# EDGAR Filing Document

**Accession Number:** 0000814679
**File Stem:** 0000940400-26-008914
**Filing Date:** 2026-2
**Character Count:** 417731
**Document Hash:** 9d78149948ff48c35cc18e2e4ce5573f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-008914.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0000940400-26-008914

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260227

**DATE AS OF CHANGE**: 20260227

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05186
- **FILM NUMBER:** 26698288

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

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

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

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

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

## Series and Classes Contracts Data

### AST Quantitative Modeling Portfolio (Series ID: S000031888)

| Class ID   | Class Name                          | Ticker Symbol   |
|:---|:---|:---|
| C000099308 | AST Quantitative Modeling Portfolio |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Newark

  - **State:** NJ

  - **Foreign country:** US

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

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

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

- **a. Name of Series:** AST Quantitative Modeling Portfolio

- **b. EDGAR series identifier (if any):** S000031888

- **c. LEI of Series:** ITRJ2888TVFQHQVFH868

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $510498282.89

**Total Liabilities:** $8749319.33

**Net Assets:** $501748963.56

**Stand-by Commitments:** $1012142.36

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000099308 | 1.55%                | 0.47%                | 0.50%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4128046.14              | $3275346.33                                |
| Month 2  | $3400498.17              | $-1760555.00                               |
| Month 3  | $4598872.43              | $-2759777.23                               |

**Designated Index Information**

- **Index Name:** Blended Custom Benchmark

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                           | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| INTERCONTINENTAL EXCHANGE, INC.                | CDS CDX.NA.IG.45.V1                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $168014.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                       | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3313.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                          | Northrop Grumman Corp                                                           | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       740 | NS      | $421955.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                         | Sempra                                                                          | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      1430 | NS      | $126254.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Apple Inc                                      | Apple Inc                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     44870 | NS      | $12198358.20  | 2.43%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE COLORADO                        | Public Service Co of Colorado                                                   | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    535000 | PA      | $550641.65    | 0.11%             | 2034-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                                | Fair Isaac Corp                                                                 | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |        25 | NS      | $42265.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                                     | Macy's Inc                                                                      | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |      9100 | NS      | $200655.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                              | Omnicom Group Inc                                                               | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |       351 | NS      | $28343.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core S&P 500 ETF                       | iShares Core S&P 500 ETF                                                        | CUSIP: 464287200<br>LEI: 5493007M4YMN8XL48C14 | Long             | EC               | RF                | US        |      1500 | NS      | $1027410.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc                           | Freeport-McMoRan Inc                                                            | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      7490 | NS      | $380417.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                   | LyondellBasell Industries NV                                                    | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | US        |      1160 | NS      | $50228.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                              | CUSIP: 3137H9NW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    202866 | PA      | $167579.43    | 0.03%             | 2052-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                   | Alphabet Inc                                                                    | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     14090 | NS      | $4421442.00   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMCO REALTY OP LLC                            | Kimco Realty OP LLC                                                             | CUSIP: 49446RBA6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    445000 | PA      | $444531.56    | 0.09%             | 2033-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                       | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $260956.95    | 0.05%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United Utilities Group PLC                     | United Utilities Group PLC                                                      | CUSIP: 000000000<br>LEI: 2138002IEYQAOC88ZJ59 | Long             | EC               | CORP              | GB        |      6140 | NS      | $98647.90     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Eversource Energy                              | Eversource Energy                                                               | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |       440 | NS      | $29625.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                 | ConocoPhillips                                                                  | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      4570 | NS      | $427797.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc                              | ManpowerGroup Inc                                                               | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |      3000 | NS      | $89190.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Essity AB                                      | Essity AB                                                                       | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |      1026 | NS      | $29498.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VIATRIS INC                                    | Viatris Inc                                                                     | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    315000 | PA      | $209870.15    | 0.04%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CRH PLC                                        | CRH PLC                                                                         | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |       700 | NS      | $87360.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                    | Walmart Inc                                                                     | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     10240 | NS      | $1140838.40   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                     | Intel Corp                                                                      | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     18680 | NS      | $689292.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp                              | Atmos Energy Corp                                                               | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |       190 | NS      | $31849.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT Inc                                        | ADT Inc                                                                         | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30800 | NS      | $248556.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential PLC                                 | Prudential PLC                                                                  | CUSIP: 000000000<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | HK        |      6885 | NS      | $105912.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Teradyne Inc                                   | Teradyne Inc                                                                    | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |       590 | NS      | $114200.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB Inc                                    | MongoDB Inc                                                                     | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |       900 | NS      | $377721.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                         | Regions Financial Corp                                                          | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      8270 | NS      | $224117.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                | CUSIP: 3132DVMJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    492022 | PA      | $471794.93    | 0.09%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd                         | Arch Capital Group Ltd                                                          | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |       420 | NS      | $40286.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                   | Alphabet Inc                                                                    | CUSIP: 02079KAX5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20062.49     | 0.00%             | 2032-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Roku Inc                                       | Roku Inc                                                                        | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |      1100 | NS      | $119339.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Unibail-Rodamco-Westfield                      | Unibail-Rodamco-Westfield                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       792 | NS      | $86127.55     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                              | CUSIP: 36179SNV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    651984 | PA      | $606744.86    | 0.12%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Yangzijiang Shipbuilding Holdi                 | Yangzijiang Shipbuilding Holdings Ltd                                           | CUSIP: 000000000<br>LEI: 254900Z3JEM14YIGLM66 | Long             | EC               | CORP              | CN        |     24000 | NS      | $64835.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Medpace Holdings Inc                           | Medpace Holdings Inc                                                            | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |       200 | NS      | $112330.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trade Desk Inc/The                             | Trade Desk Inc/The                                                              | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |       530 | NS      | $20118.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Pharma Co Ltd                         | Sumitomo Pharma Co Ltd                                                          | CUSIP: 000000000<br>LEI: 529900D60UKVYLJ2OJ79 | Long             | EC               | CORP              | JP        |      3900 | NS      | $57597.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| US Foods Holding Corp                          | US Foods Holding Corp                                                           | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |      2200 | NS      | $165704.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                         | HP Inc                                                                          | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      1110 | NS      | $24730.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                                      | Amcor PLC                                                                       | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | CH        |      2700 | NS      | $22518.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Emerson Electric Co                            | Emerson Electric Co                                                             | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       630 | NS      | $83613.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                                    | Pentair PLC                                                                     | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | GB        |       200 | NS      | $20828.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories Int                 | Charles River Laboratories International Inc                                    | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |        40 | NS      | $7979.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaria Energia y Medio Ambien                 | Solaria Energia y Medio Ambiente SA                                             | CUSIP: 000000000<br>LEI: 959800PM2YJU406K2789 | Long             | EC               | CORP              | ES        |      3030 | NS      | $64401.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                               | Bank Hapoalim BM                                                                | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |      4049 | NS      | $91576.51     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vestas Wind Systems A/S                        | Vestas Wind Systems A/S                                                         | CUSIP: 000000000<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |      1375 | NS      | $37189.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Octagon 70 Alto Ltd                            | Octagon 70 Alto Ltd                                                             | CUSIP: 67578CAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499847.00    | 0.10%             | 2036-10-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Crane Co                                       | Crane Co                                                                        | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |      1700 | NS      | $313531.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                   | Alphabet Inc                                                                    | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60038.19     | 0.01%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                 | Santander Drive Auto Receivables Trust 2024-4                                   | CUSIP: 802919AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $303152.52    | 0.06%             | 2030-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Endesa SA                                      | Endesa SA                                                                       | CUSIP: 000000000<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |      1134 | NS      | $40802.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Corp                                    | Otsuka Corp                                                                     | CUSIP: 000000000<br>LEI: 529900RG9DJ58J3UIE72 | Long             | EC               | CORP              | JP        |      3800 | NS      | $78301.29     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Telia Co AB                                    | Telia Co AB                                                                     | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | EC               | CORP              | SE        |     24634 | NS      | $105284.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrier Global Corp                            | Carrier Global Corp                                                             | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      7200 | NS      | $380448.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust                                                       | CUSIP: 89182FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98163 | PA      | $99385.34     | 0.02%             | 2063-10-25      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                   | Broadcom Inc                                                                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     14565 | NS      | $5040946.50   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Isuzu Motors Ltd                               | Isuzu Motors Ltd                                                                | CUSIP: 000000000<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |     14200 | NS      | $221621.20    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc                         | Intuitive Surgical Inc                                                          | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      1585 | NS      | $897680.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                      | Aptiv PLC                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      4560 | NS      | $346970.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                                   | Autodesk Inc                                                                    | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      1730 | NS      | $512097.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                        | CUSIP: 38383PRN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    296887 | PA      | $5558.85      | 0.00%             | 2052-03-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Palo Alto Networks Inc                         | Palo Alto Networks Inc                                                          | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |       740 | NS      | $136308.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambea AB                                       | Ambea AB                                                                        | CUSIP: 000000000<br>LEI: 549300AEVNZRHYI5HV24 | Long             | EC               | CORP              | SE        |      1950 | NS      | $29839.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Loews Corp                                     | Loews Corp                                                                      | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |       200 | NS      | $21062.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                    | Paychex Inc                                                                     | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |       380 | NS      | $42628.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                        | Procter & Gamble Co/The                                                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      6100 | NS      | $874191.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc                   | FactSet Research Systems Inc                                                    | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |        45 | NS      | $13058.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dentsu Soken Inc                               | Dentsu Soken Inc                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $36706.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ventas Inc                                     | Ventas Inc                                                                      | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |      2430 | NS      | $188033.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                           | WEC Energy Group Inc                                                            | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |       380 | NS      | $40074.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LEG Immobilien SE                              | LEG Immobilien SE                                                               | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | EC               | CORP              | DE        |       477 | NS      | $34790.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| On Holding AG                                  | On Holding AG                                                                   | CUSIP: 000000000<br>LEI: 506700FB3467B9W95526 | Long             | EC               | CORP              | CH        |      1800 | NS      | $83664.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                  | CME Group Inc                                                                   | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       390 | NS      | $106501.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                    | Corteva Inc                                                                     | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      5170 | NS      | $346545.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                | McDonald's Corp                                                                 | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      1665 | NS      | $508873.95    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Publicis Groupe SA                             | Publicis Groupe SA                                                              | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |       508 | NS      | $52754.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rollins Inc                                    | Rollins Inc                                                                     | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |      4240 | NS      | $254484.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                               | Exxon Mobil Corp                                                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     16410 | NS      | $1974779.40   | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| Kirby Corp                                     | Kirby Corp                                                                      | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |      2100 | NS      | $231378.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co                       | Molson Coors Beverage Co                                                        | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |       170 | NS      | $7935.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sompo Holdings Inc                             | Sompo Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 353800CWW4SRGEYEB512 | Long             | EC               | CORP              | JP        |      4500 | NS      | $152739.97    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                      | Shell PLC                                                                       | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      4823 | NS      | $177738.41    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Consolidated Inc                     | Coca-Cola Consolidated Inc                                                      | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |       200 | NS      | $30660.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                      | News Corp                                                                       | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |       450 | NS      | $11754.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                  | Accenture PLC                                                                   | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |      2550 | NS      | $684165.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | US LONG BOND(CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -8 | NC      | $6466.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                        | CUSIP: 38382URT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    160066 | PA      | $21888.13     | 0.00%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Monday.com Ltd                                 | Monday.com Ltd                                                                  | CUSIP: 000000000<br>LEI: 984500MDAFVD86E3B328 | Long             | EC               | CORP              | IL        |       200 | NS      | $29512.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brambles Ltd                                   | Brambles Ltd                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      7892 | NS      | $120513.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonae SGPS SA                                  | Sonae SGPS SA                                                                   | CUSIP: 000000000<br>LEI: 549300847SOBT7HY7R50 | Long             | EC               | CORP              | PT        |      9360 | NS      | $17728.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                         | AP Moller - Maersk A/S                                                          | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |         5 | NS      | $11468.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                    | Novartis AG                                                                     | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |      5080 | NS      | $700003.65    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                  | Mosaic Co/The                                                                   | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |       380 | NS      | $9154.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                             | Equity Residential                                                              | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |       410 | NS      | $25846.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140QLBY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    420843 | PA      | $408623.59    | 0.08%             | 2036-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                             | Ally Financial Inc                                                              | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |      2000 | NS      | $90580.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | US 10YR NOTE (CBT)                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        20 | NC      | $-338.91      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                                | Best Buy Co Inc                                                                 | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       200 | NS      | $13386.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                       | eBay Inc                                                                        | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      2210 | NS      | $192491.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                             | Walt Disney Co/The                                                              | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      8260 | NS      | $939740.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                            | Delta Air Lines Inc                                                             | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |       730 | NS      | $50662.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                            | Elevance Health Inc                                                             | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       240 | NS      | $84132.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                        | Marathon Petroleum Corp                                                         | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |       330 | NS      | $53667.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                                 | Blackstone Inc                                                                  | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |       820 | NS      | $126394.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                               | Deutsche Bank AG                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |      5908 | NS      | $227689.22    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                | ASML Holding NV                                                                 | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       862 | NS      | $928822.39    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                  | UniCredit SpA                                                                   | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |      3471 | NS      | $287491.48    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |   -195000 | OU      | $-694.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Halma PLC                                      | Halma PLC                                                                       | CUSIP: 000000000<br>LEI: 2138007FRGLUR9KGBT40 | Long             | EC               | CORP              | GB        |      5343 | NS      | $253604.81    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Trend Micro Inc/Japan                          | Trend Micro Inc/Japan                                                           | CUSIP: 000000000<br>LEI: 3538005O5UJ5RNAGVE16 | Long             | EC               | CORP              | JP        |       700 | NS      | $29072.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Clorox Co/The                                  | Clorox Co/The                                                                   | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |       130 | NS      | $13107.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nokia Oyj                                      | Nokia Oyj                                                                       | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |     14529 | NS      | $93669.53     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wynn Resorts Ltd                               | Wynn Resorts Ltd                                                                | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |        90 | NS      | $10829.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Group PLC                              | NatWest Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |     37181 | NS      | $326162.22    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                            | PayPal Holdings Inc                                                             | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      2330 | NS      | $136025.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aristocrat Leisure Ltd                         | Aristocrat Leisure Ltd                                                          | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |       375 | NS      | $14517.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    325000 | PA      | $331624.80    | 0.07%             | 2029-01-10      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| NOS SGPS SA                                    | NOS SGPS SA                                                                     | CUSIP: 000000000<br>LEI: 5493004DM8FGIY6QKF37 | Long             | EC               | CORP              | PT        |      2774 | NS      | $13076.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | US 10YR ULTRA                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        21 | NC      | $-6031.41     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Subaru Corp                                    | Subaru Corp                                                                     | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |      4200 | NS      | $90431.14     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Argenx SE                                      | Argenx SE                                                                       | CUSIP: 000000000<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |       233 | NS      | $196545.71    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                 | Atlas Copco AB                                                                  | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |      2898 | NS      | $46329.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barrow Hanley CLO LTD                          | Barrow Hanley CLO III Ltd                                                       | CUSIP: 06875VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003654.00   | 0.20%             | 2037-04-20      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                      | ONEOK Inc                                                                       | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |       700 | NS      | $51450.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                  | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       325 | NS      | $250857.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Holding P                 | Sensata Technologies Holding PLC                                                | CUSIP: 000000000<br>LEI: 529900MS7KFYCY9MS037 | Long             | EC               | CORP              | US        |      2500 | NS      | $83225.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Group Corp                            | SoftBank Group Corp                                                             | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |      4000 | NS      | $112213.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                 | NRG Energy Inc                                                                  | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      1630 | NS      | $259561.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc                  | Old Dominion Freight Line Inc                                                   | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |       220 | NS      | $34496.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                    | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |    195000 | OU      | $1195.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Co                              | General Motors Co                                                               | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      5700 | NS      | $463524.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Clas Ohlson AB                                 | Clas Ohlson AB                                                                  | CUSIP: 000000000<br>LEI: 549300MH8OETHBBKJU80 | Long             | EC               | CORP              | SE        |       599 | NS      | $19694.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                         | Mercedes-Benz Group AG                                                          | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |      3134 | NS      | $217255.44    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    340000 | PA      | $351055.93    | 0.07%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                | CUSIP: 3132DWA52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    920127 | PA      | $750429.43    | 0.15%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                    | RCKT Mortgage Trust 2024-CES9                                                   | CUSIP: 749426AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    157564 | PA      | $159176.82    | 0.03%             | 2044-12-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                       | Fox Corp                                                                        | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       260 | NS      | $18998.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1280000 | PA      | $1159800.00   | 0.23%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                      | Airbus SE                                                                       | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | FR        |      1423 | NS      | $330454.73    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                             | Honda Motor Co Ltd                                                              | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |     25700 | NS      | $252237.10    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | ULTRA U.S. TREASURY BOND                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        29 | NC      | $-46295.35    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                  | Kroger Co/The                                                                   | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      5380 | NS      | $336142.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                              | Tractor Supply Co                                                               | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |       590 | NS      | $29505.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaris SA                                     | Tenaris SA                                                                      | CUSIP: 000000000<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |      4025 | NS      | $77665.84     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                      | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F020612<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |   -500000 | PA      | $-404060.51   | -0.08%            | 2056-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Friedrich Vorwerk Group SE                     | Friedrich Vorwerk Group SE                                                      | CUSIP: 000000000<br>LEI: 529900NBM89YAM5ENI18 | Long             | EC               | CORP              | DE        |       441 | NS      | $41780.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Allstate Corp/The                              | Allstate Corp/The                                                               | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      2920 | NS      | $607798.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co/The                             | J M Smucker Co/The                                                              | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |       130 | NS      | $12715.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                                | Southern Co/The                                                                 | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      3020 | NS      | $263344.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                           | Keurig Dr Pepper Inc                                                            | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      1510 | NS      | $42295.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SBI Holdings Inc                               | SBI Holdings Inc                                                                | CUSIP: 000000000<br>LEI: 353800L6LMHYIPSMRQ17 | Long             | EC               | CORP              | JP        |      6200 | NS      | $133610.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |   -195000 | OU      | $-454.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AST Small-Cap Growth Portfolio                 | AST Small-Cap Growth Portfolio                                                  | CUSIP: 000000000<br>LEI: V7EISZENYUUBRRNZ9C08 | Long             | EC               | RF                | US        |    155986 | NS      | $13430413.60  | 2.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                | Caterpillar Inc                                                                 | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      2010 | NS      | $1151468.70   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc                                        | PTC Inc                                                                         | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |       120 | NS      | $20905.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140QMQ56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1136111 | PA      | $974935.91    | 0.19%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                             | Analog Devices Inc                                                              | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      2550 | NS      | $691560.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group PLC                             | Vodafone Group PLC                                                              | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |     39232 | NS      | $52296.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                         | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $49943.16     | 0.01%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Smithfield Foods Inc                           | Smithfield Foods Inc                                                            | CUSIP: 832248207<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | EC               | CORP              | US        |      7700 | NS      | $171941.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Inc                        | Lululemon Athletica Inc                                                         | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | CA        |       115 | NS      | $23898.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ST Engineering                                 | Singapore Technologies Engineering Ltd                                          | CUSIP: 000000000<br>LEI: 254900OEXGGWCR24DG90 | Long             | EC               | CORP              | SG        |     22700 | NS      | $148323.96    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | US 2YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         5 | NC      | $252.18       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    925000 | PA      | $839588.26    | 0.17%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F                 | Ford Credit Auto Owner Trust 2024-REV1                                          | CUSIP: 34533BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $615297.66    | 0.12%             | 2036-08-15      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Dow Inc                                        | Dow Inc                                                                         | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |       840 | NS      | $19639.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp/The                                   | AES Corp/The                                                                    | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |       840 | NS      | $12045.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings Inc                       | Crowdstrike Holdings Inc                                                        | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       265 | NS      | $124221.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IFF                                            | International Flavors & Fragrances Inc                                          | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      1010 | NS      | $68063.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AmeriCredit Automobile Receiva                 | Americredit Automobile Receivables Trust 2023-1                                 | CUSIP: 03067BAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $406276.64    | 0.08%             | 2028-12-18      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                       | OBX 2025-NQM8 Trust                                                             | CUSIP: 67449AAA3<br>LEI: 2549006UJL1L84XG2C80 | Long             | ABS-MBS          | CORP              | US        |    245860 | PA      | $247924.07    | 0.05%             | 2065-03-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                  | Principal Financial Group Inc                                                   | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |       270 | NS      | $23816.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                    | Netflix Inc                                                                     | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     13140 | NS      | $1232006.40   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION      | TRS TREASURY BOND                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-68816.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                   | United Airlines Holdings Inc                                                    | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |       350 | NS      | $39137.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Brands PLC                            | Imperial Brands PLC                                                             | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |      6307 | NS      | $264832.06    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Deckers Outdoor Corp                           | Deckers Outdoor Corp                                                            | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |       150 | NS      | $15550.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Grou                 | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |      6200 | NS      | $199400.78    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                              | CUSIP: 3137HLZC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    376132 | PA      | $381122.39    | 0.08%             | 2055-06-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc/T                 | Kansai Electric Power Co Inc/The                                                | CUSIP: 000000000<br>LEI: 353800PFUKP5ONPJNZ86 | Long             | EC               | CORP              | JP        |      3200 | NS      | $50255.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB Group PLC                                  | AIB Group PLC                                                                   | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |     10535 | NS      | $112622.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Comfort Systems USA Inc                        | Comfort Systems USA Inc                                                         | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |        35 | NS      | $32665.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Galp Energia SGPS SA                           | Galp Energia SGPS SA                                                            | CUSIP: 000000000<br>LEI: 2138003319Y7NM75FG53 | Long             | EC               | CORP              | PT        |      2728 | NS      | $46977.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technol                 | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |       210 | NS      | $44824.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                         | MSCI EAFE                                                                       | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |       137 | NC      | $120620.07    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-2357.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Investor AB                                    | Investor AB                                                                     | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |      5260 | NS      | $187443.25    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 31418CN83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105587 | PA      | $102053.67    | 0.02%             | 2032-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PGIM Core Ultra Short Bond Fund                | PGIM Core Ultra Short Bond Fund                                                 | CUSIP: 000000000<br>LEI: 1VRLPVAWKZCB406TIT84 | Long             | STIV             | RF                | US        |  27453190 | NS      | $27453190.20  | 5.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                                    | Textron Inc                                                                     | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |       220 | NS      | $19177.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Tobacco Inc                              | Japan Tobacco Inc                                                               | CUSIP: 000000000<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | EC               | CORP              | JP        |       400 | NS      | $14376.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cooper Cos Inc/The                             | Cooper Cos Inc/The                                                              | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |       240 | NS      | $19670.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Komatsu Ltd                                    | Komatsu Ltd                                                                     | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |      1100 | NS      | $34905.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                             | BMO 2023-C7 Mortgage Trust                                                      | CUSIP: 05593FAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $837836.64    | 0.17%             | 2056-12-15      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                         | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPBR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $75093.42     | 0.01%             | 2026-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                               | Novo Nordisk A/S                                                                | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      1634 | NS      | $82873.99     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $57022.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp                       | Mitsubishi Electric Corp                                                        | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |      4300 | NS      | $125374.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deere & Co                                     | Deere & Co                                                                      | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       570 | NS      | $265374.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335BHH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    809079 | PA      | $804542.11    | 0.16%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESCO International Inc                        | WESCO International Inc                                                         | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |      1200 | NS      | $293568.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| State Street Corp                              | State Street Corp                                                               | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |       340 | NS      | $43863.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                           | Progressive Corp/The                                                            | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       660 | NS      | $150295.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD                          | McCormick & Co Inc/MD                                                           | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |       300 | NS      | $20433.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                                | WW Grainger Inc                                                                 | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |        44 | NS      | $44398.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp                              | Brown-Forman Corp                                                               | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |       150 | NS      | $3909.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                      | Amgen Inc                                                                       | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      2180 | NS      | $713535.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-10031.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Zoetis Inc                                     | Zoetis Inc                                                                      | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      1690 | NS      | $212635.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc                    | American Water Works Co Inc                                                     | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |       240 | NS      | $31320.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PSF PGIM High Yield Bond Portfolio             | PSF PGIM High Yield Bond Portfolio                                              | CUSIP: 74437G672<br>LEI: N/A                  | Long             | EC               | RF                | US        |     85875 | NS      | $672398.96    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co                                    | Fastenal Co                                                                     | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |      1300 | NS      | $52169.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ocean Trails CLO                               | Ocean Trails CLO XV Ltd                                                         | CUSIP: 67515BAA0<br>LEI: 5493000CJCL8E235WY49 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1003076.50   | 0.20%             | 2037-01-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                          | Becton Dickinson & Co                                                           | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |       500 | NS      | $97035.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banca Mediolanum SpA                           | Banca Mediolanum SpA                                                            | CUSIP: 000000000<br>LEI: 7LVZJ6XRIE7VNZ4UBX81 | Long             | EC               | CORP              | IT        |      2364 | NS      | $53678.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Biogen Inc                                     | Biogen Inc                                                                      | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      1050 | NS      | $184789.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    205000 | PA      | $215525.34    | 0.04%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Seagate Technology Holdings PL                 | Seagate Technology Holdings PLC                                                 | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | US        |       250 | NS      | $68847.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $137955.01    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                     | Allianz SE                                                                      | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |       385 | NS      | $178015.26    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| General Electric Co                            | General Electric Co                                                             | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      4650 | NS      | $1432339.50   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Schindler Holding AG                           | Schindler Holding AG                                                            | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |        51 | NS      | $18045.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nice Ltd                                       | Nice Ltd                                                                        | CUSIP: 000000000<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |       856 | NS      | $96759.67     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Abbott Laboratories                            | Abbott Laboratories                                                             | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      2780 | NS      | $348306.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Thales SA                                      | Thales SA                                                                       | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |        99 | NS      | $26706.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    530000 | PA      | $527929.69    | 0.11%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VeriSign Inc                                   | VeriSign Inc                                                                    | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |        80 | NS      | $19436.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Heavy Industries Lt                 | Mitsubishi Heavy Industries Ltd                                                 | CUSIP: 000000000<br>LEI: 353800TJ98PCAZROVE69 | Long             | EC               | CORP              | JP        |      4700 | NS      | $114738.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Linde PLC                                      | Linde PLC                                                                       | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | US        |      1105 | NS      | $471160.95    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $22731.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandisk Corp/DE                                | Sandisk Corp/DE                                                                 | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       700 | NS      | $166166.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue Inc                                     | Kenvue Inc                                                                      | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |      2160 | NS      | $37260.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                          | Dell Technologies Inc                                                           | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |       320 | NS      | $40281.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 31418DUG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1304550 | PA      | $1064367.10   | 0.21%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                             | NextEra Energy Inc                                                              | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |      3600 | NS      | $289008.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Inc                             | Domino's Pizza Inc                                                              | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |        25 | NS      | $10420.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Inc                                  | Ingredion Inc                                                                   | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |       800 | NS      | $88208.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188614.10    | 0.04%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SAP SE                                         | SAP SE                                                                          | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |       925 | NS      | $224745.89    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Galaxy Entertainment Group Ltd                 | Galaxy Entertainment Group Ltd                                                  | CUSIP: 000000000<br>LEI: 549300ZSEBV3HR826S10 | Long             | EC               | CORP              | HK        |     13000 | NS      | $64100.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $8760.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trus                 | Federal Realty Investment Trust                                                 | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               | CORP              | US        |        80 | NS      | $8064.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                             | Ingersoll Rand Inc                                                              | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |       400 | NS      | $31688.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                                 | Salesforce Inc                                                                  | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      3100 | NS      | $821221.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie Financiere Richemont SA                    | Cie Financiere Richemont SA                                                     | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |       951 | NS      | $205084.14    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                                  | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      5340 | NS      | $948010.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                      | Tesla Inc                                                                       | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      7825 | NS      | $3519059.00   | 0.70%             |  |  |  | No            |                  1 | On Loan: —       |
| Medtronic PLC                                  | Medtronic PLC                                                                   | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      4130 | NS      | $396727.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                        | NVR Inc                                                                         | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |         3 | NS      | $21878.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandoz Group AG                                | Sandoz Group AG                                                                 | CUSIP: 000000000<br>LEI: 5493000JWK6XWFEUD320 | Long             | EC               | CORP              | CH        |      1083 | NS      | $78632.49     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                     | Stanley Black & Decker Inc                                                      | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |       160 | NS      | $11884.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION      | TRS TRSBENCH7 INDEX                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $80834.43     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameren Corp                                    | Ameren Corp                                                                     | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |       320 | NS      | $31955.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                        | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    650000 | PA      | $406185.71    | 0.08%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Willis Towers Watson PLC                       | Willis Towers Watson PLC                                                        | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | GB        |        95 | NS      | $31217.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group I                 | American International Group Inc                                                | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      5520 | NS      | $472236.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions Inc                           | Jacobs Solutions Inc                                                            | CUSIP: 46982L108<br>LEI: 254900E3KHXCC2C8K272 | Long             | EC               | CORP              | US        |       930 | NS      | $123187.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                            | Leidos Holdings Inc                                                             | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       160 | NS      | $28864.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                | Gen Digital Inc                                                                 | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |     14050 | NS      | $382019.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     23435 | NS      | $11333634.70  | 2.26%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                | T-Mobile US Inc                                                                 | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |       520 | NS      | $105580.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc                                 | GE Vernova Inc                                                                  | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      1165 | NS      | $761409.05    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-61669.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                         | AXA SA                                                                          | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |      7156 | NS      | $343352.35    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ATI Inc                                        | ATI Inc                                                                         | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |      3100 | NS      | $355756.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc                         | CenterPoint Energy Inc                                                          | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |       730 | NS      | $27988.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc                                      | Block Inc                                                                       | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |       620 | NS      | $40355.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Credit Floorplan Master O                 | Ford Credit Floorplan Master Owner Trust A                                      | CUSIP: 34529BAA4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $304981.26    | 0.06%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                        | Cboe Global Markets Inc                                                         | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |       130 | NS      | $32630.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                         | T Rowe Price Group Inc                                                          | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      1760 | NS      | $180188.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                                | Ulta Beauty Inc                                                                 | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       345 | NS      | $208728.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank                                           | BANK 2019-BNK20                                                                 | CUSIP: 06540AAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    809459 | PA      | $766961.40    | 0.15%             | 2062-09-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Moderna Inc                                    | Moderna Inc                                                                     | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |       400 | NS      | $11796.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-10837.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Element Solutions Inc                          | Element Solutions Inc                                                           | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |      4800 | NS      | $119952.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                                 | Starbucks Corp                                                                  | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      1260 | NS      | $106104.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                     | Hasbro Inc                                                                      | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |       730 | NS      | $59860.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 31418DUF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    810651 | PA      | $625490.30    | 0.12%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                                                               | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      6310 | NS      | $1305854.50   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp                                 | TD SYNNEX Corp                                                                  | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |       300 | NS      | $45069.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Wa                 | Expeditors International of Washington Inc                                      | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |       140 | NS      | $20861.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                     | AbbVie Inc                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      5620 | NS      | $1284113.80   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Chipotle Mexican Grill Inc                     | Chipotle Mexican Grill Inc                                                      | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |      5570 | NS      | $206090.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lonza Group AG                                 | Lonza Group AG                                                                  | CUSIP: 000000000<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |       188 | NS      | $126753.34    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                 | Wheels Fleet Lease Funding 1 LLC                                                | CUSIP: 96328GBM8<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    306708 | PA      | $310504.11    | 0.06%             | 2039-02-18      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Stockland                                      | Stockland                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     40818 | NS      | $155627.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                 | American Electric Power Co Inc                                                  | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      4390 | NS      | $506210.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                    | Lennar Corp                                                                     | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |       240 | NS      | $24672.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    350000 | PA      | $310199.11    | 0.06%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Future PLC                                     | Future PLC                                                                      | CUSIP: 000000000<br>LEI: 213800K2581YRLEXV353 | Long             | EC               | CORP              | GB        |      5650 | NS      | $40093.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                      | United Parcel Service Inc                                                       | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      2730 | NS      | $270788.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Dividend Appreciation ETF             | Vanguard Dividend Appreciation ETF                                              | CUSIP: 921908844<br>LEI: N/A                  | Long             | EC               | RF                | US        |     45640 | NS      | $10030759.20  | 2.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group Inc                  | Interactive Brokers Group Inc                                                   | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |       500 | NS      | $32155.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp                     | Pinnacle West Capital Corp                                                      | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |       120 | NS      | $10644.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKWOOL A/S                                   | ROCKWOOL A/S                                                                    | CUSIP: 000000000<br>LEI: 213800QRC7LNX935OZ09 | Long             | EC               | CORP              | DK        |      1114 | NS      | $39139.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.               | S&P500 EMINI                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        12 | NC      | $6296.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitt                 | LVMH Moet Hennessy Louis Vuitton SE                                             | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |       418 | NS      | $315061.55    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                            | Fifth Third Bancorp                                                             | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |       750 | NS      | $35107.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                            | Dominion Energy Inc                                                             | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |       930 | NS      | $54488.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Capital Management                    | RCKT Mortgage Trust 2025-CES3                                                   | CUSIP: 749420AA3<br>LEI: 254900HS4CN69R7ARQ97 | Long             | ABS-MBS          | CORP              | US        |    414684 | PA      | $418864.23    | 0.08%             | 2055-03-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                         | Boston Scientific Corp                                                          | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      6920 | NS      | $659822.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Inc                         | Jones Lang LaSalle Inc                                                          | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      1100 | NS      | $370117.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE OF ISRAEL                                | Israel Government International Bond                                            | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $206800.00    | 0.04%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                        | Sun Communities Operating LP                                                    | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    585000 | PA      | $556678.86    | 0.11%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Elbit Systems Ltd                              | Elbit Systems Ltd                                                               | CUSIP: 000000000<br>LEI: 529900Q9CB1REUMZSS32 | Long             | EC               | CORP              | IL        |        36 | NS      | $20668.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Campbell's Company/The                         | Campbell's Company/The                                                          | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |       240 | NS      | $6688.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Leumi Le-Israel BM                        | Bank Leumi Le-Israel BM                                                         | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |      3444 | NS      | $75897.86     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GoDaddy Inc                                    | GoDaddy Inc                                                                     | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |       140 | NS      | $17371.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                    | Honeywell International Inc                                                     | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      1620 | NS      | $316045.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc                      | AvalonBay Communities Inc                                                       | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |       140 | NS      | $25383.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN FINANCE CORP                           | OneMain Finance Corp                                                            | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50035.92     | 0.01%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust 2021-SJ2                                              | CUSIP: 89180LAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $94074.38     | 0.02%             | 2061-12-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                | Dollar Tree Inc                                                                 | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |       600 | NS      | $73806.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae                                                                      | CUSIP: 21H020618<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -250000 | PA      | $-206991.19   | -0.04%            | 2056-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                    | RCKT Mortgage Trust 2024-CES5                                                   | CUSIP: 74938KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    165574 | PA      | $167197.76    | 0.03%             | 2044-08-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                    | Swedbank AB                                                                     | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |      3845 | NS      | $133402.47    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                              | Iron Mountain Inc                                                               | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |       350 | NS      | $29032.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                    | MetLife Inc                                                                     | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      6350 | NS      | $501269.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Rolls-Royce Holdings PLC                       | Rolls-Royce Holdings PLC                                                        | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |     24689 | NS      | $381832.97    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Kraft Heinz Co/The                             | Kraft Heinz Co/The                                                              | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |       970 | NS      | $23522.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Kasei Corp                               | Asahi Kasei Corp                                                                | CUSIP: 000000000<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |     24800 | NS      | $220440.97    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                            | Axon Enterprise Inc                                                             | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |        85 | NS      | $48274.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                     | Evergy Inc                                                                      | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |       270 | NS      | $19572.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chase Auto Owner Trust                         | Chase Auto Owner Trust 2022-A                                                   | CUSIP: 16144JAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $200848.30    | 0.04%             | 2028-04-25      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                       | Baxter International Inc                                                        | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |       510 | NS      | $9746.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vonovia SE                                     | Vonovia SE                                                                      | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | EC               | CORP              | DE        |      2324 | NS      | $66883.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Warner Bros Discovery Inc                      | Warner Bros Discovery Inc                                                       | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |      2650 | NS      | $76373.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MSWF Commercial Mortgage Trust                 | MSWF Commercial Mortgage Trust 2023-2                                           | CUSIP: 55361AAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $527048.05    | 0.11%             | 2056-12-15      | Fixed         | 6.89%                 | No            |                  2 | On Loan: No      |
| MARS INC                                       | Mars Inc                                                                        | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    565000 | PA      | $580218.58    | 0.12%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                   | Alphabet Inc                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     16965 | NS      | $5310045.00   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPPAN Holdings Inc                            | TOPPAN Holdings Inc                                                             | CUSIP: 890747108<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |       600 | NS      | $17836.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Corp                                  | Sumitomo Corp                                                                   | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |      7500 | NS      | $259593.78    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Pantoro Gold Ltd                               | Pantoro Gold Ltd                                                                | CUSIP: 000000000<br>LEI: 254900ZMQXTNJJIP4K51 | Long             | EC               | CORP              | AU        |      9448 | NS      | $30507.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortive Corp                                   | Fortive Corp                                                                    | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |       400 | NS      | $22084.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Inc                                   | Woodward Inc                                                                    | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |       400 | NS      | $120928.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                                   | Entergy Corp                                                                    | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |       490 | NS      | $45290.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                              | Cisco Systems Inc                                                               | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      8570 | NS      | $660147.10    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Covivio SA/France                              | Covivio SA/France                                                               | CUSIP: 000000000<br>LEI: 969500P8M3W2XX376054 | Long             | EC               | CORP              | FR        |      1356 | NS      | $90011.99     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Saab AB                                        | Saab AB                                                                         | CUSIP: 000000000<br>LEI: 549300ZHO4JCQQI13M69 | Long             | EC               | CORP              | SE        |       264 | NS      | $15317.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NetApp Inc                                     | NetApp Inc                                                                      | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |       210 | NS      | $22488.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                   | QUALCOMM Inc                                                                    | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      1620 | NS      | $277101.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Park Funding Ltd                       | Madison Park Funding XXII Ltd                                                   | CUSIP: 55819XBJ0<br>LEI: 254900YXXBTCF4NGD347 | Long             | ABS-CBDO         | CORP              | KY        |    505000 | PA      | $506790.73    | 0.10%             | 2038-01-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Sumitomo Electric Industries L                 | Sumitomo Electric Industries Ltd                                                | CUSIP: 000000000<br>LEI: 5493005SP87FL5TOS202 | Long             | EC               | CORP              | JP        |      2900 | NS      | $116804.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                  | AIA Group Ltd                                                                   | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |     14600 | NS      | $150279.17    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollar General Corp                            | Dollar General Corp                                                             | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      2360 | NS      | $313337.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc                        | Rockwell Automation Inc                                                         | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       815 | NS      | $317092.05    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                                                    | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     21260 | NS      | $635461.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie SA                                       | Engie SA                                                                        | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |     11383 | NS      | $299024.03    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                            | Cheniere Energy Inc                                                             | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      1200 | NS      | $233268.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                  | Intercontinental Exchange Inc                                                   | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      1440 | NS      | $233222.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                    | Target Corp                                                                     | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       900 | NS      | $87975.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesco PLC                                      | Tesco PLC                                                                       | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |     45528 | NS      | $270747.24    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                     | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |       240 | NS      | $21580.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amundi SA                                      | Amundi SA                                                                       | CUSIP: 000000000<br>LEI: 96950010FL2T1TJKR531 | Long             | EC               | CORP              | FR        |      1827 | NS      | $151001.18    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                       | Agilent Technologies Inc                                                        | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |       340 | NS      | $46263.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAESARS ENTERTAIN INC                          | Caesars Entertainment Inc                                                       | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103558.64    | 0.02%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Digital Realty Trust Inc                       | Digital Realty Trust Inc                                                        | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |       380 | NS      | $58789.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc                          | DuPont de Nemours Inc                                                           | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |       500 | NS      | $20100.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hitachi Ltd                                    | Hitachi Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |     11300 | NS      | $354385.76    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Insulet Corp                                   | Insulet Corp                                                                    | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |        65 | NS      | $18475.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                    | Oracle Corp                                                                     | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      4030 | NS      | $785487.30    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Panasonic Holdings Corp                        | Panasonic Holdings Corp                                                         | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |      8100 | NS      | $105008.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Acciona SA                                     | Acciona SA                                                                      | CUSIP: 000000000<br>LEI: 54930002KP75TLLLNO21 | Long             | EC               | CORP              | ES        |        90 | NS      | $19587.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                 | Merck & Co Inc                                                                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      6880 | NS      | $724188.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                        | CUSIP: 38383RFV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    331040 | PA      | $8938.49      | 0.00%             | 2052-04-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                               | Roche Holding AG                                                                | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      1655 | NS      | $683465.81    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                         | Standard Chartered PLC                                                          | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |      8918 | NS      | $217603.14    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Futu Holdings Ltd                              | Futu Holdings Ltd                                                               | CUSIP: 36118L106<br>LEI: 213800X4W4ZRESFPTQ37 | Long             | EC               | CORP              | HK        |       100 | NS      | $16421.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                                    | Trimble Inc                                                                     | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |       250 | NS      | $19587.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group Inc                    | Penske Automotive Group Inc                                                     | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |       400 | NS      | $63316.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddiemac Strip                               | Freddie Mac Strips                                                              | CUSIP: 3142G5QF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    258693 | PA      | $55210.45     | 0.01%             | 2053-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                    | Equinix Inc                                                                     | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       105 | NS      | $80446.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc                       | Lamb Weston Holdings Inc                                                        | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |       170 | NS      | $7121.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2023-R08                                    | CUSIP: 20755CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35016 | PA      | $35074.85     | 0.01%             | 2043-10-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Nexon Co Ltd                                   | Nexon Co Ltd                                                                    | CUSIP: 000000000<br>LEI: 5299005SFO0GAJFLKN43 | Long             | EC               | CORP              | JP        |      5500 | NS      | $134345.73    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                            | Petroleos Mexicanos                                                             | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    130000 | PA      | $132067.00    | 0.03%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp                               | HF Sinclair Corp                                                                | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |      3200 | NS      | $147456.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PPM CLO 2 Ltd.                                 | PPM CLO 2 Ltd                                                                   | CUSIP: 69377PAU8<br>LEI: 549300JBW1DIZLGMSY83 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000602.80   | 0.20%             | 2037-04-16      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                 | BNP Paribas SA                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |      2930 | NS      | $277198.63    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Chevron Corp                                   | Chevron Corp                                                                    | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4937 | NS      | $752448.17    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings                 | Norwegian Cruise Line Holdings Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       530 | NS      | $11829.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| VICI PROPERTIES / NOTE                         | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $242695.37    | 0.05%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                  | AppLovin Corp                                                                   | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |       695 | NS      | $468304.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| National Grid PLC                              | National Grid PLC                                                               | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |      7436 | NS      | $114056.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| IBM                                            | International Business Machines Corp                                            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      1620 | NS      | $479860.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                                  | Boeing Co/The                                                                   | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |       870 | NS      | $188894.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Check Point Software Technolog                 | Check Point Software Technologies Ltd                                           | CUSIP: 000000000<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | IL        |       100 | NS      | $18556.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc                       | Microchip Technology Inc                                                        | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |       600 | NS      | $38232.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleperformance SE                             | Teleperformance SE                                                              | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | EC               | CORP              | FR        |       828 | NS      | $59922.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Extra Space Storage Inc                        | Extra Space Storage Inc                                                         | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       250 | NS      | $32555.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Credit Floorplan Master O                 | Ford Credit Floorplan Master Owner Trust A                                      | CUSIP: 34528QHV9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $501593.55    | 0.10%             | 2028-05-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                      | Archer-Daniels-Midland Co                                                       | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |       530 | NS      | $30469.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc                         | Berkshire Hathaway Inc                                                          | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      5050 | NS      | $2538382.50   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                           | Targa Resources Corp                                                            | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |       220 | NS      | $40590.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberdrola SA                                   | Iberdrola SA                                                                    | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |       624 | NS      | $13511.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tsuruha Holdings Inc                           | Tsuruha Holdings Inc                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $55120.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                       | CSX Corp                                                                        | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     14960 | NS      | $542300.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Chase Mortgage Finance Corpora                 | Chase Home Lending Mortgage Trust 2023-RPL1                                     | CUSIP: 16159LAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    217245 | PA      | $200831.08    | 0.04%             | 2062-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                       | Standard Industries Inc/NY                                                      | CUSIP: 853496AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $199373.91    | 0.04%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                     | Humana Inc                                                                      | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       120 | NS      | $30735.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                  | Amphenol Corp                                                                   | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      2550 | NS      | $344607.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                 | Public Storage                                                                  | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |      1260 | NS      | $326970.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DCP MIDSTREAM OPERATING                        | DCP Midstream Operating LP                                                      | CUSIP: 23311RAA4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    500000 | PA      | $544949.99    | 0.11%             | 2037-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    290000 | PA      | $295257.12    | 0.06%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Talanx AG                                      | Talanx AG                                                                       | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | EC               | CORP              | DE        |       201 | NS      | $26700.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 31418CM27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94108 | PA      | $90771.89     | 0.02%             | 2032-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.               | S&P MID 400 EMINI                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |         1 | NC      | $-4582.05     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                                    | Incyte Corp                                                                     | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      1560 | NS      | $154081.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                              | Hormel Foods Corp                                                               | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |       350 | NS      | $8295.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIXMOR OPERATING PART                         | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    670000 | PA      | $660721.93    | 0.13%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                   | Danaher Corp                                                                    | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      2710 | NS      | $620373.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    604405 | PA      | $576817.35    | 0.11%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                              | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $406447.32    | 0.08%             | 2028-03-14      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                          | CCG Receivables Trust 2025-2                                                    | CUSIP: 12516XAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100215.48    | 0.02%             | 2034-08-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare Inc                             | HCA Healthcare Inc                                                              | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       265 | NS      | $123717.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Obic Co Ltd                                    | Obic Co Ltd                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $43944.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Workday Inc                                    | Workday Inc                                                                     | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |       260 | NS      | $55842.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                        | CUSIP: 38383R3S4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    212287 | PA      | $4161.84      | 0.00%             | 2052-05-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                              | CUSIP: 36179NLD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    736448 | PA      | $684485.99    | 0.14%             | 2043-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                          | Schneider Electric SE                                                           | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |       178 | NS      | $48696.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu                 | GreenSky Home Improvement Trust 2024-1                                          | CUSIP: 39571MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45803 | PA      | $45997.38     | 0.01%             | 2059-06-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                            | Gilead Sciences Inc                                                             | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      6550 | NS      | $803947.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Genuine Parts Co                               | Genuine Parts Co                                                                | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |       140 | NS      | $17214.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                              | HSBC Holdings PLC                                                               | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |     28906 | NS      | $454863.12    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Helia Group Ltd                                | Helia Group Ltd                                                                 | CUSIP: 000000000<br>LEI: 529900RUQ2G0JXJOF423 | Long             | EC               | CORP              | AU        |      5675 | NS      | $20801.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrefour SA                                   | Carrefour SA                                                                    | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |      3672 | NS      | $61269.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Computershare Ltd                              | Computershare Ltd                                                               | CUSIP: 000000000<br>LEI: 21380085HOKTMGLV9G93 | Long             | EC               | CORP              | AU        |      1327 | NS      | $30074.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                              | Toyota Motor Corp                                                               | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |     12500 | NS      | $268463.72    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CQS US CLO Ltd                                 | CQS US CLO 2023-3 Ltd                                                           | CUSIP: 223929AA8<br>LEI: 254900OIQPM0JE7KVZ52 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1001835.80   | 0.20%             | 2037-01-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31059.39     | 0.01%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                 | Enterprise Fleet Financing 2025-4 LLC                                           | CUSIP: 29373NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $200315.86    | 0.04%             | 2028-08-20      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions                 | Cognizant Technology Solutions Corp                                             | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      6540 | NS      | $542820.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Onslow Bay Financial LLC                       | OBX 2025-NQM21 Trust                                                            | CUSIP: 67448BAA2<br>LEI: 254900E5OS34AOMYSY84 | Long             | ABS-MBS          | CORP              | US        |    296242 | PA      | $296336.50    | 0.06%             | 2065-10-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                    | RCKT Mortgage Trust 2024-CES6                                                   | CUSIP: 749410AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    281793 | PA      | $283020.43    | 0.06%             | 2044-09-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                               | ArcelorMittal SA                                                                | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |      1310 | NS      | $60154.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| McKesson Corp                                  | McKesson Corp                                                                   | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       440 | NS      | $360927.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                     | STERIS PLC                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1100 | NS      | $278872.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp                            | Avery Dennison Corp                                                             | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |        80 | NS      | $14550.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                     | Charter Communications Inc                                                      | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |        95 | NS      | $19831.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Social Professional Loan Progr                 | Sofi Professional Loan Program 2018-C Trust                                     | CUSIP: 78490DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    107647 | PA      | $107093.47    | 0.02%             | 2048-01-25      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                   | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      1105 | NS      | $640292.25    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ericsson                                       | Telefonaktiebolaget LM Ericsson                                                 | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |     19699 | NS      | $191711.46    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd                    | Northern Star Resources Ltd                                                     | CUSIP: 000000000<br>LEI: 254900XFXCRYYZAX6M78 | Long             | EC               | CORP              | AU        |      1177 | NS      | $20712.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Service Enterprise Grou                 | Public Service Enterprise Group Inc                                             | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |       550 | NS      | $44165.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| A O Smith Corp                                 | A O Smith Corp                                                                  | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |       120 | NS      | $8025.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp                                     | Dover Corp                                                                      | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |       140 | NS      | $27333.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp                            | Alliant Energy Corp                                                             | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |       310 | NS      | $20153.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Pandora A/S                                    | Pandora A/S                                                                     | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |       432 | NS      | $47773.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSL Ltd                                        | CSL Ltd                                                                         | CUSIP: 000000000<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |       901 | NS      | $103688.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                                   | Unilever PLC                                                                    | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |       560 | NS      | $36588.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                   | TICP CLO XI Ltd                                                                 | CUSIP: 87249QAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003564.50   | 0.20%             | 2037-04-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                 | Commonwealth Bank of Australia                                                  | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |       875 | NS      | $93396.68     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MGM Resorts International                      | MGM Resorts International                                                       | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |       190 | NS      | $6933.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIPS                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834KH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    360000 | PA      | $171018.57    | 0.03%             | 2041-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                 | Santander Drive Auto Receivables Trust 2022-6                                   | CUSIP: 802918AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130271 | PA      | $130516.74    | 0.03%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Generac Holdings Inc                           | Generac Holdings Inc                                                            | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |        40 | NS      | $5454.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgag                 | Wells Fargo Commercial Mortgage Trust 2020-C56                                  | CUSIP: 95002RAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1132961 | PA      | $1058720.02   | 0.21%             | 2053-06-15      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                              | CUSIP: 36179XVS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     62723 | PA      | $62760.18     | 0.01%             | 2053-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Electronic Arts Inc                            | Electronic Arts Inc                                                             | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |       240 | NS      | $49039.20     | 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        |    175000 | PA      | $137214.73    | 0.03%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Vistra Corp                                    | Vistra Corp                                                                     | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |       360 | NS      | $58078.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                       | NIKE Inc                                                                        | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      1340 | NS      | $85371.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                         | Roper Technologies Inc                                                          | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       410 | NS      | $182503.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Boliden AB                                     | Boliden AB                                                                      | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |      3516 | NS      | $194773.30    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                               | CUSIP: 3136BNJK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1372302 | PA      | $132812.25    | 0.03%             | 2052-08-25      | Floating      | 2.08%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    715000 | PA      | $410454.69    | 0.08%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2021-BNK38                                                                 | CUSIP: 06540EAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1318892.10   | 0.26%             | 2064-12-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                 | BRAVO Residential Funding Trust 2025-NQM6                                       | CUSIP: 10570MAC4<br>LEI: 254900U9H6FFPW4O4S55 | Long             | ABS-MBS          | CORP              | US        |    171641 | PA      | $172701.43    | 0.03%             | 2065-06-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                   | Klepierre SA                                                                    | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               | CORP              | FR        |      2793 | NS      | $110505.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Western Digital Corp                           | Western Digital Corp                                                            | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      3070 | NS      | $528868.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Nasdaq Inc                                     | Nasdaq Inc                                                                      | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      4990 | NS      | $484678.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc                                     | Airbnb Inc                                                                      | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |       470 | NS      | $63788.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                    | Cummins Inc                                                                     | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       145 | NS      | $74015.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingfisher PLC                                 | Kingfisher PLC                                                                  | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |     56512 | NS      | $237890.21    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| KeyCorp                                        | KeyCorp                                                                         | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |      3840 | NS      | $79257.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    195000 | PA      | $174779.41    | 0.03%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                           | Waste Management Inc                                                            | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |       430 | NS      | $94475.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                 | Wheels Fleet Lease Funding 1 LLC                                                | CUSIP: 96328GAS6<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    152603 | PA      | $153576.72    | 0.03%             | 2038-04-18      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fisher & Paykel Healthcare Cor                 | Fisher & Paykel Healthcare Corp Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |      6279 | NS      | $136423.43    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Corning Inc                                    | Corning Inc                                                                     | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      3970 | NS      | $347613.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                                 | Hershey Co/The                                                                  | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       150 | NS      | $27297.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 31418CPJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99963 | PA      | $96577.33     | 0.02%             | 2032-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                        | Arthur J Gallagher & Co                                                         | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |       300 | NS      | $77637.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                 | Amazon.com Inc                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     28640 | NS      | $6610684.80   | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Viking Holdings Ltd                            | Viking Holdings Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      4600 | NS      | $328486.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgag                 | Wells Fargo Commercial Mortgage Trust 2019-C53                                  | CUSIP: 95002BAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $190281.96    | 0.04%             | 2052-10-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      2630 | NS      | $868189.30    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresnillo PLC                                  | Fresnillo PLC                                                                   | CUSIP: 000000000<br>LEI: 549300JXWH1UV5J0XV81 | Long             | EC               | CORP              | MX        |      5564 | NS      | $248101.33    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunge Global SA                                | Bunge Global SA                                                                 | CUSIP: 000000000<br>LEI: 254900IVXSV9K0B7PO26 | Long             | EC               | CORP              | US        |      1040 | NS      | $92643.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp                                      | PG&E Corp                                                                       | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      2440 | NS      | $39210.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                                 | Five Below Inc                                                                  | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |       700 | NS      | $131852.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Drive Auto Receivabl                 | Santander Drive Auto Receivables Trust 2025-3                                   | CUSIP: 80288JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $201220.78    | 0.04%             | 2031-09-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                       | EQT Corp                                                                        | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27497.09     | 0.01%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WPP PLC                                        | WPP PLC                                                                         | CUSIP: 000000000<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | GB        |      7804 | NS      | $35057.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                           | Howmet Aerospace Inc                                                            | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      1940 | NS      | $397738.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosus NV                                      | Prosus NV                                                                       | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |      2232 | NS      | $138203.16    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HOCHTIEF AG                                    | HOCHTIEF AG                                                                     | CUSIP: 000000000<br>LEI: 529900Y25S8NZIYTT924 | Long             | EC               | CORP              | DE        |       500 | NS      | $195740.85    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic Services Inc                          | Republic Services Inc                                                           | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       240 | NS      | $50863.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140XHSF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1160929 | PA      | $997049.95    | 0.20%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| 3M Co                                          | 3M Co                                                                           | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      1900 | NS      | $304190.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc                           | Verisk Analytics Inc                                                            | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |       140 | NS      | $31316.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                    | Alnylam Pharmaceuticals Inc                                                     | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |       100 | NS      | $39765.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae or Freddie Mac                      | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F052615<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1013982.59   | 0.20%             | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                            | Northern Trust Corp                                                             | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |       200 | NS      | $27318.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UCB SA                                         | UCB SA                                                                          | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |       132 | NS      | $36778.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group NV                                    | NN Group NV                                                                     | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |      3009 | NS      | $232128.21    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note                 | Toyota Auto Loan Extended Note Trust 2025-1                                     | CUSIP: 891950AA5<br>LEI: 254900QVX5SBHB37FT67 | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $204008.66    | 0.04%             | 2038-05-25      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SITC International Holdings Co                 | SITC International Holdings Co Ltd                                              | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | HK        |     19000 | NS      | $67989.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                           | Smithfield Foods Inc                                                            | CUSIP: 832248BC1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    500000 | PA      | $460347.70    | 0.09%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                 | OneMain Financial Issuance Trust 2022-2                                         | CUSIP: 68268VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70394 | PA      | $70449.90     | 0.01%             | 2034-10-14      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                           | National Fuel Gas Co                                                            | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |      3600 | NS      | $288216.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                       | Simon Property Group Inc                                                        | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |       370 | NS      | $68490.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                 | CSAIL 2019-C16 Commercial Mortgage Trust                                        | CUSIP: 12596WAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    469605 | PA      | $454614.05    | 0.09%             | 2052-06-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| DoorDash Inc                                   | DoorDash Inc                                                                    | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |       410 | NS      | $92856.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarivate PLC                                  | Clarivate PLC                                                                   | CUSIP: 000000000<br>LEI: 549300WDHIIODXFO0R55 | Long             | EC               | CORP              | GB        |     65400 | NS      | $218436.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| DBS Group Holdings Ltd                         | DBS Group Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |      8400 | NS      | $367959.10    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                              | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    214304 | PA      | $177547.73    | 0.04%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |    195000 | OU      | $0.10         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilton Worldwide Holdings Inc                  | Hilton Worldwide Holdings Inc                                                   | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       240 | NS      | $68940.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc                                    | Equifax Inc                                                                     | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |       130 | NS      | $28207.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                              | CUSIP: 36179VVX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    444761 | PA      | $368600.23    | 0.07%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMETEK Inc                                     | AMETEK Inc                                                                      | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |       280 | NS      | $57486.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                                      | Nestle SA                                                                       | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |      4007 | NS      | $397731.30    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                          | Southwest Airlines Co                                                           | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |       590 | NS      | $24384.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae or Freddie Mac                      | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F030611<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -1000000 | PA      | $-884335.94   | -0.18%            | 2056-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      8270 | NS      | $965026.30    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp                                     | Ciena Corp                                                                      | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |      1900 | NS      | $444353.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                        | CUSIP: 38382HVK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    116587 | PA      | $19436.90     | 0.00%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                       | Lloyds Banking Group PLC                                                        | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |     84091 | NS      | $111228.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                | CUSIP: 3132D6CB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     91761 | PA      | $89235.26     | 0.02%             | 2037-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CoStar Group Inc                               | CoStar Group Inc                                                                | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |       500 | NS      | $33620.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International I                 | Mettler-Toledo International Inc                                                | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |        21 | NS      | $29277.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MS&AD Insurance Group Holdings                 | MS&AD Insurance Group Holdings Inc                                              | CUSIP: 000000000<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |      8200 | NS      | $192511.61    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                          | Lincoln National Corp                                                           | CUSIP: 534187BT5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    345000 | PA      | $362090.08    | 0.07%             | 2034-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Ball Corp                                      | Ball Corp                                                                       | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      1000 | NS      | $52970.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc                                    | Cencora Inc                                                                     | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       200 | NS      | $67550.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Daito Trust Cons                               | Daito Trust Construction Co Ltd                                                 | CUSIP: 000000000<br>LEI: 353800QQ4DRI3KXS3038 | Long             | EC               | CORP              | JP        |      4800 | NS      | $91401.48     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Packaging Corp of America                      | Packaging Corp of America                                                       | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |        90 | NS      | $18560.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MEXICO CITY ARPT TRUST                         | Mexico City Airport Trust                                                       | CUSIP: 59284MAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    200000 | PA      | $195376.00    | 0.04%             | 2028-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                        | E.ON SE                                                                         | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |      5564 | NS      | $105353.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cigna Group/The                                | Cigna Group/The                                                                 | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      1000 | NS      | $275230.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Anycolor Inc                                   | Anycolor Inc                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $15424.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                           | Williams Cos Inc/The                                                            | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      2060 | NS      | $123826.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                           | Las Vegas Sands Corp                                                            | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |       360 | NS      | $23432.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                    | Phillips 66                                                                     | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      2040 | NS      | $263241.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Intesa Sanpaolo SpA                            | Intesa Sanpaolo SpA                                                             | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |     18717 | NS      | $129336.44    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                 | ServiceNow Inc                                                                  | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      2770 | NS      | $424336.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NTN Corp                                       | NTN Corp                                                                        | CUSIP: 000000000<br>LEI: 3538008XP7ZG9BKBQX64 | Long             | EC               | CORP              | JP        |     12000 | NS      | $28196.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Technogym SpA                                  | Technogym SpA                                                                   | CUSIP: 000000000<br>LEI: 815600B9149F66E77F76 | Long             | EC               | CORP              | IT        |       820 | NS      | $15474.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TIS Inc                                        | TIS Inc                                                                         | CUSIP: 000000000<br>LEI: 35380064HYEZXBQHDF07 | Long             | EC               | CORP              | JP        |      1200 | NS      | $40314.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                           | OneMain Finance Corp                                                            | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43220.81     | 0.01%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Capgemini SE                                   | Capgemini SE                                                                    | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |       867 | NS      | $143963.82    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS Health Corp                                | CVS Health Corp                                                                 | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      7800 | NS      | $619008.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                                | Baker Hughes Co                                                                 | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1110 | NS      | $50549.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc                         | Tyler Technologies Inc                                                          | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |        45 | NS      | $20427.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                                   | Xylem Inc/NY                                                                    | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      1390 | NS      | $189290.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SMC Corp                                       | SMC Corp                                                                        | CUSIP: 000000000<br>LEI: 353800O40V08DOZ70X62 | Long             | EC               | CORP              | JP        |       100 | NS      | $34600.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140XCHB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    338843 | PA      | $325815.45    | 0.06%             | 2035-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                          | General Dynamics Corp                                                           | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      2070 | NS      | $696886.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                                | Xcel Energy Inc                                                                 | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |       640 | NS      | $47270.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                              | CUSIP: 36179XNE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    395966 | PA      | $388358.90    | 0.08%             | 2052-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                            | EssilorLuxottica SA                                                             | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |       254 | NS      | $80314.28     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                             | Coterra Energy Inc                                                              | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |       860 | NS      | $22635.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH                   | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      4560 | NS      | $79116.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AB Global Bond Fund Inc                        | AB Global Bond Fund Inc                                                         | CUSIP: 01853W709<br>LEI: U218ZJTWJ6O77RCA8603 | Long             | EC               | RF                | US        |   3180460 | NS      | $22136001.91  | 4.41%             |  |  |  | No            |                  1 | On Loan: No      |
| VAR ENERGI ASA                                 | Var Energi ASA                                                                  | CUSIP: 92212WAA8<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    900000 | PA      | $908029.71    | 0.18%             | 2027-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts Inc                      | Host Hotels & Resorts Inc                                                       | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |     12960 | NS      | $229780.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                              | CUSIP: 3137H96B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    710728 | PA      | $585292.40    | 0.12%             | 2055-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                        | Hungary Government International Bond                                           | CUSIP: 445545AV8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $205402.58    | 0.04%             | 2030-09-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartment Communit                 | Mid-America Apartment Communities Inc                                           | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |       120 | NS      | $16669.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AST Large-Cap Growth Portfolio                 | AST Large-Cap Growth Portfolio                                                  | CUSIP: 00767H477<br>LEI: ZJC7TLGOHTQNF4JSI810 | Long             | EC               | RF                | US        |    444559 | NS      | $49101498.05  | 9.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Inc                                    | Snap-on Inc                                                                     | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |        45 | NS      | $15507.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINICAN REPUBLIC                             | Dominican Republic International Bond                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    150000 | PA      | $153881.25    | 0.03%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                | CUSIP: 3133B3WR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    805976 | PA      | $723029.98    | 0.14%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                   | Stryker Corp                                                                    | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       365 | NS      | $128286.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                           | Lockheed Martin Corp                                                            | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       215 | NS      | $103989.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wartsila OYJ Abp                               | Wartsila OYJ Abp                                                                | CUSIP: 000000000<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |      6660 | NS      | $235794.75    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                  | Koninklijke Ahold Delhaize NV                                                   | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |      5175 | NS      | $212210.67    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR & Co Inc                                   | KKR & Co Inc                                                                    | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |       760 | NS      | $96884.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Corp                                | Mitsubishi Corp                                                                 | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |      7800 | NS      | $178406.96    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                               | Ocean Trails Clo X                                                              | CUSIP: 67516CAW9<br>LEI: 635400RMMLHBGDGXBC03 | Long             | ABS-CBDO         | CORP              | KY        |    370000 | PA      | $369871.20    | 0.07%             | 2034-10-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                     | Masco Corp                                                                      | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |       250 | NS      | $15865.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                             | Realty Income Corp                                                              | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |      2430 | NS      | $136979.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                                 | PulteGroup Inc                                                                  | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2140 | NS      | $250936.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp                                  | Carnival Corp                                                                   | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | US        |      1240 | NS      | $37869.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BXP Inc                                        | BXP Inc                                                                         | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |       150 | NS      | $10122.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Epiroc AB                                      | Epiroc AB                                                                       | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |       811 | NS      | $16316.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                            | Nomura Holdings Inc                                                             | CUSIP: 000000000<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |     11900 | NS      | $99132.59     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                      | Teledyne Technologies Inc                                                       | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |        45 | NS      | $22982.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 31418EF47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    698114 | PA      | $699188.31    | 0.14%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                    | National Australia Bank Ltd                                                     | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | EC               | CORP              | AU        |       770 | NS      | $21649.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Super Micro Computer Inc                       | Super Micro Computer Inc                                                        | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |       570 | NS      | $16683.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                       | KLA Corp                                                                        | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       371 | NS      | $450794.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd                      | Woodside Energy Group Ltd                                                       | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |      3200 | NS      | $49896.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                 | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RGU2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $404789.84    | 0.08%             | 2028-02-22      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                             | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      7330 | NS      | $2361872.60   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| MEXICO CITY ARPT TRUST                         | Mexico City Airport Trust                                                       | CUSIP: 59284MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    370000 | PA      | $368383.10    | 0.07%             | 2026-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EPAM Systems Inc                               | EPAM Systems Inc                                                                | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |        40 | NS      | $8195.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown City CLO                                 | Crown City CLO IV                                                               | CUSIP: 228233AL6<br>LEI: 549300AGQI0XSPNAK945 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003525.00   | 0.20%             | 2037-04-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp                          | ON Semiconductor Corp                                                           | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |       460 | NS      | $24909.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                            | Cardinal Health Inc                                                             | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      2380 | NS      | $489090.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                                   | Newmont Corp                                                                    | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      2590 | NS      | $258611.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui & Co Ltd                                | Mitsui & Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |      3700 | NS      | $109880.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Spotify Technology SA                          | Spotify Technology SA                                                           | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | SE        |        20 | NS      | $11614.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd                    | Royal Caribbean Cruises Ltd                                                     | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | US        |       265 | NS      | $73913.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMB WESTON HLD                                | Lamb Weston Holdings Inc                                                        | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24171.52     | 0.00%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AGL CLO 1 Ltd.                                 | AGL CLO 9 LTD                                                                   | CUSIP: 001207AQ2<br>LEI: 549300U1G1VA46DEO184 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003540.00   | 0.20%             | 2037-04-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                        | United Rentals North America Inc                                                | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140731.49    | 0.03%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                          | Quest Diagnostics Inc                                                           | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |       140 | NS      | $24294.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                             | IQVIA Holdings Inc                                                              | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |       170 | NS      | $38319.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                              | Devon Energy Corp                                                               | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      7920 | NS      | $290109.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DP WORLD LTD UAE                               | DP World Ltd/United Arab Emirates                                               | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |    101000 | PA      | $118138.52    | 0.02%             | 2026-09-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                  | DTE Energy Co                                                                   | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      1450 | NS      | $187021.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CANTOR FITZGERALD LP                           | Cantor Fitzgerald LP                                                            | CUSIP: 138616AK3<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |    550000 | PA      | $547656.56    | 0.11%             | 2027-04-14      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Hubbell Inc                                    | Hubbell Inc                                                                     | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |        55 | NS      | $24426.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMB WESTON HLD                                | Lamb Weston Holdings Inc                                                        | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    310000 | PA      | $295456.43    | 0.06%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Naturgy Energy Group SA                        | Naturgy Energy Group SA                                                         | CUSIP: 000000000<br>LEI: TL2N6M87CW970S5SV098 | Long             | EC               | CORP              | ES        |      1716 | NS      | $52249.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen AG                                  | Volkswagen AG                                                                   | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |       474 | NS      | $57846.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International In                 | Philip Morris International Inc                                                 | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      2710 | NS      | $434684.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Pacific Land Corp                        | Texas Pacific Land Corp                                                         | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        57 | NS      | $16371.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc                                | Match Group Inc                                                                 | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |      2290 | NS      | $73944.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                             | Conagra Brands Inc                                                              | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     19970 | NS      | $345680.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                               | Duke Energy Corp                                                                | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       840 | NS      | $98456.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The                        | Sherwin-Williams Co/The                                                         | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      1445 | NS      | $468223.35    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                    | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    370000 | PA      | $382061.41    | 0.08%             | 2031-02-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| IDEXX Laboratories Inc                         | IDEXX Laboratories Inc                                                          | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       615 | NS      | $416065.95    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CLUE OPCO LLC                                  | Clue Opco LLC                                                                   | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $52797.42     | 0.01%             | 2031-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Everest Group Ltd                              | Everest Group Ltd                                                               | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |        35 | NS      | $11877.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                 | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |    140000 | OU      | $0.11         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Erie Indemnity Co                              | Erie Indemnity Co                                                               | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |        30 | NS      | $8599.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                              | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    641831 | PA      | $618017.96    | 0.12%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                              | Elevation CLO 2021-12 Ltd                                                       | CUSIP: 28623MAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003079.80   | 0.20%             | 2037-04-20      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                    | Equinor ASA                                                                     | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |      1523 | NS      | $35915.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $884437.50    | 0.18%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1258000 | PA      | $1153818.35   | 0.23%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                              | CUSIP: 36179TUB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    385613 | PA      | $371093.23    | 0.07%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivable                 | Onemain Direct Auto Receivables Trust 2022-1                                    | CUSIP: 68269DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    192621 | PA      | $192749.47    | 0.04%             | 2029-03-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| News Corp                                      | News Corp                                                                       | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |       110 | NS      | $3259.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                             | Valero Energy Corp                                                              | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       330 | NS      | $53720.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2023-B40 Mortgage Trust                                               | CUSIP: 08163WAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    381998 | PA      | $403209.77    | 0.08%             | 2056-12-15      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| International Consolidated Air                 | International Consolidated Airlines Group SA                                    | CUSIP: 000000000<br>LEI: 959800TZHQRUSH1ESL13 | Long             | EC               | CORP              | GB        |     37512 | NS      | $208282.04    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Italgas SpA                                    | Italgas SpA                                                                     | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | EC               | CORP              | IT        |      6695 | NS      | $74673.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 31418DXP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79464 | PA      | $76423.48     | 0.02%             | 2031-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                | CUSIP: 3132D6NV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    120479 | PA      | $115146.92    | 0.02%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kajima Corp                                    | Kajima Corp                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $111862.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Payments Inc                            | Global Payments Inc                                                             | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |       790 | NS      | $61146.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB Ltd                                        | ABB Ltd                                                                         | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |      5834 | NS      | $430068.19    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortinet Inc                                   | Fortinet Inc                                                                    | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      3110 | NS      | $246965.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius Medical Care AG                      | Fresenius Medical Care AG                                                       | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |      4292 | NS      | $205009.82    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AST International Growth Portfolio             | AST International Growth Portfolio                                              | CUSIP: 000000000<br>LEI: 75JAHXN59CJ4IX48GQ70 | Long             | EC               | RF                | US        |    592312 | NS      | $21133702.99  | 4.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The                       | Estee Lauder Cos Inc/The                                                        | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |       680 | NS      | $71209.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto PLC                                  | Rio Tinto PLC                                                                   | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |      2921 | NS      | $235289.60    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                              | CUSIP: 36179TLR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    149073 | PA      | $135738.75    | 0.03%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                  | Martin Marietta Materials Inc                                                   | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       355 | NS      | $221044.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc                   | Monolithic Power Systems Inc                                                    | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |        50 | NS      | $45318.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                             | Union Pacific Corp                                                              | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       670 | NS      | $154984.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                   | UBS Group AG                                                                    | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |      8389 | NS      | $387358.74    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                           | Targa Resources Corp                                                            | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    535000 | PA      | $512058.10    | 0.10%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Daiwa Securities Group Inc                     | Daiwa Securities Group Inc                                                      | CUSIP: 000000000<br>LEI: 353800WRC7Y23PWFJG38 | Long             | EC               | CORP              | JP        |      6200 | NS      | $54335.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Asics Corp                                     | Asics Corp                                                                      | CUSIP: 000000000<br>LEI: 3538002LJMRZ83SU0B85 | Long             | EC               | CORP              | JP        |       300 | NS      | $7201.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co Ltd                    | Murata Manufacturing Co Ltd                                                     | CUSIP: 000000000<br>LEI: 529900QZG6DL8ZRI7140 | Long             | EC               | CORP              | JP        |      2900 | NS      | $59937.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Scout24 SE                                     | Scout24 SE                                                                      | CUSIP: 000000000<br>LEI: 5493007EIKM2ENQS7U66 | Long             | EC               | CORP              | DE        |       620 | NS      | $62272.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $896875.00    | 0.18%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     16210 | NS      | $891550.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co                            | Vulcan Materials Co                                                             | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |       150 | NS      | $42783.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui OSK Lines Ltd                           | Mitsui OSK Lines Ltd                                                            | CUSIP: 000000000<br>LEI: 353800P8O843TMAZ6S09 | Long             | EC               | CORP              | JP        |      1500 | NS      | $45096.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                             | Steel Dynamics Inc                                                              | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |       140 | NS      | $23723.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment Inc                  | Live Nation Entertainment Inc                                                   | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |       190 | NS      | $27075.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc                            | Williams-Sonoma Inc                                                             | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |       130 | NS      | $23216.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROMANIA                                        | Romanian Government International Bond                                          | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    350000 | PA      | $360528.00    | 0.07%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GSK PLC                                        | GSK PLC                                                                         | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |      5466 | NS      | $134011.11    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Recruit Holdings Co Ltd                        | Recruit Holdings Co Ltd                                                         | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |       100 | NS      | $5619.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel SpA                                       | Enel SpA                                                                        | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |     38232 | NS      | $397510.92    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| TE Connectivity PLC                            | TE Connectivity PLC                                                             | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |       310 | NS      | $70528.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOC Hong Kong Holdings Ltd                     | BOC Hong Kong Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: 254900JB98W77JDJMW15 | Long             | EC               | CORP              | HK        |     34500 | NS      | $175087.21    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KB HOME                                        | KB Home                                                                         | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    175000 | PA      | $165774.68    | 0.03%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                    | Bouygues SA                                                                     | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |      1248 | NS      | $64877.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                | CUSIP: 3132DWHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    525105 | PA      | $525615.08    | 0.10%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Skyworks Solutions Inc                         | Skyworks Solutions Inc                                                          | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       160 | NS      | $10145.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp                            | Otis Worldwide Corp                                                             | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       470 | NS      | $41054.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                       | Fox Corp                                                                        | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       130 | NS      | $8440.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                  | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      1500 | NS      | $36030.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                          | Applied Materials Inc                                                           | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      1380 | NS      | $354646.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140QPRL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    431524 | PA      | $413539.69    | 0.08%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                            | Deutsche Telekom AG                                                             | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |     12292 | NS      | $400117.58    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                   | ING Groep NV                                                                    | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |      8142 | NS      | $228857.24    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Copart Inc                                     | Copart Inc                                                                      | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |      1000 | NS      | $39150.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/T                 | Bank of New York Mellon Corp/The                                                | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      5960 | NS      | $691896.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Regatta VIII Funding Ltd                       | Regatta VIII Funding Ltd                                                        | CUSIP: 75888KAL8<br>LEI: 2549002R0TTC87W9EH67 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002501.00   | 0.20%             | 2037-04-17      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co Inc                         | Church & Dwight Co Inc                                                          | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |       290 | NS      | $24316.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JD Sports Fashion PLC                          | JD Sports Fashion PLC                                                           | CUSIP: 000000000<br>LEI: 213800HROV6Y9MUU8375 | Long             | EC               | CORP              | GB        |     18196 | NS      | $20624.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AST Hotchkis & Wiley Large-Cap Value Portfolio | AST Hotchkis & Wiley Large-Cap Value Portfolio                                  | CUSIP: 000000000<br>LEI: 4FTWO00TBMKME1WMYZ73 | Long             | EC               | RF                | US        |    751830 | NS      | $45884171.24  | 9.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets Inc                          | Robinhood Markets Inc                                                           | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |       860 | NS      | $97266.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius SE & Co KGaA                         | Fresenius SE & Co KGaA                                                          | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |      2568 | NS      | $147125.34    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares MSCI EAFE ETF                          | iShares MSCI EAFE ETF                                                           | CUSIP: 464287465<br>LEI: 549300O0XO3KDQV68404 | Long             | EC               | RF                | US        |      3300 | NS      | $316899.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Waters Corp                                    | Waters Corp                                                                     | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |        60 | NS      | $22789.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Yusen KK                                | Nippon Yusen KK                                                                 | CUSIP: 000000000<br>LEI: 353800YPW4XM0ZN5I149 | Long             | EC               | CORP              | JP        |      6000 | NS      | $194349.53    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Gas Co Ltd                               | Tokyo Gas Co Ltd                                                                | CUSIP: 000000000<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |       400 | NS      | $15857.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                | CUSIP: 3133KJ2F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2182813 | PA      | $1948081.37   | 0.39%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Zebra Technologies Corp                        | Zebra Technologies Corp                                                         | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       945 | NS      | $229464.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SLB Ltd                                        | SLB Ltd                                                                         | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |      1650 | NS      | $63327.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit WestRock PLC                           | Smurfit WestRock PLC                                                            | CUSIP: 000000000<br>LEI: 635400EGSEOPDW2EXS14 | Long             | EC               | CORP              | IE        |       590 | NS      | $22815.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pretium Mortgage Credit Partne                 | PRET 2024-RPL2 Trust                                                            | CUSIP: 69392CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    174293 | PA      | $167900.93    | 0.03%             | 2064-06-25      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                     | Vertex Pharmaceuticals Inc                                                      | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       265 | NS      | $120140.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                              | CUSIP: 36179T7L3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    514262 | PA      | $510188.48    | 0.10%             | 2048-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                              | EOG Resources Inc                                                               | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      4410 | NS      | $463094.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Corpay Inc                                     | Corpay Inc                                                                      | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |        65 | NS      | $19560.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIX Corp                                      | ORIX Corp                                                                       | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |      5700 | NS      | $166709.51    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      3070 | NS      | $740361.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Synopsys Inc                                   | Synopsys Inc                                                                    | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       200 | NS      | $93944.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                                  | DR Horton Inc                                                                   | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |       290 | NS      | $41768.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                     | Mondelez International Inc                                                      | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      1450 | NS      | $78053.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      4850 | NS      | $261609.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                             | Meta Platforms Inc                                                              | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119907.99    | 0.02%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Medcap AB                                      | Medcap AB                                                                       | CUSIP: 000000000<br>LEI: 549300NGO5XAJ6TL8719 | Long             | EC               | CORP              | SE        |       106 | NS      | $6312.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| General Mills Inc                              | General Mills Inc                                                               | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      1910 | NS      | $88815.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                        | Aon PLC                                                                         | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | GB        |       730 | NS      | $257602.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                               | Altria Group Inc                                                                | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      8250 | NS      | $475695.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                             | Meta Platforms Inc                                                              | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35287.20     | 0.01%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                   | Apollo Global Management Inc                                                    | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |       530 | NS      | $76722.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                              | Kinder Morgan Inc                                                               | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      2180 | NS      | $59928.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Healthcare Ltd                           | Sonic Healthcare Ltd                                                            | CUSIP: 000000000<br>LEI: 549300NQQ5L2NONWR862 | Long             | EC               | CORP              | AU        |      6469 | NS      | $97403.63     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                   | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    470000 | PA      | $469128.12    | 0.09%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd                                  | Rio Tinto Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |       683 | NS      | $66630.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                 | Benefit Street Partners CLO XXI Ltd                                             | CUSIP: 08186RAY5<br>LEI: 2549002IHKGRTABCLD52 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $751198.95    | 0.15%             | 2039-01-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140QK5U8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    135220 | PA      | $119686.86    | 0.02%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Aegon Ltd                                      | Aegon Ltd                                                                       | CUSIP: 000000000<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | NL        |      8610 | NS      | $66953.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                       | Vistra Operations Co LLC                                                        | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299874.80    | 0.06%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                  | GS Mortgage-Backed Securities Corp Trust 2025-NQM6                              | CUSIP: 362933AA1<br>LEI: 254900X1ABPQ6D4G6D07 | Long             | ABS-MBS          | CORP              | US        |    194793 | PA      | $194655.64    | 0.04%             | 2029-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                              | Brown & Brown Inc                                                               | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |       350 | NS      | $27895.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information                  | Fidelity National Information Services Inc                                      | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      5480 | NS      | $364200.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BOF URSA FUNDING                               | BOF VII AL Funding Trust I                                                      | CUSIP: 097093AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     54646 | PA      | $55537.76     | 0.01%             | 2032-07-26      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                          | NXP Semiconductors NV                                                           | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |       260 | NS      | $56435.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUSTEES PRINCETON UNIV                        | Trustees of Princeton University/The                                            | CUSIP: 89837LAH8<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |    445000 | PA      | $370379.55    | 0.07%             | 2052-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Yara International ASA                         | Yara International ASA                                                          | CUSIP: 000000000<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |      5377 | NS      | $220037.67    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank                                           | Bank 2019-BNK19                                                                 | CUSIP: 06540WBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    872639 | PA      | $833346.96    | 0.17%             | 2061-08-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Lincoln Electric Holdings Inc                  | Lincoln Electric Holdings Inc                                                   | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |      1000 | NS      | $239640.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                   | AutoZone Inc                                                                    | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        28 | NS      | $94962.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                       | AT&T Inc                                                                        | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     22850 | NS      | $567594.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | US 5YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        55 | NC      | $-16505.26    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC                      | Janus Henderson Group PLC                                                       | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | GB        |      4600 | NS      | $218822.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                         | Diamondback Energy Inc                                                          | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       520 | NS      | $78171.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Insurance Group Inc/T                 | Hartford Insurance Group Inc/The                                                | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       350 | NS      | $48230.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TKO Group Holdings Inc                         | TKO Group Holdings Inc                                                          | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        80 | NS      | $16720.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    865000 | PA      | $793907.81    | 0.16%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                                 | Eaton Corp PLC                                                                  | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      1120 | NS      | $356731.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc                      | Healthpeak Properties Inc                                                       | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               | CORP              | US        |     17920 | NS      | $288153.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 31418EAZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    167720 | PA      | $160112.50    | 0.03%             | 2032-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Hoya Corp                                      | Hoya Corp                                                                       | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |       600 | NS      | $91001.76     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834PB8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    635000 | PA      | $245063.96    | 0.05%             | 2044-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Evolution Mining Ltd                           | Evolution Mining Ltd                                                            | CUSIP: 000000000<br>LEI: 254900BCFW5QO5LW8F27 | Long             | EC               | CORP              | AU        |     17580 | NS      | $147122.47    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Edison International                           | Edison International                                                            | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       420 | NS      | $25208.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204373.45    | 0.04%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                              | Expedia Group Inc                                                               | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       930 | NS      | $263478.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc                            | Quanta Services Inc                                                             | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       255 | NS      | $107625.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                       | Vistra Operations Co LLC                                                        | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    535000 | PA      | $531409.21    | 0.11%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp L                 | Oversea-Chinese Banking Corp Ltd                                                | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |      5400 | NS      | $82961.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                          | Norfolk Southern Corp                                                           | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       260 | NS      | $75067.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Ltd                         | Singapore Exchange Ltd                                                          | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |     12600 | NS      | $165865.58    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Dayforce Inc                                   | Dayforce Inc                                                                    | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |       160 | NS      | $11065.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp                                       | PPL Corp                                                                        | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |       830 | NS      | $29066.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                                      | Safran SA                                                                       | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |       773 | NS      | $269249.10    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Centene Corp                                   | Centene Corp                                                                    | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      6450 | NS      | $265417.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group I                 | PNC Financial Services Group Inc/The                                            | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      1630 | NS      | $340229.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp                      | Cincinnati Financial Corp                                                       | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |       200 | NS      | $32664.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                                | EMCOR Group Inc                                                                 | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |        45 | NS      | $27530.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Holdings NV                             | AerCap Holdings NV                                                              | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | IE        |       900 | NS      | $129384.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    405000 | PA      | $351843.75    | 0.07%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Globe Life Inc                                 | Globe Life Inc                                                                  | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |        90 | NS      | $12587.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc                     | Cadence Design Systems Inc                                                      | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      1495 | NS      | $467307.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandvik AB                                     | Sandvik AB                                                                      | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |      7819 | NS      | $252562.24    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Kawasaki Kisen Kaisha Ltd                      | Kawasaki Kisen Kaisha Ltd                                                       | CUSIP: 000000000<br>LEI: 353800FL04R73DS5P870 | Long             | EC               | CORP              | JP        |      4000 | NS      | $55680.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Visa Inc                                       | Visa Inc                                                                        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      4195 | NS      | $1471228.45   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equitie                 | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |       190 | NS      | $9298.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co                                     | Carvana Co                                                                      | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |       150 | NS      | $63303.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                    | PepsiCo Inc                                                                     | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      3250 | NS      | $466440.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vinci SA                                       | Vinci SA                                                                        | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |      1217 | NS      | $171211.33    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834MZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $1225119.33   | 0.24%             | 2043-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                            | Kimberly-Clark Corp                                                             | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       390 | NS      | $39347.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp                                       | APA Corp                                                                        | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |       310 | NS      | $7582.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                    | Viatris Inc                                                                     | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |      1380 | NS      | $17181.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corp                              | Kimco Realty Corp                                                               | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               | CORP              | US        |       800 | NS      | $16216.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                                       | EQT Corp                                                                        | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |       710 | NS      | $38056.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies Inc                 | GE HealthCare Technologies Inc                                                  | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |       500 | NS      | $41010.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                     | Capital One Financial Corp                                                      | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      3314 | NS      | $803181.04    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                               | Wells Fargo & Co                                                                | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     12910 | NS      | $1203212.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Sekisui Chemical Co Ltd                        | Sekisui Chemical Co Ltd                                                         | CUSIP: 000000000<br>LEI: 529900KQIVT7NWFNMI70 | Long             | EC               | CORP              | JP        |      1600 | NS      | $26907.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                  | Marriott International Inc/MD                                                   | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |       230 | NS      | $71355.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc                       | Constellation Brands Inc                                                        | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |       180 | NS      | $24832.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc                                   | Exelixis Inc                                                                    | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |       900 | NS      | $39447.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital I Trust                 | Morgan Stanley Capital I Trust 2016-UBS12                                       | CUSIP: 61691EAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1077278 | PA      | $1067387.08   | 0.21%             | 2049-12-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                         | Motorola Solutions Inc                                                          | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       170 | NS      | $65164.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                   | Citizens Financial Group Inc                                                    | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |       470 | NS      | $27452.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                       | Western Midstream Operating LP                                                  | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    565000 | PA      | $553535.04    | 0.11%             | 2030-02-01      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| Paycom Software Inc                            | Paycom Software Inc                                                             | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |        40 | NS      | $6374.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Daifuku Co Ltd                                 | Daifuku Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 3538006FG1W4X3MYHL36 | Long             | EC               | CORP              | JP        |      6300 | NS      | $198296.81    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                             | Meta Platforms Inc                                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      7000 | NS      | $4620630.00   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                                    | CDW Corp/DE                                                                     | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |       440 | NS      | $59928.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CaixaBank SA                                   | CaixaBank SA                                                                    | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |     15337 | NS      | $187512.08    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced S                 | HOMES 2025-NQM5 Trust                                                           | CUSIP: 43762CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    289173 | PA      | $289465.85    | 0.06%             | 2070-09-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Akamai Technologies Inc                        | Akamai Technologies Inc                                                         | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |       150 | NS      | $13087.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                            | American Tower Corp                                                             | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |       710 | NS      | $124654.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                 | S&P Global Inc                                                                  | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      1330 | NS      | $695044.70    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                        | Charles Schwab Corp/The                                                         | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      7830 | NS      | $782295.30    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog Inc                                    | Datadog Inc                                                                     | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |       380 | NS      | $51676.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc                                    | Gartner Inc                                                                     | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |        80 | NS      | $20182.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                        | CUSIP: 38383R4A2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    826907 | PA      | $88649.28     | 0.02%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                          | Camden Property Trust                                                           | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |       130 | NS      | $14310.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    290000 | PA      | $242240.63    | 0.05%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Ltd                      | CK Hutchison Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | HK        |     14500 | NS      | $98577.69     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Solventum Corp                                 | Solventum Corp                                                                  | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |       150 | NS      | $11886.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                                         | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    190000 | PA      | $159920.30    | 0.03%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                     | Fiserv Inc                                                                      | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      4020 | NS      | $270023.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services Inc                 | JB Hunt Transport Services Inc                                                  | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |        80 | NS      | $15547.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KINROSS GOLD CORP                              | Kinross Gold Corp                                                               | CUSIP: 496902AT4<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | DBT              | CORP              | CA        |    560000 | PA      | $611358.66    | 0.12%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Perrigo Co PLC                                 | Perrigo Co PLC                                                                  | CUSIP: 000000000<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |      6100 | NS      | $84912.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions                 | Broadridge Financial Solutions Inc                                              | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |       120 | NS      | $26780.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                             | United Rentals Inc                                                              | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |        60 | NS      | $48559.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                   | Allegion plc                                                                    | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |        90 | NS      | $14329.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                       | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    620000 | PA      | $659843.68    | 0.13%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                   | Tapestry Inc                                                                    | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      1150 | NS      | $146935.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                                  | Welltower Inc                                                                   | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |       740 | NS      | $137351.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ACS Actividades de Construccio                 | ACS Actividades de Construccion y Servicios SA                                  | CUSIP: 000000000<br>LEI: 95980020140005558665 | Long             | EC               | CORP              | ES        |       680 | NS      | $67500.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Garmin Ltd                                     | Garmin Ltd                                                                      | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |       190 | NS      | $38541.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinitas CLO Ltd                               | Trinitas CLO XXIV Ltd                                                           | CUSIP: 89642XAA2<br>LEI: 254900AOUW3M5TVDRO96 | Long             | ABS-CBDO         | CORP              | BM        |   1000000 | PA      | $1003507.00   | 0.20%             | 2037-04-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                           | Colgate-Palmolive Co                                                            | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      3930 | NS      | $310548.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co                             | Vertiv Holdings Co                                                              | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |      1200 | NS      | $194412.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE AG                                         | RWE AG                                                                          | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |      1720 | NS      | $91137.38     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LY Corp                                        | LY Corp                                                                         | CUSIP: 000000000<br>LEI: 52990078MD2OL792YM35 | Long             | EC               | CORP              | JP        |     38600 | NS      | $102712.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MSCI Inc                                       | MSCI Inc                                                                        | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |        75 | NS      | $43029.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                | AstraZeneca PLC                                                                 | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      1725 | NS      | $319227.38    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries                  | Huntington Ingalls Industries Inc                                               | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |        30 | NS      | $10202.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc                               | Henry Schein Inc                                                                | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |       130 | NS      | $9825.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEOS Holdings Inc                             | ENEOS Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 3538001KQ5SAOZSQTT44 | Long             | EC               | CORP              | JP        |     18700 | NS      | $132304.47    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master O                 | Ford Credit Floorplan Master Owner Trust A                                      | CUSIP: 34528QJA3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $508844.35    | 0.10%             | 2029-04-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| CF Industries Holdings Inc                     | CF Industries Holdings Inc                                                      | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       180 | NS      | $13921.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                                   | NiSource Inc                                                                    | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |      7560 | NS      | $315705.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDBACK ENERGY INC                         | Diamondback Energy Inc                                                          | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    470000 | PA      | $506849.52    | 0.10%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Blackrock Inc                                  | Blackrock Inc                                                                   | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |       157 | NS      | $168043.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Qantas Airways Ltd                             | Qantas Airways Ltd                                                              | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |     15187 | NS      | $104922.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Energy AG                              | Siemens Energy AG                                                               | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |      1864 | NS      | $261497.91    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                        | CUSIP: 38383TYC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    513902 | PA      | $12694.61     | 0.00%             | 2052-07-20      | Floating      | 0.03%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare Inc                          | Molina Healthcare Inc                                                           | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |        55 | NS      | $9544.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortescue Ltd                                  | Fortescue Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |      9141 | NS      | $133664.24    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AutoNation Inc                                 | AutoNation Inc                                                                  | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       500 | NS      | $103240.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      1250 | NS      | $231900.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc                         | Marvell Technology Inc                                                          | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2900 | NS      | $246442.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Taisei Corp                                    | Taisei Corp                                                                     | CUSIP: 000000000<br>LEI: 529900TF7XJKIOWMLQ79 | Long             | EC               | CORP              | JP        |       800 | NS      | $75816.74     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                       | Ameriprise Financial Inc                                                        | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |        95 | NS      | $46582.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Logitech International SA                      | Logitech International SA                                                       | CUSIP: 000000000<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |      1136 | NS      | $115324.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                       | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-10052.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $96531.25     | 0.02%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NEC Corp                                       | NEC Corp                                                                        | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |      8100 | NS      | $274067.61    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| F5 Inc                                         | F5 Inc                                                                          | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |        50 | NS      | $12763.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric PLC                             | nVent Electric PLC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |       800 | NS      | $81576.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                                   | Assurant Inc                                                                    | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |       640 | NS      | $154144.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc                                     | DaVita Inc                                                                      | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |        40 | NS      | $4544.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DCLI BIDCO LLC                                 | Dcli Bidco LLC                                                                  | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25678.93     | 0.01%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                       | Unipol Assicurazioni SpA                                                        | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | EC               | CORP              | IT        |      8856 | NS      | $212470.05    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Crown Castle Inc                               | Crown Castle Inc                                                                | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      2680 | NS      | $238171.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 31418DXL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    429883 | PA      | $367141.32    | 0.07%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING                               | BOF VII AL Funding Trust I                                                      | CUSIP: 097093AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    109291 | PA      | $111195.67    | 0.02%             | 2032-07-26      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| American Express Co                            | American Express Co                                                             | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      1675 | NS      | $619666.25    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corp                           | Ares Management Corp                                                            | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |       200 | NS      | $32326.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                     | Intuit Inc                                                                      | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       720 | NS      | $476942.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                          | Texas Instruments Inc                                                           | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |       990 | NS      | $171755.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BP PLC                                         | BP PLC                                                                          | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |      3213 | NS      | $18738.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                        | Illinois Tool Works Inc                                                         | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |       280 | NS      | $68964.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                                     | FedEx Corp                                                                      | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       760 | NS      | $219533.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PGIM Institutional Money Market Fund - D       | PGIM Institutional Money Market Fund - D                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   4272807 | NS      | $4270243.52   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc                     | Advanced Micro Devices Inc                                                      | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      4790 | NS      | $1025826.40   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                 | Mastercard Inc                                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      3245 | NS      | $1852505.60   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| SCREEN Holdings Co Ltd                         | SCREEN Holdings Co Ltd                                                          | CUSIP: 000000000<br>LEI: 353800ND89FTQ9XQ0R07 | Long             | EC               | CORP              | JP        |       100 | NS      | $9740.44      | 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        |       906 | NS      | $58148.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| West Pharmaceutical Services I                 | West Pharmaceutical Services Inc                                                | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |      1180 | NS      | $324665.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    385000 | PA      | $302470.15    | 0.06%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2022-DNA6                                         | CUSIP: 35564KH36<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | CORP              | US        |    112849 | PA      | $113433.68    | 0.02%             | 2042-09-25      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Essex Property Trust Inc                       | Essex Property Trust Inc                                                        | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |        50 | NS      | $13084.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DHL GROUP                                      | DHL GROUP                                                                       | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |       312 | NS      | $17012.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                          | Tennessee Valley Authority                                                      | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    130000 | PA      | $129128.86    | 0.03%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                 | Eli Lilly & Co                                                                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      2559 | NS      | $2750106.12   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1593920 | PA      | $1596126.95   | 0.32%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                               | ABN AMRO Bank NV                                                                | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |       570 | NS      | $19915.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                               | BAT Capital Corp                                                                | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    350000 | PA      | $321839.56    | 0.06%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                              | CUSIP: 36179Y2P8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    226580 | PA      | $234066.50    | 0.05%             | 2054-07-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                       | RTX Corp                                                                        | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      2790 | NS      | $511686.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                        | Aramark                                                                         | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |      8700 | NS      | $320682.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    240000 | PA      | $229537.50    | 0.05%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Ltd                              | FTAI Aviation Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       400 | NS      | $78740.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings Inc                           | Labcorp Holdings Inc                                                            | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        80 | NS      | $20070.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc                     | Neurocrine Biosciences Inc                                                      | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |       500 | NS      | $70915.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                               | CUSIP: 3136AJXU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1960687 | PA      | $204112.06    | 0.04%             | 2044-04-25      | Floating      | 1.96%                 | No            |                  2 | On Loan: No      |
| Osaka Gas Co Ltd                               | Osaka Gas Co Ltd                                                                | CUSIP: 000000000<br>LEI: 353800024KMNOPQRWZ02 | Long             | EC               | CORP              | JP        |      4600 | NS      | $159835.63    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                        | CUSIP: 38383PB42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    271674 | PA      | $8569.32      | 0.00%             | 2052-04-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| PGIM Global Real Estate Fund                   | PGIM Global Real Estate Fund                                                    | CUSIP: 744336876<br>LEI: RM1TNBCZCD8HWGSSZZ84 | Long             | EC               | RF                | US        |     42349 | NS      | $869417.97    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc                       | Lennox International Inc                                                        | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |        25 | NS      | $12139.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp                                   | Veralto Corp                                                                    | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |      1500 | NS      | $149670.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Galderma Group AG                              | Galderma Group AG                                                               | CUSIP: 000000000<br>LEI: 89450001OK6O8ELQ4584 | Long             | EC               | CORP              | CH        |      1443 | NS      | $293842.22    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                      | L3Harris Technologies Inc                                                       | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       210 | NS      | $61649.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd                      | Axis Capital Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EC               | CORP              | BM        |       600 | NS      | $64254.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software                  | Take-Two Interactive Software Inc                                               | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |       400 | NS      | $102412.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                               | FirstEnergy Corp                                                                | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      8270 | NS      | $370247.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                               | CUSIP: 3136BDJQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96374 | PA      | $18238.86     | 0.00%             | 2051-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ryanair Holdings PLC                           | Ryanair Holdings PLC                                                            | CUSIP: 000000000<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |      2908 | NS      | $100260.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                                | Yum! Brands Inc                                                                 | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      1330 | NS      | $201202.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corp                                | Sony Group Corp                                                                 | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |      6600 | NS      | $169296.52    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Astellas Pharma Inc                            | Astellas Pharma Inc                                                             | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |     19600 | NS      | $260866.54    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                                 | Brink's Co/The                                                                  | CUSIP: 109696AA2<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124579.29    | 0.02%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Dexcom Inc                                     | Dexcom Inc                                                                      | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |       430 | NS      | $28539.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                          | Monster Beverage Corp                                                           | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      6590 | NS      | $505255.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc                    | Jack Henry & Associates Inc                                                     | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |        80 | NS      | $14598.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                           | Booking Holdings Inc                                                            | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       185 | NS      | $990736.05    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TAYLOR MORRISON COMM                           | Taylor Morrison Communities Inc                                                 | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5144.02      | 0.00%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Invesco Ltd                                    | Invesco Ltd                                                                     | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |     10430 | NS      | $273996.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                            | Societe Generale SA                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |      2324 | NS      | $187091.34    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TREASURY BILL                                  | United States Treasury Bill                                                     | CUSIP: 912797RV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1470000 | PA      | $1461062.36   | 0.29%             | 2026-03-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                | CMS Energy Corp                                                                 | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      4460 | NS      | $311887.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                          | Travelers Cos Inc/The                                                           | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |       240 | NS      | $69614.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc                       | Builders FirstSource Inc                                                        | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |       120 | NS      | $12346.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                        | CUSIP: 38383YAV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    536253 | PA      | $9528.85      | 0.00%             | 2052-08-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    148449 | PA      | $145526.58    | 0.03%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                        | UDR Inc                                                                         | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |       360 | NS      | $13204.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp                      | Constellation Energy Corp                                                       | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      1035 | NS      | $365634.45    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Danone SA                                      | Danone SA                                                                       | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |       511 | NS      | $46091.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pfizer Inc                                     | Pfizer Inc                                                                      | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     21450 | NS      | $534105.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                     | Ecolab Inc                                                                      | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      1100 | NS      | $288772.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd                                  | BHP Group Ltd                                                                   | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |      9623 | NS      | $290413.79    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309368.53    | 0.06%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Advantest Corp                                 | Advantest Corp                                                                  | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |      1600 | NS      | $202316.67    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Franklin Resources Inc                         | Franklin Resources Inc                                                          | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |      8070 | NS      | $192792.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc                           | Invitation Homes Inc                                                            | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2870 | NS      | $79757.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Avolta AG                                      | Avolta AG                                                                       | CUSIP: 000000000<br>LEI: 549300X53WDBVW7TIF57 | Long             | EC               | CORP              | CH        |       281 | NS      | $16573.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                    | Bayerische Motoren Werke AG                                                     | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |       954 | NS      | $103447.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                             | Home Depot Inc/The                                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      2130 | NS      | $732933.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco PLC                   | British American Tobacco PLC                                                    | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |      4045 | NS      | $229313.70    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                    | Bayerische Motoren Werke AG                                                     | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EP               | CORP              | DE        |        90 | NS      | $9590.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                  | Automatic Data Processing Inc                                                   | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       740 | NS      | $190350.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp                              | Ralph Lauren Corp                                                               | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |       230 | NS      | $81330.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp                                   | Vontier Corp                                                                    | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |      3400 | NS      | $126412.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    365000 | PA      | $283460.15    | 0.06%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings PLC                     | Phoenix Group Holdings PLC                                                      | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | EC               | CORP              | GB        |      5245 | NS      | $51924.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PPG Industries Inc                             | PPG Industries Inc                                                              | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |       270 | NS      | $27664.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                        | O'Reilly Automotive Inc                                                         | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       925 | NS      | $84369.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp                                      | Pool Corp                                                                       | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |        35 | NS      | $8006.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                                     | Sysco Corp                                                                      | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      3430 | NS      | $252756.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemometec A/S                                 | Chemometec A/S                                                                  | CUSIP: 000000000<br>LEI: 213800533NBKECGONO68 | Long             | EC               | CORP              | DK        |       156 | NS      | $16695.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                               | CUSIP: 3136BWRC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    582319 | PA      | $590045.72    | 0.12%             | 2055-07-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                  | M&T Bank Corp                                                                   | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |       190 | NS      | $38281.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PGIM Jennison Natural Resource Fund            | PGIM Jennison Natural Resource Fund                                             | CUSIP: 74441K602<br>LEI: GZH8OOEW70J2A1DFJE03 | Long             | EC               | RF                | US        |     19422 | NS      | $1437203.58   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOPETROL SA                                   | Ecopetrol SA                                                                    | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    250000 | PA      | $253312.50    | 0.05%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Admiral Group PLC                              | Admiral Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |       425 | NS      | $18180.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                         | Darden Restaurants Inc                                                          | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |       120 | NS      | $22082.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                                | First Solar Inc                                                                 | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |       130 | NS      | $33959.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc                      | Palantir Technologies Inc                                                       | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      7100 | NS      | $1262025.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| GM Financial Revolving Receiva                 | GM Financial Revolving Receivables Trust 2023-2                                 | CUSIP: 36268DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $524750.75    | 0.10%             | 2036-08-11      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                         | Corp Andina de Fomento                                                          | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |    145000 | PA      | $149394.95    | 0.03%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receiva                 | GM Financial Revolving Receivables Trust 2024-2                                 | CUSIP: 379925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $609779.28    | 0.12%             | 2037-03-11      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Atlassian Corp                                 | Atlassian Corp                                                                  | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | AU        |       700 | NS      | $113498.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp                                   | Nordson Corp                                                                    | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |        40 | NS      | $9617.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                          | Truist Financial Corp                                                           | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      5000 | NS      | $246050.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                    | Hologic Inc                                                                     | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |       270 | NS      | $20112.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION          | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |     70000 | OU      | $0.06         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    822000 | PA      | $753901.99    | 0.15%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| IDEX Corp                                      | IDEX Corp                                                                       | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |        80 | NS      | $14235.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                       | OCP SA                                                                          | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    200000 | PA      | $208824.00    | 0.04%             | 2030-04-30      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                      | Aflac Inc                                                                       | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |       550 | NS      | $60648.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                              | CUSIP: 3137H7BF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    176591 | PA      | $3574.67      | 0.00%             | 2052-05-25      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                                 | Albemarle Corp                                                                  | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       140 | NS      | $19801.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group Inc                            | TransDigm Group Inc                                                             | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        60 | NS      | $79791.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                        | Hyundai Capital America                                                         | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    230000 | PA      | $232548.01    | 0.05%             | 2027-06-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JFE Holdings Inc                               | JFE Holdings Inc                                                                | CUSIP: 000000000<br>LEI: 3538002Y11Y03NA9B530 | Long             | EC               | CORP              | JP        |      1200 | NS      | $15298.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KBR Inc                                        | KBR Inc                                                                         | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |      1300 | NS      | $52260.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Renesas Electronics Corp                       | Renesas Electronics Corp                                                        | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |     11600 | NS      | $158883.49    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125045 | PA      | $122583.69    | 0.02%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                          | Micron Technology Inc                                                           | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      4140 | NS      | $1181597.40   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                              | CUSIP: 36179SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    143238 | PA      | $130682.37    | 0.03%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                 | Air Products and Chemicals Inc                                                  | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       230 | NS      | $56814.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International                 | Johnson Controls International plc                                              | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |      1990 | NS      | $238302.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                | CUSIP: 3132ACSZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1273830 | PA      | $1200377.75   | 0.24%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Paramount Skydance Corp                        | Paramount Skydance Corp                                                         | CUSIP: 69932A204<br>LEI: 529900B6VAJG54Y9QF02 | Long             | EC               | CORP              | US        |       220 | NS      | $2948.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Banco Santander SA                             | Banco Santander SA                                                              | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |     24519 | NS      | $288600.66    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                            | Henkel AG & Co KGaA                                                             | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |       238 | NS      | $18113.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ResMed Inc                                     | ResMed Inc                                                                      | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |       150 | NS      | $36130.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                                 | Halliburton Co                                                                  | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |       970 | NS      | $27412.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Inpex Corp                                     | Inpex Corp                                                                      | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |      2400 | NS      | $48001.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CBRE Group Inc                                 | CBRE Group Inc                                                                  | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |       810 | NS      | $130239.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WH Group Ltd                                   | WH Group Ltd                                                                    | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | HK        |    189500 | NS      | $211105.66    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| QIAGEN NV                                      | QIAGEN NV                                                                       | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |       589 | NS      | $26785.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nucor Corp                                     | Nucor Corp                                                                      | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      2440 | NS      | $397988.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Elastic NV                                     | Elastic NV                                                                      | CUSIP: 000000000<br>LEI: 2549003I48WHHH937I59 | Long             | EC               | CORP              | US        |      2000 | NS      | $150880.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                            | Synchrony Financial                                                             | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       410 | NS      | $34206.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                          | Costco Wholesale Corp                                                           | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      1273 | NS      | $1097758.82   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| JX Advanced Metals Corp                        | JX Advanced Metals Corp                                                         | CUSIP: 000000000<br>LEI: 353800NC6NPNKC4JEC58 | Long             | EC               | CORP              | JP        |      3100 | NS      | $38753.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| W R Berkley Corp                               | W R Berkley Corp                                                                | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |       380 | NS      | $26645.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    400000 | PA      | $297780.77    | 0.06%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                 | NRG Energy Inc                                                                  | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    225000 | PA      | $210202.12    | 0.04%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                  | Industria de Diseno Textil SA                                                   | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |      1280 | NS      | $84434.79     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc                    | Raymond James Financial Inc                                                     | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      2590 | NS      | $415928.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                       | Saudi Government International Bond                                             | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    215000 | PA      | $219568.75    | 0.04%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                     | US Bancorp                                                                      | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     10700 | NS      | $570952.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group                 | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |     10900 | NS      | $172994.71    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Adobe Inc                                      | Adobe Inc                                                                       | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      1510 | NS      | $528484.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    565000 | PA      | $457826.56    | 0.09%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Prologis Inc                                   | Prologis Inc                                                                    | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      5410 | NS      | $690640.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                              | Lam Research Corp                                                               | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      5690 | NS      | $974014.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                      | Edwards Lifesciences Corp                                                       | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      1550 | NS      | $132137.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                        | Consolidated Edison Inc                                                         | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |       390 | NS      | $38734.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co                                | Weyerhaeuser Co                                                                 | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |       860 | NS      | $20373.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                                      | Jabil Inc                                                                       | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |       130 | NS      | $29642.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc                      | Keysight Technologies Inc                                                       | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |       780 | NS      | $158488.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kioxia Holdings Corp                           | Kioxia Holdings Corp                                                            | CUSIP: 000000000<br>LEI: 35380080RTKRARNH4R73 | Long             | EC               | CORP              | JP        |       900 | NS      | $59899.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Trane Technologies PLC                         | Trane Technologies PLC                                                          | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |       235 | NS      | $91462.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fujitsu Ltd                                    | Fujitsu Ltd                                                                     | CUSIP: 000000000<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |       600 | NS      | $16489.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Concentrix Corp                                | Concentrix Corp                                                                 | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               | CORP              | US        |      5300 | NS      | $220374.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                                | TJX Cos Inc/The                                                                 | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      4340 | NS      | $666667.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                            | VICI Properties Inc                                                             | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      8310 | NS      | $233677.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Qnity Electronics Inc                          | Qnity Electronics Inc                                                           | CUSIP: 74743L100<br>LEI: 254900RSUG4J9TFFZX53 | Long             | EC               | CORP              | US        |       250 | NS      | $20412.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                    | Exelon Corp                                                                     | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      1130 | NS      | $49256.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicinity Ltd                                   | Vicinity Ltd                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     95243 | NS      | $162151.46    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                          | Uber Technologies Inc                                                           | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      8340 | NS      | $681461.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                            | Arista Networks Inc                                                             | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      3430 | NS      | $449432.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp                                   | Moody's Corp                                                                    | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |       355 | NS      | $181351.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| QBE Insurance Group Ltd                        | QBE Insurance Group Ltd                                                         | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |     11365 | NS      | $150466.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                | Ross Stores Inc                                                                 | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      1850 | NS      | $333259.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Reckitt Benckiser Group PLC                    | Reckitt Benckiser Group PLC                                                     | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |      1772 | NS      | $143389.08    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                 | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RFP4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    830000 | PA      | $838982.18    | 0.17%             | 2029-02-20      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Next PLC                                       | Next PLC                                                                        | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |      1026 | NS      | $188886.77    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Align Technology Inc                           | Align Technology Inc                                                            | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |        80 | NS      | $12492.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                     | PACCAR Inc                                                                      | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |       580 | NS      | $63515.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                       | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    285000 | PA      | $288995.87    | 0.06%             | 2028-03-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Industrivarden AB                              | Industrivarden AB                                                               | CUSIP: 000000000<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |       330 | NS      | $14783.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                             | Serbia International Bond                                                       | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    115000 | PA      | $125124.07    | 0.02%             | 2029-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| International Paper Co                         | International Paper Co                                                          | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |       620 | NS      | $24421.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordea Bank Abp                                | Nordea Bank Abp                                                                 | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |      8422 | NS      | $158453.72    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Eiffage SA                                     | Eiffage SA                                                                      | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |      1288 | NS      | $184543.91    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                            | Henkel AG & Co KGaA                                                             | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |      1450 | NS      | $118298.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       630 | NS      | $553770.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                               | Societe Generale SA                                                             | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    375000 | PA      | $379611.45    | 0.08%             | 2028-01-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                  | Ford Motor Co                                                                   | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     23960 | NS      | $314355.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S                         | AP Moller - Maersk A/S                                                          | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |        17 | NS      | $39007.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                   | CSMC 2022-RPL4 Trust                                                            | CUSIP: 12663TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     71006 | PA      | $68347.61     | 0.01%             | 2062-04-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                   | Barclays PLC                                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |     49527 | NS      | $317028.71    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujikura Ltd                                   | Fujikura Ltd                                                                    | CUSIP: 000000000<br>LEI: 353800PSDZ8VRCKVPL51 | Long             | EC               | CORP              | JP        |       900 | NS      | $99805.89     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SBA Communications Corp                        | SBA Communications Corp                                                         | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |       130 | NS      | $25145.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Agricole SA                             | Credit Agricole SA                                                              | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |      9190 | NS      | $189202.61    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sodexo SA                                      | Sodexo SA                                                                       | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | EC               | CORP              | FR        |       110 | NS      | $5635.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                      | Sanofi SA                                                                       | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |       637 | NS      | $61633.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens AG                                     | Siemens AG                                                                      | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |       831 | NS      | $232743.65    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Revvity Inc                                    | Revvity Inc                                                                     | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |       120 | NS      | $11610.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BEIGNET INVESTOR LLC                           | Beignet Investor LLC                                                            | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    217000 | PA      | $229730.61    | 0.05%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Regency Centers Corp                           | Regency Centers Corp                                                            | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |       200 | NS      | $13806.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                                    | Cintas Corp                                                                     | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       370 | NS      | $69585.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                      | Occidental Petroleum Corp                                                       | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |       800 | NS      | $32896.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                      | Chubb Ltd                                                                       | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      1700 | NS      | $530604.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                               | TotalEnergies SE                                                                | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |      1299 | NS      | $84692.22     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                   | CUSIP: 097023BY0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    833000 | PA      | $701488.77    | 0.14%             | 2038-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                     | Verizon Communications Inc                                                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     18740 | NS      | $763280.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc                      | CH Robinson Worldwide Inc                                                       | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |       120 | NS      | $19291.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec Inc                                     | MasTec Inc                                                                      | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |       300 | NS      | $65211.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                           | Parker-Hannifin Corp                                                            | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       760 | NS      | $668009.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc                                | Tyson Foods Inc                                                                 | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |       340 | NS      | $19930.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp                                | Bio-Techne Corp                                                                 | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |       160 | NS      | $9409.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corp                             | Expand Energy Corp                                                              | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |       260 | NS      | $28693.60     | 0.01%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Universal Health Services Inc                  | Universal Health Services Inc                                                   | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |        40 | NS      | $8720.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                  | Owens Corning                                                                   | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      2100 | NS      | $235011.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC PLC                                 | TechnipFMC PLC                                                                  | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |      1800 | NS      | $80208.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                    | NVIDIA Corp                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     72990 | NS      | $13612635.00  | 2.71%             |  |  |  | No            |                  1 | On Loan: No      |
| AKER BP ASA                                    | Aker BP ASA                                                                     | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    675000 | PA      | $619008.35    | 0.12%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Nitto Boseki Co Ltd                            | Nitto Boseki Co Ltd                                                             | CUSIP: 000000000<br>LEI: 3538005B13YMJ9BWQO82 | Long             | EC               | CORP              | JP        |       900 | NS      | $58503.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                               | Coca-Cola Co/The                                                                | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      7420 | NS      | $518732.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BBVA                                           | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |     14140 | NS      | $331685.09    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Coinbase Global Inc                            | Coinbase Global Inc                                                             | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |       230 | NS      | $52012.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** Advanced Series Trust

**Signature:** Christian J. Kelly

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

**Title:** Chief Financial Officer