 | NC      | $-72647.64    | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                                        | Banco Santander SA                                                                                                                         | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $102854.89    | 0.13%             | 2027-01-19      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| Moncler SpA                                               | Moncler SpA                                                                                                                                | CUSIP: 000000000<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |       174 | NS      | $9245.80      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Red Electrica Corp SA                                     | Red Electrica Corp SA                                                                                                                      | CUSIP: 000000000<br>LEI: 5493009HMD0C90GUV498 | Long             | EC               | CORP              | ES        |       242 | NS      | $4207.94      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Computershare Ltd                                         | Computershare Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       406 | NS      | $7152.11      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dover Corp                                                | Dover Corp                                                                                                                                 | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |        44 | NS      | $5958.04      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                                       | Cardinal Health Inc                                                                                                                        | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |        83 | NS      | $6380.21      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corp                                    | AmerisourceBergen Corp                                                                                                                     | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |        48 | NS      | $7954.08      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd                                       | TE Connectivity Ltd                                                                                                                        | CUSIP: 000000000<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | CH        |        99 | NS      | $11365.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wheaton Precious Metals Corp                              | Wheaton Precious Metals Corp                                                                                                               | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |       370 | NS      | $14455.69     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HeidelbergCement AG                                       | HeidelbergCement AG                                                                                                                        | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |       124 | NS      | $7026.46      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronext NV                                               | Euronext NV                                                                                                                                | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | Long             | EC               | CORP              | NL        |        70 | NS      | $5182.19      | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                     | Level 3 Financing Inc                                                                                                                      | CUSIP: 527298BP7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84673.54     | 0.11%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                  | Bayer AG                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |       835 | NS      | $42977.49     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| abrdn plc                                                 | abrdn plc                                                                                                                                  | CUSIP: 000000000<br>LEI: 0TMBS544NMO7GLCE7H90 | Long             | EC               | CORP              | GB        |      1925 | NS      | $4374.36      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                                         | Kinross Gold Corp                                                                                                                          | CUSIP: 496902404<br>LEI: 549300UEBMAQDN0K0R06 | Long             | EC               | CORP              | CA        |      1059 | NS      | $4317.34      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc                                    | Advance Auto Parts Inc                                                                                                                     | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |        19 | NS      | $2793.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                    | MSCI EMGMKT MAR23                                                                                                                          | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |        -9 | NC      | $6970.61      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings Inc                                | LPL Financial Holdings Inc                                                                                                                 | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |        25 | NS      | $5404.25      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                                       | Carrier Global Corp                                                                                                                        | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |       260 | NS      | $10725.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc                                      | Cleveland-Cliffs Inc                                                                                                                       | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |       160 | NS      | $2577.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intact Financial Corp                                     | Intact Financial Corp                                                                                                                      | CUSIP: 45823T106<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | EC               | CORP              | CA        |       149 | NS      | $21448.74     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                                    | Roper Technologies Inc                                                                                                                     | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |        33 | NS      | $14258.97     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                                         | Devon Energy Corp                                                                                                                          | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      1436 | NS      | $88328.36     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                              | LyondellBasell Industries NV                                                                                                               | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |        80 | NS      | $6642.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Life Financial Inc                                    | Sun Life Financial Inc                                                                                                                     | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |       496 | NS      | $23023.34     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International                                      | Hermes International                                                                                                                       | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |        26 | NS      | $40244.14     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi                                                    | Sanofi                                                                                                                                     | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |       929 | NS      | $89580.24     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                                                      | CUSIP: 3132QQTV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     61796 | PA      | $57735.55     | 0.07%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Skyworks Solutions Inc                                    | Skyworks Solutions Inc                                                                                                                     | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |        50 | NS      | $4556.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                          | Altria Group Inc                                                                                                                           | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |       558 | NS      | $25506.18     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                                       | VICI Properties Inc                                                                                                                        | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |       298 | NS      | $9655.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Gamesa Renewable Energy SA                        | Siemens Gamesa Renewable Energy SA                                                                                                         | CUSIP: 000000000<br>LEI: 9598004BR8D81D3M1D64 | Long             | EC               | CORP              | ES        |       142 | NS      | $2739.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LKQ Corp                                                  | LKQ Corp                                                                                                                                   | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |        80 | NS      | $4272.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Capgemini SE                                              | Capgemini SE                                                                                                                               | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |       133 | NS      | $22234.40     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Palo Alto Networks Inc                                    | Palo Alto Networks Inc                                                                                                                     | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |        93 | NS      | $12977.22     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKWOOL A/S                                              | ROCKWOOL A/S                                                                                                                               | CUSIP: 000000000<br>LEI: 213800QRC7LNX935OZ09 | Long             | EC               | CORP              | DK        |         8 | NS      | $1872.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB Group PLC                                             | AIB Group PLC                                                                                                                              | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |       925 | NS      | $3550.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| G4S Ltd                                                   | G4S Ltd                                                                                                                                    | CUSIP: 000000000<br>LEI: 549300L3KWKK8X35QR12 | Long             | EC               | CORP              | GB        |      2164 | NS      | $6409.61      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Starbucks Corp                                            | Starbucks Corp                                                                                                                             | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |       357 | NS      | $35414.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ASR Nederland NV                                          | ASR Nederland NV                                                                                                                           | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $106415.42    | 0.13%             | 2024-09-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| RWE AG                                                    | RWE AG                                                                                                                                     | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |       551 | NS      | $24358.43     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cameco Corp                                               | Cameco Corp                                                                                                                                | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |       366 | NS      | $8295.82      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                                       | Emerson Electric Co                                                                                                                        | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       182 | NS      | $17482.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services Inc                            | JB Hunt Transport Services Inc                                                                                                             | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |        26 | NS      | $4533.36      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vinci SA                                                  | Vinci SA                                                                                                                                   | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |       435 | NS      | $43363.79     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ADCB Finance Cayman Ltd                                   | ADCB Finance Cayman Ltd                                                                                                                    | CUSIP: 00653MAA9<br>LEI: 213800R9XDKRM525M609 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $199571.80    | 0.25%             | 2023-03-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                              | Citizens Financial Group Inc                                                                                                               | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |       153 | NS      | $6023.61      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays PLC                                              | Barclays PLC                                                                                                                               | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |     14283 | NS      | $27177.85     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |         1 | NC      | $-773.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                                  | Simon Property Group Inc                                                                                                                   | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |       101 | NS      | $11865.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TC Energy Corp                                            | TC Energy Corp                                                                                                                             | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |       969 | NS      | $38631.18     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit Kappa Group PLC                                   | Smurfit Kappa Group PLC                                                                                                                    | CUSIP: 000000000<br>LEI: 635400CPLP8H5ITDVT56 | Long             | EC               | CORP              | IE        |       223 | NS      | $8264.45      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Open Text Corp                                            | Open Text Corp                                                                                                                             | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | CA        |       228 | NS      | $6755.81      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                                                                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     40000 | PA      | $35851.07     | 0.05%             | 2032-12-01      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Sampo Oyj                                                 | Sampo Oyj                                                                                                                                  | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |       420 | NS      | $21936.37     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                                           | Yum! Brands Inc                                                                                                                            | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |        88 | NS      | $11271.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barratt Developments PLC                                  | Barratt Developments PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 2138006R85VEOF5YNK29 | Long             | EC               | CORP              | GB        |       916 | NS      | $4375.08      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | US 5YR NOTE (CBT) MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -26 | NC      | $31619.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TELUS Corp                                                | TELUS Corp                                                                                                                                 | CUSIP: 87971M103<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | EC               | CORP              | CA        |       397 | NS      | $7661.45      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AKELIUS RESIDENTIAL PROP                                  | Akelius Residential Property Financing BV                                                                                                  | CUSIP: 000000000<br>LEI: 724500ABLEHD1CIBAA35 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $82931.60     | 0.10%             | 2029-01-11      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| Zoom Video Communications Inc                             | Zoom Video Communications Inc                                                                                                              | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |        70 | NS      | $4741.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | Long: 1325010   TRS USD R V 00MSOFR II9043260221208 Q 7TH +35 BPS / Short: 1325010   TRS USD P E II6867410221208 EQUITYTRS                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    615376 | OU      | $14138.98     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                                    | AP Moller - Maersk A/S                                                                                                                     | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |         4 | NS      | $8954.41      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                             | Live Nation Entertainment Inc                                                                                                              | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |        53 | NS      | $3696.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Investor AB                                               | Investor AB                                                                                                                                | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |       428 | NS      | $7962.80      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                           | Kingdom of Belgium Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     90000 | PA      | $68177.73     | 0.09%             | 2050-06-22      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| Wolfspeed Inc                                             | Wolfspeed Inc                                                                                                                              | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |        38 | NS      | $2623.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | ID        |         1 | NC      | $172.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Datadog Inc                                               | Datadog Inc                                                                                                                                | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |        76 | NS      | $5586.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DocuSign Inc                                              | DocuSign Inc                                                                                                                               | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |        62 | NS      | $3436.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Schindler Holding AG                                      | Schindler Holding AG                                                                                                                       | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |        35 | NS      | $6582.88      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ANZ Group Holdings Ltd                                    | ANZ Group Holdings Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      2237 | NS      | $36035.64     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Infrastrutture Wireless Italiane SpA                      | Infrastrutture Wireless Italiane SpA                                                                                                       | CUSIP: 000000000<br>LEI: 81560066183FE361C071 | Long             | EC               | CORP              | IT        |       286 | NS      | $2885.23      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Norsk Hydro ASA                                           | Norsk Hydro ASA                                                                                                                            | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |      1165 | NS      | $8705.30      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Ltd                                 | CK Hutchison Holdings Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | KY        |      1539 | NS      | $9219.92      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KOREA ELECTRIC POWER CO                                   | Korea Electric Power Corp                                                                                                                  | CUSIP: 500631AT3<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $192288.36    | 0.24%             | 2024-06-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                                                                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    150000 | PA      | $141035.12    | 0.18%             | 2026-08-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $823.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                            | PulteGroup Inc                                                                                                                             | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        72 | NS      | $3278.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chiba Bank Ltd/The                                        | Chiba Bank Ltd/The                                                                                                                         | CUSIP: 000000000<br>LEI: FGJPAKKCTZVSKZXNBS63 | Long             | EC               | CORP              | JP        |      2748 | NS      | $20049.80     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Aurizon Holdings Ltd                                      | Aurizon Holdings Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 5299005PC1O6NOWL3H48 | Long             | EC               | CORP              | AU        |      1398 | NS      | $3541.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nice Ltd                                                  | Nice Ltd                                                                                                                                   | CUSIP: 000000000<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |        55 | NS      | $10580.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                            | CUSIP: 31416XW48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21223 | PA      | $21038.05     | 0.03%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc                    | International Flavors & Fragrances Inc                                                                                                     | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |        78 | NS      | $8177.52      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-3991.20     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                                    | Blackstone Property Partners Europe Holdings Sarl                                                                                          | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $83704.85     | 0.11%             | 2027-04-26      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Klepierre SA                                              | Klepierre SA                                                                                                                               | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               |  | FR        |       178 | NS      | $4108.35      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                       | Laboratory Corp of America Holdings                                                                                                        | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |        28 | NS      | $6593.44      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CK Infrastructure Holdings Ltd                            | CK Infrastructure Holdings Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 5299005U11RQ1C27MR12 | Long             | EC               | CORP              | BM        |       353 | NS      | $1841.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | Long: 1325008   TRS USD R E II5815440221208 EQUITYTRS / Short: 1325008   TRS USD P V 00MSOFR II1029430221208 EQUITYTRS                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    616838 | OU      | $-10848.76    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Epiroc AB                                                 | Epiroc AB                                                                                                                                  | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |       569 | NS      | $10360.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-37249.72    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                          | Bank of New York Mellon Corp/The                                                                                                           | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |       236 | NS      | $10742.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | AU        |         1 | NC      | $-42.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Metals Group Ltd                                | Fortescue Metals Group Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |      1267 | NS      | $17709.06     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PTC Inc                                                   | PTC Inc                                                                                                                                    | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |        35 | NS      | $4201.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Technologies Engineering Ltd                    | Singapore Technologies Engineering Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 254900OEXGGWCR24DG90 | Long             | EC               | CORP              | SG        |      1187 | NS      | $2970.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carnival Corp                                             | Carnival Corp                                                                                                                              | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |       308 | NS      | $2482.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                                           | Ulta Beauty Inc                                                                                                                            | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |        16 | NS      | $7505.12      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |         1 | NC      | $-62.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                                                                                     | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    210000 | PA      | $30329.79     | 0.04%             | 2030-03-10      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Barrick Gold Corp                                         | Barrick Gold Corp                                                                                                                          | CUSIP: 067901108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |        57 | NS      | $1007.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Westrock Co                                               | Westrock Co                                                                                                                                | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |        79 | NS      | $2777.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Co                              | Pioneer Natural Resources Co                                                                                                               | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |       541 | NS      | $123558.99    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                                        | Ingersoll Rand Inc                                                                                                                         | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |       123 | NS      | $6426.75      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                           | Caterpillar Inc                                                                                                                            | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       161 | NS      | $38569.16     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                  | Enterprise Products Operating LLC                                                                                                          | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36334.14     | 0.05%             | 2060-01-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                        | Banco Santander SA                                                                                                                         | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |     67926 | NS      | $203106.37    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Whole Loan Securities Trust                   | Freddie Mac Whole Loan Securities Trust 2016-SC01                                                                                          | CUSIP: 3137G1AV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8477 | PA      | $7320.92      | 0.01%             | 2046-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kuehne + Nagel International AG                           | Kuehne + Nagel International AG                                                                                                            | CUSIP: 000000000<br>LEI: 529900Q0YED3805QXQ66 | Long             | EC               | CORP              | CH        |        46 | NS      | $10694.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstService Corp                                         | FirstService Corp                                                                                                                          | CUSIP: 33767E202<br>LEI: 5493000XUDIV75BCF118 | Long             | EC               | CORP              | CA        |        34 | NS      | $4163.62      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexagon AB                                                | Hexagon AB                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300WJFW6ILNI4TA80 | Long             | EC               | CORP              | SE        |      1684 | NS      | $17656.88     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Baloise Holding AG                                        | Baloise Holding AG                                                                                                                         | CUSIP: 000000000<br>LEI: 529900G5XKBZN48T6283 | Long             | EC               | CORP              | CH        |        39 | NS      | $6014.06      | 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        |      2531 | NS      | $23022.06     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CF Industries Holdings Inc                                | CF Industries Holdings Inc                                                                                                                 | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |        61 | NS      | $5197.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CaixaBank SA                                              | CaixaBank SA                                                                                                                               | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $106542.37    | 0.13%             | 2023-04-18      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Henderson Land Development Co Ltd                         | Henderson Land Development Co Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 529900SYQB7IVR9QGN76 | Long             | EC               | CORP              | HK        |       838 | NS      | $2917.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                                                                            | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    190000 | PA      | $170744.24    | 0.21%             | 2032-09-15      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| United Internet AG                                        | United Internet AG                                                                                                                         | CUSIP: 000000000<br>LEI: 3VEKWPJHTD4NKMBVG947 | Long             | EC               | CORP              | DE        |        82 | NS      | $1653.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Monolithic Power Systems Inc                              | Monolithic Power Systems Inc                                                                                                               | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |        14 | NS      | $4950.54      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck KGaA                                                | Merck KGaA                                                                                                                                 | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | EC               | CORP              | DE        |       111 | NS      | $21416.37     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                              | QUALCOMM Inc                                                                                                                               | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |       348 | NS      | $38259.12     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Denmark                                        | Denmark Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |    630000 | PA      | $81795.79     | 0.10%             | 2027-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CGI Inc                                                   | CGI Inc                                                                                                                                    | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |       180 | NS      | $15515.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | Long: 1325136   TRS CAD R V 00MCORRA RESET Q ON 6TH/CAONREPO+27BPS / Short: 1325136   TRS CAD P E II6587220221220 EQUITYTRS                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FR        |    398018 | OU      | $-4320.62     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RioCan Real Estate Investment Trust                       | RioCan Real Estate Investment Trust                                                                                                        | CUSIP: 766910103<br>LEI: 549300S8HVUSEU3JBY60 | Long             | EC               |  | CA        |       128 | NS      | $1997.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| European Investment Bank                                  | European Investment Bank                                                                                                                   | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    220000 | PA      | $225759.36    | 0.28%             | 2024-07-15      | Fixed         | 0.20%                 | Yes           |                  2 | On Loan: No      |
| Diageo PLC                                                | Diageo PLC                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |      2022 | NS      | $88506.69     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens AG                                                | Siemens AG                                                                                                                                 | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |       653 | NS      | $90016.84     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |         1 | NC      | $-4059.29     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Textron Inc                                               | Textron Inc                                                                                                                                | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |        65 | NS      | $4602.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc                                | Neurocrine Biosciences Inc                                                                                                                 | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |        29 | NS      | $3463.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA              | Cie Generale des Etablissements Michelin SCA                                                                                               | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |       552 | NS      | $15377.21     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group NV                                               | NN Group NV                                                                                                                                | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |       237 | NS      | $9691.44      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F020612<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    650000 | PA      | $530643.78    | 0.67%             | 2053-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Swire Pacific Ltd                                         | Swire Pacific Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 549300KZOZHII0DGF611 | Long             | EC               | CORP              | HK        |       284 | NS      | $2489.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UGI Corp                                                  | UGI Corp                                                                                                                                   | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |        65 | NS      | $2409.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                                        | Ally Financial Inc                                                                                                                         | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |        95 | NS      | $2322.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |         1 | NC      | $4231.15      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MX        |         1 | NC      | $2021.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lam Research Corp                                         | Lam Research Corp                                                                                                                          | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |        42 | NS      | $17652.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Overseas Bank Ltd                                  | United Overseas Bank Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |       888 | NS      | $20340.38     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AutoZone Inc                                              | AutoZone Inc                                                                                                                               | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |         6 | NS      | $14797.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   1430000 | PA      | $227716.77    | 0.29%             | 2049-07-22      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                                       | EssilorLuxottica SA                                                                                                                        | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |       237 | NS      | $42881.11     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp                                     | ON Semiconductor Corp                                                                                                                      | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |       134 | NS      | $8357.58      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp                                    | Webster Financial Corp                                                                                                                     | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |        54 | NS      | $2556.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Whole Loan Securities Trust                   | Freddie Mac Whole Loan Securities Trust 2015-SC01                                                                                          | CUSIP: 3137G1AA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7742 | PA      | $6680.08      | 0.01%             | 2045-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Genting Singapore Ltd                                     | Genting Singapore Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 254900Y2N3AK93K1O866 | Long             | EC               | CORP              | SG        |      4543 | NS      | $3242.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Haleon PLC                                                | Haleon PLC                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |      4527 | NS      | $17911.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                                                                                  | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |       118 | NS      | $38169.50     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Corp ACCIONA Energias Renovables SA                       | Corp ACCIONA Energias Renovables SA                                                                                                        | CUSIP: 000000000<br>LEI: 254900UPX0OEHTKB9Y44 | Long             | EC               | CORP              | ES        |        40 | NS      | $1545.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                  | Ameriprise Financial Inc                                                                                                                   | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |        33 | NS      | $10275.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                                        | HCA Healthcare Inc                                                                                                                         | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |        71 | NS      | $17037.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp                                               | Masimo Corp                                                                                                                                | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |        15 | NS      | $2219.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Oil Ltd                                          | Imperial Oil Ltd                                                                                                                           | CUSIP: 453038408<br>LEI: 549300JZNB745JT5WY51 | Long             | EC               | CORP              | CA        |       191 | NS      | $9303.14      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Post AG                                          | Deutsche Post AG                                                                                                                           | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |       846 | NS      | $31662.92     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bio-Rad Laboratories Inc                                  | Bio-Rad Laboratories Inc                                                                                                                   | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |         7 | NS      | $2943.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp                                       | Otis Worldwide Corp                                                                                                                        | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       130 | NS      | $10180.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Transurban Group                                          | Transurban Group                                                                                                                           | CUSIP: 000000000<br>LEI: 549300ZR71SUQ4VUTM79 | Long             | EC               | CORP              | AU        |      2334 | NS      | $20534.19     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KLA Corp                                                  | KLA Corp                                                                                                                                   | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |        43 | NS      | $16212.29     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore PLC                                              | Glencore PLC                                                                                                                               | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |      8571 | NS      | $57156.95     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Avantor Inc                                               | Avantor Inc                                                                                                                                | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       208 | NS      | $4386.72      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                                                | Copart Inc                                                                                                                                 | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |       133 | NS      | $8098.37      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp/The                                              | AES Corp/The                                                                                                                               | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |       204 | NS      | $5867.04      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Software Inc                                        | Unity Software Inc                                                                                                                         | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Long             | EC               | CORP              | US        |        77 | NS      | $2201.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                                     | Northrop Grumman Corp                                                                                                                      | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |        45 | NS      | $24552.45     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                           | Telefonaktiebolaget LM Ericsson                                                                                                            | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |      2506 | NS      | $14683.68     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                       | CDW LLC / CDW Finance Corp                                                                                                                 | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $22242.33     | 0.03%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                                       | Republic of Austria Government Bond                                                                                                        | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     70000 | PA      | $60585.61     | 0.08%             | 2030-02-20      | None          | 0.00%                 | Yes           |                  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        |        98 | NS      | $7431.34      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                                    | Diamondback Energy Inc                                                                                                                     | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       392 | NS      | $53617.76     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                                   | NVR Inc                                                                                                                                    | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |         1 | NS      | $4612.58      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                                       | Electronic Arts Inc                                                                                                                        | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |        86 | NS      | $10507.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                             | McKesson Corp                                                                                                                              | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |        44 | NS      | $16505.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                          | Skandinaviska Enskilda Banken AB                                                                                                           | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EC               | CORP              | SE        |      1378 | NS      | $15864.74     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| U-Haul Holding Co                                         | U-Haul Holding Co                                                                                                                          | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |        26 | NS      | $1429.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                                    | Regions Financial Corp                                                                                                                     | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |       287 | NS      | $6187.72      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc                                      | Verisk Analytics Inc                                                                                                                       | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |        49 | NS      | $8644.58      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                                | Humana Inc                                                                                                                                 | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |        39 | NS      | $19975.41     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Onex Corp                                                 | Onex Corp                                                                                                                                  | CUSIP: 68272K103<br>LEI: 894500LB8PNE5C7CEN88 | Long             | EC               | CORP              | CA        |        62 | NS      | $2989.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Knorr-Bremse AG                                           | Knorr-Bremse AG                                                                                                                            | CUSIP: 000000000<br>LEI: 5299001GRRO0Z25YZT52 | Long             | EC               | CORP              | DE        |        62 | NS      | $3372.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SIG Group AG                                              | SIG Group AG                                                                                                                               | CUSIP: 000000000<br>LEI: 5493004Z6P7TSVB1L042 | Long             | EC               | CORP              | CH        |       269 | NS      | $5877.96      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                                 | Keysight Technologies Inc                                                                                                                  | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |        55 | NS      | $9408.85      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                             | Kroger Co/The                                                                                                                              | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |       209 | NS      | $9317.22      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                                                                                | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |    100000 | PA      | $90602.42     | 0.11%             | 2034-03-30      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                                                                                      | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $108559.19    | 0.14%             | 2025-12-05      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-59.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Xinyi Glass Holdings Ltd                                  | Xinyi Glass Holdings Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 52990082YXVVZFK1QJ17 | Long             | EC               | CORP              | KY        |      1042 | NS      | $1925.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pinterest Inc                                             | Pinterest Inc                                                                                                                              | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       179 | NS      | $4346.12      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | Long: 1325006   TRS USD R V 00MSOFR II6676360221208 Q 7TH +35 BPS / Short: 1325006   TRS USD P E II7363550221208 EQUITYTRS                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |   1543120 | OU      | $34706.78     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Solvay SA                                                 | Solvay SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300MMVL80RTBP3O28 | Long             | EC               | CORP              | BE        |        65 | NS      | $6571.89      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROBLOX Corp                                               | ROBLOX Corp                                                                                                                                | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       108 | NS      | $3073.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc                                     | RPM International Inc                                                                                                                      | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |        40 | NS      | $3898.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizuho Financial Group Inc                                | Mizuho Financial Group Inc                                                                                                                 | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |     12511 | NS      | $176258.60    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortive Corp                                              | Fortive Corp                                                                                                                               | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |       105 | NS      | $6746.25      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc                                    | Church & Dwight Co Inc                                                                                                                     | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |        75 | NS      | $6045.75      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Apartment Properties REIT                        | Canadian Apartment Properties REIT                                                                                                         | CUSIP: 134921105<br>LEI: 549300B1MYVTQEB2DI90 | Long             | EC               |  | CA        |        72 | NS      | $2269.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Melrose Industries PLC                                    | Melrose Industries PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 213800RGNXXZY2M7TR85 | Long             | EC               | CORP              | GB        |      3658 | NS      | $5893.41      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-882.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Twilio Inc                                                | Twilio Inc                                                                                                                                 | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |        53 | NS      | $2594.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Epiroc AB                                                 | Epiroc AB                                                                                                                                  | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |       336 | NS      | $5405.30      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain                                       | Cie de Saint-Gobain                                                                                                                        | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |       400 | NS      | $19568.32     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UPM-Kymmene Oyj                                           | UPM-Kymmene Oyj                                                                                                                            | CUSIP: 000000000<br>LEI: 213800EC6PW5VU4J9U64 | Long             | EC               | CORP              | FI        |       464 | NS      | $17363.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED RON / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | RO        |         1 | NC      | $2148.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Synopsys Inc                                              | Synopsys Inc                                                                                                                               | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |        47 | NS      | $15006.63     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chow Tai Fook Jewellery Group Ltd                         | Chow Tai Fook Jewellery Group Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 254900VXRL7SRSF44G79 | Long             | EC               | CORP              | KY        |      1112 | NS      | $2259.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                              | Canadian National Railway Co                                                                                                               | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |       504 | NS      | $59869.54     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HK Electric Investments & HK Electric Investments Ltd     | HK Electric Investments & HK Electric Investments Ltd                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | XX        |      1466 | NS      | $969.32       | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $291.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Exchange (Futures Market)                           | KOREA 10YR BND FU MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | KR        |         4 | NC      | $-10828.43    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| IGM Financial Inc                                         | IGM Financial Inc                                                                                                                          | CUSIP: 449586106<br>LEI: 254900RYHLVJNTUFDA95 | Long             | EC               | CORP              | CA        |        71 | NS      | $1982.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                               | Ovintiv Inc                                                                                                                                | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        80 | NS      | $4056.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                                 | Apple Inc                                                                                                                                  | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      4963 | NS      | $644842.59    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Restaurant Brands International Inc                       | Restaurant Brands International Inc                                                                                                        | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |       249 | NS      | $16104.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Erste Group Bank AG                                       | Erste Group Bank AG                                                                                                                        | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |      1451 | NS      | $46425.04     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                                                                                                              | CUSIP: 172967HB0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75537.10     | 0.09%             | 2025-09-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                                    | Eurofins Scientific SE                                                                                                                     | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | EC               | CORP              | LU        |       109 | NS      | $7825.99      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Paragon Offshore PLC                                      | Paragon Offshore PLC                                                                                                                       | CUSIP: 000000000<br>LEI: 5493009D85BF18WG1Z30 | Long             | EC               | CORP              | GB        |        67 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | J.P. Morgan Mortgage Trust 2022-INV3                                                                                                       | CUSIP: 46593FAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    185048 | PA      | $155353.28    | 0.20%             | 2052-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                              | Danaher Corp                                                                                                                               | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |       216 | NS      | $57330.72     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                                     | Japan Government Ten Year Bond                                                                                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  35000000 | PA      | $266765.01    | 0.34%             | 2026-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                              | Ecopetrol SA                                                                                                                               | CUSIP: 279158AC3<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    140000 | PA      | $139403.14    | 0.18%             | 2023-09-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Adecco Group AG                                           | Adecco Group AG                                                                                                                            | CUSIP: 000000000<br>LEI: NI14Y5UMU60O7JE9P611 | Long             | EC               | CORP              | CH        |       137 | NS      | $4506.59      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Systemes SE                                      | Dassault Systemes SE                                                                                                                       | CUSIP: 000000000<br>LEI: 96950065LBWY0APQIM86 | Long             | EC               | CORP              | FR        |       545 | NS      | $19598.01     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                               | Long: BMIBBPXS3 IRS USD R V 12MUSCPI II8817920221024 CCPINFLATIONZE / Short: BMIBBPXS3 IRS USD P F  2.77600 II8452460221024 CCPINFLATIONZE | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    305000 | OU      | $-5742.13     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| voestalpine AG                                            | voestalpine AG                                                                                                                             | CUSIP: 000000000<br>LEI: 529900ZAXBMQDIWPNB72 | Long             | EC               | CORP              | AT        |       106 | NS      | $2807.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                              | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40479.15     | 0.05%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Auckland International Airport Ltd                        | Auckland International Airport Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300HFZIZDJWB7AK60 | Long             | EC               | CORP              | NZ        |      1099 | NS      | $5450.59      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Roku Inc                                                  | Roku Inc                                                                                                                                   | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |        39 | NS      | $1587.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                                                                                     | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    770000 | PA      | $109872.70    | 0.14%             | 2025-04-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ANSYS Inc                                                 | ANSYS Inc                                                                                                                                  | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |        27 | NS      | $6522.93      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc                                  | Lennox International Inc                                                                                                                   | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |        10 | NS      | $2392.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Poste Italiane SpA                                        | Poste Italiane SpA                                                                                                                         | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | EC               | CORP              | IT        |       434 | NS      | $4234.30      | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                             | Regeneron Pharmaceuticals Inc                                                                                                              | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |        33 | NS      | $23809.17     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp                                                | HEICO Corp                                                                                                                                 | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |        22 | NS      | $2636.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                           | McDonald's Corp                                                                                                                            | CUSIP: 58013MEU4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96823.93     | 0.12%             | 2025-05-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                                   | Cboe Global Markets Inc                                                                                                                    | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |        33 | NS      | $4140.51      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hongkong Land Holdings Ltd                                | Hongkong Land Holdings Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 213800XCHYNRPAYGXW28 | Long             | EC               | CORP              | BM        |       626 | NS      | $2880.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                        | Vodafone Group PLC                                                                                                                         | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |     23667 | NS      | $23967.97     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EXOR NV                                                   | EXOR NV                                                                                                                                    | CUSIP: 000000000<br>LEI: 5493002ENHZ6NYET7405 | Long             | EC               | CORP              | NL        |        92 | NS      | $6735.72      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | NZ        |         1 | NC      | $-16.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chewy Inc                                                 | Chewy Inc                                                                                                                                  | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |        29 | NS      | $1075.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                            | CUSIP: 3138Y6YJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30656 | PA      | $30346.78     | 0.04%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pilbara Minerals Ltd                                      | Pilbara Minerals Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 5299000VV1CZVF5K9C16 | Long             | EC               | CORP              | AU        |      1914 | NS      | $4846.73      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | Long: 1325004   TRS USD R E II8411580221208 EQUITYTRS / Short: 1325004   TRS USD P V 00MSOFR II5704620221208 EQUITYTRS                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |   1540873 | OU      | $-17081.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust Inc                              | Medical Properties Trust Inc                                                                                                               | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               |  | US        |       185 | NS      | $2060.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $114856.97    | 0.14%             | 2024-10-16      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Teleflex Inc                                              | Teleflex Inc                                                                                                                               | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |        15 | NS      | $3744.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | Long: 1325034   TRS EUR R E II2391800221209 EQUITYTRS / Short: 1325034   TRS EUR P V 00MESTR II6551150221209 Q 26TH -42BPS                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FR        |   2101133 | OU      | $-22685.18    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| BofA Securities Europe SA                                 | Long: SMIBEJ100 IRS BRL R F 13.53500 II5444820221121 CCPNDFPREDISWA / Short: SMIBEJ100 IRS BRL P V 00MBRCDI II6566160221121 CCPNDFPREDISWA | CUSIP: 000000000<br>LEI: 549300FH0WJAPEHTIQ77 | N/A              | DIR              |  | US        |   4033000 | OU      | $12262.78     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ASSICURAZIONI GENERALI                                    | Assicurazioni Generali SpA                                                                                                                 | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $108271.15    | 0.14%             | 2047-10-27      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Sofina SA                                                 | Sofina SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 5493000GMVR38VUO5D39 | Long             | EC               | CORP              | BE        |        14 | NS      | $3091.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Whole Loan Securities Trust                   | Freddie Mac Whole Loan Securities Trust 2015-SC02                                                                                          | CUSIP: 3137G1AL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18096 | PA      | $15872.90     | 0.02%             | 2045-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Demant A/S                                                | Demant A/S                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800RM6L9LN78BVA56 | Long             | EC               | CORP              | DK        |        79 | NS      | $2202.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                   | Bayer US Finance II LLC                                                                                                                    | CUSIP: 07274NAE3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197180.65    | 0.25%             | 2023-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Signature Bank/New York NY                                | Signature Bank/New York NY                                                                                                                 | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |        19 | NS      | $2189.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |         1 | NC      | $-165.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | United States Treasury Inflation Indexed Bonds                                                                                             | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1115798 | PA      | $1022917.61   | 1.29%             | 2032-07-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                      | Howmet Aerospace Inc                                                                                                                       | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |       114 | NS      | $4492.74      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                             | Automatic Data Processing Inc                                                                                                              | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       129 | NS      | $30812.94     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rivian Automotive Inc                                     | Rivian Automotive Inc                                                                                                                      | CUSIP: 76954A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       101 | NS      | $1861.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortis Inc/Canada                                         | Fortis Inc/Canada                                                                                                                          | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |       408 | NS      | $16326.03     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM Mortgage Trust                                       | Comm 2014-UBS2 Mortgage Trust                                                                                                              | CUSIP: 12591UAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    144000 | PA      | $139421.74    | 0.18%             | 2047-03-10      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                | Vonovia SE                                                                                                                                 | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | EC               | CORP              | DE        |       622 | NS      | $14652.10     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | SE        |         1 | NC      | $-8524.69     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                                                                                     | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |   1200000 | PA      | $173313.06    | 0.22%             | 2030-03-10      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Edenred                                                   | Edenred                                                                                                                                    | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | EC               | CORP              | FR        |       203 | NS      | $11048.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mid-America Apartment Communities Inc                     | Mid-America Apartment Communities Inc                                                                                                      | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               |  | US        |        36 | NS      | $5651.64      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                                  | Prudential Financial Inc                                                                                                                   | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |       114 | NS      | $11338.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp                                                | Alcoa Corp                                                                                                                                 | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |        54 | NS      | $2455.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Manulife Financial Corp                                   | Manulife Financial Corp                                                                                                                    | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |      1626 | NS      | $29001.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MercadoLibre Inc                                          | MercadoLibre Inc                                                                                                                           | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |        14 | NS      | $11847.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| South32 Ltd                                               | South32 Ltd                                                                                                                                | CUSIP: 000000000<br>LEI: 213800LAZNPXSBKVHR17 | Long             | EC               | CORP              | AU        |      3408 | NS      | $9343.47      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sands China Ltd                                           | Sands China Ltd                                                                                                                            | CUSIP: 000000000<br>LEI: 549300EVO6UZDGY05787 | Long             | EC               | CORP              | KY        |      1441 | NS      | $4726.81      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                          | ArcelorMittal SA                                                                                                                           | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |       425 | NS      | $11212.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker BP ASA                                               | Aker BP ASA                                                                                                                                | CUSIP: 000000000<br>LEI: 549300NFTY73920OYK69 | Long             | EC               | CORP              | NO        |       276 | NS      | $8578.87      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-17.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Telia Co AB                                               | Telia Co AB                                                                                                                                | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | EC               | CORP              | SE        |      2277 | NS      | $5818.35      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Realty Trust Inc                                  | Digital Realty Trust Inc                                                                                                                   | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               |  | US        |        88 | NS      | $8823.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                                | Nasdaq Inc                                                                                                                                 | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |       107 | NS      | $6564.45      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division          | FTSE 100 IDX FUT MAR23                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -1 | NC      | $-241.79      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                     | Australia Government Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     10000 | PA      | $6777.92      | 0.01%             | 2025-04-21      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Grifols SA                                                | Grifols SA                                                                                                                                 | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | EC               | CORP              | ES        |       180 | NS      | $2078.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                                                                                | CUSIP: 63861VAA5<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $198917.93    | 0.25%             | 2024-03-08      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Naturgy Energy Group SA                                   | Naturgy Energy Group SA                                                                                                                    | CUSIP: 000000000<br>LEI: TL2N6M87CW970S5SV098 | Long             | EC               | CORP              | ES        |        88 | NS      | $2287.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |         1 | NC      | $4250.43      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-2026.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Warehouses De Pauw CVA                                    | Warehouses De Pauw CVA                                                                                                                     | CUSIP: 000000000<br>LEI: 549300HWDYC5JXC85138 | Long             | EC               |  | BE        |       143 | NS      | $4096.49      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                           | WW Grainger Inc                                                                                                                            | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |        14 | NS      | $7787.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc                                               | Equifax Inc                                                                                                                                | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |        38 | NS      | $7385.68      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Franco-Nevada Corp                                        | Franco-Nevada Corp                                                                                                                         | CUSIP: 351858105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       162 | NS      | $22082.97     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                       | Fifth Third Bancorp                                                                                                                        | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |       212 | NS      | $6955.72      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sartorius Stedim Biotech                                  | Sartorius Stedim Biotech                                                                                                                   | CUSIP: 000000000<br>LEI: 52990006IVXY7GCSSR39 | Long             | EC               | CORP              | FR        |        23 | NS      | $7474.26      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Prudential PLC                                            | Prudential PLC                                                                                                                             | CUSIP: 000000000<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | GB        |      2449 | NS      | $33392.82     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                                           | T-Mobile US Inc                                                                                                                            | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |       195 | NS      | $27300.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                               | Novartis AG                                                                                                                                | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |      1864 | NS      | $168687.19    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                      | Republic of Italy Government International Bond                                                                                            | CUSIP: 465410CD8<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    200000 | PA      | $187151.40    | 0.24%             | 2024-05-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Segro PLC                                                 | Segro PLC                                                                                                                                  | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | EC               |  | GB        |      1090 | NS      | $10041.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                       | Kimberly-Clark Corp                                                                                                                        | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       105 | NS      | $14253.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc                          | Mettler-Toledo International Inc                                                                                                           | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |         7 | NS      | $10118.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordea Bank Abp                                           | Nordea Bank Abp                                                                                                                            | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |      2833 | NS      | $30346.96     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    300000 | PA      | $47408.48     | 0.06%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |         1 | NC      | $9256.45      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid PLC                                         | National Grid PLC                                                                                                                          | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |      3282 | NS      | $39316.23     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke DSM NV                                        | Koninklijke DSM NV                                                                                                                         | CUSIP: 000000000<br>LEI: 724500SNT1MK246AHP04 | Long             | EC               | CORP              | NL        |       148 | NS      | $18173.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/The                          | Interpublic Group of Cos Inc/The                                                                                                           | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |       120 | NS      | $3997.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DCC PLC                                                   | DCC PLC                                                                                                                                    | CUSIP: 000000000<br>LEI: 213800UPS1QEE4TD3T45 | Long             | EC               | CORP              | IE        |        89 | NS      | $4376.30      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                     | Travelers Cos Inc/The                                                                                                                      | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |        72 | NS      | $13499.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AIA Group Ltd                                             | AIA Group Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |      6298 | NS      | $69551.22     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Saputo Inc                                                | Saputo Inc                                                                                                                                 | CUSIP: 802912105<br>LEI: 549300HH4U1DPY0TBT90 | Long             | EC               | CORP              | CA        |       214 | NS      | $5297.84      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                                | Charter Communications Inc                                                                                                                 | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |        35 | NS      | $11868.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                                        | Kraft Heinz Co/The                                                                                                                         | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |       230 | NS      | $9363.30      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Temenos AG                                                | Temenos AG                                                                                                                                 | CUSIP: 000000000<br>LEI: 5067007NW6550481FH64 | Long             | EC               | CORP              | CH        |        55 | NS      | $3025.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonic Healthcare Ltd                                      | Sonic Healthcare Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 549300NQQ5L2NONWR862 | Long             | EC               | CORP              | AU        |       334 | NS      | $6797.24      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   1540000 | PA      | $228882.03    | 0.29%             | 2030-11-19      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                           | Weyerhaeuser Co                                                                                                                            | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |       228 | NS      | $7068.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc                                   | Extra Space Storage Inc                                                                                                                    | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               |  | US        |        41 | NS      | $6034.38      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CK Asset Holdings Ltd                                     | CK Asset Holdings Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | KY        |      1129 | NS      | $6924.35      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Industries Ltd                        | Teva Pharmaceutical Industries Ltd                                                                                                         | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |       953 | NS      | $8691.36      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke AG                               | Bayerische Motoren Werke AG                                                                                                                | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EP               | CORP              | DE        |        51 | NS      | $4303.95      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                                                                                    | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |    290000 | PA      | $252337.35    | 0.32%             | 2038-02-22      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| Delta Air Lines Inc                                       | Delta Air Lines Inc                                                                                                                        | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |        49 | NS      | $1610.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SEB SA                                                    | SEB SA                                                                                                                                     | CUSIP: 000000000<br>LEI: 969500WP61NBK098AC47 | Long             | EC               | CORP              | FR        |        20 | NS      | $1678.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                                       | Canadian Government Bond                                                                                                                   | CUSIP: 135087K37<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   1440000 | PA      | $922099.85    | 1.16%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Vicinity Ltd                                              | Vicinity Ltd                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |      2870 | NS      | $3875.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                            | CUSIP: 3138X0PH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58791 | PA      | $56982.12     | 0.07%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Puma SE                                                   | Puma SE                                                                                                                                    | CUSIP: 000000000<br>LEI: 529900GRZ2BQY5ZM9N49 | Long             | EC               | CORP              | DE        |        91 | NS      | $5500.33      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                    | Korea Development Bank/The                                                                                                                 | CUSIP: 500630DG0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $174126.62    | 0.22%             | 2026-07-19      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                     | Japan Government Thirty Year Bond                                                                                                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  37000000 | PA      | $219507.87    | 0.28%             | 2046-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| CCL Industries Inc                                        | CCL Industries Inc                                                                                                                         | CUSIP: 124900309<br>LEI: 549300TD3EMSRRC0YH75 | Long             | EC               | CORP              | CA        |       127 | NS      | $5425.17      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Pacific Railway Ltd                              | Canadian Pacific Railway Ltd                                                                                                               | CUSIP: 13645T100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       790 | NS      | $58899.93     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Toast Inc                                                 | Toast Inc                                                                                                                                  | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |        76 | NS      | $1370.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                  | Spain Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     40000 | PA      | $35024.18     | 0.04%             | 2048-10-31      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Groupe Bruxelles Lambert NV                               | Groupe Bruxelles Lambert NV                                                                                                                | CUSIP: 000000000<br>LEI: 549300KV0ZEHT2KVU152 | Long             | EC               | CORP              | BE        |        87 | NS      | $6952.84      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                      | Las Vegas Sands Corp                                                                                                                       | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |       106 | NS      | $5095.42      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunzl PLC                                                 | Bunzl PLC                                                                                                                                  | CUSIP: 000000000<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |       304 | NS      | $10114.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                      | Booking Holdings Inc                                                                                                                       | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        12 | NS      | $24183.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                                    | T Rowe Price Group Inc                                                                                                                     | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |        70 | NS      | $7634.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    150000 | PA      | $119983.50    | 0.15%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health Inc                                  | Elanco Animal Health Inc                                                                                                                   | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |       130 | NS      | $1588.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                                 | Aptiv PLC                                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |        83 | NS      | $7729.79      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust Inc                               | Healthcare Realty Trust Inc                                                                                                                | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               |  | US        |       118 | NS      | $2273.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                        | Coca-Cola Europacific Partners PLC                                                                                                         | CUSIP: 000000000<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               | CORP              | GB        |       176 | NS      | $9736.32      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                                      | Keurig Dr Pepper Inc                                                                                                                       | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |       241 | NS      | $8594.06      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                            | Merck & Co Inc                                                                                                                             | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       778 | NS      | $86319.10     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                                                 | Safran SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |       276 | NS      | $34570.06     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinix Inc                                               | Equinix Inc                                                                                                                                | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |        28 | NS      | $18340.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc                                 | Healthpeak Properties Inc                                                                                                                  | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               |  | US        |       167 | NS      | $4186.69      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper Cos Inc/The                                        | Cooper Cos Inc/The                                                                                                                         | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |        15 | NS      | $4960.05      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Elbit Systems Ltd                                         | Elbit Systems Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 529900Q9CB1REUMZSS32 | Long             | EC               | CORP              | IL        |        23 | NS      | $3740.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Entain PLC                                                | Entain PLC                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800GNI3K45LQR8L28 | Long             | EC               | CORP              | IM        |       531 | NS      | $8456.21      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VF Corp                                                   | VF Corp                                                                                                                                    | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |       106 | NS      | $2926.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                                                                                      | CUSIP: 3132QMQJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78235 | PA      | $73143.25     | 0.09%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chesapeake Energy Corp                                    | Chesapeake Energy Corp                                                                                                                     | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |        32 | NS      | $3019.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Volkswagen AG                                             | Volkswagen AG                                                                                                                              | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EC               | CORP              | DE        |        25 | NS      | $3921.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                      | Colgate-Palmolive Co                                                                                                                       | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |       246 | NS      | $19382.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions Inc                        | Broadridge Financial Solutions Inc                                                                                                         | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |        36 | NS      | $4828.68      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coloplast A/S                                             | Coloplast A/S                                                                                                                              | CUSIP: 000000000<br>LEI: 529900NN7SOJ5QG82X67 | Long             | EC               | CORP              | DK        |       102 | NS      | $11949.57     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                     | Quest Diagnostics Inc                                                                                                                      | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |        36 | NS      | $5631.84      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                                | STERIS PLC                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |        31 | NS      | $5725.39      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Prime Site AG                                       | Swiss Prime Site AG                                                                                                                        | CUSIP: 000000000<br>LEI: 506700XI9H64OPR34158 | Long             | EC               | CORP              | CH        |        66 | NS      | $5720.40      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| S&P Global Inc                                            | S&P Global Inc                                                                                                                             | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       106 | NS      | $35503.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $-272.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Equity LifeStyle Properties Inc                           | Equity LifeStyle Properties Inc                                                                                                            | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               |  | US        |        54 | NS      | $3488.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Inc                          | West Pharmaceutical Services Inc                                                                                                           | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |        23 | NS      | $5413.05      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Croda International PLC                                   | Croda International PLC                                                                                                                    | CUSIP: 000000000<br>LEI: 2138004WCNBFJEEOXV26 | Long             | EC               | CORP              | GB        |       125 | NS      | $9947.31      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Israel Discount Bank Ltd                                  | Israel Discount Bank Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |      1063 | NS      | $5580.67      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities Europe SA                                 | Long: SMIBEJ035 IRS BRL R F 13.56000 II5822630221121 CCPNDFPREDISWA / Short: SMIBEJ035 IRS BRL P V 00MBRCDI II1723230221121 CCPNDFPREDISWA | CUSIP: 000000000<br>LEI: 549300FH0WJAPEHTIQ77 | N/A              | DIR              |  | US        |   4033000 | OU      | $12635.93     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                     | Japan Government Thirty Year Bond                                                                                                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  75000000 | PA      | $635068.96    | 0.80%             | 2033-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Davide Campari-Milano NV                                  | Davide Campari-Milano NV                                                                                                                   | CUSIP: 000000000<br>LEI: 213800ED5AN2J56N6Z02 | Long             | EC               | CORP              | NL        |       450 | NS      | $4568.53      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-2794.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-320.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings PLC                                | Phoenix Group Holdings PLC                                                                                                                 | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | EC               | CORP              | GB        |       675 | NS      | $4944.70      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                            | Whirlpool Corp                                                                                                                             | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |        17 | NS      | $2404.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brambles Ltd                                              | Brambles Ltd                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      1048 | NS      | $8594.24      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Waters Corp                                               | Waters Corp                                                                                                                                | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |        18 | NS      | $6166.44      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SMI9YBAG5 IRS MXN R F  6.68000 II3574520210702 CCPVANILLA / Short: SMI9YBAG5 IRS MXN P V 01MTIIE II3577430210702 CCPVANILLA          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   6814000 | OU      | $-24208.22    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                            | Eli Lilly & Co                                                                                                                             | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       248 | NS      | $90728.32     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Ltd                                                 | Bunge Ltd                                                                                                                                  | CUSIP: 000000000<br>LEI: 5493007M0RIN8HY3MM77 | Long             | EC               | CORP              | BM        |        47 | NS      | $4689.19      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Communications Inc                                 | Rogers Communications Inc                                                                                                                  | CUSIP: 775109200<br>LEI: 54930030NVF3Y2OL0A78 | Long             | EC               | CORP              | CA        |       299 | NS      | $13993.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| iA Financial Corp Inc                                     | iA Financial Corp Inc                                                                                                                      | CUSIP: 45075E104<br>LEI: 549300ZXLJVHQAIXV215 | Long             | EC               | CORP              | CA        |        90 | NS      | $5269.05      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group Inc                                          | Zillow Group Inc                                                                                                                           | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |        50 | NS      | $1610.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| InterContinental Hotels Group PLC                         | InterContinental Hotels Group PLC                                                                                                          | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |       166 | NS      | $9524.88      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                         | Siemens Energy AG                                                                                                                          | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |       371 | NS      | $6965.95      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                                      | Norway Government Bond                                                                                                                     | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    190000 | PA      | $17786.12     | 0.02%             | 2032-05-18      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                   | Arthur J Gallagher & Co                                                                                                                    | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |        64 | NS      | $12066.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QIAGEN NV                                                 | QIAGEN NV                                                                                                                                  | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |       196 | NS      | $9853.02      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Payments Inc                                       | Global Payments Inc                                                                                                                        | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |        85 | NS      | $8442.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wix.com Ltd                                               | Wix.com Ltd                                                                                                                                | CUSIP: 000000000<br>LEI: 5493008P6N29Q1AG9464 | Long             | EC               | CORP              | IL        |        49 | NS      | $3764.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc                                          | Henry Schein Inc                                                                                                                           | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |        42 | NS      | $3354.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       897 | NS      | $120287.70    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Gjensidige Forsikring ASA                                 | Gjensidige Forsikring ASA                                                                                                                  | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6FAO47 | Long             | EC               | CORP              | NO        |       176 | NS      | $3452.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Halliburton Co                                            | Halliburton Co                                                                                                                             | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |       274 | NS      | $10781.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                            | Amazon.com Inc                                                                                                                             | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      2825 | NS      | $237300.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Holmen AB                                                 | Holmen AB                                                                                                                                  | CUSIP: 000000000<br>LEI: 52990080SH3454F0QE68 | Long             | EC               | CORP              | SE        |        80 | NS      | $3179.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                     | Schneider Electric SE                                                                                                                      | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |       443 | NS      | $62212.52     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HP Inc                                                    | HP Inc                                                                                                                                     | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |       321 | NS      | $8625.27      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                  | Spain Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    110000 | PA      | $100601.95    | 0.13%             | 2028-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Swatch Group AG/The                                       | Swatch Group AG/The                                                                                                                        | CUSIP: 000000000<br>LEI: 529900NTES2LEON1JZ55 | Long             | EC               | CORP              | CH        |        25 | NS      | $7105.51      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                               | Equinor ASA                                                                                                                                | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |       835 | NS      | $30010.10     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                    | Credit Suisse Group AG                                                                                                                     | CUSIP: 000000000<br>LEI: 549300506SI9CRFV9Z86 | Long             | EC               | CORP              | CH        |      3112 | NS      | $9290.72      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                  | Infineon Technologies AG                                                                                                                   | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |      1103 | NS      | $33522.25     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                                                                               | CUSIP: 29250NAY1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $118353.23    | 0.15%             | 2025-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                     | Japan Government Thirty Year Bond                                                                                                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  29000000 | PA      | $174669.60    | 0.22%             | 2050-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                  | Westinghouse Air Brake Technologies Corp                                                                                                   | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |        53 | NS      | $5289.93      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hundred Acre Wood Trust                                   | Hundred Acre Wood Trust 2021-INV3                                                                                                          | CUSIP: 44555QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     92601 | PA      | $74392.21     | 0.09%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                   | HCA Inc                                                                                                                                    | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42820.64     | 0.05%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Yara International ASA                                    | Yara International ASA                                                                                                                     | CUSIP: 000000000<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |       146 | NS      | $6411.88      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Corp Ltd                                          | Venture Corp Ltd                                                                                                                           | CUSIP: 000000000<br>LEI: 254900B1NLZC3J1MAE72 | Long             | EC               | CORP              | SG        |       207 | NS      | $2638.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Recordati Industria Chimica e Farmaceutica SpA            | Recordati Industria Chimica e Farmaceutica SpA                                                                                             | CUSIP: 000000000<br>LEI: 815600FBF92FD3531704 | Long             | EC               | CORP              | IT        |        89 | NS      | $3699.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                        | Royalty Pharma PLC                                                                                                                         | CUSIP: 000000000<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | GB        |       108 | NS      | $4268.16      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferrovial SA                                              | Ferrovial SA                                                                                                                               | CUSIP: 000000000<br>LEI: 95980020140005757903 | Long             | EC               | CORP              | ES        |       294 | NS      | $7697.72      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                       | United Kingdom Gilt                                                                                                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    180000 | PA      | $97071.92     | 0.12%             | 2050-10-22      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| Telenor ASA                                               | Telenor ASA                                                                                                                                | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |       624 | NS      | $5830.01      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DTE Energy Co                                             | DTE Energy Co                                                                                                                              | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |        60 | NS      | $7051.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglo American PLC                                        | Anglo American PLC                                                                                                                         | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |      1132 | NS      | $44328.97     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46625HJZ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72576.35     | 0.09%             | 2026-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp                          | Algonquin Power & Utilities Corp                                                                                                           | CUSIP: 015857105<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EC               | CORP              | CA        |       571 | NS      | $3719.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zalando SE                                                | Zalando SE                                                                                                                                 | CUSIP: 000000000<br>LEI: 529900YRFFGH5AXU4S86 | Long             | EC               | CORP              | DE        |       194 | NS      | $6829.74      | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | PURCHASED NOK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NO        |         1 | NC      | $914.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3617GTNN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3288 | PA      | $3260.73      | 0.00%             | 2049-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Loews Corp                                                | Loews Corp                                                                                                                                 | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |        62 | NS      | $3616.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tower Semiconductor Ltd                                   | Tower Semiconductor Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 54930086ZSNXZOUX0C54 | Long             | EC               | CORP              | IL        |        94 | NS      | $4103.13      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Catalent Inc                                              | Catalent Inc                                                                                                                               | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        53 | NS      | $2385.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                                    | Motorola Solutions Inc                                                                                                                     | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |        51 | NS      | $13143.21     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | Long: 1324128   TRS CAD R V 00MCORRA II4161950220906 EQUITYTRS / Short: 1324128   TRS CAD P E II0148190220906 EQUITYTRS                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | FR        |    395054 | OU      | $8892.52      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                                           | Fair Isaac Corp                                                                                                                            | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |         8 | NS      | $4788.64      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkeley Group Holdings PLC                               | Berkeley Group Holdings PLC                                                                                                                | CUSIP: 000000000<br>LEI: 2138009OQSSLVVHQAL78 | Long             | EC               | CORP              | GB        |        98 | NS      | $4467.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Coinbase Global Inc                                       | Coinbase Global Inc                                                                                                                        | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |        38 | NS      | $1344.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty SiriusXM                       | Liberty Media Corp-Liberty SiriusXM                                                                                                        | CUSIP: 531229409<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        23 | NS      | $904.13       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grab Holdings Limited                                     | Grab Holdings Limited                                                                                                                      | CUSIP: 000000000<br>LEI: 549300N4VQX83VPJF439 | Long             | EC               | CORP              | KY        |      1024 | NS      | $3297.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adevinta ASA                                              | Adevinta ASA                                                                                                                               | CUSIP: 000000000<br>LEI: 529900W8V3YLHRSZH763 | Long             | EC               | CORP              | NO        |       264 | NS      | $1748.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED HKD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | HK        |         1 | NC      | $-3.85        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IDEXX Laboratories Inc                                    | IDEXX Laboratories Inc                                                                                                                     | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |        26 | NS      | $10606.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intertek Group PLC                                        | Intertek Group PLC                                                                                                                         | CUSIP: 000000000<br>LEI: 2138003GAT25WW1RN369 | Long             | EC               | CORP              | GB        |       147 | NS      | $7151.87      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Coles Group Ltd                                           | Coles Group Ltd                                                                                                                            | CUSIP: 000000000<br>LEI: 549300OHQRG2HN8LZ793 | Long             | EC               | CORP              | AU        |      1004 | NS      | $11380.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                 | ONEOK Inc                                                                                                                                  | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |       139 | NS      | $9132.30      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                               | Hologic Inc                                                                                                                                | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |        77 | NS      | $5760.37      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries Inc                                     | Mohawk Industries Inc                                                                                                                      | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |        16 | NS      | $1635.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VMware Inc                                                | VMware Inc                                                                                                                                 | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |        65 | NS      | $7979.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED JPY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |         1 | NC      | $9716.44      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                  | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |         1 | NC      | $3888.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Baxter International Inc                                  | Baxter International Inc                                                                                                                   | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |       156 | NS      | $7951.32      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                                   | Bristol-Myers Squibb Co                                                                                                                    | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |       664 | NS      | $47774.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc                                      | Invitation Homes Inc                                                                                                                       | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               |  | US        |       189 | NS      | $5601.96      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banque Cantonale Vaudoise                                 | Banque Cantonale Vaudoise                                                                                                                  | CUSIP: 000000000<br>LEI: K1MOBB3OPSBBQO554R76 | Long             | EC               | CORP              | CH        |        26 | NS      | $2492.80      | 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      | $2.64         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Express Co                                       | American Express Co                                                                                                                        | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |       196 | NS      | $28959.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GEORGIA-PACIFIC LLC                                       | Georgia-Pacific LLC                                                                                                                        | CUSIP: 37331NAK7<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    175000 | PA      | $145690.17    | 0.18%             | 2030-04-30      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc                                     | GFL Environmental Inc                                                                                                                      | CUSIP: 36168Q104<br>LEI: 549300FYK4MBXWIVZU26 | Long             | EC               | CORP              | CA        |       156 | NS      | $4555.57      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |         1 | NC      | $-4360.98     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CH Robinson Worldwide Inc                                 | CH Robinson Worldwide Inc                                                                                                                  | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |        39 | NS      | $3570.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncorp Group Ltd                                         | Suncorp Group Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 549300BVOKRTHDIWVT46 | Long             | EC               | CORP              | AU        |       940 | NS      | $7659.88      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Teleperformance                                           | Teleperformance                                                                                                                            | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | EC               | CORP              | FR        |        48 | NS      | $11475.13     | 0.01%             |  |  |  | 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      | $15072.06     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                                                                                   | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $167961.87    | 0.21%             | 2031-01-14      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Aspen Technology Inc                                      | Aspen Technology Inc                                                                                                                       | CUSIP: 29109X106<br>LEI: 254900545H80W6GA2J08 | Long             | EC               | CORP              | US        |         9 | NS      | $1848.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Group AG                                    | Mercedes-Benz Group AG                                                                                                                     | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |       688 | NS      | $44991.67     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                | Capital One Financial Corp                                                                                                                 | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       118 | NS      | $10969.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Fleet Management Corp                             | Element Fleet Management Corp                                                                                                              | CUSIP: 286181201<br>LEI: 5493000PGBS1C22ELQ16 | Long             | EC               | CORP              | CA        |       332 | NS      | $4523.93      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Quantum Minerals Ltd                                | First Quantum Minerals Ltd                                                                                                                 | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |       524 | NS      | $10948.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Inc                       | Public Service Enterprise Group Inc                                                                                                        | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |       154 | NS      | $9435.58      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc                          | American International Group Inc                                                                                                           | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |       230 | NS      | $14545.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Qantas Airways Ltd                                        | Qantas Airways Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |       687 | NS      | $2780.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arrow Electronics Inc                                     | Arrow Electronics Inc                                                                                                                      | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |        20 | NS      | $2091.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                               | PepsiCo Inc                                                                                                                                | CUSIP: 713448CP1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104997.84    | 0.13%             | 2026-04-28      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                                    | Netherlands Government Bond                                                                                                                | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |    190000 | PA      | $165716.39    | 0.21%             | 2030-07-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Investor AB                                               | Investor AB                                                                                                                                | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |      1564 | NS      | $28309.89     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Halma PLC                                                 | Halma PLC                                                                                                                                  | CUSIP: 000000000<br>LEI: 2138007FRGLUR9KGBT40 | Long             | EC               | CORP              | GB        |       343 | NS      | $8168.53      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fastenal Co                                               | Fastenal Co                                                                                                                                | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |       178 | NS      | $8422.96      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc                             | Annaly Capital Management Inc                                                                                                              | CUSIP: 000000000<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               |  | US        |       144 | NS      | $3035.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                                                                          | CUSIP: 36181CNU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11671 | PA      | $11188.17     | 0.01%             | 2044-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                       | United Kingdom Gilt                                                                                                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     85000 | PA      | $92336.71     | 0.12%             | 2028-10-22      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                            | Loblaw Cos Ltd                                                                                                                             | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |       139 | NS      | $12290.31     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO-BUND FUTURE MAR23                                                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -2 | NC      | $19828.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                        | Banco Bilbao Vizcaya Argentaria SA                                                                                                         | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |     25959 | NS      | $156357.93    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    440000 | PA      | $99224.89     | 0.12%             | 2029-08-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                                            | Eaton Corp PLC                                                                                                                             | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |       123 | NS      | $19304.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                                       | Gilead Sciences Inc                                                                                                                        | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |       396 | NS      | $33996.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co                                        | SEI Investments Co                                                                                                                         | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |        36 | NS      | $2098.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Svenska Handelsbanken AB                                  | Svenska Handelsbanken AB                                                                                                                   | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |      1248 | NS      | $12564.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $27133.33     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                                                                                        | CUSIP: 459058JF1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    330000 | PA      | $331673.45    | 0.42%             | 2027-08-19      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                     | Japan Government Thirty Year Bond                                                                                                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  26000000 | PA      | $149612.79    | 0.19%             | 2049-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CO        |         1 | NC      | $-5.17        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Whitbread PLC                                             | Whitbread PLC                                                                                                                              | CUSIP: 000000000<br>LEI: 21380099VMZKRMN3EX36 | Long             | EC               | CORP              | GB        |       182 | NS      | $5627.18      | 0.01%             |  |  |  | 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      | $-115.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barrick Gold Corp                                         | Barrick Gold Corp                                                                                                                          | CUSIP: 067901108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |      1495 | NS      | $25626.99     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                            | ConocoPhillips                                                                                                                             | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      2910 | NS      | $343380.00    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                                                                                                          | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |     17640 | NS      | $109324.50    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Valeo                                                     | Valeo                                                                                                                                      | CUSIP: 000000000<br>LEI: 5493006IH2N2WMIBB742 | Long             | EC               | CORP              | FR        |       173 | NS      | $3091.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken NV                                               | Heineken NV                                                                                                                                | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |       220 | NS      | $20722.28     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-24

**Name of Applicant:** MORGAN STANLEY VARIABLE INSURANCE FUND INC.

**Signature:** Francis Smith

**Name of Signer:** Francis Smith

**Title:** Principal Financial Officer