# EDGAR Filing Document

**Accession Number:** 0001095726
**File Stem:** 0001752724-25-162389
**Filing Date:** 2025-6
**Character Count:** 290574
**Document Hash:** 6df33e7b6fd85549ba6f83140c617b4a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-162389.hdr.sgml**: 20250630

**ACCESSION NUMBER**: 0001752724-25-162389

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250630

**DATE AS OF CHANGE**: 20250627

**PERIOD START**: 20260131

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Natixis Funds Trust IV
- **CENTRAL INDEX KEY:** 0001095726

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0131

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09945
- **FILM NUMBER:** 251088188

**BUSINESS ADDRESS:**
- **STREET 1:** 888 BOYLSTON ST
- **STREET 2:** 8TH FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199
- **BUSINESS PHONE:** 617-449-2810

**MAIL ADDRESS:**
- **STREET 1:** 888 BOYLSTON ST
- **STREET 2:** 8TH FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** IXIS Advisor Funds Trust IV
- **DATE OF NAME CHANGE:** 20050502

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** CDC NVEST COMPANIES TRUST I
- **DATE OF NAME CHANGE:** 20010503

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NVEST COMPANIES TRUST I
- **DATE OF NAME CHANGE:** 19990925

## Series and Classes Contracts Data

### Natixis Target Retirement 2040 Fund (Series ID: S000056589)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000179040 | Class N      | NSFHX           |

## Nport-Ex

**Portfolio of Investments – as of April 30, 2025 (Unaudited)**

Natixis Target Retirement 2040 Fund\*

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>**Shares**<br>| **Description** | **Value (†)** |
| **Common Stocks — 51.5% of Net Assets** | **Common Stocks — 51.5% of Net Assets** | **Common Stocks — 51.5% of Net Assets** |
|  | **Aerospace & Defense — 1.3%** | **Aerospace & Defense — 1.3%** |
| 297 | AAR Corp.(a) | &nbsp;&nbsp; $15878 |
| 14 | Axon Enterprise, Inc.(a) | &nbsp;&nbsp; 8586 |
| 808 | Boeing Co.(a) | &nbsp;&nbsp; 148058 |
| 166 | General Electric Co. | &nbsp;&nbsp; 33456 |
| 52 | L3Harris Technologies, Inc. | &nbsp;&nbsp; 11441 |
| 46 | Lockheed Martin Corp. | &nbsp;&nbsp; 21976 |
| 122 | Moog, Inc., Class A | &nbsp;&nbsp; 20404 |
| 17 | Northrop Grumman Corp. | &nbsp;&nbsp; 8271 |
| 229 | RTX Corp. | &nbsp;&nbsp; 28884 |
| 150 | Woodward, Inc. | &nbsp;&nbsp; 28135 |
|  |  | &nbsp;&nbsp; 325089 |
|  | **Air Freight & Logistics — 0.2%** | **Air Freight & Logistics — 0.2%** |
| 366 | Expeditors International of Washington, Inc. | &nbsp;&nbsp; 40227 |
| 41 | FedEx Corp. | &nbsp;&nbsp; 8623 |
| 240 | GXO Logistics, Inc.(a) | &nbsp;&nbsp; 8698 |
| 62 | United Parcel Service, Inc., Class B | &nbsp;&nbsp; 5909 |
|  |  | &nbsp;&nbsp; 63457 |
|  | **Automobile Components — 0.4%** | **Automobile Components — 0.4%** |
| 973 | BorgWarner, Inc. | &nbsp;&nbsp; 27614 |
| 788 | Magna International, Inc. | &nbsp;&nbsp; 27391 |
| 1764 | Mobileye Global, Inc., Class A(a) | &nbsp;&nbsp; 25719 |
| 235 | Visteon Corp.(a) | &nbsp;&nbsp; 18609 |
|  |  | &nbsp;&nbsp; 99333 |
|  | **Automobiles — 1.3%** | **Automobiles — 1.3%** |
| 2239 | General Motors Co. | &nbsp;&nbsp; 101293 |
| 845 | Tesla, Inc.(a) | &nbsp;&nbsp; 238425 |
| 115 | Thor Industries, Inc. | &nbsp;&nbsp; 8328 |
|  |  | &nbsp;&nbsp; 348046 |
|  | **Banks — 2.6%** | **Banks — 2.6%** |
| 504 | Ameris Bancorp | &nbsp;&nbsp; 29534 |
| 835 | Atlantic Union Bankshares Corp. | &nbsp;&nbsp; 23129 |
| 875 | Banc of California, Inc. | &nbsp;&nbsp; 11795 |
| 2724 | Bank of America Corp. | &nbsp;&nbsp; 108633 |
| 1688 | Citigroup, Inc. | &nbsp;&nbsp; 115425 |
| 99 | Citizens Financial Group, Inc. | &nbsp;&nbsp; 3652 |
| 289 | East West Bancorp, Inc. | &nbsp;&nbsp; 24724 |
| 38 | First Citizens BancShares, Inc., Class A | &nbsp;&nbsp; 67607 |
| 1572 | First Financial Bancorp | &nbsp;&nbsp; 36392 |
| 1510 | Fulton Financial Corp. | &nbsp;&nbsp; 25187 |
| 259 | JPMorgan Chase & Co. | &nbsp;&nbsp; 63357 |
| 125 | PNC Financial Services Group, Inc. | &nbsp;&nbsp; 20086 |
| 419 | SouthState Corp. | &nbsp;&nbsp; 36361 |
| 178 | Truist Financial Corp. | &nbsp;&nbsp; 6825 |
| 208 | U.S. Bancorp | &nbsp;&nbsp; 8391 |
| 481 | Webster Financial Corp. | &nbsp;&nbsp; 22751 |
| 884 | Wells Fargo & Co. | &nbsp;&nbsp; 62773 |
|  |  | &nbsp;&nbsp; 666622 |
|  | **Beverages — 1.2%** | **Beverages — 1.2%** |
| 77 | Boston Beer Co., Inc., Class A(a) | &nbsp;&nbsp; 18927 |
| 550 | Coca-Cola Co. | &nbsp;&nbsp; 39902 |
| 201 | Constellation Brands, Inc., Class A | &nbsp;&nbsp; 37696 |
| 1747 | Keurig Dr. Pepper, Inc. | &nbsp;&nbsp; 60429 |
| 1983 | Monster Beverage Corp.(a) | &nbsp;&nbsp; 119218 |
| 244 | PepsiCo, Inc. | &nbsp;&nbsp; 33081 |
|  |  | &nbsp;&nbsp; 309253 |
|  | **Biotechnology — 1.2%** | **Biotechnology — 1.2%** |
| 168 | AbbVie, Inc. | &nbsp;&nbsp; 32777 |
| 327 | Alnylam Pharmaceuticals, Inc.(a) | &nbsp;&nbsp; 86079 |
| 36 | Amgen, Inc. | &nbsp;&nbsp; 10473 |

---

---

| | | |
|:---|:---|:---|
| <br> **Shares**<br>| **Description** | **Value (†)** |
|  | **Biotechnology — continued** | **Biotechnology — continued** |
| 250 | BioMarin Pharmaceutical, Inc.(a) | &nbsp;&nbsp; $15922 |
| 371 | CRISPR Therapeutics AG(a) | &nbsp;&nbsp; 14347 |
| 233 | Gilead Sciences, Inc. | &nbsp;&nbsp; 24824 |
| 248 | Halozyme Therapeutics, Inc.(a) | &nbsp;&nbsp; 15232 |
| 98 | Incyte Corp.(a) | &nbsp;&nbsp; 6141 |
| 141 | Neurocrine Biosciences, Inc.(a) | &nbsp;&nbsp; 15184 |
| 113 | Regeneron Pharmaceuticals, Inc. | &nbsp;&nbsp; 67660 |
| 43 | United Therapeutics Corp.(a) | &nbsp;&nbsp; 13033 |
| 16 | Vertex Pharmaceuticals, Inc.(a) | &nbsp;&nbsp; 8152 |
|  |  | &nbsp;&nbsp; 309824 |
|  | **Broadline Retail — 1.6%** | **Broadline Retail — 1.6%** |
| 207 | Alibaba Group Holding Ltd., ADR | &nbsp;&nbsp; 24722 |
| 2017 | Amazon.com, Inc.(a) | &nbsp;&nbsp; 371975 |
| 109 | eBay, Inc. | &nbsp;&nbsp; 7429 |
| 115 | Ollie's Bargain Outlet Holdings, Inc.(a) | &nbsp;&nbsp; 12203 |
|  |  | &nbsp;&nbsp; 416329 |
|  | **Building Products — 0.6%** | **Building Products — 0.6%** |
| 65 | Carlisle Cos., Inc. | &nbsp;&nbsp; 24666 |
| 134 | Carrier Global Corp. | &nbsp;&nbsp; 8380 |
| 795 | Fortune Brands Innovations, Inc. | &nbsp;&nbsp; 42787 |
| 597 | Masco Corp. | &nbsp;&nbsp; 36184 |
| 155 | Owens Corning | &nbsp;&nbsp; 22539 |
| 161 | Trex Co., Inc.(a) | &nbsp;&nbsp; 9309 |
|  |  | &nbsp;&nbsp; 143865 |
|  | **Capital Markets — 3.1%** | **Capital Markets — 3.1%** |
| 784 | Bank of New York Mellon Corp. | &nbsp;&nbsp; 63042 |
| 38 | BlackRock, Inc. | &nbsp;&nbsp; 34742 |
| 1371 | Carlyle Group, Inc. | &nbsp;&nbsp; 52976 |
| 61 | Cboe Global Markets, Inc. | &nbsp;&nbsp; 13530 |
| 1540 | Charles Schwab Corp. | &nbsp;&nbsp; 125356 |
| 118 | CME Group, Inc. | &nbsp;&nbsp; 32695 |
| 92 | FactSet Research Systems, Inc. | &nbsp;&nbsp; 39764 |
| 33 | Goldman Sachs Group, Inc. | &nbsp;&nbsp; 18069 |
| 633 | Intercontinental Exchange, Inc. | &nbsp;&nbsp; 106325 |
| 406 | Janus Henderson Group PLC | &nbsp;&nbsp; 13483 |
| 77 | KKR & Co., Inc. | &nbsp;&nbsp; 8799 |
| 81 | Morgan Stanley | &nbsp;&nbsp; 9349 |
| 75 | MSCI, Inc. | &nbsp;&nbsp; 40883 |
| 801 | Nasdaq, Inc. | &nbsp;&nbsp; 61044 |
| 47 | Northern Trust Corp. | &nbsp;&nbsp; 4417 |
| 55 | S&P Global, Inc. | &nbsp;&nbsp; 27503 |
| 565 | SEI Investments Co. | &nbsp;&nbsp; 44234 |
| 836 | State Street Corp. | &nbsp;&nbsp; 73652 |
| 299 | Stifel Financial Corp. | &nbsp;&nbsp; 25621 |
| 44 | T. Rowe Price Group, Inc. | &nbsp;&nbsp; 3896 |
|  |  | &nbsp;&nbsp; 799380 |
|  | **Chemicals — 0.7%** | **Chemicals — 0.7%** |
| 44 | Air Products & Chemicals, Inc. | &nbsp;&nbsp; 11928 |
| 262 | Celanese Corp. | &nbsp;&nbsp; 11662 |
| 818 | Corteva, Inc. | &nbsp;&nbsp; 50708 |
| 67 | DuPont de Nemours, Inc. | &nbsp;&nbsp; 4421 |
| 85 | Ecolab, Inc. | &nbsp;&nbsp; 21372 |
| 223 | HB Fuller Co. | &nbsp;&nbsp; 12051 |
| 157 | Innospec, Inc. | &nbsp;&nbsp; 14048 |
| 72 | Linde PLC | &nbsp;&nbsp; 32633 |
| 187 | Minerals Technologies, Inc. | &nbsp;&nbsp; 9647 |
| 26 | Sherwin-Williams Co. | &nbsp;&nbsp; 9176 |
| 254 | Stepan Co. | &nbsp;&nbsp; 12842 |
|  |  | &nbsp;&nbsp; 190488 |
|  | **Commercial Services & Supplies — 0.2%** | **Commercial Services & Supplies — 0.2%** |
| 112 | MSA Safety, Inc. | &nbsp;&nbsp; 17631 |

---

------

---

| | | |
|:---|:---|:---|
| <br> **Shares**<br>| **Description** | **Value (†)** |
|  | **Commercial Services & Supplies — continued** | **Commercial Services & Supplies — continued** |
| 248 | RB Global, Inc. | &nbsp;&nbsp; $24974 |
| 36 | Waste Management, Inc. | &nbsp;&nbsp; 8401 |
|  |  | &nbsp;&nbsp; 51006 |
|  | **Communications Equipment — 0.2%** | **Communications Equipment — 0.2%** |
| 64 | Arista Networks, Inc.(a) | &nbsp;&nbsp; 5265 |
| 206 | Ciena Corp.(a) | &nbsp;&nbsp; 13835 |
| 75 | F5, Inc.(a) | &nbsp;&nbsp; 19856 |
|  |  | &nbsp;&nbsp; 38956 |
|  | **Construction & Engineering — 0.3%** | **Construction & Engineering — 0.3%** |
| 199 | AECOM | &nbsp;&nbsp; 19631 |
| 52 | Comfort Systems USA, Inc. | &nbsp;&nbsp; 20673 |
| 54 | EMCOR Group, Inc. | &nbsp;&nbsp; 21638 |
| 35 | Quanta Services, Inc. | &nbsp;&nbsp; 10244 |
|  |  | &nbsp;&nbsp; 72186 |
|  | **Construction Materials — 0.1%** | **Construction Materials — 0.1%** |
| 27 | Martin Marietta Materials, Inc. | &nbsp;&nbsp; 14147 |
| 66 | Vulcan Materials Co. | &nbsp;&nbsp; 17314 |
|  |  | &nbsp;&nbsp; 31461 |
|  | **Consumer Finance — 0.7%** | **Consumer Finance — 0.7%** |
| 2501 | Ally Financial, Inc. | &nbsp;&nbsp; 81682 |
| 49 | American Express Co. | &nbsp;&nbsp; 13054 |
| 453 | Capital One Financial Corp. | &nbsp;&nbsp; 81658 |
|  |  | &nbsp;&nbsp; 176394 |
|  | **Consumer Staples Distribution & Retail — 0.7%** | **Consumer Staples Distribution & Retail — 0.7%** |
| 222 | BJ's Wholesale Club Holdings, Inc.(a) | &nbsp;&nbsp; 26098 |
| 51 | Casey's General Stores, Inc. | &nbsp;&nbsp; 23592 |
| 27 | Costco Wholesale Corp. | &nbsp;&nbsp; 26851 |
| 474 | Kroger Co. | &nbsp;&nbsp; 34228 |
| 165 | Sprouts Farmers Market, Inc.(a) | &nbsp;&nbsp; 28215 |
| 44 | Target Corp. | &nbsp;&nbsp; 4255 |
| 468 | Walmart, Inc. | &nbsp;&nbsp; 45513 |
|  |  | &nbsp;&nbsp; 188752 |
|  | **Containers & Packaging — 0.1%** | **Containers & Packaging — 0.1%** |
| 226 | Crown Holdings, Inc. | &nbsp;&nbsp; 21771 |
| 364 | Sonoco Products Co. | &nbsp;&nbsp; 14924 |
|  |  | &nbsp;&nbsp; 36695 |
|  | **Distributors — 0.1%** | **Distributors — 0.1%** |
| 311 | Genuine Parts Co. | &nbsp;&nbsp; 36558 |
|  | **Diversified Consumer Services — 0.2%** | **Diversified Consumer Services — 0.2%** |
| 39 | Duolingo, Inc.(a) | &nbsp;&nbsp; 15190 |
| 103 | Grand Canyon Education, Inc.(a) | &nbsp;&nbsp; 18372 |
| 273 | Service Corp. International | &nbsp;&nbsp; 21813 |
|  |  | &nbsp;&nbsp; 55375 |
|  | **Diversified REITs — 0.0%** | **Diversified REITs — 0.0%** |
| 662 | American Assets Trust, Inc. | &nbsp;&nbsp; 12399 |
|  | **Diversified Telecommunication Services — 0.4%** | **Diversified Telecommunication Services — 0.4%** |
| 1693 | AT&T, Inc. | &nbsp;&nbsp; 46896 |
| 383 | Iridium Communications, Inc. | &nbsp;&nbsp; 9242 |
| 853 | Verizon Communications, Inc. | &nbsp;&nbsp; 37583 |
|  |  | &nbsp;&nbsp; 93721 |
|  | **Electric Utilities — 0.4%** | **Electric Utilities — 0.4%** |
| 162 | Alliant Energy Corp. | &nbsp;&nbsp; 9888 |
| 221 | Eversource Energy | &nbsp;&nbsp; 13145 |
| 166 | Exelon Corp. | &nbsp;&nbsp; 7785 |
| 378 | FirstEnergy Corp. | &nbsp;&nbsp; 16209 |
| 151 | IDACORP, Inc. | &nbsp;&nbsp; 17832 |
| 783 | PPL Corp. | &nbsp;&nbsp; 28580 |
| 142 | Xcel Energy, Inc. | &nbsp;&nbsp; 10039 |
|  |  | &nbsp;&nbsp; 103478 |

---

---

| | | |
|:---|:---|:---|
| <br> **Shares**<br>| **Description** | **Value (†)** |
|  | **Electrical Equipment — 0.3%** | **Electrical Equipment — 0.3%** |
| 54 | Eaton Corp. PLC | &nbsp;&nbsp; $15896 |
| 179 | Emerson Electric Co. | &nbsp;&nbsp; 18815 |
| 33 | GE Vernova, Inc. | &nbsp;&nbsp; 12237 |
| 344 | nVent Electric PLC | &nbsp;&nbsp; 18889 |
| 123 | Regal Rexnord Corp. | &nbsp;&nbsp; 13018 |
|  |  | &nbsp;&nbsp; 78855 |
|  | **Electronic Equipment, Instruments & Components — 0.8%** | **Electronic Equipment, Instruments & Components — 0.8%** |
| 172 | Advanced Energy Industries, Inc. | &nbsp;&nbsp; 16754 |
| 134 | Amphenol Corp., Class A | &nbsp;&nbsp; 10311 |
| 359 | Avnet, Inc. | &nbsp;&nbsp; 16869 |
| 292 | Cognex Corp. | &nbsp;&nbsp; 7972 |
| 200 | Coherent Corp.(a) | &nbsp;&nbsp; 12864 |
| 63 | Fabrinet(a) | &nbsp;&nbsp; 12919 |
| 503 | Flex Ltd.(a) | &nbsp;&nbsp; 17273 |
| 913 | Knowles Corp.(a) | &nbsp;&nbsp; 14371 |
| 57 | Littelfuse, Inc. | &nbsp;&nbsp; 10392 |
| 441 | TE Connectivity PLC | &nbsp;&nbsp; 64554 |
| 19 | Teledyne Technologies, Inc.(a) | &nbsp;&nbsp; 8854 |
| 19 | Zebra Technologies Corp., Class A(a) | &nbsp;&nbsp; 4756 |
|  |  | &nbsp;&nbsp; 197889 |
|  | **Energy Equipment & Services — 0.1%** | **Energy Equipment & Services — 0.1%** |
| 764 | ChampionX Corp. | &nbsp;&nbsp; 18435 |
| 1046 | NOV, Inc. | &nbsp;&nbsp; 12144 |
| 227 | Schlumberger NV | &nbsp;&nbsp; 7548 |
|  |  | &nbsp;&nbsp; 38127 |
|  | **Entertainment — 1.6%** | **Entertainment — 1.6%** |
| 45 | Electronic Arts, Inc. | &nbsp;&nbsp; 6529 |
| 74 | Live Nation Entertainment, Inc.(a) | &nbsp;&nbsp; 9801 |
| 227 | Netflix, Inc.(a) | &nbsp;&nbsp; 256900 |
| 43 | Take-Two Interactive Software, Inc.(a) | &nbsp;&nbsp; 10033 |
| 1081 | Walt Disney Co. | &nbsp;&nbsp; 98317 |
| 4686 | Warner Bros. Discovery, Inc.(a) | &nbsp;&nbsp; 40628 |
|  |  | &nbsp;&nbsp; 422208 |
|  | **Financial Services — 1.9%** | **Financial Services — 1.9%** |
| 436 | Block, Inc.(a) | &nbsp;&nbsp; 25493 |
| 1143 | Corebridge Financial, Inc. | &nbsp;&nbsp; 33867 |
| 690 | Equitable Holdings, Inc. | &nbsp;&nbsp; 34121 |
| 266 | Fiserv, Inc.(a) | &nbsp;&nbsp; 49096 |
| 603 | Global Payments, Inc. | &nbsp;&nbsp; 46015 |
| 33 | Jack Henry & Associates, Inc. | &nbsp;&nbsp; 5723 |
| 32 | Mastercard, Inc., Class A | &nbsp;&nbsp; 17538 |
| 1225 | MGIC Investment Corp. | &nbsp;&nbsp; 30515 |
| 491 | PayPal Holdings, Inc.(a) | &nbsp;&nbsp; 32327 |
| 553 | Visa, Inc., Class A | &nbsp;&nbsp; 191061 |
| 262 | Voya Financial, Inc. | &nbsp;&nbsp; 15510 |
| 78 | WEX, Inc.(a) | &nbsp;&nbsp; 10169 |
|  |  | &nbsp;&nbsp; 491435 |
|  | **Food Products — 0.5%** | **Food Products — 0.5%** |
| 2254 | B&G Foods, Inc. | &nbsp;&nbsp; 15530 |
| 442 | General Mills, Inc. | &nbsp;&nbsp; 25079 |
| 46 | Hershey Co. | &nbsp;&nbsp; 7691 |
| 149 | Ingredion, Inc. | &nbsp;&nbsp; 19790 |
| 132 | Kellanova | &nbsp;&nbsp; 10926 |
| 612 | Kraft Heinz Co. | &nbsp;&nbsp; 17809 |
| 126 | McCormick & Co., Inc. | &nbsp;&nbsp; 9659 |
| 334 | Mondelez International, Inc., Class A | &nbsp;&nbsp; 22755 |
|  |  | &nbsp;&nbsp; 129239 |
|  | **Gas Utilities — 0.2%** | **Gas Utilities — 0.2%** |
| 110 | Atmos Energy Corp. | &nbsp;&nbsp; 17669 |

---

------

---

| | | |
|:---|:---|:---|
| <br> **Shares**<br>| **Description** | **Value (†)** |
|  | **Gas Utilities — continued** | **Gas Utilities — continued** |
| 412 | New Jersey Resources Corp. | &nbsp;&nbsp; $20163 |
| 254 | ONE Gas, Inc. | &nbsp;&nbsp; 19942 |
|  |  | &nbsp;&nbsp; 57774 |
|  | **Ground Transportation — 0.3%** | **Ground Transportation — 0.3%** |
| 465 | CSX Corp. | &nbsp;&nbsp; 13053 |
| 27 | Norfolk Southern Corp. | &nbsp;&nbsp; 6049 |
| 108 | Ryder System, Inc. | &nbsp;&nbsp; 14868 |
| 33 | Saia, Inc.(a) | &nbsp;&nbsp; 8052 |
| 98 | Uber Technologies, Inc.(a) | &nbsp;&nbsp; 7939 |
| 88 | Union Pacific Corp. | &nbsp;&nbsp; 18978 |
| 135 | XPO, Inc.(a) | &nbsp;&nbsp; 14326 |
|  |  | &nbsp;&nbsp; 83265 |
|  | **Health Care Equipment & Supplies — 1.1%** | **Health Care Equipment & Supplies — 1.1%** |
| 18 | Align Technology, Inc.(a) | &nbsp;&nbsp; 3119 |
| 951 | Baxter International, Inc. | &nbsp;&nbsp; 29642 |
| 81 | Becton Dickinson & Co. | &nbsp;&nbsp; 16774 |
| 83 | Edwards Lifesciences Corp.(a) | &nbsp;&nbsp; 6266 |
| 730 | GE HealthCare Technologies, Inc. | &nbsp;&nbsp; 51341 |
| 152 | Glaukos Corp.(a) | &nbsp;&nbsp; 14326 |
| 135 | Hologic, Inc.(a) | &nbsp;&nbsp; 7857 |
| 128 | Intuitive Surgical, Inc.(a) | &nbsp;&nbsp; 66022 |
| 186 | Merit Medical Systems, Inc.(a) | &nbsp;&nbsp; 17568 |
| 58 | Penumbra, Inc.(a) | &nbsp;&nbsp; 16985 |
| 27 | ResMed, Inc. | &nbsp;&nbsp; 6388 |
| 51 | STERIS PLC | &nbsp;&nbsp; 11462 |
| 77 | Stryker Corp. | &nbsp;&nbsp; 28792 |
| 62 | Zimmer Biomet Holdings, Inc. | &nbsp;&nbsp; 6389 |
|  |  | &nbsp;&nbsp; 282931 |
|  | **Health Care Providers & Services — 1.4%** | **Health Care Providers & Services — 1.4%** |
| 107 | Cardinal Health, Inc. | &nbsp;&nbsp; 15118 |
| 1363 | Centene Corp.(a) | &nbsp;&nbsp; 81575 |
| 38 | Chemed Corp. | &nbsp;&nbsp; 22097 |
| 65 | Cigna Group | &nbsp;&nbsp; 22103 |
| 555 | CVS Health Corp. | &nbsp;&nbsp; 37024 |
| 191 | Elevance Health, Inc. | &nbsp;&nbsp; 80331 |
| 21 | HCA Healthcare, Inc. | &nbsp;&nbsp; 7247 |
| 201 | HealthEquity, Inc.(a) | &nbsp;&nbsp; 17230 |
| 15 | Humana, Inc. | &nbsp;&nbsp; 3934 |
| 31 | Labcorp Holdings, Inc. | &nbsp;&nbsp; 7471 |
| 22 | McKesson Corp. | &nbsp;&nbsp; 15681 |
| 609 | Option Care Health, Inc.(a) | &nbsp;&nbsp; 19677 |
| 114 | UnitedHealth Group, Inc. | &nbsp;&nbsp; 46904 |
|  |  | &nbsp;&nbsp; 376392 |
|  | **Health Care REITs — 0.1%** | **Health Care REITs — 0.1%** |
| 212 | Welltower, Inc. | &nbsp;&nbsp; 32349 |
|  | **Health Care Technology — 0.6%** | **Health Care Technology — 0.6%** |
| 1628 | Doximity, Inc., Class A(a) | &nbsp;&nbsp; 92601 |
| 281 | Veeva Systems, Inc., Class A(a) | &nbsp;&nbsp; 65667 |
|  |  | &nbsp;&nbsp; 158268 |
|  | **Hotel & Resort REITs — 0.0%** | **Hotel & Resort REITs — 0.0%** |
| 240 | Host Hotels & Resorts, Inc. | &nbsp;&nbsp; 3389 |
|  | **Hotels, Restaurants & Leisure — 1.2%** | **Hotels, Restaurants & Leisure — 1.2%** |
| 595 | Airbnb, Inc., Class A(a) | &nbsp;&nbsp; 72542 |
| 447 | Aramark | &nbsp;&nbsp; 14943 |
| 3 | Booking Holdings, Inc. | &nbsp;&nbsp; 15298 |
| 200 | Chipotle Mexican Grill, Inc.(a) | &nbsp;&nbsp; 10104 |
| 49 | DoorDash, Inc., Class A(a) | &nbsp;&nbsp; 9451 |
| 168 | Marriott Vacations Worldwide Corp. | &nbsp;&nbsp; 9208 |
| 111 | McDonald's Corp. | &nbsp;&nbsp; 35481 |
| 755 | Starbucks Corp. | &nbsp;&nbsp; 60438 |

---

---

| | | |
|:---|:---|:---|
| <br> **Shares**<br>| **Description** | **Value (†)** |
|  | **Hotels, Restaurants & Leisure — continued** | **Hotels, Restaurants & Leisure — continued** |
| 372 | Travel & Leisure Co. | &nbsp;&nbsp; $16342 |
| 47 | Wingstop, Inc. | &nbsp;&nbsp; 12403 |
| 612 | Yum China Holdings, Inc. | &nbsp;&nbsp; 26506 |
| 193 | Yum! Brands, Inc. | &nbsp;&nbsp; 29035 |
|  |  | &nbsp;&nbsp; 311751 |
|  | **Household Durables — 0.3%** | **Household Durables — 0.3%** |
| 372 | KB Home | &nbsp;&nbsp; 20099 |
| 220 | Meritage Homes Corp. | &nbsp;&nbsp; 14991 |
| 382 | Taylor Morrison Home Corp.(a) | &nbsp;&nbsp; 21908 |
| 242 | Toll Brothers, Inc. | &nbsp;&nbsp; 24410 |
|  |  | &nbsp;&nbsp; 81408 |
|  | **Household Products — 0.5%** | **Household Products — 0.5%** |
| 208 | Church & Dwight Co., Inc. | &nbsp;&nbsp; 20663 |
| 82 | Colgate-Palmolive Co. | &nbsp;&nbsp; 7559 |
| 548 | Energizer Holdings, Inc. | &nbsp;&nbsp; 14818 |
| 468 | Procter & Gamble Co. | &nbsp;&nbsp; 76083 |
|  |  | &nbsp;&nbsp; 119123 |
|  | **Independent Power & Renewable Electricity** <br> **Producers — 0.1%** | **Independent Power & Renewable Electricity** <br> **Producers — 0.1%** |
| 522 | AES Corp. | &nbsp;&nbsp; 5220 |
| 416 | Clearway Energy, Inc., Class A | &nbsp;&nbsp; 11378 |
|  |  | &nbsp;&nbsp; 16598 |
|  | **Industrial Conglomerates — 0.1%** | **Industrial Conglomerates — 0.1%** |
| 57 | 3M Co. | &nbsp;&nbsp; 7918 |
| 67 | Honeywell International, Inc. | &nbsp;&nbsp; 14103 |
|  |  | &nbsp;&nbsp; 22021 |
|  | **Industrial REITs — 0.1%** | **Industrial REITs — 0.1%** |
| 101 | Prologis, Inc. | &nbsp;&nbsp; 10322 |
| 514 | Rexford Industrial Realty, Inc. | &nbsp;&nbsp; 17014 |
|  |  | &nbsp;&nbsp; 27336 |
|  | **Insurance — 1.6%** | **Insurance — 1.6%** |
| 46 | Allstate Corp. | &nbsp;&nbsp; 9126 |
| 950 | American International Group, Inc. | &nbsp;&nbsp; 77444 |
| 93 | Arch Capital Group Ltd. | &nbsp;&nbsp; 8433 |
| 89 | Arthur J Gallagher & Co. | &nbsp;&nbsp; 28541 |
| 275 | Assured Guaranty Ltd. | &nbsp;&nbsp; 24126 |
| 44 | Chubb Ltd. | &nbsp;&nbsp; 12588 |
| 262 | First American Financial Corp. | &nbsp;&nbsp; 15932 |
| 160 | Hanover Insurance Group, Inc. | &nbsp;&nbsp; 26576 |
| 147 | Hartford Insurance Group, Inc. | &nbsp;&nbsp; 18033 |
| 67 | Marsh & McLennan Cos., Inc. | &nbsp;&nbsp; 15107 |
| 75 | Prudential Financial, Inc. | &nbsp;&nbsp; 7703 |
| 343 | Reinsurance Group of America, Inc. | &nbsp;&nbsp; 64247 |
| 227 | Selective Insurance Group, Inc. | &nbsp;&nbsp; 19801 |
| 76 | Travelers Cos., Inc. | &nbsp;&nbsp; 20074 |
| 260 | Willis Towers Watson PLC | &nbsp;&nbsp; 80028 |
|  |  | &nbsp;&nbsp; 427759 |
|  | **Interactive Media & Services — 2.4%** | **Interactive Media & Services — 2.4%** |
| 982 | Alphabet, Inc., Class A | &nbsp;&nbsp; 155942 |
| 1411 | Alphabet, Inc., Class C | &nbsp;&nbsp; 227016 |
| 421 | Meta Platforms, Inc., Class A | &nbsp;&nbsp; 231129 |
| 432 | Yelp, Inc.(a) | &nbsp;&nbsp; 15154 |
|  |  | &nbsp;&nbsp; 629241 |
|  | **IT Services — 0.5%** | **IT Services — 0.5%** |
| 90 | Accenture PLC, Class A | &nbsp;&nbsp; 26923 |
| 217 | Cognizant Technology Solutions Corp., Class A | &nbsp;&nbsp; 15965 |
| 62 | International Business Machines Corp. | &nbsp;&nbsp; 14993 |
| 411 | Kyndryl Holdings, Inc.(a) | &nbsp;&nbsp; 13325 |
| 719 | Shopify, Inc., Class A(a) | &nbsp;&nbsp; 68305 |
|  |  | &nbsp;&nbsp; 139511 |

---

------

---

| | | |
|:---|:---|:---|
| <br> **Shares**<br>| **Description** | **Value (†)** |
|  | **Leisure Products — 0.0%** | **Leisure Products — 0.0%** |
| 794 | Mattel, Inc.(a) | &nbsp;&nbsp; $12617 |
|  | **Life Sciences Tools & Services — 0.6%** | **Life Sciences Tools & Services — 0.6%** |
| 49 | Agilent Technologies, Inc. | &nbsp;&nbsp; 5272 |
| 1024 | Avantor, Inc.(a) | &nbsp;&nbsp; 13302 |
| 41 | Bio-Techne Corp. | &nbsp;&nbsp; 2064 |
| 16 | Charles River Laboratories International, Inc.(a) | &nbsp;&nbsp; 1898 |
| 65 | Danaher Corp. | &nbsp;&nbsp; 12956 |
| 431 | Illumina, Inc.(a) | &nbsp;&nbsp; 33446 |
| 431 | IQVIA Holdings, Inc.(a) | &nbsp;&nbsp; 66835 |
| 83 | Repligen Corp.(a) | &nbsp;&nbsp; 11453 |
| 9 | West Pharmaceutical Services, Inc. | &nbsp;&nbsp; 1902 |
|  |  | &nbsp;&nbsp; 149128 |
|  | **Machinery — 1.1%** | **Machinery — 1.1%** |
| 115 | AGCO Corp. | &nbsp;&nbsp; 9756 |
| 248 | Deere & Co. | &nbsp;&nbsp; 114963 |
| 88 | Dover Corp. | &nbsp;&nbsp; 15017 |
| 134 | Fortive Corp. | &nbsp;&nbsp; 9339 |
| 366 | Graco, Inc. | &nbsp;&nbsp; 29869 |
| 30 | Illinois Tool Works, Inc. | &nbsp;&nbsp; 7197 |
| 256 | ITT, Inc. | &nbsp;&nbsp; 35077 |
| 152 | Oshkosh Corp. | &nbsp;&nbsp; 12732 |
| 141 | SPX Technologies, Inc.(a) | &nbsp;&nbsp; 18915 |
| 255 | Terex Corp. | &nbsp;&nbsp; 8976 |
| 162 | Toro Co. | &nbsp;&nbsp; 11061 |
|  |  | &nbsp;&nbsp; 272902 |
|  | **Media — 0.8%** | **Media — 0.8%** |
| 190 | Charter Communications, Inc., Class A(a) | &nbsp;&nbsp; 74453 |
| 1727 | Comcast Corp., Class A | &nbsp;&nbsp; 59063 |
| 395 | Fox Corp., Class B | &nbsp;&nbsp; 18265 |
| 475 | Interpublic Group of Cos., Inc. | &nbsp;&nbsp; 11932 |
| 294 | Liberty Broadband Corp., Class C(a) | &nbsp;&nbsp; 26575 |
| 198 | Omnicom Group, Inc. | &nbsp;&nbsp; 15080 |
|  |  | &nbsp;&nbsp; 205368 |
|  | **Metals & Mining — 0.3%** | **Metals & Mining — 0.3%** |
| 343 | Alcoa Corp. | &nbsp;&nbsp; 8414 |
| 88 | Carpenter Technology Corp. | &nbsp;&nbsp; 17214 |
| 86 | Freeport-McMoRan, Inc. | &nbsp;&nbsp; 3098 |
| 154 | Newmont Corp. | &nbsp;&nbsp; 8113 |
| 80 | Reliance, Inc. | &nbsp;&nbsp; 23058 |
| 321 | U.S. Steel Corp. | &nbsp;&nbsp; 14031 |
|  |  | &nbsp;&nbsp; 73928 |
|  | **Mortgage Real Estate Investment Trusts (REITs) — 0.1%** | **Mortgage Real Estate Investment Trusts (REITs) — 0.1%** |
| 1253 | Annaly Capital Management, Inc. | &nbsp;&nbsp; 24559 |
|  | **Multi-Utilities — 0.1%** | **Multi-Utilities — 0.1%** |
| 172 | Consolidated Edison, Inc. | &nbsp;&nbsp; 19393 |
| 65 | DTE Energy Co. | &nbsp;&nbsp; 8905 |
| 43 | WEC Energy Group, Inc. | &nbsp;&nbsp; 4709 |
|  |  | &nbsp;&nbsp; 33007 |
|  | **Office REITs — 0.3%** | **Office REITs — 0.3%** |
| 926 | COPT Defense Properties | &nbsp;&nbsp; 24178 |
| 887 | Easterly Government Properties, Inc. | &nbsp;&nbsp; 17891 |
| 786 | Highwoods Properties, Inc. | &nbsp;&nbsp; 22354 |
| 410 | Kilroy Realty Corp. | &nbsp;&nbsp; 12919 |
|  |  | &nbsp;&nbsp; 77342 |
|  | **Oil, Gas & Consumable Fuels — 2.2%** | **Oil, Gas & Consumable Fuels — 2.2%** |
| 463 | Antero Resources Corp.(a) | &nbsp;&nbsp; 16126 |
| 2114 | APA Corp. | &nbsp;&nbsp; 32852 |
| 274 | Chevron Corp. | &nbsp;&nbsp; 37280 |
| 579 | CNX Resources Corp.(a) | &nbsp;&nbsp; 17040 |
| 1054 | ConocoPhillips | &nbsp;&nbsp; 93932 |

---

---

| | | |
|:---|:---|:---|
| <br> **Shares**<br>| **Description** | **Value (†)** |
|  | **Oil, Gas & Consumable Fuels — continued** | **Oil, Gas & Consumable Fuels — continued** |
| 224 | Devon Energy Corp. | &nbsp;&nbsp; $6812 |
| 36 | Diamondback Energy, Inc. | &nbsp;&nbsp; 4752 |
| 508 | EOG Resources, Inc. | &nbsp;&nbsp; 56048 |
| 625 | Exxon Mobil Corp. | &nbsp;&nbsp; 66019 |
| 52 | Hess Corp. | &nbsp;&nbsp; 6711 |
| 779 | Kinder Morgan, Inc. | &nbsp;&nbsp; 20488 |
| 365 | Marathon Petroleum Corp. | &nbsp;&nbsp; 50155 |
| 141 | ONEOK, Inc. | &nbsp;&nbsp; 11585 |
| 393 | Ovintiv, Inc. | &nbsp;&nbsp; 13197 |
| 875 | Phillips 66 | &nbsp;&nbsp; 91052 |
| 435 | Range Resources Corp. | &nbsp;&nbsp; 14759 |
| 56 | Valero Energy Corp. | &nbsp;&nbsp; 6501 |
| 274 | Williams Cos., Inc. | &nbsp;&nbsp; 16048 |
|  |  | &nbsp;&nbsp; 561357 |
|  | **Passenger Airlines — 0.3%** | **Passenger Airlines — 0.3%** |
| 1297 | American Airlines Group, Inc.(a) | &nbsp;&nbsp; 12905 |
| 1461 | Delta Air Lines, Inc. | &nbsp;&nbsp; 60822 |
|  |  | &nbsp;&nbsp; 73727 |
|  | **Personal Care Products — 0.2%** | **Personal Care Products — 0.2%** |
| 67 | Estee Lauder Cos., Inc., Class A | &nbsp;&nbsp; 4017 |
| 2202 | Kenvue, Inc. | &nbsp;&nbsp; 51967 |
|  |  | &nbsp;&nbsp; 55984 |
|  | **Pharmaceuticals — 1.5%** | **Pharmaceuticals — 1.5%** |
| 377 | Bristol-Myers Squibb Co. | &nbsp;&nbsp; 18925 |
| 41 | Eli Lilly & Co. | &nbsp;&nbsp; 36857 |
| 108 | Jazz Pharmaceuticals PLC(a) | &nbsp;&nbsp; 12632 |
| 444 | Johnson & Johnson | &nbsp;&nbsp; 69402 |
| 1221 | Merck & Co., Inc. | &nbsp;&nbsp; 104029 |
| 230 | Novartis AG, ADR | &nbsp;&nbsp; 26103 |
| 733 | Novo Nordisk AS, ADR | &nbsp;&nbsp; 48708 |
| 898 | Pfizer, Inc. | &nbsp;&nbsp; 21920 |
| 694 | Roche Holding AG, ADR | &nbsp;&nbsp; 28294 |
| 105 | Zoetis, Inc. | &nbsp;&nbsp; 16422 |
|  |  | &nbsp;&nbsp; 383292 |
|  | **Professional Services — 0.6%** | **Professional Services — 0.6%** |
| 32 | Automatic Data Processing, Inc. | &nbsp;&nbsp; 9619 |
| 287 | Equifax, Inc. | &nbsp;&nbsp; 74657 |
| 252 | Exponent, Inc. | &nbsp;&nbsp; 19828 |
| 209 | Korn Ferry | &nbsp;&nbsp; 12895 |
| 70 | Leidos Holdings, Inc. | &nbsp;&nbsp; 10303 |
| 39 | Paychex, Inc. | &nbsp;&nbsp; 5738 |
| 83 | Paylocity Holding Corp.(a) | &nbsp;&nbsp; 15944 |
|  |  | &nbsp;&nbsp; 148984 |
|  | **Real Estate Management & Development — 0.3%** | **Real Estate Management & Development — 0.3%** |
| 444 | CBRE Group, Inc., Class A(a) | &nbsp;&nbsp; 54248 |
| 41 | CoStar Group, Inc.(a) | &nbsp;&nbsp; 3041 |
| 104 | Jones Lang LaSalle, Inc.(a) | &nbsp;&nbsp; 23651 |
|  |  | &nbsp;&nbsp; 80940 |
|  | **Residential REITs — 0.0%** | **Residential REITs — 0.0%** |
| 51 | AvalonBay Communities, Inc. | &nbsp;&nbsp; 10709 |
|  | **Retail REITs — 0.1%** | **Retail REITs — 0.1%** |
| 1513 | Brixmor Property Group, Inc. | &nbsp;&nbsp; 37689 |
|  | **Semiconductors & Semiconductor Equipment — 2.9%** | **Semiconductors & Semiconductor Equipment — 2.9%** |
| 224 | Advanced Micro Devices, Inc.(a) | &nbsp;&nbsp; 21806 |
| 114 | Analog Devices, Inc. | &nbsp;&nbsp; 22221 |
| 94 | Applied Materials, Inc. | &nbsp;&nbsp; 14167 |
| 589 | ARM Holdings PLC, ADR(a) | &nbsp;&nbsp; 67176 |
| 229 | Broadcom, Inc. | &nbsp;&nbsp; 44076 |
| 370 | Entegris, Inc. | &nbsp;&nbsp; 29274 |
| 618 | Intel Corp. | &nbsp;&nbsp; 12422 |

---

------

---

| | | |
|:---|:---|:---|
| <br> **Shares**<br>| **Description** | **Value (†)** |
|  | **Semiconductors & Semiconductor Equipment — continued** | **Semiconductors & Semiconductor Equipment — continued** |
| 109 | Lam Research Corp. | &nbsp;&nbsp; $7812 |
| 219 | Lattice Semiconductor Corp.(a) | &nbsp;&nbsp; 10716 |
| 51 | Microchip Technology, Inc. | &nbsp;&nbsp; 2350 |
| 162 | Micron Technology, Inc. | &nbsp;&nbsp; 12466 |
| 226 | MKS Instruments, Inc. | &nbsp;&nbsp; 15852 |
| 3587 | NVIDIA Corp. | &nbsp;&nbsp; 390696 |
| 44 | ON Semiconductor Corp.(a) | &nbsp;&nbsp; 1747 |
| 86 | Onto Innovation, Inc.(a) | &nbsp;&nbsp; 10489 |
| 416 | QUALCOMM, Inc. | &nbsp;&nbsp; 61759 |
| 82 | Silicon Laboratories, Inc.(a) | &nbsp;&nbsp; 8344 |
| 129 | Texas Instruments, Inc. | &nbsp;&nbsp; 20646 |
|  |  | &nbsp;&nbsp; 754019 |
|  | **Software — 3.9%** | **Software — 3.9%** |
| 48 | Adobe, Inc.(a) | &nbsp;&nbsp; 17999 |
| 20 | ANSYS, Inc.(a) | &nbsp;&nbsp; 6438 |
| 357 | Autodesk, Inc.(a) | &nbsp;&nbsp; 97907 |
| 45 | Cadence Design Systems, Inc.(a) | &nbsp;&nbsp; 13398 |
| 228 | Docusign, Inc.(a) | &nbsp;&nbsp; 18639 |
| 442 | Dynatrace, Inc.(a) | &nbsp;&nbsp; 20761 |
| 169 | Guidewire Software, Inc.(a) | &nbsp;&nbsp; 34606 |
| 18 | Intuit, Inc. | &nbsp;&nbsp; 11294 |
| 98 | Manhattan Associates, Inc.(a) | &nbsp;&nbsp; 17384 |
| 871 | Microsoft Corp. | &nbsp;&nbsp; 344272 |
| 1094 | Oracle Corp. | &nbsp;&nbsp; 153948 |
| 48 | Palo Alto Networks, Inc.(a) | &nbsp;&nbsp; 8973 |
| 54 | PTC, Inc.(a) | &nbsp;&nbsp; 8368 |
| 85 | Qualys, Inc.(a) | &nbsp;&nbsp; 10685 |
| 51 | Roper Technologies, Inc. | &nbsp;&nbsp; 28564 |
| 374 | Salesforce, Inc. | &nbsp;&nbsp; 100498 |
| 22 | ServiceNow, Inc.(a) | &nbsp;&nbsp; 21010 |
| 72 | SPS Commerce, Inc.(a) | &nbsp;&nbsp; 10333 |
| 18 | Synopsys, Inc.(a) | &nbsp;&nbsp; 8262 |
| 24 | Tyler Technologies, Inc.(a) | &nbsp;&nbsp; 13039 |
| 229 | Workday, Inc., Class A(a) | &nbsp;&nbsp; 56105 |
|  |  | &nbsp;&nbsp; 1002483 |
|  | **Specialized REITs — 0.1%** | **Specialized REITs — 0.1%** |
| 42 | American Tower Corp. | &nbsp;&nbsp; 9467 |
| 52 | Crown Castle, Inc. | &nbsp;&nbsp; 5500 |
| 31 | Digital Realty Trust, Inc. | &nbsp;&nbsp; 4977 |
| 10 | Equinix, Inc. | &nbsp;&nbsp; 8607 |
|  |  | &nbsp;&nbsp; 28551 |
|  | **Specialty Retail — 0.7%** | **Specialty Retail — 0.7%** |
| 50 | Asbury Automotive Group, Inc.(a) | &nbsp;&nbsp; 10907 |
| 87 | Burlington Stores, Inc.(a) | &nbsp;&nbsp; 19579 |
| 77 | Dick's Sporting Goods, Inc. | &nbsp;&nbsp; 14456 |
| 158 | Floor & Decor Holdings, Inc., Class A(a) | &nbsp;&nbsp; 11288 |
| 326 | GameStop Corp., Class A(a) | &nbsp;&nbsp; 9082 |
| 103 | Home Depot, Inc. | &nbsp;&nbsp; 37130 |
| 49 | Lithia Motors, Inc. | &nbsp;&nbsp; 14345 |
| 61 | Lowe's Cos., Inc. | &nbsp;&nbsp; 13637 |
| 10 | O'Reilly Automotive, Inc.(a) | &nbsp;&nbsp; 14152 |
| 57 | Ross Stores, Inc. | &nbsp;&nbsp; 7923 |
| 256 | TJX Cos., Inc. | &nbsp;&nbsp; 32942 |
|  |  | &nbsp;&nbsp; 185441 |
|  | **Technology Hardware, Storage & Peripherals — 1.2%** | **Technology Hardware, Storage & Peripherals — 1.2%** |
| 1352 | Apple, Inc. | &nbsp;&nbsp; 287300 |
| 296 | Hewlett Packard Enterprise Co. | &nbsp;&nbsp; 4801 |
| 180 | HP, Inc. | &nbsp;&nbsp; 4603 |
| 76 | NetApp, Inc. | &nbsp;&nbsp; 6821 |
|  |  | &nbsp;&nbsp; 303525 |

---

---

| | | |
|:---|:---|:---|
| <br> **Shares**<br>| **Description** | **Value (†)** |
|  | **Textiles, Apparel & Luxury Goods — 0.4%** | **Textiles, Apparel & Luxury Goods — 0.4%** |
| 96 | Crocs, Inc.(a) | &nbsp;&nbsp; $9256 |
| 8 | Lululemon Athletica, Inc.(a) | &nbsp;&nbsp; 2166 |
| 930 | NIKE, Inc., Class B | &nbsp;&nbsp; 52452 |
| 139 | PVH Corp. | &nbsp;&nbsp; 9588 |
| 37 | Ralph Lauren Corp. | &nbsp;&nbsp; 8323 |
| 2283 | Under Armour, Inc., Class A(a) | &nbsp;&nbsp; 13059 |
| 519 | VF Corp. | &nbsp;&nbsp; 6166 |
|  |  | &nbsp;&nbsp; 101010 |
|  | **Trading Companies & Distributors — 0.2%** | **Trading Companies & Distributors — 0.2%** |
| 356 | Core & Main, Inc., Class A(a) | &nbsp;&nbsp; 18754 |
| 56 | Watsco, Inc. | &nbsp;&nbsp; 25751 |
|  |  | &nbsp;&nbsp; 44505 |
|  | **Water Utilities — 0.2%** | **Water Utilities — 0.2%** |
| 487 | American States Water Co. | &nbsp;&nbsp; 39501 |
| 40 | American Water Works Co., Inc. | &nbsp;&nbsp; 5880 |
|  |  | &nbsp;&nbsp; 45381 |
|  | **Wireless Telecommunication Services — 0.1%** | **Wireless Telecommunication Services — 0.1%** |
| 440 | Telephone & Data Systems, Inc. | &nbsp;&nbsp; 16496 |
|  | &nbsp;&nbsp; Total Common Stocks <br>(Identified Cost $12,243,683)<br>| &nbsp;&nbsp; 13378480 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Principal** <br>**Amount**<br>|  |  |
| **Bonds and Notes — 9.7%** | **Bonds and Notes — 9.7%** | **Bonds and Notes — 9.7%** |
|  | **Apartment REITs — 0.0%** | **Apartment REITs — 0.0%** |
| $14000 | Essex Portfolio LP, 3.000%, 1/15/2030 | &nbsp;&nbsp; 12949 |
|  | **Automotive — 0.3%** | **Automotive — 0.3%** |
| 27000 | Cummins, Inc., 5.150%, 2/20/2034 | &nbsp;&nbsp; 27393 |
| 24000 | General Motors Financial Co., Inc., 4.350%, 1/17/2027 | &nbsp;&nbsp; 23778 |
| 7000 | Lear Corp., 4.250%, 5/15/2029 | &nbsp;&nbsp; 6811 |
| 15000 | Toyota Motor Credit Corp., MTN, 2.150%, 2/13/2030 | &nbsp;&nbsp; 13557 |
|  |  | &nbsp;&nbsp; 71539 |
|  | **Banking — 0.9%** | **Banking — 0.9%** |
| 14000 | &nbsp;&nbsp; American Express Co., (fixed rate to 8/03/2032, <br> variable rate thereafter), 4.420%, 8/03/2033<br>| &nbsp;&nbsp; 13535 |
| 27000 | &nbsp;&nbsp; Bank of America Corp., MTN, (fixed rate to 2/04/2032, <br> variable rate thereafter), 2.972%, 2/04/2033<br>| &nbsp;&nbsp; 23737 |
| 25000 | &nbsp;&nbsp; Canadian Imperial Bank of Commerce, <br> 1.250%, 6/22/2026<br>| &nbsp;&nbsp; 24172 |
| 22000 | Citigroup, Inc., 4.600%, 3/09/2026 | &nbsp;&nbsp; 21990 |
| 13000 | &nbsp;&nbsp; Huntington Bancshares, Inc., (fixed rate to 2/02/2034, <br> variable rate thereafter), 5.709%, 2/02/2035<br>| &nbsp;&nbsp; 13024 |
| 26000 | KeyCorp, MTN, 2.550%, 10/01/2029 | &nbsp;&nbsp; 23585 |
| 18000 | &nbsp;&nbsp; M&T Bank Corp., (fixed rate to 10/30/2028, variable <br> rate thereafter), 7.413%, 10/30/2029<br>| &nbsp;&nbsp; 19363 |
| 14000 | &nbsp;&nbsp; Macquarie Group Ltd., (fixed rate to 11/28/2027, <br> variable rate thereafter), 3.763%, 11/28/2028(b)<br>| &nbsp;&nbsp; 13693 |
| 14000 | &nbsp;&nbsp; Morgan Stanley, GMTN, (fixed rate to 7/20/2026, <br> variable rate thereafter), 1.512%, 7/20/2027<br>| &nbsp;&nbsp; 13516 |
| 12000 | &nbsp;&nbsp; Morgan Stanley, GMTN, (fixed rate to 1/23/2029, <br> variable rate thereafter), 4.431%, 1/23/2030<br>| &nbsp;&nbsp; 11910 |
| 27000 | PNC Financial Services Group, Inc., 2.600%, 7/23/2026 | &nbsp;&nbsp; 26450 |
| 22000 | &nbsp;&nbsp; PNC Financial Services Group, Inc., (fixed rate to <br> 1/26/2026, variable rate thereafter), 4.758%, 1/26/2027<br>| &nbsp;&nbsp; 22015 |
| 15000 | Toronto-Dominion Bank, GMTN, 2.450%, 1/12/2032 | &nbsp;&nbsp; 12929 |
|  |  | &nbsp;&nbsp; 239919 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount**<br>| **Description** | **Value (†)** |
|  | **Brokerage — 0.1%** | **Brokerage — 0.1%** |
| $24000 | BlackRock, Inc., 2.400%, 4/30/2030 | &nbsp;&nbsp; $21964 |
| 24000 | Intercontinental Exchange, Inc., 3.000%, 6/15/2050 | &nbsp;&nbsp; 15465 |
|  |  | &nbsp;&nbsp; 37429 |
|  | **Building Materials — 0.1%** | **Building Materials — 0.1%** |
| 14000 | Fortune Brands Innovations, Inc., 4.000%, 3/25/2032 | &nbsp;&nbsp; 12943 |
| 24000 | Owens Corning, 3.950%, 8/15/2029 | &nbsp;&nbsp; 23360 |
|  |  | &nbsp;&nbsp; 36303 |
|  | **Chemicals — 0.1%** | **Chemicals — 0.1%** |
| 27000 | Ecolab, Inc., 2.125%, 2/01/2032 | &nbsp;&nbsp; 23026 |
| 7000 | LYB International Finance BV, 5.250%, 7/15/2043 | &nbsp;&nbsp; 6080 |
|  |  | &nbsp;&nbsp; 29106 |
|  | **Consumer Products — 0.1%** | **Consumer Products — 0.1%** |
| 25000 | Kenvue, Inc., 5.050%, 3/22/2053 | &nbsp;&nbsp; 23207 |
| 9000 | Procter & Gamble Co., 3.000%, 3/25/2030 | &nbsp;&nbsp; 8593 |
|  |  | &nbsp;&nbsp; 31800 |
|  | **Diversified Manufacturing — 0.1%** | **Diversified Manufacturing — 0.1%** |
| 26000 | Eaton Corp., 4.150%, 3/15/2033 | &nbsp;&nbsp; 24972 |
| 14000 | Emerson Electric Co., 2.000%, 12/21/2028 | &nbsp;&nbsp; 12982 |
|  |  | &nbsp;&nbsp; 37954 |
|  | **Electric — 0.2%** | **Electric — 0.2%** |
| 15000 | DTE Electric Co., Series A, 1.900%, 4/01/2028 | &nbsp;&nbsp; 14124 |
| 14000 | Exelon Corp., 4.050%, 4/15/2030 | &nbsp;&nbsp; 13631 |
| 24000 | &nbsp;&nbsp; NextEra Energy Capital Holdings, Inc., <br> 2.250%, 6/01/2030<br>| &nbsp;&nbsp; 21367 |
| 11000 | Pacific Gas & Electric Co., 4.550%, 7/01/2030 | &nbsp;&nbsp; 10670 |
| 7000 | &nbsp;&nbsp; Southern California Edison Co., Series C, <br> 4.125%, 3/01/2048<br>| &nbsp;&nbsp; 5092 |
|  |  | &nbsp;&nbsp; 64884 |
|  | **Environmental — 0.1%** | **Environmental — 0.1%** |
| 16000 | Republic Services, Inc., 1.450%, 2/15/2031 | &nbsp;&nbsp; 13463 |
| 6000 | Waste Management, Inc., 2.950%, 6/01/2041 | &nbsp;&nbsp; 4395 |
|  |  | &nbsp;&nbsp; 17858 |
|  | **Finance Companies — 0.1%** | **Finance Companies — 0.1%** |
| 16000 | Oaktree Specialty Lending Corp., 2.700%, 1/15/2027 | &nbsp;&nbsp; 15120 |
|  | **Food & Beverage — 0.4%** | **Food & Beverage — 0.4%** |
| 16000 | Bunge Ltd. Finance Corp., 2.750%, 5/14/2031 | &nbsp;&nbsp; 14322 |
| 24000 | Coca-Cola Co., 1.450%, 6/01/2027 | &nbsp;&nbsp; 22846 |
| 21000 | Kellanova, 4.300%, 5/15/2028 | &nbsp;&nbsp; 21050 |
| 16000 | Keurig Dr. Pepper, Inc., 3.200%, 5/01/2030 | &nbsp;&nbsp; 14988 |
| 13000 | Mondelez International, Inc., 2.750%, 4/13/2030 | &nbsp;&nbsp; 11952 |
| 23000 | PepsiCo, Inc., 2.750%, 3/19/2030 | &nbsp;&nbsp; 21500 |
|  |  | &nbsp;&nbsp; 106658 |
|  | **Government Owned - No Guarantee — 0.2%** | **Government Owned - No Guarantee — 0.2%** |
| 21000 | Equinor ASA, 3.625%, 4/06/2040 | &nbsp;&nbsp; 17103 |
| 38000 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 6.625%, 11/15/2030<br>| &nbsp;&nbsp; 43145 |
|  |  | &nbsp;&nbsp; 60248 |
|  | **Health Care REITs — 0.1%** | **Health Care REITs — 0.1%** |
| 23000 | &nbsp;&nbsp; Alexandria Real Estate Equities, Inc., <br> 3.800%, 4/15/2026<br>| &nbsp;&nbsp; 22768 |
| 14000 | Welltower OP LLC, 2.800%, 6/01/2031 | &nbsp;&nbsp; 12603 |
|  |  | &nbsp;&nbsp; 35371 |
|  | **Health Insurance — 0.2%** | **Health Insurance — 0.2%** |
| 23000 | Elevance Health, Inc., 4.101%, 3/01/2028 | &nbsp;&nbsp; 22868 |
| 18000 | UnitedHealth Group, Inc., 5.800%, 3/15/2036 | &nbsp;&nbsp; 18759 |
|  |  | &nbsp;&nbsp; 41627 |
|  | **Healthcare — 0.2%** | **Healthcare — 0.2%** |
| 13000 | CHRISTUS Health, Series C, 4.341%, 7/01/2028 | &nbsp;&nbsp; 12968 |
| 4000 | CVS Health Corp., 4.300%, 3/25/2028 | &nbsp;&nbsp; 3970 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount**<br>| **Description** | **Value (†)** |
|  | **Healthcare — continued** | **Healthcare — continued** |
| $14000 | Kaiser Foundation Hospitals, 3.150%, 5/01/2027 | &nbsp;&nbsp; $13757 |
| 14000 | Quest Diagnostics, Inc., 2.950%, 6/30/2030 | &nbsp;&nbsp; 12958 |
|  |  | &nbsp;&nbsp; 43653 |
|  | **Home Construction — 0.1%** | **Home Construction — 0.1%** |
| 22000 | NVR, Inc., 3.000%, 5/15/2030 | &nbsp;&nbsp; 20252 |
|  | **Integrated Energy — 0.1%** | **Integrated Energy — 0.1%** |
| 17000 | Shell International Finance BV, 6.375%, 12/15/2038 | &nbsp;&nbsp; 18661 |
|  | **Life Insurance — 0.2%** | **Life Insurance — 0.2%** |
| 6000 | Athene Holding Ltd., 6.150%, 4/03/2030 | &nbsp;&nbsp; 6298 |
| 21000 | Manulife Financial Corp., 3.703%, 3/16/2032 | &nbsp;&nbsp; 19579 |
| 14000 | MetLife, Inc., 5.375%, 7/15/2033 | &nbsp;&nbsp; 14431 |
| 16000 | Prudential Financial, Inc., 3.935%, 12/07/2049 | &nbsp;&nbsp; 12025 |
|  |  | &nbsp;&nbsp; 52333 |
|  | **Media Entertainment — 0.1%** | **Media Entertainment — 0.1%** |
| 22000 | Netflix, Inc., 4.900%, 8/15/2034 | &nbsp;&nbsp; 22185 |
|  | **Metals & Mining — 0.1%** | **Metals & Mining — 0.1%** |
| 15000 | Nucor Corp., 3.125%, 4/01/2032 | &nbsp;&nbsp; 13457 |
|  | **Midstream — 0.1%** | **Midstream — 0.1%** |
| 20000 | Enbridge, Inc., 5.625%, 4/05/2034 | &nbsp;&nbsp; 20233 |
|  | **Mortgage Related — 2.5%** | **Mortgage Related — 2.5%** |
| 61405 | Federal Home Loan Mortgage Corp., 2.000%, 3/01/2052 | &nbsp;&nbsp; 48760 |
| 4971 | Federal Home Loan Mortgage Corp., 2.500%, 6/01/2051 | &nbsp;&nbsp; 4161 |
| 24893 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 2.500%, 11/01/2051<br>| &nbsp;&nbsp; 20743 |
| 7066 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 2.500%, 12/01/2051<br>| &nbsp;&nbsp; 5866 |
| 19418 | Federal Home Loan Mortgage Corp., 2.500%, 2/01/2052 | &nbsp;&nbsp; 16133 |
| 10226 | Federal Home Loan Mortgage Corp., 2.500%, 5/01/2052 | &nbsp;&nbsp; 8496 |
| 244 | Federal Home Loan Mortgage Corp., 3.000%, 6/01/2049 | &nbsp;&nbsp; 213 |
| 9311 | Federal Home Loan Mortgage Corp., 3.000%, 2/01/2052 | &nbsp;&nbsp; 8103 |
| 14852 | Federal Home Loan Mortgage Corp., 3.000%, 4/01/2052 | &nbsp;&nbsp; 12905 |
| 18534 | Federal Home Loan Mortgage Corp., 3.000%, 5/01/2052 | &nbsp;&nbsp; 16102 |
| 11059 | Federal Home Loan Mortgage Corp., 3.000%, 6/01/2052 | &nbsp;&nbsp; 9608 |
| 21662 | Federal Home Loan Mortgage Corp., 3.000%, 8/01/2052 | &nbsp;&nbsp; 18814 |
| 26801 | Federal Home Loan Mortgage Corp., 3.000%, 9/01/2052 | &nbsp;&nbsp; 23275 |
| 21444 | Federal Home Loan Mortgage Corp., 3.500%, 5/01/2052 | &nbsp;&nbsp; 19385 |
| 14278 | Federal Home Loan Mortgage Corp., 3.500%, 6/01/2052 | &nbsp;&nbsp; 12898 |
| 18379 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 3.500%, 10/01/2052<br>| &nbsp;&nbsp; 16612 |
| 1688 | Federal Home Loan Mortgage Corp., 4.000%, 7/01/2052 | &nbsp;&nbsp; 1576 |
| 5166 | Federal Home Loan Mortgage Corp., 4.000%, 9/01/2052 | &nbsp;&nbsp; 4821 |
| 14575 | Federal Home Loan Mortgage Corp., 4.500%, 7/01/2053 | &nbsp;&nbsp; 13953 |
| 15611 | Federal Home Loan Mortgage Corp., 5.000%, 3/01/2054 | &nbsp;&nbsp; 15303 |
| 1375 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.000%, 9/01/2050<br>| &nbsp;&nbsp; 1101 |
| 4682 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.000%, 7/01/2051<br>| &nbsp;&nbsp; 3733 |
| 36157 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.000%, 8/01/2051<br>| &nbsp;&nbsp; 28816 |
| 2414 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.000%, 10/01/2051<br>| &nbsp;&nbsp; 1918 |
| 17238 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.000%, 4/01/2052<br>| &nbsp;&nbsp; 13702 |
| 1172 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.500%, 8/01/2050<br>| &nbsp;&nbsp; 981 |
| 7473 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.500%, 2/01/2051<br>| &nbsp;&nbsp; 6218 |
| 8749 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.500%, 8/01/2051<br>| &nbsp;&nbsp; 7286 |
| 4472 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.500%, 9/01/2051<br>| &nbsp;&nbsp; 3726 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount**<br>| **Description** | **Value (†)** |
|  | **Mortgage Related — continued** | **Mortgage Related — continued** |
| $38884 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.500%, 2/01/2052<br>| &nbsp;&nbsp; $32437 |
| 29227 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.500%, 4/01/2052<br>| &nbsp;&nbsp; 24284 |
| 751 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.000%, 4/01/2034<br>| &nbsp;&nbsp; 729 |
| 1787 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.000%, 12/01/2049<br>| &nbsp;&nbsp; 1562 |
| 2015 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.000%, 5/01/2050<br>| &nbsp;&nbsp; 1761 |
| 9182 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.000%, 5/01/2051<br>| &nbsp;&nbsp; 7995 |
| 9840 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.000%, 4/01/2052<br>| &nbsp;&nbsp; 8561 |
| 25123 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.000%, 7/01/2052<br>| &nbsp;&nbsp; 21814 |
| 259 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.500%, 4/01/2049<br>| &nbsp;&nbsp; 236 |
| 1334 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.500%, 6/01/2049<br>| &nbsp;&nbsp; 1214 |
| 458 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.500%, 8/01/2049<br>| &nbsp;&nbsp; 417 |
| 6315 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.500%, 4/01/2052<br>| &nbsp;&nbsp; 5709 |
| 42528 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.500%, 5/01/2052<br>| &nbsp;&nbsp; 38446 |
| 102 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.000%, 6/01/2049<br>| &nbsp;&nbsp; 96 |
| 328 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.000%, 3/01/2050<br>| &nbsp;&nbsp; 308 |
| 6793 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.000%, 8/01/2052<br>| &nbsp;&nbsp; 6343 |
| 25443 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.000%, 9/01/2052<br>| &nbsp;&nbsp; 23755 |
| 16318 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.000%, 5/01/2053<br>| &nbsp;&nbsp; 15221 |
| 376 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.500%, 5/01/2049<br>| &nbsp;&nbsp; 366 |
| 97 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.500%, 6/01/2049<br>| &nbsp;&nbsp; 94 |
| 8783 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.500%, 2/01/2053<br>| &nbsp;&nbsp; 8416 |
| 4427 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.500%, 4/01/2053<br>| &nbsp;&nbsp; 4242 |
| 18284 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.500%, 8/01/2053<br>| &nbsp;&nbsp; 17493 |
| 19297 | &nbsp;&nbsp; Government National Mortgage Association, <br> 3.000%, 6/20/2052<br>| &nbsp;&nbsp; 17086 |
| 9168 | &nbsp;&nbsp; Government National Mortgage Association, <br> 4.000%, 8/20/2053<br>| &nbsp;&nbsp; 8562 |
| 9863 | &nbsp;&nbsp; Government National Mortgage Association, <br> 5.000%, 7/20/2053<br>| &nbsp;&nbsp; 9690 |
| 41804 | &nbsp;&nbsp; Government National Mortgage Association, <br> 5.500%, 4/20/2053<br>| &nbsp;&nbsp; 41918 |
|  |  | &nbsp;&nbsp; 643963 |
|  | **Office REITs — 0.0%** | **Office REITs — 0.0%** |
| 13000 | Boston Properties LP, 2.750%, 10/01/2026 | &nbsp;&nbsp; 12604 |
|  | **Oil Field Services — 0.1%** | **Oil Field Services — 0.1%** |
| 14000 | &nbsp;&nbsp; Baker Hughes Holdings LLC/Baker Hughes <br> Co-Obligor, Inc., 3.337%, 12/15/2027<br>| &nbsp;&nbsp; 13709 |
| 13000 | Schlumberger Investment SA, 4.850%, 5/15/2033 | &nbsp;&nbsp; 12499 |
|  |  | &nbsp;&nbsp; 26208 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount**<br>| **Description** | **Value (†)** |
|  | **Other REITs — 0.1%** | **Other REITs — 0.1%** |
| $16000 | Prologis LP, 1.250%, 10/15/2030 | &nbsp;&nbsp; $13582 |
|  | **Pharmaceuticals — 0.3%** | **Pharmaceuticals — 0.3%** |
| 33000 | Astrazeneca Finance LLC, 2.250%, 5/28/2031 | &nbsp;&nbsp; 29261 |
| 13000 | Biogen, Inc., 2.250%, 5/01/2030 | &nbsp;&nbsp; 11561 |
| 13000 | Bristol-Myers Squibb Co., 3.400%, 7/26/2029 | &nbsp;&nbsp; 12579 |
| 12000 | Merck & Co., Inc., 1.450%, 6/24/2030 | &nbsp;&nbsp; 10428 |
| 8000 | Viatris, Inc., 3.850%, 6/22/2040 | &nbsp;&nbsp; 5610 |
|  |  | &nbsp;&nbsp; 69439 |
|  | **Property & Casualty Insurance — 0.1%** | **Property & Casualty Insurance — 0.1%** |
| 7000 | Fidelity National Financial, Inc., 3.400%, 6/15/2030 | &nbsp;&nbsp; 6435 |
| 17000 | Marsh & McLennan Cos., Inc., 2.250%, 11/15/2030 | &nbsp;&nbsp; 15116 |
|  |  | &nbsp;&nbsp; 21551 |
|  | **Railroads — 0.2%** | **Railroads — 0.2%** |
| 25000 | CSX Corp., 2.600%, 11/01/2026 | &nbsp;&nbsp; 24371 |
| 40000 | Union Pacific Corp., 2.950%, 3/10/2052 | &nbsp;&nbsp; 25270 |
|  |  | &nbsp;&nbsp; 49641 |
|  | **Restaurants — 0.1%** | **Restaurants — 0.1%** |
| 23000 | Starbucks Corp., 2.250%, 3/12/2030 | &nbsp;&nbsp; 20642 |
|  | **Retail REITs — 0.1%** | **Retail REITs — 0.1%** |
| 9000 | Realty Income Corp., 2.700%, 2/15/2032 | &nbsp;&nbsp; 7778 |
| 7000 | Realty Income Corp., 3.400%, 1/15/2028 | &nbsp;&nbsp; 6829 |
|  |  | &nbsp;&nbsp; 14607 |
|  | **Retailers — 0.3%** | **Retailers — 0.3%** |
| 13000 | Amazon.com, Inc., 3.875%, 8/22/2037 | &nbsp;&nbsp; 11714 |
| 30000 | Home Depot, Inc., 1.375%, 3/15/2031 | &nbsp;&nbsp; 25193 |
| 29000 | TJX Cos., Inc., 1.150%, 5/15/2028 | &nbsp;&nbsp; 26629 |
| 10000 | Walmart, Inc., 4.100%, 4/15/2033 | &nbsp;&nbsp; 9754 |
|  |  | &nbsp;&nbsp; 73290 |
|  | **Technology — 0.6%** | **Technology — 0.6%** |
| 23000 | Adobe, Inc., 2.300%, 2/01/2030 | &nbsp;&nbsp; 21166 |
| 10000 | Broadcom, Inc., 4.926%, 5/15/2037(b) | &nbsp;&nbsp; 9577 |
| 14000 | Intel Corp., 2.450%, 11/15/2029 | &nbsp;&nbsp; 12608 |
| 24000 | &nbsp;&nbsp; International Business Machines Corp., <br> 4.000%, 6/20/2042<br>| &nbsp;&nbsp; 19569 |
| 15000 | NVIDIA Corp., 2.850%, 4/01/2030 | &nbsp;&nbsp; 14176 |
| 17000 | Oracle Corp., 2.950%, 5/15/2025 | &nbsp;&nbsp; 16988 |
| 24000 | QUALCOMM, Inc., 1.650%, 5/20/2032 | &nbsp;&nbsp; 19689 |
| 15000 | QUALCOMM, Inc., 4.500%, 5/20/2052 | &nbsp;&nbsp; 12419 |
| 23000 | Salesforce, Inc., 1.500%, 7/15/2028 | &nbsp;&nbsp; 21294 |
| 13000 | Texas Instruments, Inc., 4.900%, 3/14/2033 | &nbsp;&nbsp; 13167 |
|  |  | &nbsp;&nbsp; 160653 |
|  | **Treasuries — 1.2%** | **Treasuries — 1.2%** |
| 38000 | U.S. Treasury Bonds, 1.250%, 5/15/2050 | &nbsp;&nbsp; 18485 |
| 29000 | U.S. Treasury Bonds, 2.250%, 5/15/2041 | &nbsp;&nbsp; 21236 |
| 22000 | U.S. Treasury Bonds, 2.500%, 5/15/2046 | &nbsp;&nbsp; 15347 |
| 58000 | U.S. Treasury Bonds, 2.875%, 11/15/2046 | &nbsp;&nbsp; 43144 |
| 38000 | U.S. Treasury Bonds, 3.000%, 2/15/2048 | &nbsp;&nbsp; 28524 |
| 43000 | U.S. Treasury Bonds, 3.000%, 2/15/2049 | &nbsp;&nbsp; 32003 |
| 93000 | U.S. Treasury Notes, 0.375%, 11/30/2025 | &nbsp;&nbsp; 91016 |
| 42000 | U.S. Treasury Notes, 3.125%, 8/31/2027 | &nbsp;&nbsp; 41560 |
| 18000 | U.S. Treasury Notes, 4.625%, 2/15/2035 | &nbsp;&nbsp; 18675 |
|  |  | &nbsp;&nbsp; 309990 |
|  | **Utility Other — 0.0%** | **Utility Other — 0.0%** |
| 13000 | Essential Utilities, Inc., 4.276%, 5/01/2049 | &nbsp;&nbsp; 9998 |
|  | **Wireless — 0.1%** | **Wireless — 0.1%** |
| 21000 | Vodafone Group PLC, 6.150%, 2/27/2037 | &nbsp;&nbsp; 22205 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount**<br>| **Description** | **Value (†)** |
|  | **Wirelines — 0.1%** | **Wirelines — 0.1%** |
| $11000 | AT&T, Inc., 3.650%, 6/01/2051 | &nbsp;&nbsp; $7696 |
| 34000 | Verizon Communications, Inc., 2.650%, 11/20/2040 | &nbsp;&nbsp; 23901 |
|  |  | &nbsp;&nbsp; 31597 |
|  | &nbsp;&nbsp; Total Bonds and Notes <br>(Identified Cost $2,579,972)<br>| &nbsp;&nbsp; 2509509 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>**Shares**<br>|  |  |
| **Exchange-Traded Funds — 6.9%** | **Exchange-Traded Funds — 6.9%** | **Exchange-Traded Funds — 6.9%** |
| 21219 | &nbsp;&nbsp; iShares® ESG Aware MSCI EAFE ETF <br>(Identified Cost $1,647,583)<br>| &nbsp;&nbsp; 1796825 |
| **Mutual Funds — 10.8%** | **Mutual Funds — 10.8%** | **Mutual Funds — 10.8%** |
| 67835 | &nbsp;&nbsp; WCM Focused Emerging Markets Fund, Institutional <br> Class<br>| &nbsp;&nbsp; 1016167 |
| 75133 | &nbsp;&nbsp; WCM Focused International Growth Fund, <br> Institutional Class<br>| &nbsp;&nbsp; 1803937 |
|  | &nbsp;&nbsp; Total Mutual Funds <br>(Identified Cost $2,920,190)<br>| &nbsp;&nbsp; 2820104 |
| **Affiliated Mutual Funds — 18.6%** | **Affiliated Mutual Funds — 18.6%** | **Affiliated Mutual Funds — 18.6%** |
| 101611 | &nbsp;&nbsp; Loomis Sayles Inflation Protected Securities Fund, <br> Class N<br>| &nbsp;&nbsp; 991723 |
| 77981 | &nbsp;&nbsp; Loomis Sayles Limited Term Government and Agency <br> Fund, Class N<br>| &nbsp;&nbsp; 853115 |
| 134824 | Mirova Global Green Bond Fund, Class N | &nbsp;&nbsp; 1171623 |
| 139001 | Mirova International Megatrends Fund, Class N | &nbsp;&nbsp; 1807008 |
|  | &nbsp;&nbsp; Total Affiliated Mutual Funds <br>(Identified Cost $4,945,063)<br>| &nbsp;&nbsp; 4823469 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Principal** <br>**Amount**<br>| **Description** | **Value (†)** |
| **Short-Term Investments — 3.1%** | **Short-Term Investments — 3.1%** | **Short-Term Investments — 3.1%** |
| $802288 | &nbsp;&nbsp; Tri-Party Repurchase Agreement with Fixed Income <br> Clearing Corporation, dated 4/30/2025 at 2.500% to be <br> repurchased at $802,344 on 5/01/2025 collateralized by <br> $157,300 U.S. Treasury Inflation Indexed Note, 0.125% <br> due 7/15/2026 valued at $209,118; $597,700 <br> U.S. Treasury Note, 4.500% due 7/15/2026 valued at <br> $610,087 including accrued interest(c) <br>(Identified Cost $802,288)<br>| &nbsp;&nbsp; $802288 |
|  | &nbsp;&nbsp; Total Investments — 100.6% <br>(Identified Cost $25,138,779)<br>| &nbsp;&nbsp; 26130675 |
|  | Other assets less liabilities — (0.6)% | &nbsp;&nbsp; (148974)<br>|
|  | Net Assets — 100.0% | &nbsp;&nbsp; $25981701 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

\* Subsequent Event. On March 13, 2025, the Board of Trustees approved a plan to liquidate Natixis Target Retirement 2040 Fund. Liquidation will take place on or about July 29, 2025. <br>

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

------

---

| | |
|:---|:---|
| (†) | &nbsp;&nbsp;&nbsp; Registered investment companies are required to value portfolio investments using an unadjusted, readily available market quotation. The Fund obtains <br> readily available market quotations from independent pricing services. Fund investments for which readily available market quotations are not available <br> are priced at fair value pursuant to the Fund's Valuation Procedures. The Board of Trustees has approved a valuation designee who is subject to the <br> Board's oversight. <br>Unadjusted readily available market quotations that are utilized for exchange traded equity securities (including shares of closed-end investment <br> companies and exchange-traded funds) include the last sale price quoted on the exchange where the security is traded most extensively. Shares of open-<br> end investment companies are valued at net asset value ("NAV") per share. <br>Exchange traded equity securities for which there is no reported sale during the day are fair valued at the closing bid quotation as reported by an <br> independent pricing service. Unlisted equity securities (except unlisted preferred equity securities) are fair valued at the last sale price quoted in the <br> market where they are traded most extensively or, if there is no reported sale during the day, the closing bid quotation as reported by an independent <br> pricing service. If there is no last sale price or closing bid quotation available, unlisted equity securities will be fair valued using evaluated bids furnished <br> by an independent pricing service, if available. <br>Debt securities and unlisted preferred equity securities are fair valued based on evaluated bids furnished to the Fund by an independent pricing service or <br> bid prices obtained from broker-dealers. Broker-dealer bid prices may be used to fair value debt and unlisted equities where an independent pricing <br> service is unable to price an investment or where an independent pricing service does not provide a reliable price for the investment. <br>The Fund may also fair value investments in other circumstances such as when extraordinary events occur after the close of a foreign market, but prior to <br> the close of the New York Stock Exchange. This may include situations relating to a single issuer (such as a declaration of bankruptcy or a delisting of the <br> issuer's security from the primary market on which it has traded) as well as events affecting the securities markets in general (such as market disruptions <br> or closings and significant fluctuations in U.S. and/or foreign markets). When fair valuing a Fund's investments, the valuation designee may, among other <br> things, use modeling tools or other processes that may take into account factors such as issuer specific information, or other related market activity <br> and/or information that occurred after the close of the foreign market but before the time the Fund's NAV is calculated. Fair valuation by the Fund's <br> valuation designee may require subjective determinations about the value of the investment, and fair values used to determine a Fund's NAV may differ <br> from quoted or published prices, or from prices that are used by others, for the same investments. In addition, the use of fair value pricing may not always <br> result in adjustments to the prices of investments held by a Fund. <br>The books and records of the Fund are maintained in U.S. dollars. The values of securities, currencies and other assets and liabilities denominated in <br> currencies other than U.S. dollars, if any, are translated into U.S. dollars based upon foreign exchange rates prevailing at the end of the period. <br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) Non-income producing security.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) All or a portion of these securities are exempt from registration under Rule 144A
 of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers.
 At April 30, 2025, the value of Rule 144A holdings amounted to $23,270 or 0.1% of net assets.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(c) The Fund may enter into repurchase agreements, under the terms of a Master Repurchase
 Agreement, under which the Fund acquires securities as collateral and agrees to resell the securities at an agreed upon time and at an agreed
 upon price. It is the Fund's policy that the market value of the collateral for repurchase agreements be at least equal to 102% of the repurchase price,
 including interest. Certain repurchase agreements are tri-party arrangements whereby the collateral is held in a segregated account for the benefit
 of the Fund and on behalf of the counterparty. Repurchase agreements could involve certain risks in the event of default or insolvency of the
 counterparty, including possible delays or restrictions upon the Fund's ability to dispose of the underlying securities. As of April 30, 2025, the Fund had
 an investment in a repurchase agreement for which the value of the related collateral exceeded the value of the repurchase agreement.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| ADR | &nbsp;&nbsp;&nbsp; An American Depositary Receipt is a certificate issued by a custodian bank representing the right to receive securities of the foreign issuer described. <br> The values of ADRs may be significantly influenced by trading on exchanges not located in the United States.<br>|
| ETF | Exchange-Traded Fund |
| GMTN | Global Medium Term Note |
| MTN | Medium Term Note |
| REITs | Real Estate Investment Trusts |

---

**Affiliated Fund Transactions**

A summary of affiliated fund transactions for each underlying fund held by the Fund for the period ended April 30, 2025, is as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Fund | Beginning <br>Value<br>| Purchase <br>Cost<sup>(1)</sup> <br>| Sales <br>Proceeds<br>| Realized <br>Gain <br>(Loss)<br>| Change in <br>Unrealized <br>Gain <br>(Loss)<br>| Ending <br>Value<br>| Shares <br>as of <br>April 30, <br>2025<br>| Distribution <br>Received<sup>(2)</sup> <br>|
| Loomis Sayles Inflation Protected Securities Fund, Class N | &nbsp;&nbsp; $1112244 | &nbsp;&nbsp; $18263 | &nbsp;&nbsp; $158685 | &nbsp;&nbsp; $4277 | &nbsp;&nbsp; $15624 | &nbsp;&nbsp; $991723 | &nbsp;&nbsp; 101611 | &nbsp;&nbsp; $8985 |
| &nbsp;&nbsp;&nbsp; Loomis Sayles Limited Term Government and Agency Fund, <br> Class N<br>| &nbsp;&nbsp; 957588 | &nbsp;&nbsp; 15632 | &nbsp;&nbsp; 132544 | &nbsp;&nbsp; 2400 | &nbsp;&nbsp; 10039 | &nbsp;&nbsp; 853115 | &nbsp;&nbsp; 77981 | &nbsp;&nbsp; 8556 |

---

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Fund | Beginning<br> Value<br>| Purchase<br> Cost<sup>(1)</sup><br>| Sales<br> Proceeds<br>| Realized<br> Gain<br> (Loss)<br>| Change in<br> Unrealized<br> Gain<br> (Loss)<br>| Ending<br> Value<br>| Shares<br> as of<br> April 30,<br> 2025<br>| Distribution<br> Received<sup>(2)</sup><br>|
| Mirova Global Green Bond Fund, Class N | &nbsp;&nbsp; $1315063 | &nbsp;&nbsp; $5577 | &nbsp;&nbsp; $160824 | &nbsp;&nbsp; $7057 | &nbsp;&nbsp; $4750 | &nbsp;&nbsp; $1171623 | &nbsp;&nbsp; 134824 | &nbsp;&nbsp; $— |
| Mirova International Megatrends Fund, Class N | &nbsp;&nbsp; 1958006 | &nbsp;&nbsp; 28024 | &nbsp;&nbsp; 252358 | &nbsp;&nbsp; 37723 | &nbsp;&nbsp; 35613 | &nbsp;&nbsp; 1807008 | &nbsp;&nbsp; 139001 | &nbsp;&nbsp; — |
|  | &nbsp;&nbsp; $5342901 | &nbsp;&nbsp; $67496 | &nbsp;&nbsp; $704411 | &nbsp;&nbsp; $51457 | &nbsp;&nbsp; $66026 | &nbsp;&nbsp; $4823469 | &nbsp;&nbsp; 453417 | &nbsp;&nbsp; $17541 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(1) Purchase cost includes dividend reinvested, if any.

&nbsp;&nbsp;&nbsp;&nbsp;(2) Distributions received includes distributions from net investment income and from
 capital gains, if any.

**Fair Value Measurements**

In accordance with accounting standards related to fair value measurements and disclosures, the Fund has categorized the inputs utilized in determining the value of each Fund's assets or liabilities. These inputs are summarized in the three broad levels listed below:

&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 — quoted prices in active markets for identical assets or liabilities;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 — prices determined using other significant inputs that are observable either directly, or indirectly through corroboration with observable market data (which could include quoted prices for similar assets or liabilities, interest rates, credit risk, etc.); and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 — prices determined using significant unobservable inputs when quoted prices or observable inputs are unavailable such as when there is little or no market activity for an asset or liability (unobservable inputs reflect each Fund's own assumptions in determining the fair value of assets or liabilities and would be based on the best information available).

The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

The Fund's pricing policies have been approved by the Board of Trustees. Investments for which market quotations are readily available are categorized in Level 1. Other investments for which an independent pricing service is utilized are categorized in Level 2. Broker-dealer bid prices for which the Fund has knowledge of the inputs used by the broker-dealer are categorized in Level 2. All other investments, including broker-dealer bid prices for which the Fund does not have knowledge of the inputs used by the broker-dealer, as well as investments fair valued by the valuation designee, are categorized in Level 3. All Level 2 and 3 securities are defined as being fair valued.

Under certain conditions and based upon specific facts and circumstances, the Fund's valuation designee may determine that a fair valuation should be made for portfolio investment(s). These valuation designee fair valuations will be based upon a significant amount of Level 3 inputs.

The following is a summary of the inputs used to value the Fund's investments as of April 30, 2025, at value:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** |
| Description | Level 1 | Level 2 | Level 3 | Total |
| Common Stocks(a) | $13378480 | $— | $— | $13378480 |
| Bonds and Notes(a) |  | 2509509 |  | 2509509 |
| Exchange-Traded Funds | 1796825 |  |  | 1796825 |
| Mutual Funds | 2820104 |  |  | 2820104 |
| Affiliated Mutual Funds | 4823469 |  |  | 4823469 |
| Short-Term Investments |  | 802288 |  | 802288 |
| Total Investments | $22818878 | $3311797 | $— | $26130675 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(a) Details of the major categories of the Fund's investments are reflected within the Portfolio of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| Asset Allocation Summary at April 30, 2025 (Unaudited) | Asset Allocation Summary at April 30, 2025 (Unaudited) |
| Equity | 76.2<br> %<br>|
| Fixed Income | 21.3 |
| Short-Term Investments | 3.1 |
| Total Investments | 100.6 |
| Other assets less liabilities | (0.6)<br>|
| Net Assets | 100.0<br> %<br>|

---

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Natixis Funds Trust IV

- **b. Investment Company Act file number:** 811-09945

- **c. CIK number of Registrant:** 0001095726

- **d. LEI of Registrant:** 549300MX44MJGOIUL384

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

  - **Street Address 1:** 888 BOYLSTON STREET

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02199-8197

  - **Telephone number:** 617-449-2139

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

- **a. Name of Series:** Natixis Target Retirement 2040 Fund

- **b. EDGAR series identifier (if any):** S000056589

- **c. LEI of Series:** 549300GRBSU2HGUMPM68

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

- **a. Date of fiscal year-end:** 2026-01-31

- **b. Date as of which information is reported:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $45266968.16

**Total Liabilities:** $19241461.15

**Net Assets:** $26025507.01

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000179040 | -0.40%               | -3.27%               | 0.22%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $85832.06                | $-236628.41                                |
| Month 2  | $105585.81               | $-1043374.04                               |
| Month 3  | $109077.20               | $-142949.29                                |

### Schedule of Portfolio Investments

| Name                                                      | Title                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Honeywell International Inc                               | Honeywell International Inc                             | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |        67 | NS      | $14103.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP                                                   | KeyCorp                                                 | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     26000 | PA      | $23584.88     | 0.09%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                         | CUSIP: 31418EQ78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4427 | PA      | $4241.47      | 0.02%             | 2053-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                | Eaton Corp                                              | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     26000 | PA      | $24971.40     | 0.10%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                     | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     38000 | PA      | $18484.92     | 0.07%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International Inc              | Charles River Laboratories International Inc            | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |        16 | NS      | $1897.92      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                                    | Equitable Holdings Inc                                  | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |       690 | NS      | $34120.50     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                        | CUSIP: 3132AEKB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       244 | PA      | $212.51       | 0.00%             | 2049-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                        | CUSIP: 3132DWEP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26801 | PA      | $23275.09     | 0.09%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group Inc/The                    | CUSIP: 693475AX3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26449.88     | 0.10%             | 2026-07-23      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Carpenter Technology Corp                                 | Carpenter Technology Corp                               | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |        88 | NS      | $17213.68     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc                                       | Clearway Energy Inc                                     | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |       416 | NS      | $11377.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                                            | Salesforce Inc                                          | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       374 | NS      | $100497.54    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                                | Intuit Inc                                              | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |        18 | NS      | $11294.46     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc                                             | Dynatrace Inc                                           | CUSIP: 268150109<br>LEI: 6488T0Z33CE9L61EX904 | Long             | EC               | CORP              | US        |       442 | NS      | $20760.74     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                                  | Fortune Brands Innovations Inc                          | CUSIP: 34964CAF3<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12943.24     | 0.05%             | 2032-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                 | L3Harris Technologies Inc                               | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |        52 | NS      | $11441.04     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp                                   | Zebra Technologies Corp                                 | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |        19 | NS      | $4756.08      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                                 | Warner Bros Discovery Inc                               | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |      4686 | NS      | $40627.62     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                                 | United Parcel Service Inc                               | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |        62 | NS      | $5908.60      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock Inc                                             | Blackrock Inc                                           | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |        38 | NS      | $34741.88     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                             | Accenture PLC                                           | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |        90 | NS      | $26923.50     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                                       | American Express Co                                     | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13535.25     | 0.05%             | 2033-08-03      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| HB Fuller Co                                              | HB Fuller Co                                            | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |       223 | NS      | $12050.92     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NUCOR CORP                                                | Nucor Corp                                              | CUSIP: 670346AV7<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13457.39     | 0.05%             | 2032-04-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| New Jersey Resources Corp                                 | New Jersey Resources Corp                               | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |       412 | NS      | $20163.28     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp                                     | Stifel Financial Corp                                   | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |       299 | NS      | $25621.31     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                                         | General Motors Co                                       | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      2239 | NS      | $101292.36    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Federal National Mortgage Association                   | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     38000 | PA      | $43145.09     | 0.17%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                               | Alnylam Pharmaceuticals Inc                             | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |       327 | NS      | $86079.48     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                                       | Meritage Homes Corp                                     | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |       220 | NS      | $14990.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc                                 | Teledyne Technologies Inc                               | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |        19 | NS      | $8854.57      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                                             | Welltower Inc                                           | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               |  | US        |       212 | NS      | $32349.08     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington Inc                | Expeditors International of Washington Inc              | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |       366 | NS      | $40227.06     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| KENVUE INC                                                | Kenvue Inc                                              | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23207.21     | 0.09%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                         | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2414 | PA      | $1918.12      | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                     | Quest Diagnostics Inc                                   | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12958.29     | 0.05%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                          | Genuine Parts Co                                        | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |       311 | NS      | $36558.05     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                                                  | MSCI Inc                                                | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |        75 | NS      | $40883.25     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LOOMIS SAYLES LIMITED TERM GOV LOOMIS SAY LTD GOVT + AG N | Loomis Sayles Limited Term Government and Agency Fund   | CUSIP: 543488746<br>LEI: 5HBZDB7NR78KJHZJWI31 | Long             | EC               | RF                | US        |     77736 | NS      | $850434.16    | 3.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                                | Chipotle Mexican Grill Inc                              | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       200 | NS      | $10104.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Core & Main Inc                                           | Core & Main Inc                                         | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       356 | NS      | $18754.08     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc                               | Jack Henry & Associates Inc                             | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |        33 | NS      | $5723.19      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc                               | American Water Works Co Inc                             | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |        40 | NS      | $5880.40      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INC                                              | QUALCOMM Inc                                            | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12419.36     | 0.05%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                | Vertex Pharmaceuticals Inc                              | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |        16 | NS      | $8152.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corp                                    | Liberty Broadband Corp                                  | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |       294 | NS      | $26574.66     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                                | Mondelez International Inc                              | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |       334 | NS      | $22755.42     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Inc                                    | Jones Lang LaSalle Inc                                  | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |       104 | NS      | $23650.64     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                      | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19297 | PA      | $17086.33     | 0.07%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                        | Union Pacific Corp                                      | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |        88 | NS      | $18978.08     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co/The                                               | Toro Co/The                                             | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |       162 | NS      | $11061.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Co Inc                                               | Trex Co Inc                                             | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       161 | NS      | $9309.02      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                         | Johnson & Johnson                                       | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       444 | NS      | $69401.64     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties Inc                                  | Highwoods Properties Inc                                | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               |  | US        |       786 | NS      | $22353.84     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Macquarie Group Ltd                                       | Macquarie Group Ltd                                     | CUSIP: 55608JAK4<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |     14000 | PA      | $13693.11     | 0.05%             | 2028-11-28      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                           | McDonald's Corp                                         | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       111 | NS      | $35481.15     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                         | CUSIP: 31418DML3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       328 | PA      | $308.08       | 0.00%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NetApp Inc                                                | NetApp Inc                                              | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |        76 | NS      | $6821.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group Inc/The                    | CUSIP: 693475BL8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22014.79     | 0.08%             | 2027-01-26      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                         | CUSIP: 31418DJR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1787 | PA      | $1561.95      | 0.01%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                 | Hess Corp                                               | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |        52 | NS      | $6710.60      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                    | UnitedHealth Group Inc                                  | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       114 | NS      | $46904.16     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                  | Alexandria Real Estate Equities Inc                     | CUSIP: 015271AP4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     23000 | PA      | $22767.72     | 0.09%             | 2026-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                      | International Business Machines Corp                    | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |        62 | NS      | $14992.84     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corp                                             | Repligen Corp                                           | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |        83 | NS      | $11453.17     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                                        | Valero Energy Corp                                      | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |        56 | NS      | $6501.04      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust iShares ESG MSCI                            | iShares ESG Aware MSCI EAFE ETF                         | CUSIP: 46435G516<br>LEI: 549300IT2A3OM8F0BB22 | Long             | EC               | RF                | US        |     21219 | NS      | $1796824.92   | 6.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                             | Amphenol Corp                                           | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       134 | NS      | $10311.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                          | Wells Fargo & Co                                        | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |       884 | NS      | $62772.84     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                                  | Yelp Inc                                                | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |       432 | NS      | $15154.56     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                                       | Northern Trust Corp                                     | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |        47 | NS      | $4417.06      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                                   | Marathon Petroleum Corp                                 | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |       365 | NS      | $50154.65     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| LYB INTL FINANCE BV                                       | LYB International Finance BV                            | CUSIP: 50247VAB5<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |      7000 | PA      | $6080.44      | 0.02%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Steel Corp                                  | United States Steel Corp                                | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |       321 | NS      | $14030.91     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                                         | General Mills Inc                                       | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |       442 | NS      | $25079.08     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                               | Paychex Inc                                             | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |        39 | NS      | $5737.68      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America Inc                          | Reinsurance Group of America Inc                        | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |       343 | NS      | $64247.33     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger NV                                           | Schlumberger NV                                         | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |       227 | NS      | $7547.75      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                                                | Terex Corp                                              | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |       255 | NS      | $8976.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                                | AbbVie Inc                                              | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       168 | NS      | $32776.80     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHLUMBERGER INVESTMENT                                   | Schlumberger Investment SA                              | CUSIP: 806854AL9<br>LEI: 529900EZ29I5KXPV2J32 | Long             | DBT              | CORP              | LU        |     13000 | PA      | $12499.36     | 0.05%             | 2033-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                          | Welltower OP LLC                                        | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     14000 | PA      | $12603.25     | 0.05%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                         | CUSIP: 31418DC26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        97 | PA      | $94.28        | 0.00%             | 2049-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                            | Air Products and Chemicals Inc                          | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |        44 | NS      | $11927.96     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric PLC                                        | nVent Electric PLC                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       344 | NS      | $18889.04     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                     | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     58000 | PA      | $43144.30     | 0.17%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                              | Broadcom Inc                                            | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9577.46      | 0.04%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Mirova Global Green Bond Fund                             | Mirova Global Green Bond Fund                           | CUSIP: 63872R517<br>LEI: 549300J4K0FKIGYS0L15 | Long             | EC               | RF                | US        |    134824 | NS      | $1171622.88   | 4.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                                     | Costco Wholesale Corp                                   | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |        27 | NS      | $26851.50     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties LP                                      | Boston Properties LP                                    | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     13000 | PA      | $12603.87     | 0.05%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Sprouts Farmers Market Inc                                | Sprouts Farmers Market Inc                              | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |       165 | NS      | $28215.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                                     | Uber Technologies Inc                                   | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |        98 | NS      | $7938.98      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                        | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11059 | PA      | $9608.00      | 0.04%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp                       | Cognizant Technology Solutions Corp                     | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |       217 | NS      | $15964.69     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                                                | Masco Corp                                              | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |       597 | NS      | $36184.17     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollie's Bargain Outlet Holdings Inc                       | Ollie's Bargain Outlet Holdings Inc                     | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |       115 | NS      | $12202.65     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Easterly Government Properties Inc                        | Easterly Government Properties Inc                      | CUSIP: 27616P301<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               |  | US        |       887 | NS      | $17890.79     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                                  | eBay Inc                                                | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       109 | NS      | $7429.44      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                                      | WEC Energy Group Inc                                    | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |        43 | NS      | $4709.36      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                                         | EOG Resources Inc                                       | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       508 | NS      | $56047.64     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                                    | Arch Capital Group Ltd                                  | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |        93 | NS      | $8433.24      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                                     | 3M Co                                                   | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |        57 | NS      | $7917.87      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                                  | NIKE Inc                                                | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |       930 | NS      | $52452.00     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc                                  | Agilent Technologies Inc                                | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |        49 | NS      | $5272.40      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical Inc                               | BioMarin Pharmaceutical Inc                             | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |       250 | NS      | $15922.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                             | Owens Corning                                           | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |       155 | NS      | $22538.55     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                                   | Aramark                                                 | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |       447 | NS      | $14943.21     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                         | CUSIP: 31418ECR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9840 | PA      | $8561.18      | 0.03%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                     | Micron Technology Inc                                   | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       162 | NS      | $12465.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores Inc                                     | Burlington Stores Inc                                   | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |        87 | NS      | $19578.48     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp                             | First American Financial Corp                           | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |       262 | NS      | $15932.22     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                                      | Williams Cos Inc/The                                    | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |       274 | NS      | $16048.18     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc                                 | Merit Medical Systems Inc                               | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |       186 | NS      | $17567.70     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                           | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      1688 | NS      | $115425.44    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                                 | Chubb Ltd                                               | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |        44 | NS      | $12587.52     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                                         | Omnicom Group Inc                                       | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |       198 | NS      | $15079.68     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                                       | Elevance Health Inc                                     | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22868.28     | 0.09%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                      | PNC Financial Services Group Inc/The                    | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       125 | NS      | $20086.25     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                    | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     24000 | PA      | $19569.12     | 0.08%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                         | CUSIP: 31418ECP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17238 | PA      | $13702.18     | 0.05%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                           | Xcel Energy Inc                                         | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |       142 | NS      | $10039.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Inc                                         | Lithia Motors Inc                                       | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |        49 | NS      | $14345.24     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G Foods Inc                                             | B&G Foods Inc                                           | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |      2254 | NS      | $15530.06     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                                                | Intel Corp                                              | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12608.19     | 0.05%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                   | Essential Utilities Inc                                 | CUSIP: 03836WAC7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     13000 | PA      | $9998.10      | 0.04%             | 2049-05-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                              | Comcast Corp                                            | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      1727 | NS      | $59063.40     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENE HOLDING LTD                                        | Athene Holding Ltd                                      | CUSIP: 04686JAB7<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6297.66      | 0.02%             | 2030-04-03      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Celanese Corp                                             | Celanese Corp                                           | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |       262 | NS      | $11661.62     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                                          | Under Armour Inc                                        | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |      2283 | NS      | $13058.76     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T BANK CORPORATION                                      | M&T Bank Corp                                           | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     18000 | PA      | $19363.35     | 0.07%             | 2029-10-30      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                         | Atmos Energy Corp                                       | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |       110 | NS      | $17669.30     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp                                                 | AGCO Corp                                               | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |       115 | NS      | $9755.45      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores Inc                                | Casey's General Stores Inc                              | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |        51 | NS      | $23592.09     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                    | NextEra Energy Capital Holdings Inc                     | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     24000 | PA      | $21367.57     | 0.08%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PPL Corp                                                  | PPL Corp                                                | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |       783 | NS      | $28579.50     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                               | Exelon Corp                                             | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |       166 | NS      | $7785.40      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems Inc                            | Telephone and Data Systems Inc                          | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       440 | NS      | $16495.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent Inc                                              | Exponent Inc                                            | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |       252 | NS      | $19827.36     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                                                | Qualys Inc                                              | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |        85 | NS      | $10685.35     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                                     | Truist Financial Corp                                   | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |       178 | NS      | $6824.52      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REALTY INCOME CORP                                        | Realty Income Corp                                      | CUSIP: 756109CE2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |      9000 | PA      | $7777.84      | 0.03%             | 2032-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Corteva Inc                                               | Corteva Inc                                             | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |       818 | NS      | $50707.82     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries Inc                            | Advanced Energy Industries Inc                          | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |       172 | NS      | $16754.52     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc                                | Advanced Micro Devices Inc                              | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |       224 | NS      | $21806.40     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR INC                                                   | NVR Inc                                                 | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20251.54     | 0.08%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                               | PepsiCo Inc                                             | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       244 | NS      | $33081.52     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                         | CUSIP: 31418DBF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       259 | PA      | $235.99       | 0.00%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                     | Texas Instruments Inc                                   | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |       129 | NS      | $20646.45     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                             | CME Group Inc                                           | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       118 | NS      | $32695.44     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co                                       | Vulcan Materials Co                                     | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |        66 | NS      | $17313.78     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc                                  | Manhattan Associates Inc                                | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |        98 | NS      | $17384.22     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc                                    | Energizer Holdings Inc                                  | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |       548 | NS      | $14817.92     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                                      | MGIC Investment Corp                                    | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |      1225 | NS      | $30514.75     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                                       | PayPal Holdings Inc                                     | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |       491 | NS      | $32327.44     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                              | Centene Corp                                            | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      1363 | NS      | $81575.55     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                              | Alphabet Inc                                            | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       982 | NS      | $155941.60    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The                                  | Estee Lauder Cos Inc/The                                | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |        67 | NS      | $4017.32      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CUMMINS INC                                               | Cummins Inc                                             | CUSIP: 231021AW6<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27392.62     | 0.11%             | 2034-02-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Coherent Corp                                             | Coherent Corp                                           | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |       200 | NS      | $12864.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                               | Phillips 66                                             | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       875 | NS      | $91052.50     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc                                  | Microchip Technology Inc                                | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |        51 | NS      | $2350.08      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                    | Bunge Ltd Finance Corp                                  | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14322.55     | 0.06%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                        | Essex Portfolio LP                                      | CUSIP: 29717PAU1<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |     14000 | PA      | $12948.52     | 0.05%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Prologis Inc                                              | Prologis Inc                                            | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |       101 | NS      | $10322.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                            | Ameris Bancorp                                          | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |       504 | NS      | $29534.40     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                        | CUSIP: 3132DWC84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9311 | PA      | $8103.00      | 0.03%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group Inc                               | Asbury Automotive Group Inc                             | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |        50 | NS      | $10907.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                                  | Visa Inc                                                | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       553 | NS      | $191061.50    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                             | Hewlett Packard Enterprise Co                           | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |       296 | NS      | $4801.12      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                                        | Crown Holdings Inc                                      | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |       226 | NS      | $21770.58     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                         | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38884 | PA      | $32436.94     | 0.12%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Carlyle Group Inc/The                                     | Carlyle Group Inc/The                                   | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |      1371 | NS      | $52975.44     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp                                      | Range Resources Corp                                    | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |       435 | NS      | $14759.55     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                      | CUSIP: 13607HVE9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $24172.33     | 0.09%             | 2026-06-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                | Zoetis Inc                                              | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       105 | NS      | $16422.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd                                 | Alibaba Group Holding Ltd                               | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |       207 | NS      | $24722.01     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc                                 | Halozyme Therapeutics Inc                               | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |       248 | NS      | $15232.16     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                | Zimmer Biomet Holdings Inc                              | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |        62 | NS      | $6389.10      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS CORNING                                             | Owens Corning                                           | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23359.69     | 0.09%             | 2029-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ResMed Inc                                                | ResMed Inc                                              | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |        27 | NS      | $6387.93      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                                       | Elevance Health Inc                                     | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       191 | NS      | $80330.78     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                                         | Lam Research Corp                                       | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       109 | NS      | $7812.03      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc                                         | GXO Logistics Inc                                       | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |       240 | NS      | $8697.60      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications Inc                                | Iridium Communications Inc                              | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |       383 | NS      | $9241.79      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                                       | Leidos Holdings Inc                                     | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |        70 | NS      | $10302.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                                            | CBRE Group Inc                                          | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |       444 | NS      | $54247.92     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc                                                 | Block Inc                                               | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |       436 | NS      | $25492.92     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                                | Fiserv Inc                                              | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       266 | NS      | $49095.62     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                                   | Procter & Gamble Co/The                                 | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       468 | NS      | $76082.76     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                                   | First Financial Bancorp                                 | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |      1572 | NS      | $36391.80     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WCM Focused Emerging Markets Fund                         | WCM Focused Emerging Markets Fund                       | CUSIP: 46141P834<br>LEI: 5493004PSCRWO0N8YL71 | Long             | EC               | RF                | US        |     67835 | NS      | $1016167.13   | 3.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corp                                              | Knowles Corp                                            | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |       913 | NS      | $14370.62     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CAL EDISON                                       | Southern California Edison Co                           | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5091.58      | 0.02%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Inc                                         | Toll Brothers Inc                                       | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |       242 | NS      | $24410.54     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Inc                                              | Woodward Inc                                            | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |       150 | NS      | $28135.50     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                                         | State Street Corp                                       | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |       836 | NS      | $73651.60     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                                      | Lockheed Martin Corp                                    | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |        46 | NS      | $21976.50     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California Inc                                    | Banc of California Inc                                  | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |       875 | NS      | $11795.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings Inc                          | BJ's Wholesale Club Holdings Inc                        | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |       222 | NS      | $26098.32     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                         | CUSIP: 31418DCY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1334 | PA      | $1214.23      | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                            | Lowe's Cos Inc                                          | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |        61 | NS      | $13637.16     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                         | CUSIP: 3140KEK80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1172 | PA      | $980.57       | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                             | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10670.22     | 0.04%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| United Therapeutics Corp                                  | United Therapeutics Corp                                | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |        43 | NS      | $13032.87     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA-COLA CO/THE                                          | Coca-Cola Co/The                                        | CUSIP: 191216CU2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     24000 | PA      | $22845.82     | 0.09%             | 2027-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                          | Ryder System Inc                                        | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |       108 | NS      | $14868.36     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES                                     | Huntington Bancshares Inc/OH                            | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13023.54     | 0.05%             | 2035-02-02      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| ChampionX Corp                                            | ChampionX Corp                                          | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |       764 | NS      | $18435.32     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                     | CUSIP: 91282CAZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     93000 | PA      | $91015.76     | 0.35%             | 2025-11-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                            | Salesforce Inc                                          | CUSIP: 79466LAH7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     23000 | PA      | $21294.05     | 0.08%             | 2028-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                               | Workday Inc                                             | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |       229 | NS      | $56105.00     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc                                                   | NOV Inc                                                 | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |      1046 | NS      | $12144.06     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp                                         | Ralph Lauren Corp                                       | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |        37 | NS      | $8323.15      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc                                    | Tyler Technologies Inc                                  | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |        24 | NS      | $13039.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                                     | Norfolk Southern Corp                                   | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |        27 | NS      | $6049.35      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                            | Microsoft Corp                                          | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       871 | NS      | $344271.46    | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Magna International Inc                                   | Magna International Inc                                 | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |       788 | NS      | $27390.88     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corp                                           | SouthState Corp                                         | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |       419 | NS      | $36360.82     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                    | Mondelez International Inc                              | CUSIP: 609207AT2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11951.60     | 0.05%             | 2030-04-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                               | Prologis LP                                             | CUSIP: 74340XBR1<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     16000 | PA      | $13581.82     | 0.05%             | 2030-10-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                         | CUSIP: 31418ECS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6315 | PA      | $5708.52      | 0.02%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Align Technology Inc                                      | Align Technology Inc                                    | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |        18 | NS      | $3119.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson & Co                                     | Becton Dickinson & Co                                   | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |        81 | NS      | $16774.29     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Inc                                             | Ingredion Inc                                           | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |       149 | NS      | $19790.18     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                                       | American Tower Corp                                     | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |        42 | NS      | $9467.22      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra Inc                                              | Penumbra Inc                                            | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |        58 | NS      | $16984.72     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc                                   | Comfort Systems USA Inc                                 | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |        52 | NS      | $20672.60     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                                        | IQVIA Holdings Inc                                      | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |       431 | NS      | $66835.17     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp                                        | Regal Rexnord Corp                                      | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |       123 | NS      | $13018.32     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp International/US                             | Service Corp International/US                           | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |       273 | NS      | $21812.70     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc                                         | Veeva Systems Inc                                       | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |       281 | NS      | $65666.89     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc                                       | Axon Enterprise Inc                                     | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |        14 | NS      | $8586.20      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                             | Intercontinental Exchange Inc                           | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |       633 | NS      | $106325.01    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                                     | Applied Materials Inc                                   | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |        94 | NS      | $14166.74     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                        | CUSIP: 3132DWCP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24893 | PA      | $20743.19     | 0.08%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                 | Kellanova                                               | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |       132 | NS      | $10925.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                                              | Stryker Corp                                            | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |        77 | NS      | $28791.84     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                         | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25443 | PA      | $23754.58     | 0.09%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                        | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10226 | PA      | $8496.38      | 0.03%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                              | Newmont Corp                                            | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |       154 | NS      | $8112.72      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co                                  | American States Water Co                                | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |       487 | NS      | $39500.57     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc                                  | Constellation Brands Inc                                | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |       201 | NS      | $37695.54     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                                     | AECOM                                                   | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |       199 | NS      | $19631.35     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                                  | Willis Towers Watson PLC                                | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |       260 | NS      | $80028.00     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| STARBUCKS CORP                                            | Starbucks Corp                                          | CUSIP: 855244AW9<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     23000 | PA      | $20642.29     | 0.08%             | 2030-03-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                               | NVIDIA Corp                                             | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      3587 | NS      | $390696.04    | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc                                              | Wingstop Inc                                            | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |        47 | NS      | $12402.83     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                              | Chevron Corp                                            | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       274 | NS      | $37280.44     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                                 | Adobe Inc                                               | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |        48 | NS      | $17999.04     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software Inc                         | Take-Two Interactive Software Inc                       | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |        43 | NS      | $10032.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                                      | Waste Management Inc                                    | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |        36 | NS      | $8400.96      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ARM Holdings PLC                                          | ARM Holdings PLC                                        | CUSIP: 042068205<br>LEI: 2138001E66EELTE7Y904 | Long             | EC               | CORP              | GB        |       589 | NS      | $67175.45     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Novo Nordisk A/S                                          | Novo Nordisk A/S                                        | CUSIP: 670100205<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |       733 | NS      | $48707.85     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Duolingo Inc                                              | Duolingo Inc                                            | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        39 | NS      | $15189.72     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                         | CUSIP: 31418DET5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       458 | PA      | $416.75       | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Saia Inc                                                  | Saia Inc                                                | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |        33 | NS      | $8052.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                              | Alphabet Inc                                            | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      1411 | NS      | $227015.79    | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group/The                                           | Cigna Group/The                                         | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |        65 | NS      | $22102.60     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc                                 | American Assets Trust Inc                               | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               |  | US        |       662 | NS      | $12399.26     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                      | CUSIP: 36179XX68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     41804 | PA      | $41918.07     | 0.16%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                        | CUSIP: 3132DWKU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15611 | PA      | $15303.40     | 0.06%             | 2054-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                           | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21990.24     | 0.08%             | 2026-03-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CRISPR Therapeutics AG                                    | CRISPR Therapeutics AG                                  | CUSIP: 000000000<br>LEI: 506700O6IRRIQLT3W370 | Long             | EC               | CORP              | CH        |       371 | NS      | $14346.57     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                                   | O'Reilly Automotive Inc                                 | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |        10 | NS      | $14152.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                           | CVS Health Corp                                         | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |       555 | NS      | $37024.05     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                                          | Crown Castle Inc                                        | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |        52 | NS      | $5499.52      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc                                     | DuPont de Nemours Inc                                   | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |        67 | NS      | $4421.33      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc                                | Brixmor Property Group Inc                              | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               |  | US        |      1513 | NS      | $37688.83     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                                           | EMCOR Group Inc                                         | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |        54 | NS      | $21637.80     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                                              | Illumina Inc                                            | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |       431 | NS      | $33445.60     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                                        | Walt Disney Co/The                                      | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      1081 | NS      | $98316.95     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity Inc                                              | Doximity Inc                                            | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1628 | NS      | $92600.64     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                                 | Linde PLC                                               | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |        72 | NS      | $32632.56     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc                                       | Quanta Services Inc                                     | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |        35 | NS      | $10244.15     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                         | CUSIP: 3140KEN95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1375 | PA      | $1101.24      | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Target Corp                                               | Target Corp                                             | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |        44 | NS      | $4254.80      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC                                               | Walmart Inc                                             | CUSIP: 931142FD0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9753.44      | 0.04%             | 2033-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods Inc                                 | Dick's Sporting Goods Inc                               | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |        77 | NS      | $14455.98     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                                  | Marsh & McLennan Cos Inc                                | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |        67 | NS      | $15106.49     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                               | Walmart Inc                                             | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |       468 | NS      | $45513.00     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| KEURIG DR PEPPER INC                                      | Keurig Dr Pepper Inc                                    | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14987.76     | 0.06%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                          | Coca-Cola Co/The                                        | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |       550 | NS      | $39902.50     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group Inc                               | American Airlines Group Inc                             | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1297 | NS      | $12905.15     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT Defense Properties                                   | COPT Defense Properties                                 | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               |  | US        |       926 | NS      | $24177.86     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                         | CUSIP: 31418DCB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       376 | PA      | $365.59       | 0.00%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marriott Vacations Worldwide Corp                         | Marriott Vacations Worldwide Corp                       | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |       168 | NS      | $9208.08      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc                                                | Airbnb Inc                                              | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |       595 | NS      | $72542.40     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                          | Exxon Mobil Corp                                        | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |       625 | NS      | $66018.75     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software Inc                                    | Guidewire Software Inc                                  | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |       169 | NS      | $34606.13     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CHRISTUS HEALTH                                           | CHRISTUS Health                                         | CUSIP: 17108JAA1<br>LEI: OQUVMAC1TV7BMO6XVW61 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12967.71     | 0.05%             | 2028-07-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                   | Procter & Gamble Co/The                                 | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8593.07      | 0.03%             | 2030-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                         | CUSIP: 31418D3G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36157 | PA      | $28816.22     | 0.11%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts Inc                                 | Host Hotels & Resorts Inc                               | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |       240 | NS      | $3388.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Loomis Sayles Inflation Protected Securities Fund         | Loomis Sayles Inflation Protected Securities Fund       | CUSIP: 543495659<br>LEI: J0W1E79QBQJ3ZGHL1O40 | Long             | EC               | RF                | US        |    101611 | NS      | $991722.75    | 3.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc                             | Selective Insurance Group Inc                           | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |       227 | NS      | $19801.21     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD                                     | McCormick & Co Inc/MD                                   | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |       126 | NS      | $9659.16      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd                                      | Assured Guaranty Ltd                                    | CUSIP: 000000000<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |       275 | NS      | $24125.75     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fixed Income Clearing Corp                                | FIXED INC CLEARING CORP.REPO                            | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |    802288 | PA      | $802288.07    | 3.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Consolidated Edison Inc                                   | Consolidated Edison Inc                                 | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |       172 | NS      | $19393.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                     | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     29000 | PA      | $21235.70     | 0.08%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                        | CUSIP: 3132DWER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5166 | PA      | $4820.76      | 0.02%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                               | NVIDIA Corp                                             | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14175.81     | 0.05%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                             | Martin Marietta Materials Inc                           | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |        27 | NS      | $14147.46     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOGEN INC                                                | Biogen Inc                                              | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11561.20     | 0.04%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                          | Carlisle Cos Inc                                        | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |        65 | NS      | $24666.20     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group Inc                                          | CoStar Group Inc                                        | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |        41 | NS      | $3040.97      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                                           | TJX Cos Inc/The                                         | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       256 | NS      | $32942.08     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                                               | Incyte Corp                                             | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |        98 | NS      | $6140.68      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                                     | Monster Beverage Corp                                   | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      1983 | NS      | $119217.96    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                    | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     27000 | PA      | $23736.95     | 0.09%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| DoorDash Inc                                              | DoorDash Inc                                            | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |        49 | NS      | $9451.61      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC                                 | Janus Henderson Group PLC                               | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | JE        |       406 | NS      | $13483.26     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                     | Texas Instruments Inc                                   | CUSIP: 882508CB8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13166.57     | 0.05%             | 2033-03-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SPX Technologies Inc                                      | SPX Technologies Inc                                    | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |       141 | NS      | $18915.15     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                                            | Hershey Co/The                                          | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |        46 | NS      | $7690.74      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares Inc/NC                          | First Citizens BancShares Inc/NC                        | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |        38 | NS      | $67607.32     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                         | CUSIP: 31418ESR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16318 | PA      | $15220.84     | 0.06%             | 2053-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                          | Roche Holding AG                                        | CUSIP: 771195104<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       694 | NS      | $28294.38     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                               | Netflix Inc                                             | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       227 | NS      | $256900.44    | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc                                | Cadence Design Systems Inc                              | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |        45 | NS      | $13398.30     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                        | CUSIP: 3132DWD83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1688 | PA      | $1575.76      | 0.01%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                               | CUSIP: 89114TZQ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $12929.16     | 0.05%             | 2032-01-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc                                    | Intuitive Surgical Inc                                  | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       128 | NS      | $66022.40     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC                                               | MetLife Inc                                             | CUSIP: 59156RCE6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14431.13     | 0.06%             | 2033-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                      | Waste Management Inc                                    | CUSIP: 94106LBR9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4395.08      | 0.02%             | 2041-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                         | CUSIP: 31418DPE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2015 | PA      | $1760.47      | 0.01%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                | Ecolab Inc                                              | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |        85 | NS      | $21371.55     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                            | Mastercard Inc                                          | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |        32 | NS      | $17537.92     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                  | AT&T Inc                                                | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      1693 | NS      | $46896.10     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety Inc                                            | MSA Safety Inc                                          | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |       112 | NS      | $17631.04     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                              | Broadcom Inc                                            | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       229 | NS      | $44075.63     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                                 | Amgen Inc                                               | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |        36 | NS      | $10473.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                    | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      2724 | NS      | $108633.12    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings Inc                                      | Kyndryl Holdings Inc                                    | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |       411 | NS      | $13324.62     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                        | CUSIP: 3132DWHR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14575 | PA      | $13953.29     | 0.05%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tesla Inc                                                 | Tesla Inc                                               | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       845 | NS      | $238425.20    | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                                | US Bancorp                                              | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |       208 | NS      | $8390.72      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris Inc                                              | Entegris Inc                                            | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |       370 | NS      | $29274.40     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                        | Home Depot Inc/The                                      | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       103 | NS      | $37130.47     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp                                       | Alliant Energy Corp                                     | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |       162 | NS      | $9888.48      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                          | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11909.58     | 0.05%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                               | Exelon Corp                                             | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13630.60     | 0.05%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                | Intel Corp                                              | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |       618 | NS      | $12421.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial Inc                                  | Corebridge Financial Inc                                | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |      1143 | NS      | $33867.09     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                                                 | Crocs Inc                                               | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |        96 | NS      | $9256.32      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings Inc                                      | Labcorp Holdings Inc                                    | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        31 | NS      | $7471.31      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                                              | Innospec Inc                                            | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |       157 | NS      | $14048.36     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                         | CUSIP: 31418DYZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9182 | PA      | $7994.79      | 0.03%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                     | Republic Services Inc                                   | CUSIP: 760759AX8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     16000 | PA      | $13462.50     | 0.05%             | 2031-02-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Grand Canyon Education Inc                                | Grand Canyon Education Inc                              | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |       103 | NS      | $18372.11     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum China Holdings Inc                                    | Yum China Holdings Inc                                  | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |       612 | NS      | $26505.72     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc                            | Fortune Brands Innovations Inc                          | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |       795 | NS      | $42786.90     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| RB Global Inc                                             | RB Global Inc                                           | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |       248 | NS      | $24973.60     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc                                                | Mattel Inc                                              | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |       794 | NS      | $12616.66     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                                            | BorgWarner Inc                                          | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |       973 | NS      | $27613.74     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERSON ELECTRIC CO                                       | Emerson Electric Co                                     | CUSIP: 291011BQ6<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12982.16     | 0.05%             | 2028-12-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| East West Bancorp Inc                                     | East West Bancorp Inc                                   | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       289 | NS      | $24723.95     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                         | CUSIP: 31418D3H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8749 | PA      | $7285.72      | 0.03%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                | FedEx Corp                                              | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |        41 | NS      | $8623.53      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp                                                  | AAR Corp                                                | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |       297 | NS      | $15877.62     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                     | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     42000 | PA      | $41560.31     | 0.16%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                  | Intercontinental Exchange Inc                           | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     24000 | PA      | $15464.64     | 0.06%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                 | Adobe Inc                                               | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     23000 | PA      | $21166.48     | 0.08%             | 2030-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                | Kenvue Inc                                              | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |      2202 | NS      | $51967.20     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp                                               | Cognex Corp                                             | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |       292 | NS      | $7971.60      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp                                    | Paylocity Holding Corp                                  | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |        83 | NS      | $15944.30     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                                       | Arista Networks Inc                                     | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |        64 | NS      | $5265.28      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc                                            | Littelfuse Inc                                          | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |        57 | NS      | $10391.67     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                   | Manulife Financial Corp                                 | CUSIP: 56501RAN6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |     21000 | PA      | $19579.15     | 0.08%             | 2032-03-16      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                        | CUSIP: 3132DWDK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14852 | PA      | $12905.09     | 0.05%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                | Ecolab Inc                                              | CUSIP: 278865BM1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     27000 | PA      | $23025.80     | 0.09%             | 2032-02-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                            | GE HealthCare Technologies Inc                          | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |       730 | NS      | $51340.90     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                                  | CSX Corp                                                | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |       465 | NS      | $13052.55     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Flex Ltd                                                  | Flex Ltd                                                | CUSIP: 000000000<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | SG        |       503 | NS      | $17273.02     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     11000 | PA      | $7696.12      | 0.03%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                              | QUALCOMM Inc                                            | CUSIP: 747525BP7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     24000 | PA      | $19688.49     | 0.08%             | 2032-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                         | Kinder Morgan Inc                                       | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |       779 | NS      | $20487.70     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                                | Korn Ferry                                              | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |       209 | NS      | $12895.30     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                        | CUSIP: 3132DWCU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7066 | PA      | $5866.23      | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                               | Goldman Sachs Group Inc/The                             | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |        33 | NS      | $18069.15     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp                                                | Ciena Corp                                              | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |       206 | NS      | $13834.96     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group PLC                                        | Vodafone Group PLC                                      | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     21000 | PA      | $22204.84     | 0.09%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                      | Freeport-McMoRan Inc                                    | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |        86 | NS      | $3098.58      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                            | ServiceNow Inc                                          | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |        22 | NS      | $21010.22     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                  | Toyota Motor Credit Corp                                | CUSIP: 89236TGU3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13556.95     | 0.05%             | 2030-02-13      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                 | AvalonBay Communities Inc                               | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               |  | US        |        51 | NS      | $10708.98     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc                              | FactSet Research Systems Inc                            | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |        92 | NS      | $39764.24     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc                                                | Watsco Inc                                              | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |        56 | NS      | $25751.04     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corp                            | Atlantic Union Bankshares Corp                          | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       835 | NS      | $23129.50     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The                                   | Sherwin-Williams Co/The                                 | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |        26 | NS      | $9175.92      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                                  | Fabrinet                                                | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |        63 | NS      | $12918.78     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                   | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc | CUSIP: 05723KAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $13708.74     | 0.05%             | 2027-12-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                          | FirstEnergy Corp                                        | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |       378 | NS      | $16208.64     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                                       | General Electric Co                                     | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       166 | NS      | $33455.64     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp                                                  | APA Corp                                                | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |      2114 | NS      | $32851.56     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                                | Deere & Co                                              | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       248 | NS      | $114962.88    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                                        | Analog Devices Inc                                      | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       114 | NS      | $22220.88     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                         | CUSIP: 31418D2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4682 | PA      | $3732.66      | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                   | Charles Schwab Corp/The                                 | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      1540 | NS      | $125356.00    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| REALTY INCOME CORP                                        | Realty Income Corp                                      | CUSIP: 756109BH6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |      7000 | PA      | $6828.67      | 0.03%             | 2028-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                   | Illinois Tool Works Inc                                 | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |        30 | NS      | $7197.30      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                  | Marsh & McLennan Cos Inc                                | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15116.23     | 0.06%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                         | Eversource Energy                                       | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |       221 | NS      | $13145.08     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                                 | Taylor Morrison Home Corp                               | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |       382 | NS      | $21907.70     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                                    | F5 Inc                                                  | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |        75 | NS      | $19855.50     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                        | Meta Platforms Inc                                      | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       421 | NS      | $231129.00    | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                                | Pfizer Inc                                              | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |       898 | NS      | $21920.18     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                                           | Ross Stores Inc                                         | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |        57 | NS      | $7923.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK INC                                             | Blackrock Inc                                           | CUSIP: 09247XAQ4<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |     24000 | PA      | $21964.38     | 0.08%             | 2030-04-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Bio-Techne Corp                                           | Bio-Techne Corp                                         | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |        41 | NS      | $2064.35      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc                                                   | ITT Inc                                                 | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |       256 | NS      | $35077.12     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Inc                                   | Lululemon Athletica Inc                                 | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |         8 | NS      | $2166.16      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                                  | Jazz Pharmaceuticals PLC                                | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |       108 | NS      | $12631.68     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                                                 | Avnet Inc                                               | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |       359 | NS      | $16869.41     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp                                               | Chemed Corp                                             | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |        38 | NS      | $22097.38     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                                | Verizon Communications Inc                              | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |       853 | NS      | $37583.18     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas Inc                                               | ONE Gas Inc                                             | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |       254 | NS      | $19941.54     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                               | Oracle Corp                                             | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      1094 | NS      | $153947.68    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp                                                  | RTX Corp                                                | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |       229 | NS      | $28883.77     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                                        | Voya Financial Inc                                      | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |       262 | NS      | $15510.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                                 | Edwards Lifesciences Corp                               | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |        83 | NS      | $6265.67      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co Inc                                              | KKR & Co Inc                                            | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |        77 | NS      | $8798.79      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                   | Shell International Finance BV                          | CUSIP: 822582AD4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     17000 | PA      | $18661.23     | 0.07%             | 2038-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                   | Bristol-Myers Squibb Co                                 | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12578.36     | 0.05%             | 2029-07-26      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                             | Boeing Co/The                                           | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |       808 | NS      | $148057.92    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                                            | Home Depot Inc/The                                      | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25193.16     | 0.10%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                               | PepsiCo Inc                                             | CUSIP: 713448ES3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     23000 | PA      | $21499.73     | 0.08%             | 2030-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                              | Autodesk Inc                                            | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       357 | NS      | $97907.25     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                                  | Fox Corp                                                | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       395 | NS      | $18264.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc                                            | GE Vernova Inc                                          | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |        33 | NS      | $12237.06     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX Inc                                                   | WEX Inc                                                 | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |        78 | NS      | $10168.86     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                                         | Allstate Corp/The                                       | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |        46 | NS      | $9125.94      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                        | CUSIP: 3132DWDT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21444 | PA      | $19384.97     | 0.07%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                | Dover Corp                                              | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |        88 | NS      | $15017.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                                       | Cardinal Health Inc                                     | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |       107 | NS      | $15118.03     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp                                        | Kilroy Realty Corp                                      | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               |  | US        |       410 | NS      | $12919.10     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                         | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23777.59     | 0.09%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                         | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25123 | PA      | $21813.69     | 0.08%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Option Care Health Inc                                    | Option Care Health Inc                                  | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |       609 | NS      | $19676.79     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                                       | Carrier Global Corp                                     | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |       134 | NS      | $8380.36      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                        | CUSIP: 3132DWC76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19418 | PA      | $16133.39     | 0.06%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                    | Roper Technologies Inc                                  | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |        51 | NS      | $28564.08     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                                         | Devon Energy Corp                                       | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |       224 | NS      | $6811.84      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc                                    | Palo Alto Networks Inc                                  | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |        48 | NS      | $8972.64      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                                  | CSX Corp                                                | CUSIP: 126408HE6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24370.84     | 0.09%             | 2026-11-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co                                       | Travel + Leisure Co                                     | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |       372 | NS      | $16341.96     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Instruments Inc                                       | MKS Instruments Inc                                     | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |       226 | NS      | $15851.64     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                                            | Starbucks Corp                                          | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |       755 | NS      | $60437.75     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC                                       | TE Connectivity PLC                                     | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |       441 | NS      | $64553.58     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                                       | Emerson Electric Co                                     | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       179 | NS      | $18814.69     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                              | Citizens Financial Group Inc                            | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |        99 | NS      | $3652.11      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                         | CUSIP: 31418DCZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       102 | PA      | $96.21        | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                                           | Yum! Brands Inc                                         | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |       193 | NS      | $29034.92     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                  | Kaiser Foundation Hospitals                             | CUSIP: 48305QAC7<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13757.44     | 0.05%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                         | CUSIP: 31418DWS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7473 | PA      | $6218.33      | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                             | Live Nation Entertainment Inc                           | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |        74 | NS      | $9801.30      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                        | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18534 | PA      | $16101.97     | 0.06%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                              | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     34000 | PA      | $23900.64     | 0.09%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Docusign Inc                                              | Docusign Inc                                            | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |       228 | NS      | $18639.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO INC                                            | Merck & Co Inc                                          | CUSIP: 58933YAZ8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10428.36     | 0.04%             | 2030-06-24      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                          | Bank of New York Mellon Corp/The                        | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |       784 | NS      | $63041.44     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc                                                   | PTC Inc                                                 | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |        54 | NS      | $8368.38      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                          | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |        81 | NS      | $9349.02      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                          | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13516.45     | 0.05%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| Fulton Financial Corp                                     | Fulton Financial Corp                                   | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |      1510 | NS      | $25186.80     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc                                                  | Moog Inc                                                | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |       122 | NS      | $20404.50     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WCM Focused International Growth Fund                     | WCM Focused International Growth Fund                   | CUSIP: 461418444<br>LEI: 549300UG6YELRC2USD98 | Long             | EC               | RF                | US        |     75133 | NS      | $1803936.27   | 6.93%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc                                               | IDACORP Inc                                             | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |       151 | NS      | $17831.59     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                           | CVS Health Corp                                         | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3969.68      | 0.02%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                              | QUALCOMM Inc                                            | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |       416 | NS      | $61759.36     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                        | CUSIP: 3132DWEG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21662 | PA      | $18814.22     | 0.07%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Shopify Inc                                               | Shopify Inc                                             | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |       719 | NS      | $68305.00     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                        | CUSIP: 3132DWD26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14278 | PA      | $12897.53     | 0.05%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                         | CUSIP: 31418EPB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8783 | PA      | $8416.20      | 0.03%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Neurocrine Biosciences Inc                                | Neurocrine Biosciences Inc                              | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |       141 | NS      | $15184.29     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                         | CUSIP: 31418D3Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4472 | PA      | $3725.73      | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                        | Ally Financial Inc                                      | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |      2501 | NS      | $81682.66     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                         | CUSIP: 31418DA93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       751 | PA      | $729.30       | 0.00%             | 2034-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                   | Fidelity National Financial Inc                         | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6435.18      | 0.02%             | 2030-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp                                     | ON Semiconductor Corp                                   | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |        44 | NS      | $1746.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                                  | Prudential Financial Inc                                | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     16000 | PA      | $12024.80     | 0.05%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Webster Financial Corp                                    | Webster Financial Corp                                  | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |       481 | NS      | $22751.30     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co                                        | Sonoco Products Co                                      | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |       364 | NS      | $14924.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity Inc                                          | HealthEquity Inc                                        | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |       201 | NS      | $17229.72     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                         | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6794 | PA      | $6343.14      | 0.02%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare Inc                                        | HCA Healthcare Inc                                      | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |        21 | NS      | $7246.68      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                      | CUSIP: 36179YDG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9168 | PA      | $8562.31      | 0.03%             | 2053-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Silicon Laboratories Inc                                  | Silicon Laboratories Inc                                | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |        82 | NS      | $8344.32      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                            | Amazon.com Inc                                          | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11714.10     | 0.05%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| XPO Inc                                                   | XPO Inc                                                 | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |       135 | NS      | $14326.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Inc                                               | Avantor Inc                                             | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1024 | NS      | $13301.76     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp/The                                              | AES Corp                                                | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |       522 | NS      | $5220.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                                     | Northrop Grumman Corp                                   | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |        17 | NS      | $8270.50      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KELLANOVA                                                 | Kellanova                                               | CUSIP: 487836BW7<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21050.44     | 0.08%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The                          | Hartford Insurance Group Inc/The                        | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       147 | NS      | $18032.49     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                                    | Diamondback Energy Inc                                  | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |        36 | NS      | $4752.36      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                                       | Electronic Arts Inc                                     | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |        45 | NS      | $6529.05      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                             | McKesson Corp                                           | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |        22 | NS      | $15681.38     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NETFLIX INC                                               | Netflix Inc                                             | CUSIP: 64110LAZ9<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22184.77     | 0.09%             | 2034-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corp                                     | Antero Resources Corp                                   | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |       463 | NS      | $16126.29     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                                | Humana Inc                                              | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |        15 | NS      | $3933.60      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp                                                  | PVH Corp                                                | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |       139 | NS      | $9588.22      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                             | Kroger Co/The                                           | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |       474 | NS      | $34227.54     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp                                              | Fortive Corp                                            | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |       134 | NS      | $9338.46      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc                                    | Church & Dwight Co Inc                                  | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |       208 | NS      | $20662.72     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                                              | Synopsys Inc                                            | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |        18 | NS      | $8262.18      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirova International Megatrends Fund                      | Mirova International Megatrends Fund                    | CUSIP: 63872R350<br>LEI: 549300NMPBIMD7PQDN52 | Long             | EC               | RF                | US        |    139001 | NS      | $1807008.09   | 6.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                               | Ovintiv Inc                                             | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |       393 | NS      | $13196.94     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                                 | Apple Inc                                               | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      1352 | NS      | $287300.00    | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc                                 | Minerals Technologies Inc                               | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |       187 | NS      | $9647.33      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                                              | Danaher Corp                                            | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |        65 | NS      | $12956.45     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                      | CUSIP: 36179YAR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9863 | PA      | $9690.46      | 0.04%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GameStop Corp                                             | GameStop Corp                                           | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |       326 | NS      | $9082.36      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS Inc                                                 | ANSYS Inc                                               | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |        20 | NS      | $6437.60      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                             | Regeneron Pharmaceuticals Inc                           | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       113 | NS      | $67659.88     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                                   | Cboe Global Markets Inc                                 | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |        61 | NS      | $13529.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                         | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29227 | PA      | $24283.58     | 0.09%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                                 | Lear Corp                                               | CUSIP: 521865BA2<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6811.53      | 0.03%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                           | DTE Electric Co                                         | CUSIP: 23338VAN6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14123.63     | 0.05%             | 2028-04-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                             | Automatic Data Processing Inc                           | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |        32 | NS      | $9619.20      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                                  | Prudential Financial Inc                                | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |        75 | NS      | $7703.25      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VIATRIS INC                                               | Viatris Inc                                             | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |      8000 | PA      | $5610.33      | 0.02%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Alcoa Corp                                                | Alcoa Corp                                              | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |       343 | NS      | $8413.79      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc                                  | Digital Realty Trust Inc                                | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               |  | US        |        31 | NS      | $4976.74      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                                | Nasdaq Inc                                              | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |       801 | NS      | $61044.21     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                     | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     22000 | PA      | $15347.58     | 0.06%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Glaukos Corp                                              | Glaukos Corp                                            | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |       152 | NS      | $14326.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OAKTREE SPECIALTY LEND                                    | Oaktree Specialty Lending Corp                          | CUSIP: 67401PAC2<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15120.44     | 0.06%             | 2027-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Boston Beer Co Inc/The                                    | Boston Beer Co Inc/The                                  | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |        77 | NS      | $18926.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                         | CUSIP: 31418EU73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18284 | PA      | $17493.30     | 0.07%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                               | Equifax Inc                                             | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |       287 | NS      | $74657.31     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORP                                        | Union Pacific Corp                                      | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     40000 | PA      | $25270.14     | 0.10%             | 2052-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Visteon Corp                                              | Visteon Corp                                            | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |       235 | NS      | $18609.65     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                        | CUSIP: 3132DWBU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4971 | PA      | $4161.15      | 0.02%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                            | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $20232.79     | 0.08%             | 2034-04-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/The                          | Interpublic Group of Cos Inc/The                        | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |       475 | NS      | $11932.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mobileye Global Inc                                       | Mobileye Global Inc                                     | CUSIP: 60741F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1764 | NS      | $25719.12     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                                     | Travelers Cos Inc/The                                   | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |        76 | NS      | $20073.88     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                                | Charter Communications Inc                              | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |       190 | NS      | $74453.40     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                                        | Kraft Heinz Co/The                                      | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |       612 | NS      | $17809.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                     | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     38000 | PA      | $28523.75     | 0.11%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                               | TJX Cos Inc/The                                         | CUSIP: 872540AV1<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |     29000 | PA      | $26629.15     | 0.10%             | 2028-05-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                       | Delta Air Lines Inc                                     | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |      1461 | NS      | $60821.43     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty Inc                             | Rexford Industrial Realty Inc                           | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               |  | US        |       514 | NS      | $17013.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp                                        | CNX Resources Corp                                      | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |       579 | NS      | $17039.97     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                         | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42528 | PA      | $38446.43     | 0.15%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                      | Booking Holdings Inc                                    | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |         3 | NS      | $15297.84     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                                    | T Rowe Price Group Inc                                  | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |        44 | NS      | $3896.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries Inc                                       | Thor Industries Inc                                     | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |       115 | NS      | $8328.30      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                        | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     61405 | PA      | $48759.84     | 0.19%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                               | Novartis AG                                             | CUSIP: 66987V109<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |       230 | NS      | $26102.70     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                                      | Keurig Dr Pepper Inc                                    | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      1747 | NS      | $60428.73     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                            | Merck & Co Inc                                          | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      1221 | NS      | $104029.20    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                               | Equinix Inc                                             | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |        10 | NS      | $8607.50      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp                                                   | VF Corp                                                 | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |       519 | NS      | $6165.72      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                                      | Colgate-Palmolive Co                                    | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |        82 | NS      | $7559.58      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                                | STERIS PLC                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |        51 | NS      | $11461.74     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp                                | Lattice Semiconductor Corp                              | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |       219 | NS      | $10715.67     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                            | S&P Global Inc                                          | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |        55 | NS      | $27502.75     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Inc                          | West Pharmaceutical Services Inc                        | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |         9 | NS      | $1901.61      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                    | UnitedHealth Group Inc                                  | CUSIP: 91324PAR3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18759.01     | 0.07%             | 2036-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Oshkosh Corp                                              | Oshkosh Corp                                            | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |       152 | NS      | $12731.52     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                            | Eli Lilly & Co                                          | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |        41 | NS      | $36856.95     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co                                   | Arthur J Gallagher & Co                                 | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |        89 | NS      | $28541.41     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                                       | Global Payments Inc                                     | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |       603 | NS      | $46014.93     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                     | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       259 | NS      | $63356.58     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                            | Amazon.com Inc                                          | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      2017 | NS      | $371975.14    | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                                    | HP Inc                                                  | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |       180 | NS      | $4602.60      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                                             | DTE Energy Co                                           | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |        65 | NS      | $8905.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINOR ASA                                               | Equinor ASA                                             | CUSIP: 29446MAG7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     21000 | PA      | $17103.10     | 0.07%             | 2040-04-06      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Graco Inc                                                 | Graco Inc                                               | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |       366 | NS      | $29869.26     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Inc                                              | Reliance Inc                                            | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |        80 | NS      | $23058.40     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                                                 | ONEOK Inc                                               | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |       141 | NS      | $11584.56     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                               | Hologic Inc                                             | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |       135 | NS      | $7857.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Floor & Decor Holdings Inc                                | Floor & Decor Holdings Inc                              | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |       158 | NS      | $11287.52     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co                                                 | Stepan Co                                               | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |       254 | NS      | $12842.24     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc                                  | Baxter International Inc                                | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |       951 | NS      | $29642.67     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                                   | Bristol-Myers Squibb Co                                 | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |       377 | NS      | $18925.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                                   | KB Home                                                 | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |       372 | NS      | $20099.16     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Inc                                       | Onto Innovation Inc                                     | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |        86 | NS      | $10489.42     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                                       | American Express Co                                     | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |        49 | NS      | $13054.09     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                   | Astrazeneca Finance LLC                                 | CUSIP: 04636NAB9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     33000 | PA      | $29261.22     | 0.11%             | 2031-05-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Hanover Insurance Group Inc/The                           | Hanover Insurance Group Inc/The                         | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |       160 | NS      | $26576.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                                | Capital One Financial Corp                              | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       453 | NS      | $81657.78     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc                          | American International Group Inc                        | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |       950 | NS      | $77444.00     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                               | Oracle Corp                                             | CUSIP: 68389XBC8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16987.91     | 0.07%             | 2025-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Annaly Capital Management Inc                             | Annaly Capital Management Inc                           | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               |  | US        |      1253 | NS      | $24558.80     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                            | Eaton Corp PLC                                          | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |        54 | NS      | $15895.98     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                                       | Gilead Sciences Inc                                     | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |       233 | NS      | $24823.82     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co                                        | SEI Investments Co                                      | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |       565 | NS      | $44233.85     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc                                          | SPS Commerce Inc                                        | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |        72 | NS      | $10332.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                            | ConocoPhillips                                          | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      1054 | NS      | $93932.48     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                        | CUSIP: 3132DWE41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18379 | PA      | $16611.74     | 0.06%             | 2052-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-29

**Name of Applicant:** Natixis Funds Trust IV

**Signature:** John Sgroi

**Name of Signer:** John Sgroi

**Title:** Assistant Treasurer