# EDGAR Filing Document

**Accession Number:** 0000814679
**File Stem:** 0001752724-23-035916
**Filing Date:** 2023-2
**Character Count:** 350812
**Document Hash:** 0d4f5dd48f3c47aed063232df9fd75e0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-035916.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-035916

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** ADVANCED SERIES TRUST
- **CENTRAL INDEX KEY:** 0000814679
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05186
- **FILM NUMBER:** 23657617

**BUSINESS ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 17TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102
- **BUSINESS PHONE:** (973) 367-8982

**MAIL ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 17TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Newark

  - **State:** NJ

  - **Foreign country:** US

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

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2022-12-30

**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:** $1056597016.82

**Total Liabilities:** $32861905.92

**Net Assets:** $1023735110.90

**Stand-by Commitments:** $10776200.97

**Cash Not Reported:** $1198994.92

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 56.13737000 | **1-Year:** 10283.11844000 | **5-Year:** 79587.66561000 | **10-Year:** 50929.28871000 | **30-Year:** 3953.79289000

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

- **3-Month:** 10.40378000 | **1-Year:** 938.17986000 | **5-Year:** 2569.04062000 | **10-Year:** 416.55213000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000099308 | 2.64%                | 5.19%                | -3.23%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-9105224.65             | $33590321.35                               |
| Month 2  | $-4945359.32             | $57763798.11                               |
| Month 3  | $-3092614.56             | $-32179772.16                              |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                        | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Hartford Financial Services Gr              | Hartford Financial Services Group Inc/The                                       | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      1500 | NS      | $113745.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3133B3WR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1010411 | PA      | $892364.07    | 0.09%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STRIPS                                      | United States Treasury Strip Coupon                                             | CUSIP: 912834KH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8050000 | PA      | $3674699.26   | 0.36%             | 2041-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                     | Sun Communities Operating LP                                                    | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1274190.02   | 0.12%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Merck KGaA                                  | Merck KGaA                                                                      | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | EC               | CORP              | DE        |       785 | NS      | $151458.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                              | Morgan Stanley                                                                  | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      4600 | NS      | $391092.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    455344 | PA      | $394600.30    | 0.04%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                  | Pfizer Inc                                                                      | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     56800 | NS      | $2910432.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco PLC                | British American Tobacco PLC                                                    | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |     26140 | NS      | $1034050.13   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                        | Booking Holdings Inc                                                            | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       530 | NS      | $1068098.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/T              | Bank of New York Mellon Corp/The                                                | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     23600 | NS      | $1074272.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Gas Co Ltd                            | Tokyo Gas Co Ltd                                                                | CUSIP: 000000000<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |      2300 | NS      | $45033.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                     | United Rentals North America Inc                                                | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    475000 | PA      | $388005.04    | 0.04%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                         | Carrier Global Corp                                                             | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      9200 | NS      | $379500.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AST T Rowe Price Large-Cap Growth Portfolio | AST T Rowe Price Large-Cap Growth Portfolio                                     | CUSIP: 00767H477<br>LEI: ZJC7TLGOHTQNF4JSI810 | Long             | EC               | RF                | US        |   1018745 | NS      | $51416056.12  | 5.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                  | Deere & Co                                                                      | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      2600 | NS      | $1114776.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexus                                       | Dexus                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      6465 | NS      | $33941.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                              | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $871697.98    | 0.09%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132DMYS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1015204 | PA      | $783015.44    | 0.08%             | 2051-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                              | Brink's Co/The                                                                  | CUSIP: 109696AA2<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    250000 | PA      | $228643.31    | 0.02%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                        | Taylor Morrison Communities Inc                                                 | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    400000 | PA      | $384936.49    | 0.04%             | 2027-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Syneos Health Inc                           | Syneos Health Inc                                                               | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |      3300 | NS      | $121044.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kuehne + Nagel International A              | Kuehne + Nagel International AG                                                 | CUSIP: 000000000<br>LEI: 529900Q0YED3805QXQ66 | Long             | EC               | CORP              | CH        |       312 | NS      | $72534.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Snam SpA                                    | Snam SpA                                                                        | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | EC               | CORP              | IT        |     12107 | NS      | $58704.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis NV                               | Stellantis NV                                                                   | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |     21992 | NS      | $312514.32    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GMO Payment Gateway Inc                     | GMO Payment Gateway Inc                                                         | CUSIP: 000000000<br>LEI: 353800Q6U21E2PM83F86 | Long             | EC               | CORP              | JP        |       400 | NS      | $33079.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi              | Carlyle Global Market Strategies CLO 2015-5 Ltd                                 | CUSIP: 14312JAY8<br>LEI: 5493007AYUHLOG0AMH17 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3435216.75   | 0.34%             | 2032-01-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                 | NN Group NV                                                                     | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |     13826 | NS      | $565375.59    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $781586.25    | 0.08%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                    | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $339549.39    | 0.03%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                               | Citigroup Inc                                                                   | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     32800 | NS      | $1483544.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                             | CVS Health Corp                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $270800.64    | 0.03%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Komatsu Ltd                                 | Komatsu Ltd                                                                     | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |     28700 | NS      | $620325.42    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SSE PLC                                     | SSE PLC                                                                         | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |     33031 | NS      | $679346.64    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Humana Inc                                  | Humana Inc                                                                      | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       500 | NS      | $256095.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Halma PLC                                   | Halma PLC                                                                       | CUSIP: 000000000<br>LEI: 2138007FRGLUR9KGBT40 | Long             | EC               | CORP              | GB        |      1836 | NS      | $43724.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Esab Corp                                   | Esab Corp                                                                       | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |      6000 | NS      | $281520.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Steel Corp                           | Nippon Steel Corp                                                               | CUSIP: 000000000<br>LEI: 35380065QWQ4U2V3PA33 | Long             | EC               | CORP              | JP        |     33900 | NS      | $588203.66    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius Medical Care AG & Co              | Fresenius Medical Care AG & Co KGaA                                             | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |      1173 | NS      | $38313.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                         | Petroleos Mexicanos                                                             | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $151200.00    | 0.01%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                        | Progressive Corp/The                                                            | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     10400 | NS      | $1348984.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley BAML Trust                   | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31                     | CUSIP: 61766RAY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1885467 | PA      | $1723057.91   | 0.17%             | 2049-11-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    892355 | PA      | $856746.83    | 0.08%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu              | JPMDB Commercial Mortgage Securities Trust 2017-C5                              | CUSIP: 46590TAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3603716 | PA      | $3359006.17   | 0.33%             | 2050-03-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl              | Santander Drive Auto Receivables Trust 2022-5                                   | CUSIP: 80287HAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $486184.05    | 0.05%             | 2027-03-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                        | Las Vegas Sands Corp                                                            | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |      2300 | NS      | $110561.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgag              | Wells Fargo Commercial Mortgage Trust 2019-C53                                  | CUSIP: 95002BAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $172193.46    | 0.02%             | 2052-10-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132DWCH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1950092 | PA      | $1589599.92   | 0.16%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10705000 | PA      | $10647293.41  | 1.04%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RELX PLC                                    | RELX PLC                                                                        | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |     10416 | NS      | $287981.91    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                           | Toyota Motor Corp                                                               | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |     23500 | NS      | $320599.82    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Deckers Outdoor Corp                        | Deckers Outdoor Corp                                                            | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      1600 | NS      | $638656.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                   | Apple Inc                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    122300 | NS      | $15890439.00  | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                         | Arista Networks Inc                                                             | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      5400 | NS      | $655290.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                           | EOG Resources Inc                                                               | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      2200 | NS      | $284944.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418D3H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    478902 | PA      | $406653.48    | 0.04%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| iShares MSCI EAFE ETF                       | iShares MSCI EAFE ETF                                                           | CUSIP: 464287465<br>LEI: 549300O0XO3KDQV68404 | Long             | EC               | RF                | US        |     12190 | NS      | $800151.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Compass Group PLC                           | Compass Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |     28194 | NS      | $651056.78    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB                                 | Swedbank AB                                                                     | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |      4884 | NS      | $83072.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HPS Loan Management 6-2015, Lt              | HPS Loan Management 6-2015 Ltd                                                  | CUSIP: 40436KAC9<br>LEI: 549300OYG05TXUTUVD98 | Long             | ABS-CBDO         | CORP              | KY        |   2483030 | PA      | $2454985.50   | 0.24%             | 2031-02-05      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                 | FinecoBank Banca Fineco SpA                                                     | CUSIP: 000000000<br>LEI: 549300L7YCATGO57ZE10 | Long             | EC               | CORP              | IT        |      2639 | NS      | $43823.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Reliance Steel & Aluminum Co                | Reliance Steel & Aluminum Co                                                    | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |       400 | NS      | $80976.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| InterContinental Hotels Group               | InterContinental Hotels Group PLC                                               | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |      1007 | NS      | $57780.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                 | NVIDIA Corp                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     13700 | NS      | $2002118.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp                                   | AGCO Corp                                                                       | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |      3100 | NS      | $429939.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Direct Auto Receivable              | OneMain Direct Auto Receivables Trust 2022-1                                    | CUSIP: 68269DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1455858.15   | 0.14%             | 2029-03-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418EDY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    487912 | PA      | $457786.80    | 0.04%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Otsuka Corp                                 | Otsuka Corp                                                                     | CUSIP: 000000000<br>LEI: 529900RG9DJ58J3UIE72 | Long             | EC               | CORP              | JP        |     15600 | NS      | $491717.77    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| QUEENS HEALTH SYSTEMS                       | Queen's Health Systems/The                                                      | CUSIP: 74825QAB6<br>LEI: 5493002Y81US5EEDOV69 | Long             | DBT              | CORP              | US        |    360000 | PA      | $332879.07    | 0.03%             | 2052-07-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| PRESBYTERIAN HEALTHC SER                    | Presbyterian Healthcare Services                                                | CUSIP: 74071PAB9<br>LEI: 549300PILQ3W3CCH7D05 | Long             | DBT              | CORP              | US        |    700000 | PA      | $652462.72    | 0.06%             | 2052-08-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                    | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $949716.31    | 0.09%             | 2042-03-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Industria de Diseno Textil SA               | Industria de Diseno Textil SA                                                   | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |     27243 | NS      | $723602.69    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc               | Live Nation Entertainment Inc                                                   | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |      4000 | NS      | $278960.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                     | Aon PLC                                                                         | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | US        |      1500 | NS      | $450210.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust Inc                    | Essex Property Trust Inc                                                        | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |       400 | NS      | $84768.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSL Ltd                                     | CSL Ltd                                                                         | CUSIP: 000000000<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |       209 | NS      | $40753.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                          | Serbia International Bond                                                       | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    501000 | PA      | $459973.90    | 0.04%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Disco Corp                                  | Disco Corp                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $57004.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp                                | Comcast Corp                                                                    | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     43800 | NS      | $1531686.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                  | Mondelez International Inc                                                      | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     10400 | NS      | $693160.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                  | AbbVie Inc                                                                      | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    600000 | PA      | $560897.60    | 0.05%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PARAMETRIC EMERGING MAR                     | AST PARAMETRIC EMERGING MARKETS EQUITY PORTFOLIO                                | CUSIP: 000000000<br>LEI: N4QJ62UMJLEFUPW82466 | Long             | EC               | RF                | US        |    643252 | NS      | $5171745.83   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                             | Ulta Beauty Inc                                                                 | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      1300 | NS      | $609791.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TROWE NATURAL RESOURCES                     | AST T.ROWE PRICE NATURAL RESOURCES PORTFOLIO                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | RF                | US        |    551401 | NS      | $15946508.76  | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38383P5X5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    965679 | PA      | $17353.34     | 0.00%             | 2052-04-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Poste Italiane SpA                          | Poste Italiane SpA                                                              | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | EC               | CORP              | IT        |     54270 | NS      | $529483.79    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1580000 | PA      | $1239559.38   | 0.12%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                     | EIG Pearl Holdings Sarl                                                         | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |    580000 | PA      | $486402.50    | 0.05%             | 2036-08-31      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                          | Meta Platforms Inc                                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     24200 | NS      | $2912228.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortum Oyj                                  | Fortum Oyj                                                                      | CUSIP: 000000000<br>LEI: 635400IUIZZIUJSAMF76 | Long             | EC               | CORP              | FI        |      2575 | NS      | $42884.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132DWC84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1473475 | PA      | $1293676.37   | 0.13%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                | Autodesk Inc                                                                    | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       500 | NS      | $93435.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Battalion CLO LTD                           | Battalion Clo XVI Ltd                                                           | CUSIP: 07133MAF3<br>LEI: 549300QOOT46OWR6Z544 | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2191939.88   | 0.21%             | 2032-12-19      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                            | Societe Generale SA                                                             | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    285000 | PA      | $248799.98    | 0.02%             | 2028-01-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Telefonica Deutschland Holding              | Telefonica Deutschland Holding AG                                               | CUSIP: 000000000<br>LEI: 391200ECRPJ3SWQJUM30 | Long             | EC               | CORP              | DE        |     10187 | NS      | $25019.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ceridian HCM Holding Inc                    | Ceridian HCM Holding Inc                                                        | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |      5000 | NS      | $320750.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARBRIDGE DIVIDEND GR                     | AST CLEARBRIDGE DIVIDEND GROWTH PORTFOLIO                                       | CUSIP: 000000000<br>LEI: 549300NNF4XLLBXQ0J86 | Long             | EC               | RF                | US        |    810738 | NS      | $21849397.08  | 2.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Clariant AG                                 | Clariant AG                                                                     | CUSIP: 000000000<br>LEI: 529900VSEKBY7TMPP349 | Long             | EC               | CORP              | CH        |      1460 | NS      | $23186.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                      | Marriott International Inc/MD                                                   | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    610000 | PA      | $602523.45    | 0.06%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Equity Residential                          | Equity Residential                                                              | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |      2700 | NS      | $159300.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co               | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     15200 | NS      | $242592.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOZO Inc                                    | ZOZO Inc                                                                        | CUSIP: 000000000<br>LEI: 549300GC7XPQMZA0OW13 | Long             | EC               | CORP              | JP        |      1400 | NS      | $34574.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd                      | Aristocrat Leisure Ltd                                                          | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |      3423 | NS      | $70533.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                           | Johnson & Johnson                                                               | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     26000 | NS      | $4592900.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc                    | Builders FirstSource Inc                                                        | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      7600 | NS      | $493088.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Financial Issuance Tru              | OneMain Financial Issuance Trust 2022-2                                         | CUSIP: 68268VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    530000 | PA      | $517373.17    | 0.05%             | 2034-10-14      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132DWDT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1002100 | PA      | $911423.04    | 0.09%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Motors Co                           | General Motors Co                                                               | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     31800 | NS      | $1069752.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROLEOS MEXICANOS                         | Petroleos Mexicanos                                                             | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    720000 | PA      | $654300.00    | 0.06%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                    | AT&T Inc                                                                        | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $891851.59    | 0.09%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Red Electrica Corp SA                       | Red Electrica Corp SA                                                           | CUSIP: 000000000<br>LEI: 5493009HMD0C90GUV498 | Long             | EC               | CORP              | ES        |      2604 | NS      | $45278.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Textron Inc                                 | Textron Inc                                                                     | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |     12300 | NS      | $870840.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The                     | Sherwin-Williams Co/The                                                         | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      2600 | NS      | $617058.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATL RESOURCES                     | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    850000 | PA      | $842181.19    | 0.08%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd                    | United Overseas Bank Ltd                                                        | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |      6800 | NS      | $155759.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Netflix Inc                                 | Netflix Inc                                                                     | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      5100 | NS      | $1503888.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIX Corp                                   | ORIX Corp                                                                       | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |     37000 | NS      | $592246.20    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank AG                              | Commerzbank AG                                                                  | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |      5977 | NS      | $55882.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F042616<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $962256.29    | 0.09%             | 2053-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION   | TRS TRSBENCH7 INDEX                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-155804.70   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      1800 | NS      | $991242.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group I              | PNC Financial Services Group Inc/The                                            | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       600 | NS      | $94764.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PPM CLO LTD                                 | PPM CLO 2018-1 Ltd                                                              | CUSIP: 69355DAA5<br>LEI: 549300NI5BL19ELU5U14 | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2198954.70   | 0.21%             | 2031-07-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Singapore Exchange Ltd                      | Singapore Exchange Ltd                                                          | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |      9300 | NS      | $62188.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kongsberg Gruppen ASA                       | Kongsberg Gruppen ASA                                                           | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ9HK73 | Long             | EC               | CORP              | NO        |       884 | NS      | $37626.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                       | Deutsche Lufthansa AG                                                           | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | EC               | CORP              | DE        |     71628 | NS      | $590434.37    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                   | Caesars Entertainment Inc                                                       | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |      3300 | NS      | $137280.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BASF SE                                     | BASF SE                                                                         | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | EC               | CORP              | DE        |      4449 | NS      | $219062.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Assa Abloy AB                               | Assa Abloy AB                                                                   | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |      7410 | NS      | $159383.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2483203.13   | 0.24%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Shionogi & Co Ltd                           | Shionogi & Co Ltd                                                               | CUSIP: 000000000<br>LEI: 35380049VXDTHZI3DY35 | Long             | EC               | CORP              | JP        |      1100 | NS      | $54882.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Corp                               | Sumitomo Corp                                                                   | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |     32700 | NS      | $543575.02    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HOTCHKIS & WILEY LRG CA                     | AST HOTCHKIS & WILEY LARGE CAP VALUE                                            | CUSIP: 000000000<br>LEI: 4FTWO00TBMKME1WMYZ73 | Long             | EC               | RF                | US        |   1288135 | NS      | $56149788.75  | 5.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                          | Valero Energy Corp                                                              | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      7200 | NS      | $913392.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                              | ConocoPhillips                                                                  | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     15800 | NS      | $1864400.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                              | Microsoft Corp                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     62800 | NS      | $15060696.00  | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38383YAV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    708458 | PA      | $9082.79      | 0.00%             | 2052-08-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                         | Imperial Brands PLC                                                             | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |     26182 | NS      | $652223.44    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                        | Bank of America Corp                                                            | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     52900 | NS      | $1752048.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Americold Realty Trust Inc                  | Americold Realty Trust Inc                                                      | CUSIP: 03064D108<br>LEI: 549300R7N1V5YV8MWH02 | Long             | EC               | CORP              | US        |     28100 | NS      | $795511.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19640000 | PA      | $15006187.50  | 1.47%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179WG44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1229715 | PA      | $1100420.89   | 0.11%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                    | Microchip Technology Inc                                                        | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |     15000 | NS      | $1053750.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi                                      | Sanofi                                                                          | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     12784 | NS      | $1232717.48   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Caterpillar Inc                             | Caterpillar Inc                                                                 | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      5700 | NS      | $1365492.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                      | SAP SE                                                                          | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |       420 | NS      | $43361.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill                                                     | CUSIP: 912796YL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    450000 | PA      | $446182.47    | 0.04%             | 2023-03-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp                       | ON Semiconductor Corp                                                           | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |     13400 | NS      | $835758.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolution AB                                | Evolution AB                                                                    | CUSIP: 000000000<br>LEI: 549300SUH6ZR1RF6TA88 | Long             | EC               | CORP              | SE        |       958 | NS      | $93313.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daito Trust Cons                            | Daito Trust Construction Co Ltd                                                 | CUSIP: 000000000<br>LEI: 353800QQ4DRI3KXS3038 | Long             | EC               | CORP              | JP        |       300 | NS      | $30714.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Epiroc AB                                   | Epiroc AB                                                                       | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |      3404 | NS      | $61983.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                  | Raytheon Technologies Corp                                                      | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      4600 | NS      | $464232.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordea Bank Abp                             | Nordea Bank Abp                                                                 | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |     19721 | NS      | $211250.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                      | Berkshire Hathaway Inc                                                          | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     14400 | NS      | $4448160.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                      | AXA SA                                                                          | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |     25351 | NS      | $706165.77    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Ono Pharmaceutical Co Ltd                   | Ono Pharmaceutical Co Ltd                                                       | CUSIP: 000000000<br>LEI: 529900G26L4NG4GFJZ86 | Long             | EC               | CORP              | JP        |     18200 | NS      | $425399.28    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashtead Group PLC                           | Ashtead Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138007UTBN8X9K1A235 | Long             | EC               | CORP              | GB        |      2524 | NS      | $143375.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Olympus Corp                                | Olympus Corp                                                                    | CUSIP: 000000000<br>LEI: 5299000Y52IFDI1I2A21 | Long             | EC               | CORP              | JP        |      6900 | NS      | $121699.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Real Estate Holdings In              | Nomura Real Estate Holdings Inc                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6400 | NS      | $136849.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cigna Corp                                  | Cigna Corp                                                                      | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      4800 | NS      | $1590432.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae                                                                      | CUSIP: 21H050615<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1500000 | PA      | $1486093.83   | 0.15%             | 2053-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACCAR Inc                                  | PACCAR Inc                                                                      | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      9500 | NS      | $940215.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QM5D2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    491573 | PA      | $416988.20    | 0.04%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                   | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32811.58     | 0.00%             | 2033-05-24      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Lululemon Athletica Inc                     | Lululemon Athletica Inc                                                         | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | CA        |      2800 | NS      | $897064.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Yokogawa Electric Corp                      | Yokogawa Electric Corp                                                          | CUSIP: 000000000<br>LEI: 529900MV0U7C9WWF4L22 | Long             | EC               | CORP              | JP        |      1800 | NS      | $28567.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust               | Citigroup Mortgage Loan Trust 2022-A                                            | CUSIP: 17330VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    194152 | PA      | $189754.78    | 0.02%             | 2062-09-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                                          | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    455000 | PA      | $494012.32    | 0.05%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp                        | Pilgrim's Pride Corp                                                            | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |     22700 | NS      | $538671.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                        | Lockheed Martin Corp                                                            | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      2700 | NS      | $1313523.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                  | Vertex Pharmaceuticals Inc                                                      | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      4500 | NS      | $1299510.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Volvo AB                                    | Volvo AB                                                                        | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |     39263 | NS      | $709231.03    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Alaska Air Group Inc                        | Alaska Air Group Inc                                                            | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |     11800 | NS      | $506692.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | ICE US MINI MSCI EAFE INDEX                                                     | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |        28 | NC      | $-43368.94    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38383RFV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    494099 | PA      | $9546.73      | 0.00%             | 2052-04-20      | Floating      | 0.02%                 | No            |                  2 | On Loan: No      |
| Israel Discount Bank Ltd                    | Israel Discount Bank Ltd                                                        | CUSIP: 465074201<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |      6534 | NS      | $34303.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3133KMSU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1445102 | PA      | $1186022.98   | 0.12%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    635000 | PA      | $515009.56    | 0.05%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Sandvik AB                                  | Sandvik AB                                                                      | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |      3154 | NS      | $56997.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                          | Conagra Brands Inc                                                              | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      7400 | NS      | $286380.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockford Tower CLO Ltd                      | Rockford Tower CLO 2022-2 Ltd                                                   | CUSIP: 77340LAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2986222.50   | 0.29%             | 2033-07-20      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| South32 Ltd                                 | South32 Ltd                                                                     | CUSIP: 000000000<br>LEI: 213800LAZNPXSBKVHR17 | Long             | EC               | CORP              | AU        |     24058 | NS      | $65958.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Brenntag SE                                 | Brenntag SE                                                                     | CUSIP: 000000000<br>LEI: NNROIXVWJ7CPSR27SV97 | Long             | EC               | CORP              | DE        |       869 | NS      | $55420.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                | Voya CLO 2013-2 Ltd                                                             | CUSIP: 92916WAA7<br>LEI: 5493007ASGBOUR3XJY69 | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2214706.73   | 0.22%             | 2031-04-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                             | Tyson Foods Inc                                                                 | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |     13700 | NS      | $852825.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                              | Amazon.com Inc                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     62500 | NS      | $5250000.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International              | Johnson Controls International plc                                              | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |      3200 | NS      | $204800.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                         | American Express Co                                                             | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      1400 | NS      | $206850.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CK Asset Holdings Ltd                       | CK Asset Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | HK        |     11500 | NS      | $70531.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gjensidige Forsikring ASA                   | Gjensidige Forsikring ASA                                                       | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6FAO47 | Long             | EC               | CORP              | NO        |      3025 | NS      | $59332.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank                                        | BANK 2019-BNK21                                                                 | CUSIP: 06540BBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2588430.00   | 0.25%             | 2052-10-17      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                 | Aker BP ASA                                                                     | CUSIP: 55037AAA6<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   1865000 | PA      | $1639236.34   | 0.16%             | 2026-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Spirax-Sarco Engineering PLC                | Spirax-Sarco Engineering PLC                                                    | CUSIP: 000000000<br>LEI: 213800WFVZQMHOZP2W17 | Long             | EC               | CORP              | GB        |       420 | NS      | $53646.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| US Bancorp                                  | US Bancorp                                                                      | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      7300 | NS      | $318353.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                 | Hologic Inc                                                                     | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      1400 | NS      | $104734.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth Bank of Australia              | Commonwealth Bank of Australia                                                  | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |      9350 | NS      | $649402.77    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| KINROSS GOLD CORP                           | Kinross Gold Corp                                                               | CUSIP: 496902AQ0<br>LEI: 549300UEBMAQDN0K0R06 | Long             | DBT              | CORP              | CA        |   1195000 | PA      | $1130942.03   | 0.11%             | 2027-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179WJS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1011872 | PA      | $905487.39    | 0.09%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                              | Salesforce Inc                                                                  | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     12500 | NS      | $1657375.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP                        | Targa Resources Corp                                                            | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    975000 | PA      | $839421.31    | 0.08%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Atlas Copco AB                              | Atlas Copco AB                                                                  | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |     58226 | NS      | $689884.85    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Lattice Semiconductor Corp                  | Lattice Semiconductor Corp                                                      | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |      3300 | NS      | $214104.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Woolworths Group Ltd                        | Woolworths Group Ltd                                                            | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | EC               | CORP              | AU        |      5397 | NS      | $123242.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank                                        | BANK 2021-BNK38                                                                 | CUSIP: 06540EAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1201306.20   | 0.12%             | 2064-12-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Ventas Inc                                  | Ventas Inc                                                                      | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |     18500 | NS      | $833425.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | 10 YEAR US TREASURY NOTE                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       212 | NC      | $-261877.42   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CANTOR FITZGERALD LP                        | Cantor Fitzgerald LP                                                            | CUSIP: 138616AK3<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1137321.24   | 0.11%             | 2027-04-14      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                | Barclays PLC                                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |    379314 | NS      | $721763.36    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonic Healthcare Ltd                        | Sonic Healthcare Ltd                                                            | CUSIP: 000000000<br>LEI: 549300NQQ5L2NONWR862 | Long             | EC               | CORP              | AU        |     26130 | NS      | $531772.24    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                    | Constellation Brands Inc                                                        | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      2200 | NS      | $509850.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QMQ56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1442352 | PA      | $1223960.96   | 0.12%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 10YR ULTRA                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -80 | NC      | $109759.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Energy Ltd                         | Meridian Energy Ltd                                                             | CUSIP: 000000000<br>LEI: 254900IFKXIGNCY3A092 | Long             | EC               | CORP              | NZ        |     10794 | NS      | $35902.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                             | Weyerhaeuser Co                                                                 | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |      4800 | NS      | $148800.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                                   | Shell PLC                                                                       | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     62764 | NS      | $1769368.45   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinix Inc                                 | Equinix Inc                                                                     | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      1400 | NS      | $917042.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Corp                             | Mitsubishi Corp                                                                 | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |     22500 | NS      | $730457.87    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui Chemical Co Ltd                     | Sekisui Chemical Co Ltd                                                         | CUSIP: 000000000<br>LEI: 529900KQIVT7NWFNMI70 | Long             | EC               | CORP              | JP        |      1700 | NS      | $23695.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elmwood CLO X Ltd                           | Elmwood CLO X Ltd                                                               | CUSIP: 29002VAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1470422.85   | 0.14%             | 2034-10-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Wintrust Financial Corp                     | Wintrust Financial Corp                                                         | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      1000 | NS      | $84520.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                         | VICI Properties Inc                                                             | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      4200 | NS      | $136080.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Vulcan Materials Co                         | Vulcan Materials Co                                                             | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      1200 | NS      | $210132.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC HOLDINGS LLC                            | CSC Holdings LLC                                                                | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    250000 | PA      | $205118.96    | 0.02%             | 2029-02-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Atlas Copco AB                              | Atlas Copco AB                                                                  | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |      9248 | NS      | $98672.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilton Worldwide Holdings Inc               | Hilton Worldwide Holdings Inc                                                   | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      3100 | NS      | $391716.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Westrock Co                                 | Westrock Co                                                                     | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |     22600 | NS      | $794616.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN STATES PWR-MINN                    | Northern States Power Co/MN                                                     | CUSIP: 665772CV9<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63603.70     | 0.01%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                     | Public Service Co of Colorado                                                   | CUSIP: 744448CG4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $968367.07    | 0.09%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                   | United Parcel Service Inc                                                       | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      1600 | NS      | $278144.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Oaktree CLO Ltd                             | Oaktree CLO 2022-2 Ltd                                                          | CUSIP: 67402RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2732901.88   | 0.27%             | 2033-07-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                        | OneMain Finance Corp                                                            | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    650000 | PA      | $618032.40    | 0.06%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                 | Honeywell International Inc                                                     | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      7300 | NS      | $1564390.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                      | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPBR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $484236.62    | 0.05%             | 2026-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                | Danaher Corp                                                                    | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      3400 | NS      | $902428.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VAR ENERGI ASA                              | Var Energi ASA                                                                  | CUSIP: 92212WAA8<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    900000 | PA      | $848151.99    | 0.08%             | 2027-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                         | PayPal Holdings Inc                                                             | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      2900 | NS      | $206538.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                    | EQM Midstream Partners LP                                                       | CUSIP: 26885BAN0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24099.67     | 0.00%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Investor AB                                 | Investor AB                                                                     | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |      2955 | NS      | $54976.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Perrigo Co PLC                              | Perrigo Co PLC                                                                  | CUSIP: 000000000<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |      3000 | NS      | $102270.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                              | S&P Global Inc                                                                  | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       300 | NS      | $100482.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Norsk Hydro ASA                             | Norsk Hydro ASA                                                                 | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |      8074 | NS      | $60331.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Stryker Corp                                | Stryker Corp                                                                    | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      1300 | NS      | $317837.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Tsusho Corp                          | Toyota Tsusho Corp                                                              | CUSIP: 000000000<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |     12300 | NS      | $452447.48    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| City Developments Ltd                       | City Developments Ltd                                                           | CUSIP: 000000000<br>LEI: 254900BPLPJS0RJ72373 | Long             | EC               | CORP              | SG        |     13800 | NS      | $84833.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140MMBG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1262626 | PA      | $1108202.47   | 0.11%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QLNM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1832439 | PA      | $1493999.36   | 0.15%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EPAM Systems Inc                            | EPAM Systems Inc                                                                | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |      2200 | NS      | $721028.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SCSK Corp                                   | SCSK Corp                                                                       | CUSIP: 000000000<br>LEI: 529900SNGFXMSUBB7864 | Long             | EC               | CORP              | JP        |      2200 | NS      | $33300.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD               | Marriott International Inc/MD                                                   | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      6900 | NS      | $1027341.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc                                  | Sunrun Inc                                                                      | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |     17200 | NS      | $413144.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                | Prologis Inc                                                                    | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      3700 | NS      | $417101.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                         | Leidos Holdings Inc                                                             | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      6600 | NS      | $694254.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Partners Group Holding AG                   | Partners Group Holding AG                                                       | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |       123 | NS      | $108914.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                            | ABN AMRO Bank NV                                                                | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |     45885 | NS      | $635414.33    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM                     | Bank Leumi Le-Israel BM                                                         | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |     26491 | NS      | $220638.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Intuit Inc                                  | Intuit Inc                                                                      | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       300 | NS      | $116766.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INT'L GROWTH PORTFOLIO                      | AST INTERNATIONAL GROWTH PORTFOLIO                                              | CUSIP: 000000000<br>LEI: 75JAHXN59CJ4IX48GQ70 | Long             | EC               | RF                | US        |    668302 | NS      | $14455372.05  | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                                 | Vistra Corp                                                                     | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |     23900 | NS      | $554480.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INT'L VALUE PORTFOLIO                       | AST INTERNATIONAL VALUE PORTFOLIO                                               | CUSIP: 000000000<br>LEI: 5V1ZP6NKIPJZ52ON5F73 | Long             | EC               | RF                | US        |    749611 | NS      | $15471967.70  | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Square Enix Holdings Co Ltd                 | Square Enix Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: 529900KCRNRDF8DIA489 | Long             | EC               | CORP              | JP        |       800 | NS      | $37140.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| W R Berkley Corp                            | W R Berkley Corp                                                                | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |      3100 | NS      | $224967.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group Inc               | Interactive Brokers Group Inc                                                   | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |      2800 | NS      | $202580.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                   | Amgen Inc                                                                       | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      1200 | NS      | $315168.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | CBOT US Long Bond                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -227 | NC      | $70390.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                                  | FedEx Corp                                                                      | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      5900 | NS      | $1021880.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F022618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -3500000 | PA      | $-2962800.09  | -0.29%            | 2053-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wilmar International Ltd                    | Wilmar International Ltd                                                        | CUSIP: 000000000<br>LEI: 549300H2EAI4YRLWBB20 | Long             | EC               | CORP              | SG        |     14100 | NS      | $43926.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Holdings Co Ltd                  | Japan Post Holdings Co Ltd                                                      | CUSIP: 000000000<br>LEI: 5299003D9N4JBS256X18 | Long             | EC               | CORP              | JP        |     73800 | NS      | $620950.04    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Denko Corp                            | Nitto Denko Corp                                                                | CUSIP: 000000000<br>LEI: 3538009GX5P09USH2J25 | Long             | EC               | CORP              | JP        |       900 | NS      | $51835.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Insurance Co Ltd                 | Japan Post Insurance Co Ltd                                                     | CUSIP: 000000000<br>LEI: 54930042SK2Z708BA841 | Long             | EC               | CORP              | JP        |     31400 | NS      | $552235.82    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                    | EQM Midstream Partners LP                                                       | CUSIP: 26885BAM2<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24492.11     | 0.00%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418DUF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    972206 | PA      | $751131.58    | 0.07%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                             | ASML Holding NV                                                                 | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      1984 | NS      | $1081780.19   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzuki Motor Corp                           | Suzuki Motor Corp                                                               | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |      1900 | NS      | $60851.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QNPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    990628 | PA      | $908027.86    | 0.09%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                     | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    870000 | PA      | $796136.29    | 0.08%             | 2046-02-01      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-16755.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Starbucks Corp                              | Starbucks Corp                                                                  | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     16700 | NS      | $1656640.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                              | Eaton Corp PLC                                                                  | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | US        |      2200 | NS      | $345290.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLINGTON GLOBAL BOND                      | AST WELLINGTON GLOBAL BOND PORTFOLIO                                            | CUSIP: 000000000<br>LEI: 549300SF6KHJDIL4FS48 | Long             | EC               | RF                | US        |   6052016 | NS      | $64514491.79  | 6.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                            | Exxon Mobil Corp                                                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     35000 | NS      | $3860500.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                   | Archer-Daniels-Midland Co                                                       | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      9200 | NS      | $854220.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418EKV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500012 | PA      | $501354.26    | 0.05%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                    | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBN3<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    440000 | PA      | $394723.65    | 0.04%             | 2052-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                      | Fresenius SE & Co KGaA                                                          | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |      6727 | NS      | $187898.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418DZW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2500549 | PA      | $2118425.39   | 0.21%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                           | Wellfleet CLO 2018-1 Ltd                                                        | CUSIP: 94950JAA9<br>LEI: 25490019KM1XIY7M0487 | Long             | ABS-CBDO         | CORP              | KY        |   2578000 | PA      | $2524077.26   | 0.25%             | 2031-07-17      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Corp                            | Duke Energy Corp                                                                | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       900 | NS      | $92691.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XCLC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3914358 | PA      | $3323794.18   | 0.32%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QCY34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    984367 | PA      | $869764.15    | 0.08%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                   | ONEOK Inc                                                                       | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      1900 | NS      | $124830.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| L'Oreal SA                                  | L'Oreal SA                                                                      | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |      1072 | NS      | $383880.79    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                      | DBS Group Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |     24500 | NS      | $620134.29    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Rational AG                                 | Rational AG                                                                     | CUSIP: 000000000<br>LEI: 529900K139N6UFJ1A758 | Long             | EC               | CORP              | DE        |        46 | NS      | $27316.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl              | Santander Drive Auto Receivables Trust 2022-3                                   | CUSIP: 80285UAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1936174.40   | 0.19%             | 2029-08-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Genmab A/S                                  | Genmab A/S                                                                      | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |       375 | NS      | $158548.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                         | Macquarie Group Ltd                                                             | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |      2005 | NS      | $226341.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                            | Roche Holding AG                                                                | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      4721 | NS      | $1483515.50   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                            | Bank Hapoalim BM                                                                | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |      6820 | NS      | $61406.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Enphase Energy Inc                          | Enphase Energy Inc                                                              | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |      3500 | NS      | $927360.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                         | Elevance Health Inc                                                             | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       500 | NS      | $256485.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XHY92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    652283 | PA      | $553216.28    | 0.05%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                             | AstraZeneca PLC                                                                 | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      4318 | NS      | $584309.09    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd                               | Rio Tinto Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |      2301 | NS      | $181607.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| eBay Inc                                    | eBay Inc                                                                        | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     20200 | NS      | $837694.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Bunzl PLC                                   | Bunzl PLC                                                                       | CUSIP: 000000000<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |      2004 | NS      | $66673.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                                | Unilever PLC                                                                    | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     15334 | NS      | $774180.55    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                    | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      4700 | NS      | $777756.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                              | Eli Lilly & Co                                                                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      4100 | NS      | $1499944.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                                 | Hubbell Inc                                                                     | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      3700 | NS      | $868316.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                      | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPBZ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625000 | PA      | $622981.34    | 0.06%             | 2023-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| 3M Co                                       | 3M Co                                                                           | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |     10800 | NS      | $1295136.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.             | CDS CDX.NA.IG.39.V1                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $132854.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitt              | LVMH Moet Hennessy Louis Vuitton SE                                             | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |      1516 | NS      | $1103183.01   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                              | Lowe's Cos Inc                                                                  | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      4100 | NS      | $816884.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                  | Capital One Financial Corp                                                      | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      5800 | NS      | $539168.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                         | Dominion Energy Inc                                                             | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      3300 | NS      | $202356.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179TUB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    535532 | PA      | $514185.35    | 0.05%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Stockland                                   | Stockland                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     10054 | NS      | $24761.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                    | Infineon Technologies AG                                                        | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |     16115 | NS      | $489765.91    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                | Pioneer Natural Resources Co                                                    | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |      3800 | NS      | $867882.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Tobacco Inc                           | Japan Tobacco Inc                                                               | CUSIP: 000000000<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | EC               | CORP              | JP        |     30200 | NS      | $608839.07    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                         | Gilead Sciences Inc                                                             | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     14000 | NS      | $1201900.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberdrola SA                                | Iberdrola SA                                                                    | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |     35603 | NS      | $415611.71    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Synopsys Inc                                | Synopsys Inc                                                                    | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      3500 | NS      | $1117515.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp                                   | IDEX Corp                                                                       | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |      3100 | NS      | $707823.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WiseTech Global Ltd                         | WiseTech Global Ltd                                                             | CUSIP: 000000000<br>LEI: 254900VE3AF301Q85K83 | Long             | EC               | CORP              | AU        |      1008 | NS      | $34667.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                  | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      6600 | NS      | $841500.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Indutrade AB                                | Indutrade AB                                                                    | CUSIP: 000000000<br>LEI: 549300FISLQ6CEFP1867 | Long             | EC               | CORP              | SE        |      1400 | NS      | $28391.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Repsol SA                                   | Repsol SA                                                                       | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |      6757 | NS      | $107551.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai-ichi Life Holdings Inc                  | Dai-ichi Life Holdings Inc                                                      | CUSIP: 000000000<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |     29900 | NS      | $675242.89    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Allegro MicroSystems Inc                    | Allegro MicroSystems Inc                                                        | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3100 | NS      | $93062.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINICAN REPUBLIC                          | Dominican Republic International Bond                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    150000 | PA      | $143793.75    | 0.01%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare Inc                       | Molina Healthcare Inc                                                           | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      2200 | NS      | $726484.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                   | Chubb Ltd                                                                       | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      7000 | NS      | $1544200.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                               | McKesson Corp                                                                   | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       200 | NS      | $75024.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coles Group Ltd                             | Coles Group Ltd                                                                 | CUSIP: 000000000<br>LEI: 549300OHQRG2HN8LZ793 | Long             | EC               | CORP              | AU        |      6312 | NS      | $71550.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SITC International Holdings Co              | SITC International Holdings Co Ltd                                              | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | HK        |     60000 | NS      | $132986.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Renesas Electronics Corp                    | Renesas Electronics Corp                                                        | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |     24400 | NS      | $215653.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                          | Steel Dynamics Inc                                                              | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      8100 | NS      | $791370.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcelorMittal SA                            | ArcelorMittal SA                                                                | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |      2417 | NS      | $63765.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Yusen KK                             | Nippon Yusen KK                                                                 | CUSIP: 000000000<br>LEI: 353800YPW4XM0ZN5I149 | Long             | EC               | CORP              | JP        |      2400 | NS      | $56593.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                         | Henkel AG & Co KGaA                                                             | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |       606 | NS      | $38944.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                         | Cardinal Health Inc                                                             | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      8100 | NS      | $622647.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| DUKE ENERGY INDIANA LLC                     | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $674689.62    | 0.07%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                           | Telstra Group Ltd                                                               | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |     17200 | NS      | $46516.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CME Group Inc                               | CME Group Inc                                                                   | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       600 | NS      | $100896.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ibiden Co Ltd                               | Ibiden Co Ltd                                                                   | CUSIP: 000000000<br>LEI: 52990051DBFIQEY37C91 | Long             | EC               | CORP              | JP        |       800 | NS      | $28850.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Informa PLC                                 | Informa PLC                                                                     | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | EC               | CORP              | GB        |      9685 | NS      | $72247.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418EB90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    498878 | PA      | $422804.12    | 0.04%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                       | KKR CLO 18 Ltd                                                                  | CUSIP: 48251JAL7<br>LEI: 54930088PYF0FHKY5C94 | Long             | ABS-CBDO         | CORP              | KY        |   2404987 | PA      | $2376399.34   | 0.23%             | 2030-07-18      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| La Francaise des Jeux SAEM                  | La Francaise des Jeux SAEM                                                      | CUSIP: 000000000<br>LEI: 969500R4CLSQFTYYI535 | Long             | EC               | CORP              | FR        |      7771 | NS      | $312693.68    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Zurich Insurance Group AG                   | Zurich Insurance Group AG                                                       | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |       811 | NS      | $387720.72    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GEA Group AG                                | GEA Group AG                                                                    | CUSIP: 000000000<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |      6002 | NS      | $244086.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hess Corp                                   | Hess Corp                                                                       | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |      1000 | NS      | $141820.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                  | Nasdaq Inc                                                                      | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     14500 | NS      | $889575.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayer AG                                    | Bayer AG                                                                        | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |     15446 | NS      | $795007.22    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| TD SYNNEX Corp                              | TD SYNNEX Corp                                                                  | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |      2400 | NS      | $227304.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Heineken Holding NV                         | Heineken Holding NV                                                             | CUSIP: 000000000<br>LEI: 724500M1WJLFM9TYBS04 | Long             | EC               | CORP              | NL        |       678 | NS      | $52362.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AKER BP ASA                                 | Aker BP ASA                                                                     | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   1100000 | PA      | $894874.42    | 0.09%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                | Klepierre SA                                                                    | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               | CORP              | FR        |     23613 | NS      | $545002.81    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418D5A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2310317 | PA      | $2102283.59   | 0.21%             | 2051-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179TV51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    556174 | PA      | $518040.92    | 0.05%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| J Sainsbury PLC                             | J Sainsbury PLC                                                                 | CUSIP: 000000000<br>LEI: 213800VGZAAJIKJ9Y484 | Long             | EC               | CORP              | GB        |     11963 | NS      | $31376.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American International Group I              | American International Group Inc                                                | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     17000 | NS      | $1075080.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                     | Charles Schwab Corp/The                                                         | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     19700 | NS      | $1640222.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMCO Corp                                  | SUMCO Corp                                                                      | CUSIP: 000000000<br>LEI: 353800SUSRUOM0V6KU92 | Long             | EC               | CORP              | JP        |     36800 | NS      | $487548.36    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140MKFU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    326400 | PA      | $286452.17    | 0.03%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                             | T-Mobile US Inc                                                                 | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      7500 | NS      | $1050000.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                    | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1156131.65   | 0.11%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                       | Costco Wholesale Corp                                                           | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      2000 | NS      | $913000.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Grou              | Public Service Enterprise Group Inc                                             | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      1500 | NS      | $91905.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissan Motor Co Ltd                         | Nissan Motor Co Ltd                                                             | CUSIP: 000000000<br>LEI: 353800DRBDH1LUTNAY26 | Long             | EC               | CORP              | JP        |     13200 | NS      | $41308.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Chemical Group Corp              | Mitsubishi Chemical Group Corp                                                  | CUSIP: 000000000<br>LEI: 353800YNKX4RQUGAR072 | Long             | EC               | CORP              | JP        |      7200 | NS      | $37274.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                          | Koninklijke KPN NV                                                              | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |     14452 | NS      | $44732.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SS&C Technologies Holdings Inc              | SS&C Technologies Holdings Inc                                                  | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |     10300 | NS      | $536218.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NTT Data Corp                               | NTT Data Corp                                                                   | CUSIP: 000000000<br>LEI: 353800SZGJGSLJRRWB43 | Long             | EC               | CORP              | JP        |      3500 | NS      | $51004.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cullen/Frost Bankers Inc                    | Cullen/Frost Bankers Inc                                                        | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |      1400 | NS      | $187180.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140MFWN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    142634 | PA      | $125202.23    | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                               | CUSIP: 3136BNJK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1811404 | PA      | $123462.01    | 0.01%             | 2052-08-25      | Floating      | 2.02%                 | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd                          | Qantas Airways Ltd                                                              | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |      6500 | NS      | $26310.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MonotaRO Co Ltd                             | MonotaRO Co Ltd                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $28171.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $2480223.88   | 0.24%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Oji Holdings Corp                           | Oji Holdings Corp                                                               | CUSIP: 000000000<br>LEI: 529900LVC9GIIYUGE243 | Long             | EC               | CORP              | JP        |      7500 | NS      | $30292.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SMALL CAP VALUE PORTFOL                     | AST SMALL CAP VALUE PORTFOLIO                                                   | CUSIP: 000000000<br>LEI: VJDLIUI6Q37FYO8JPJ71 | Long             | EC               | RF                | US        |    546339 | NS      | $18198549.84  | 1.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilbara Minerals Ltd                        | Pilbara Minerals Ltd                                                            | CUSIP: 000000000<br>LEI: 5299000VV1CZVF5K9C16 | Long             | EC               | CORP              | AU        |     14175 | NS      | $35894.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HeidelbergCement AG                         | HeidelbergCement AG                                                             | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |       728 | NS      | $41252.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp                         | American Tower Corp                                                             | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      4500 | NS      | $953370.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                          | Walt Disney Co/The                                                              | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     17100 | NS      | $1485648.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                                 | Vistra Operations Co LLC                                                        | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    300000 | PA      | $279182.52    | 0.03%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                | Broadcom Inc                                                                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      4600 | NS      | $2571998.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Cochlear Ltd                                | Cochlear Ltd                                                                    | CUSIP: 000000000<br>LEI: 5493001OLLWY8KV5UC08 | Long             | EC               | CORP              | AU        |       374 | NS      | $51652.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lixil Corp                                  | Lixil Corp                                                                      | CUSIP: 000000000<br>LEI: 353800KB8G4F9WUJJ886 | Long             | EC               | CORP              | JP        |      3700 | NS      | $55781.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                                          | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    295000 | PA      | $324838.78    | 0.03%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132DWEH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    996393 | PA      | $905508.06    | 0.09%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                       | Tenet Healthcare Corp                                                           | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    225000 | PA      | $214293.27    | 0.02%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Goodman Group                               | Goodman Group                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     12543 | NS      | $147510.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co Ltd                             | Nintendo Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |      6200 | NS      | $260688.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Edenred                                     | Edenred                                                                         | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | EC               | CORP              | FR        |      2489 | NS      | $135464.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Medtronic PLC                               | Medtronic PLC                                                                   | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     20600 | NS      | $1601032.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                  | Intel Corp                                                                      | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     57600 | NS      | $1522368.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BP PLC                                      | BP PLC                                                                          | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |    126948 | NS      | $732482.49    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                | Capgemini SE                                                                    | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |       893 | NS      | $149288.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eiffage SA                                  | Eiffage SA                                                                      | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |      5671 | NS      | $557823.15    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE Systems PLC                             | BAE Systems PLC                                                                 | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |     19076 | NS      | $197024.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Acuity Brands Inc                           | Acuity Brands Inc                                                               | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2000 | NS      | $331220.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SLG Office Trust                            | SLG Office Trust 2021-OVA                                                       | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $797725.50    | 0.08%             | 2041-07-15      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                     | Bristol-Myers Squibb Co                                                         | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      7400 | NS      | $532430.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Exchange Group Inc                    | Japan Exchange Group Inc                                                        | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | Long             | EC               | CORP              | JP        |      2800 | NS      | $40355.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH Network Corp                           | DISH Network Corp                                                               | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |      8400 | NS      | $117936.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3133KMMQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1867835 | PA      | $1585583.00   | 0.15%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                           | Lam Research Corp                                                               | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       200 | NS      | $84060.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7945000 | PA      | $5973646.88   | 0.58%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                      | Roper Technologies Inc                                                          | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      2600 | NS      | $1123434.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Mediobanca Banca di Credito Fi              | Mediobanca Banca di Credito Finanziario SpA                                     | CUSIP: 000000000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | EC               | CORP              | IT        |      3360 | NS      | $32286.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc               | Intercontinental Exchange Inc                                                   | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      6300 | NS      | $646317.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WPP PLC                                     | WPP PLC                                                                         | CUSIP: 000000000<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | GB        |      5312 | NS      | $52482.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AES Corp/The                                | AES Corp/The                                                                    | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |      7900 | NS      | $227204.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                                                | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1852176.66   | 0.18%             | 2028-07-25      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| SBA Communications Corp                     | SBA Communications Corp                                                         | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |      2500 | NS      | $700775.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sound Point CLO LTD                         | Sound Point Clo XIV Ltd                                                         | CUSIP: 83609NAN0<br>LEI: 549300TT7IR66ASPWY89 | Long             | ABS-CBDO         | CORP              | KY        |   1377326 | PA      | $1370846.11   | 0.13%             | 2029-01-23      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding              | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RFP4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1710000 | PA      | $1651358.46   | 0.16%             | 2029-02-20      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418EBT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1938198 | PA      | $1701685.81   | 0.17%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                           | Wolters Kluwer NV                                                               | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |      3452 | NS      | $361201.10    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd                       | Julius Baer Group Ltd                                                           | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |     10398 | NS      | $605175.27    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                     | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AP0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    230000 | PA      | $208622.10    | 0.02%             | 2052-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Haleon PLC                                  | Haleon PLC                                                                      | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |     22129 | NS      | $87555.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc               | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       300 | NS      | $216447.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Subaru Corp                                 | Subaru Corp                                                                     | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |     35800 | NS      | $542014.80    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| New World Development Co Ltd                | New World Development Co Ltd                                                    | CUSIP: 000000000<br>LEI: 2549008GWMWXTIRL4S48 | Long             | EC               | CORP              | HK        |     12000 | NS      | $33662.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                | CD 2017-CD4 Mortgage Trust                                                      | CUSIP: 12515DAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    921901 | PA      | $847865.29    | 0.08%             | 2050-05-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Swatch Group AG/The                         | Swatch Group AG/The                                                             | CUSIP: 000000000<br>LEI: 529900NTES2LEON1JZ55 | Long             | EC               | CORP              | CH        |       156 | NS      | $44338.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Construction Machinery              | Hitachi Construction Machinery Co Ltd                                           | CUSIP: 000000000<br>LEI: 5493009B7C53PDH8W826 | Long             | EC               | CORP              | JP        |     22000 | NS      | $490301.83    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38383TYC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    706234 | PA      | $11240.07     | 0.00%             | 2052-07-20      | Floating      | 0.12%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                    | NIKE Inc                                                                        | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      1800 | NS      | $210618.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DANA FINANCING LUX SARL                     | Dana Financing Luxembourg Sarl                                                  | CUSIP: 235822AB9<br>LEI: 222100DKCE3D036DQU13 | Long             | DBT              | CORP              | LU        |    405000 | PA      | $397406.25    | 0.04%             | 2025-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                    | Vinci SA                                                                        | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |      7759 | NS      | $773471.53    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| APTARGROUP INC                              | AptarGroup Inc                                                                  | CUSIP: 038336AA1<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1211011.53   | 0.12%             | 2032-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179SNV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    871134 | PA      | $812406.54    | 0.08%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank                                        | BANK 2022-BNK42                                                                 | CUSIP: 06541MBN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $477760.95    | 0.05%             | 2055-06-15      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132DWCT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2910871 | PA      | $2372310.30   | 0.23%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Venture Corp Ltd                            | Venture Corp Ltd                                                                | CUSIP: 000000000<br>LEI: 254900B1NLZC3J1MAE72 | Long             | EC               | CORP              | SG        |     18900 | NS      | $240902.91    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                      | Verizon Communications Inc                                                      | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    455000 | PA      | $279234.33    | 0.03%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QLBY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    733629 | PA      | $687653.84    | 0.07%             | 2036-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                        | Targa Resources Corp                                                            | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    125000 | PA      | $118896.29    | 0.01%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S              | BBCMS Mortgage Trust 2020-C8                                                    | CUSIP: 05552AAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2572710.00   | 0.25%             | 2053-10-15      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| ITOCHU Corp                                 | ITOCHU Corp                                                                     | CUSIP: 000000000<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |      6700 | NS      | $210197.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Computershare Ltd                           | Computershare Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      9518 | NS      | $167669.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizrahi Tefahot Bank Ltd                    | Mizrahi Tefahot Bank Ltd                                                        | CUSIP: 000000000<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | EC               | CORP              | IL        |      1008 | NS      | $32533.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PGIM Core Ultra Short Bond Fund             | PGIM Core Ultra Short Bond Fund                                                 | CUSIP: 000000000<br>LEI: 1VRLPVAWKZCB406TIT84 | Long             | STIV             | RF                | US        |  63964767 | NS      | $63964767.05  | 6.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                 | PepsiCo Inc                                                                     | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     15700 | NS      | $2836362.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Oriental Land Co Ltd/Japan                  | Oriental Land Co Ltd/Japan                                                      | CUSIP: 000000000<br>LEI: 353800PIFKBZ6KTU5994 | Long             | EC               | CORP              | JP        |      2300 | NS      | $334705.59    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Check Point Software Technolog              | Check Point Software Technologies Ltd                                           | CUSIP: 000000000<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | IL        |      4600 | NS      | $580336.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IGO Ltd                                     | IGO Ltd                                                                         | CUSIP: 000000000<br>LEI: 2549005DZO8VGXM5QN07 | Long             | EC               | CORP              | AU        |      3912 | NS      | $35784.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                            | Societe Generale SA                                                             | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1055000 | PA      | $907817.58    | 0.09%             | 2027-06-09      | Fixed         | 1.79%                 | No            |                  2 | On Loan: —       |
| Coca-Cola Co/The                            | Coca-Cola Co/The                                                                | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     35200 | NS      | $2239072.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                         | General Electric Co                                                             | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      1100 | NS      | $92169.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                              | Albemarle Corp                                                                  | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |      4000 | NS      | $867440.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3133KJ2F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3911516 | PA      | $3448643.43   | 0.34%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                            | Deutsche Bank AG                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |     61485 | NS      | $691187.89    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel SpA                                    | Enel SpA                                                                        | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |    123335 | NS      | $663313.41    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1496179 | PA      | $1440271.72   | 0.14%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                    | Fox Corp                                                                        | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      8000 | NS      | $242960.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance Inc                | Walgreens Boots Alliance Inc                                                    | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |      2400 | NS      | $89664.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Centene Corp                                | Centene Corp                                                                    | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      6500 | NS      | $533065.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    518411 | PA      | $422737.80    | 0.04%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140M2PZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    530438 | PA      | $449924.54    | 0.04%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc               | Automatic Data Processing Inc                                                   | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      6300 | NS      | $1504818.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Co                           | DXC Technology Co                                                               | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |     15200 | NS      | $402800.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NEC Corp                                    | NEC Corp                                                                        | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |      1400 | NS      | $49096.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kajima Corp                                 | Kajima Corp                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2900 | NS      | $33748.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Valvoline Inc                               | Valvoline Inc                                                                   | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |      8400 | NS      | $274260.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                             | Ross Stores Inc                                                                 | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      4300 | NS      | $499101.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DNB Bank ASA                                | DNB Bank ASA                                                                    | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |     24887 | NS      | $491521.39    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JD Sports Fashion PLC                       | JD Sports Fashion PLC                                                           | CUSIP: 000000000<br>LEI: 213800HROV6Y9MUU8375 | Long             | EC               | CORP              | GB        |    389804 | NS      | $592356.75    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Mowi ASA                                    | Mowi ASA                                                                        | CUSIP: 000000000<br>LEI: 549300W1OGQF5LZIH349 | Long             | EC               | CORP              | NO        |      2605 | NS      | $44389.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                           | HSBC Holdings PLC                                                               | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |     32721 | NS      | $202789.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Storage                              | Public Storage                                                                  | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |      3200 | NS      | $896608.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AIA Group Ltd                               | AIA Group Ltd                                                                   | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |     12800 | NS      | $141355.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Infrastructure Holdings Ltd              | CK Infrastructure Holdings Ltd                                                  | CUSIP: 000000000<br>LEI: 5299005U11RQ1C27MR12 | Long             | EC               | CORP              | HK        |      4500 | NS      | $23481.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3133KMDF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    213918 | PA      | $188328.33    | 0.02%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PGIM Institutional Money Market Fund - D    | PGIM Institutional Money Market Fund - D                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  11530090 | NS      | $11525477.64  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Straumann Holding AG                        | Straumann Holding AG                                                            | CUSIP: 000000000<br>LEI: 50670046ML5FVIM60Z37 | Long             | EC               | CORP              | CH        |       633 | NS      | $72586.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sony Group Corp                             | Sony Group Corp                                                                 | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |      2400 | NS      | $182931.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| T&D Holdings Inc                            | T&D Holdings Inc                                                                | CUSIP: 000000000<br>LEI: 3538008ARJ1MACEWA242 | Long             | EC               | CORP              | JP        |      3000 | NS      | $42944.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38383PRN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    416290 | PA      | $7046.74      | 0.00%             | 2052-03-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus              | CSAIL 2019-C16 Commercial Mortgage Trust                                        | CUSIP: 12596WAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1311045.00   | 0.13%             | 2052-06-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                       | STMicroelectronics NV                                                           | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | CH        |      8423 | NS      | $299320.26    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                            | Wells Fargo & Co                                                                | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     49100 | NS      | $2027339.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMB WESTON HLD                             | Lamb Weston Holdings Inc                                                        | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    410000 | PA      | $358098.85    | 0.03%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MSCI Inc                                    | MSCI Inc                                                                        | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      1700 | NS      | $790789.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                         | JPMorgan Chase & Co                                                             | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     16200 | NS      | $2172420.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Group AG                      | Mercedes-Benz Group AG                                                          | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |      4057 | NS      | $265307.32    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Swisscom AG                                 | Swisscom AG                                                                     | CUSIP: 000000000<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |       140 | NS      | $76693.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Origin Energy Ltd                           | Origin Energy Ltd                                                               | CUSIP: 000000000<br>LEI: ZSN2LWNPYW6ISMRUC664 | Long             | EC               | CORP              | AU        |      9780 | NS      | $51187.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| General Dynamics Corp                       | General Dynamics Corp                                                           | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      5100 | NS      | $1265361.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    696109 | PA      | $604606.53    | 0.06%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                         | Emerson Electric Co                                                             | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      3500 | NS      | $336210.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Genting Singapore Ltd                       | Genting Singapore Ltd                                                           | CUSIP: 000000000<br>LEI: 254900Y2N3AK93K1O866 | Long             | EC               | CORP              | SG        |     50400 | NS      | $35968.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Concentrix Corp                             | Concentrix Corp                                                                 | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       900 | NS      | $119844.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Airlines Ltd                      | Singapore Airlines Ltd                                                          | CUSIP: 000000000<br>LEI: 549300ZG62N2599PWR15 | Long             | EC               | CORP              | SG        |      6000 | NS      | $24773.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LyondellBasell Industries NV                | LyondellBasell Industries NV                                                    | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | US        |     10600 | NS      | $880118.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie SA                                    | Engie SA                                                                        | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |     45888 | NS      | $656477.81    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO                                   | Boeing Co/The                                                                   | CUSIP: 097023BY0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    833000 | PA      | $613576.11    | 0.06%             | 2038-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America I              | Reinsurance Group of America Inc                                                | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      3400 | NS      | $483106.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Heineken NV                                 | Heineken NV                                                                     | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |      1453 | NS      | $136861.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group PLC                                | 3i Group PLC                                                                    | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |     10540 | NS      | $169982.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                     | Procter & Gamble Co/The                                                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     16900 | NS      | $2561364.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| TSTAT 2022-2, Ltd.                          | TSTAT 2022-2 Ltd                                                                | CUSIP: 87300FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   2000000 | PA      | $1996855.00   | 0.20%             | 2031-01-20      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                          | Deutsche Boerse AG                                                              | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |      1062 | NS      | $182865.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Rithm Capital Corp                          | Rithm Capital Corp                                                              | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |     59600 | NS      | $486932.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDBACK ENERGY INC                      | Diamondback Energy Inc                                                          | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    890000 | PA      | $903881.68    | 0.09%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                    | Benchmark 2019-B14 Mortgage Trust                                               | CUSIP: 08162YAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1331661 | PA      | $1288580.01   | 0.13%             | 2062-12-15      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Electronic Arts Inc                         | Electronic Arts Inc                                                             | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      5100 | NS      | $623118.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc                         | Eagle Materials Inc                                                             | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |      5600 | NS      | $743960.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                  | AbbVie Inc                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      9500 | NS      | $1535295.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                     | O'Reilly Automotive Inc                                                         | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      1200 | NS      | $1012836.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandai Namco Holdings Inc                   | Bandai Namco Holdings Inc                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $37607.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Proximus SADP                               | Proximus SADP                                                                   | CUSIP: 000000000<br>LEI: 549300CWRXC5EP004533 | Long             | EC               | CORP              | BE        |      2772 | NS      | $26763.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrefour SA                                | Carrefour SA                                                                    | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |      3214 | NS      | $53757.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140MP5T4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3856364 | PA      | $3627447.71   | 0.35%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nice Ltd                                    | Nice Ltd                                                                        | CUSIP: 000000000<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |       368 | NS      | $70795.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Randstad NV                                 | Randstad NV                                                                     | CUSIP: 000000000<br>LEI: 7245009EAAUUQJ0U4T57 | Long             | EC               | CORP              | NL        |       734 | NS      | $44849.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                | UBS Group AG                                                                    | CUSIP: 902613AN8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    880000 | PA      | $886892.06    | 0.09%             | 2026-05-12      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |      6500 | NS      | $203103.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NTT                                         | Nippon Telegraph & Telephone Corp                                               | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |      1400 | NS      | $39925.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spark New Zealand Ltd                       | Spark New Zealand Ltd                                                           | CUSIP: 000000000<br>LEI: 529900HUN51H3Y7QBB66 | Long             | EC               | CORP              | NZ        |    152761 | NS      | $523019.01    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F030611<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1316053.89   | 0.13%             | 2053-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Securitas AB                                | Securitas AB                                                                    | CUSIP: 000000000<br>LEI: 635400TTYKE8EIWDS617 | Long             | EC               | CORP              | SE        |      3175 | NS      | $26493.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Paycom Software Inc                         | Paycom Software Inc                                                             | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |      2500 | NS      | $775775.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Real Estate Master Fund              | Nomura Real Estate Master Fund Inc                                              | CUSIP: 000000000<br>LEI: 353800TNNZOQ1CPZE086 | Long             | EC               | CORP              | JP        |        23 | NS      | $28494.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179W5B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1999802 | PA      | $1732533.99   | 0.17%             | 2052-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                 | Exelon Corp                                                                     | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     27200 | NS      | $1175856.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Opendoor Technologies Inc                   | Opendoor Technologies Inc                                                       | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | EC               | CORP              | US        |     80700 | NS      | $93612.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Hoya Corp                                   | Hoya Corp                                                                       | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |      1200 | NS      | $114934.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International In              | Philip Morris International Inc                                                 | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      7000 | NS      | $708470.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1005957 | PA      | $871802.68    | 0.09%             | 2052-03-20      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| M&T Bank Corp                               | M&T Bank Corp                                                                   | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |       800 | NS      | $116048.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIPS                                      | United States Treasury Strip Coupon                                             | CUSIP: 912834MD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7615000 | PA      | $3196515.27   | 0.31%             | 2043-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill Inc                  | Chipotle Mexican Grill Inc                                                      | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       420 | NS      | $582745.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                        | Colgate-Palmolive Co                                                            | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     13800 | NS      | $1087302.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                                    | UGI Corp                                                                        | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     20000 | NS      | $741400.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Publicis Groupe SA                          | Publicis Groupe SA                                                              | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |      9414 | NS      | $601388.19    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Jardine Matheson Holdings Ltd               | Jardine Matheson Holdings Ltd                                                   | CUSIP: 000000000<br>LEI: 2138009KENVUNWOLPK41 | Long             | EC               | CORP              | HK        |      3200 | NS      | $162786.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                           | Cisco Systems Inc                                                               | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     48600 | NS      | $2315304.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| FRED HUTCH CNCR CTR                         | Fred Hutchinson Cancer Center                                                   | CUSIP: 35561RAA5<br>LEI: 549300ESFMVM81MJ8C69 | Long             | DBT              | CORP              | US        |    310000 | PA      | $289440.78    | 0.03%             | 2052-01-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Smiths Group PLC                            | Smiths Group PLC                                                                | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |     29298 | NS      | $562289.38    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| OFSI Fund LTD                               | OFSI BSL XI Ltd                                                                 | CUSIP: 67115PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2981437.20   | 0.29%             | 2031-07-18      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                 | Cie Financiere Richemont SA                                                     | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |      7371 | NS      | $955723.58    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                       | Indonesia Government International Bond                                         | CUSIP: 455780CE4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $344044.00    | 0.03%             | 2048-01-11      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TSTAT 2022-1 Ltd                            | TSTAT 2022-1 Ltd                                                                | CUSIP: 872899AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   2000000 | PA      | $1993511.20   | 0.19%             | 2031-07-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                 | Lennar Corp                                                                     | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      3400 | NS      | $307700.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marubeni Corp                               | Marubeni Corp                                                                   | CUSIP: 000000000<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |     58000 | NS      | $664445.03    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                         | Deutsche Telekom AG                                                             | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |     25412 | NS      | $505612.07    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| E.ON SE                                     | E.ON SE                                                                         | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |     64974 | NS      | $645972.08    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Cirrus Logic Inc                            | Cirrus Logic Inc                                                                | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      2200 | NS      | $163856.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| IMCD NV                                     | IMCD NV                                                                         | CUSIP: 000000000<br>LEI: 724500NSJPNFJPDAUP02 | Long             | EC               | CORP              | NL        |       339 | NS      | $48491.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Truist Financial Corp                       | Truist Financial Corp                                                           | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     28700 | NS      | $1234961.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley BAML Trust                   | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30                     | CUSIP: 61766NBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    982155 | PA      | $885294.29    | 0.09%             | 2049-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Swire Pacific Ltd                           | Swire Pacific Ltd                                                               | CUSIP: 000000000<br>LEI: 549300KZOZHII0DGF611 | Long             | EC               | CORP              | HK        |      4500 | NS      | $39446.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Adobe Inc                                   | Adobe Inc                                                                       | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      5700 | NS      | $1918221.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                            | Genuine Parts Co                                                                | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |       900 | NS      | $156159.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                 | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      4800 | NS      | $1648224.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Unibail-Rodamco-Westfield                   | Unibail-Rodamco-Westfield                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      1402 | NS      | $73291.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179TLR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    202354 | PA      | $183042.12    | 0.02%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                      | Mexico City Airport Trust                                                       | CUSIP: 59284MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    370000 | PA      | $351338.13    | 0.03%             | 2026-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH                     | International Game Technology PLC                                               | CUSIP: 460599AD5<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $444942.00    | 0.04%             | 2027-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AECOM                                       | AECOM                                                                           | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      6600 | NS      | $560538.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XHSF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1457628 | PA      | $1242690.62   | 0.12%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5380000 | PA      | $5487600.00   | 0.54%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                            | TotalEnergies SE                                                                | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |     14228 | NS      | $893137.14    | 0.09%             |  |  |  | No            |                  2 | On Loan: —       |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38383C3X6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1387514 | PA      | $21988.76     | 0.00%             | 2051-11-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Dexcom Inc                                  | Dexcom Inc                                                                      | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |     10000 | NS      | $1132400.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc                   | Host Hotels & Resorts Inc                                                       | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |      5100 | NS      | $81855.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO                                 | Southern Co/The                                                                 | CUSIP: 842587DC8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    765000 | PA      | $755402.08    | 0.07%             | 2024-08-01      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Whitbread PLC                               | Whitbread PLC                                                                   | CUSIP: 000000000<br>LEI: 21380099VMZKRMN3EX36 | Long             | EC               | CORP              | GB        |      1056 | NS      | $32650.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken               | Skandinaviska Enskilda Banken AB                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EC               | CORP              | SE        |     10085 | NS      | $116107.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Teladoc Health Inc                          | Teladoc Health Inc                                                              | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |      8000 | NS      | $189200.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Lincoln Electric Holdings Inc               | Lincoln Electric Holdings Inc                                                   | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |      1600 | NS      | $231184.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Shin-Etsu Chemical Co Ltd                   | Shin-Etsu Chemical Co Ltd                                                       | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |      2100 | NS      | $256435.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                     | Eni SpA                                                                         | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |     40433 | NS      | $574935.76    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                         | Oportun Issuance Trust 2022-2                                                   | CUSIP: 68377HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    504832 | PA      | $500672.22    | 0.05%             | 2029-10-09      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                    | Vistra Operations Co LLC                                                        | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    535000 | PA      | $486987.05    | 0.05%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                           | General Motors Co                                                               | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    970000 | PA      | $898822.97    | 0.09%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Lottery Corp Ltd/The                        | Lottery Corp Ltd/The                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     13536 | NS      | $41258.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4010000 | PA      | $3004367.19   | 0.29%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                | Citizens Financial Group Inc                                                    | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     22700 | NS      | $893699.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                         | Abbott Laboratories                                                             | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     12900 | NS      | $1416291.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Orkla ASA                                   | Orkla ASA                                                                       | CUSIP: 000000000<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |     20353 | NS      | $146894.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Thales SA                                   | Thales SA                                                                       | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |       598 | NS      | $76405.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pinnacle Financial Partners In              | Pinnacle Financial Partners Inc                                                 | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |      2000 | NS      | $146800.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group Inc                            | CoStar Group Inc                                                                | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12000 | NS      | $927360.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIXMOR OPERATING PART                      | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $918502.24    | 0.09%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                             | CVS Health Corp                                                                 | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     13700 | NS      | $1276703.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1379743.00   | 0.13%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical Inc                 | BioMarin Pharmaceutical Inc                                                     | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |      5400 | NS      | $558846.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Novo Nordisk A/S                            | Novo Nordisk A/S                                                                | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     11207 | NS      | $1522085.01   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                    | Benchmark 2022-B35 Mortgage Trust                                               | CUSIP: 08163RBR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1800000 | PA      | $1727366.22   | 0.17%             | 2055-05-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Japan Real Estate Investment C              | Japan Real Estate Investment Corp                                               | CUSIP: 000000000<br>LEI: 3538003YAIR3CBGJJ928 | Long             | EC               | CORP              | JP        |       122 | NS      | $535859.95    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QNE81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1445078 | PA      | $1231987.92   | 0.12%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                               | Amphenol Corp                                                                   | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      5400 | NS      | $411156.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW LLC/CDW FINANCE                         | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    810000 | PA      | $720265.14    | 0.07%             | 2026-12-01      | Fixed         | 2.67%                 | Yes           |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                      | AP Moller - Maersk A/S                                                          | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |        29 | NS      | $64919.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                | QUALCOMM Inc                                                                    | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     15300 | NS      | $1682082.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Oversea-Chinese Banking Corp L              | Oversea-Chinese Banking Corp Ltd                                                | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |     52000 | NS      | $472994.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                  | Verizon Communications Inc                                                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     20400 | NS      | $803760.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd                               | BHP Group Ltd                                                                   | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |     42378 | NS      | $1312740.97   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                     | Standard Industries Inc/NJ                                                      | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179977.44    | 0.02%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Timken Co/The                               | Timken Co/The                                                                   | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      7200 | NS      | $508824.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nokia Oyj                                   | Nokia Oyj                                                                       | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |     26988 | NS      | $125378.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                      | AP Moller - Maersk A/S                                                          | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |        18 | NS      | $39669.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sampo Oyj                                   | Sampo Oyj                                                                       | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |      7519 | NS      | $392713.67    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Avangrid Inc                                | Avangrid Inc                                                                    | CUSIP: 05351W103<br>LEI: 549300OX0Q38NLSKPB49 | Long             | EC               | CORP              | US        |     10900 | NS      | $468482.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| CNH Industrial NV                           | CNH Industrial NV                                                               | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | GB        |      5841 | NS      | $93701.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                     | GSK PLC                                                                         | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     56412 | NS      | $974981.85    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit              | Bain Capital Credit CLO 2019-2                                                  | CUSIP: 05682LAJ6<br>LEI: 549300WZ8E2KQS66KT95 | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2207971.13   | 0.22%             | 2032-10-17      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION   | TRS TREASURY BOND                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $26638.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACS Actividades de Construccio              | ACS Actividades de Construccion y Servicios SA                                  | CUSIP: 000000000<br>LEI: 95980020140005558665 | Long             | EC               | CORP              | ES        |      1150 | NS      | $32905.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mastercard Inc                              | Mastercard Inc                                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      7900 | NS      | $2747067.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACK KNIGHT INFOSERV LL                    | Black Knight InfoServ LLC                                                       | CUSIP: 092174AA9<br>LEI: 549300H5PS5C68DAUX66 | Long             | DBT              | CORP              | US        |    500000 | PA      | $435998.56    | 0.04%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Epiroc AB                                   | Epiroc AB                                                                       | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |      1806 | NS      | $29053.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain                         | Cie de Saint-Gobain                                                             | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |      1909 | NS      | $93389.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418DWQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1916332 | PA      | $1479959.89   | 0.14%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Madison Square Garden Sports C              | Madison Square Garden Sports Corp                                               | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       600 | NS      | $109998.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $765466.24    | 0.07%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr              | Sofi Professional Loan Program 2018-C Trust                                     | CUSIP: 78490DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    496096 | PA      | $479051.80    | 0.05%             | 2048-01-25      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132DWB69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    970624 | PA      | $824117.86    | 0.08%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XBHT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    278151 | PA      | $245256.56    | 0.02%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Osaka Gas Co Ltd                            | Osaka Gas Co Ltd                                                                | CUSIP: 000000000<br>LEI: 353800024KMNOPQRWZ02 | Long             | EC               | CORP              | JP        |      2200 | NS      | $35448.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sino Land Co Ltd                            | Sino Land Co Ltd                                                                | CUSIP: 000000000<br>LEI: 529900G5P51053HJVZ92 | Long             | EC               | CORP              | HK        |     26000 | NS      | $32429.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132DWBZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    486453 | PA      | $413053.32    | 0.04%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hitachi Ltd                                 | Hitachi Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |      5400 | NS      | $271707.91    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CSX Corp                                    | CSX Corp                                                                        | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     39500 | NS      | $1223710.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUSTEES PRINCETON UNIV                     | Trustees of Princeton University/The                                            | CUSIP: 89837LAH8<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |    445000 | PA      | $409079.83    | 0.04%             | 2052-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179XFF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31029 | PA      | $28510.78     | 0.00%             | 2052-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Endeavour Group Ltd/Australia               | Endeavour Group Ltd/Australia                                                   | CUSIP: 000000000<br>LEI: 254900JAN9FOLMWAD533 | Long             | EC               | CORP              | AU        |      6816 | NS      | $29662.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HANESBRANDS INC                             | Hanesbrands Inc                                                                 | CUSIP: 410345AL6<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |    425000 | PA      | $382194.85    | 0.04%             | 2026-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| GRAPHIC PACKAGING INTERN                    | Graphic Packaging International LLC                                             | CUSIP: 38869PAM6<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    225000 | PA      | $220052.11    | 0.02%             | 2024-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| KLA Corp                                    | KLA Corp                                                                        | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      2100 | NS      | $791763.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3133KLZX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2234314 | PA      | $1822779.94   | 0.18%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                     | Energean Israel Finance Ltd                                                     | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    295000 | PA      | $270717.81    | 0.03%             | 2026-03-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                            | Ryder System Inc                                                                | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |      4800 | NS      | $401136.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                          | IQVIA Holdings Inc                                                              | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      2700 | NS      | $553203.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                              | NRG Energy Inc                                                                  | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     16200 | NS      | $515484.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc                                 | Gartner Inc                                                                     | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |      2000 | NS      | $672280.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMerieux                                  | BioMerieux                                                                      | CUSIP: 000000000<br>LEI: 549300AK8Y0LBIQ4T071 | Long             | EC               | CORP              | FR        |       315 | NS      | $33095.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                        | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | CUSIP: 46590XAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   2030000 | PA      | $1925571.32   | 0.19%             | 2028-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LKQ Corp                                    | LKQ Corp                                                                        | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     15000 | NS      | $801150.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Static CLO Ltd, KKR Static              | KKR Static CLO 2 LTD                                                            | CUSIP: 482926AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1999361.80   | 0.20%             | 2031-10-20      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                         | Kimberly-Clark Corp                                                             | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      7200 | NS      | $977400.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418DXL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    541628 | PA      | $459083.95    | 0.04%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418EE48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5463350 | PA      | $4965713.51   | 0.49%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Diageo PLC                                  | Diageo PLC                                                                      | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |       941 | NS      | $41189.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Synchrony Financial                         | Synchrony Financial                                                             | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     11600 | NS      | $381176.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| D'ieteren Group                             | D'ieteren Group                                                                 | CUSIP: 000000000<br>LEI: 549300DV5KJ23OKVTW34 | Long             | EC               | CORP              | BE        |       151 | NS      | $28978.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                      | Diamondback Energy Inc                                                          | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       800 | NS      | $109424.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                              | Merck & Co Inc                                                                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     27800 | NS      | $3084410.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418D4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    600636 | PA      | $509379.90    | 0.05%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                | TICP CLO III-2 Ltd                                                              | CUSIP: 87249FAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    154835 | PA      | $154153.88    | 0.02%             | 2028-04-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                | Barclays PLC                                                                    | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1940000 | PA      | $2010605.72   | 0.20%             | 2026-11-02      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132DWD26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1496254 | PA      | $1359778.33   | 0.13%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SMALL-CAP GROWTH                            | AST SMALL-CAP GROWTH PORTFOLIO                                                  | CUSIP: 000000000<br>LEI: V7EISZENYUUBRRNZ9C08 | Long             | EC               | RF                | US        |    300335 | NS      | $17899986.96  | 1.75%             |  |  |  | No            |                  1 | On Loan: No      |
| SASOL FINANCING USA LLC                     | Sasol Financing USA LLC                                                         | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177209.63    | 0.02%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Naziona              | Terna - Rete Elettrica Nazionale                                                | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | EC               | CORP              | IT        |      8442 | NS      | $62345.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag              | Wells Fargo Commercial Mortgage Trust 2020-C56                                  | CUSIP: 95002RAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2300000 | PA      | $1884996.51   | 0.18%             | 2053-06-15      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Astellas Pharma Inc                         | Astellas Pharma Inc                                                             | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |     10300 | NS      | $156618.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Static Senior Loan Fund               | Atlas Static Senior Loan Fund I Ltd                                             | CUSIP: 04942PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2490525.50   | 0.24%             | 2030-07-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                | Apollo Global Management Inc                                                    | CUSIP: 03769M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14900 | NS      | $950471.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2022-DNA6                                         | CUSIP: 35564KH36<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    558632 | PA      | $558972.58    | 0.05%             | 2042-09-25      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                             | Fair Isaac Corp                                                                 | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |       500 | NS      | $299290.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Hirose Electric Co Ltd                      | Hirose Electric Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $100337.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wesfarmers Ltd                              | Wesfarmers Ltd                                                                  | CUSIP: 000000000<br>LEI: 5493003L32ZX9557ST85 | Long             | EC               | CORP              | AU        |      5418 | NS      | $168972.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nucor Corp                                  | Nucor Corp                                                                      | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |       600 | NS      | $79086.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    195077 | PA      | $177059.60    | 0.02%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Power Assets Holdings Ltd                   | Power Assets Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 254900JOWYUW1ZX4DF47 | Long             | EC               | CORP              | HK        |      8000 | NS      | $43723.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sotera Health Co                            | Sotera Health Co                                                                | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     82700 | NS      | $688891.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                          | Union Pacific Corp                                                              | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      3600 | NS      | $745452.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1480538.31   | 0.14%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Yara International ASA                      | Yara International ASA                                                          | CUSIP: 000000000<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |     12394 | NS      | $544307.06    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BorgWarner Inc                              | BorgWarner Inc                                                                  | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     10900 | NS      | $438725.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International Inc                     | WESCO International Inc                                                         | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |      3100 | NS      | $388120.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| voestalpine AG                              | voestalpine AG                                                                  | CUSIP: 000000000<br>LEI: 529900ZAXBMQDIWPNB72 | Long             | EC               | CORP              | AT        |      1200 | NS      | $31786.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc                          | Albertsons Cos Inc                                                              | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |     23900 | NS      | $495686.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac                                 | Freddie Mac REMICS                                                              | CUSIP: 3137H7BF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    229879 | PA      | $3962.61      | 0.00%             | 2052-05-25      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| HKT Trust & HKT Ltd                         | HKT Trust & HKT Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     64000 | NS      | $78343.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Entergy Corp                                | Entergy Corp                                                                    | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      8200 | NS      | $922500.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                               | Sempra Energy                                                                   | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      6200 | NS      | $958148.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179W7L6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1952081 | PA      | $1796138.56   | 0.18%             | 2052-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fast Retailing Co Ltd                       | Fast Retailing Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800ZCXKHDPY0N5218 | Long             | EC               | CORP              | JP        |       300 | NS      | $182560.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Macy's Inc                                  | Macy's Inc                                                                      | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     32300 | NS      | $666995.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health Inc                    | Elanco Animal Health Inc                                                        | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |     17000 | NS      | $207740.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                | UBS Group AG                                                                    | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |     44745 | NS      | $831640.69    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                     | DCP Midstream Operating LP                                                      | CUSIP: 23311RAA4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    850000 | PA      | $869158.10    | 0.08%             | 2037-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ServiceNow Inc                              | ServiceNow Inc                                                                  | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      3500 | NS      | $1358945.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1692000 | PA      | $1375489.42   | 0.13%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| WILLIAM CARTER                              | William Carter Co/The                                                           | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |    500000 | PA      | $480713.69    | 0.05%             | 2027-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: —       |
| OCI NV                                      | OCI NV                                                                          | CUSIP: 000000000<br>LEI: 549300NCMRGIBJYUOE57 | Long             | EC               | CORP              | NL        |      9679 | NS      | $346048.32    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp                   | Edwards Lifesciences Corp                                                       | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      3600 | NS      | $268596.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                 | Lennar Corp                                                                     | CUSIP: 526057302<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      3700 | NS      | $276686.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                   | Boeing Co/The                                                                   | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    435000 | PA      | $299846.17    | 0.03%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                     | MPLX LP                                                                         | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $829377.48    | 0.08%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                        | Waste Management Inc                                                            | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      6300 | NS      | $988344.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Daimler Truck Holding AG                    | Daimler Truck Holding AG                                                        | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |      2256 | NS      | $69353.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle Group Inc/The                       | Carlyle Group Inc/The                                                           | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |     26800 | NS      | $799712.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                             | WW Grainger Inc                                                                 | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |      1100 | NS      | $611875.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                                | VeriSign Inc                                                                    | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      1300 | NS      | $267072.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stora Enso Oyj                              | Stora Enso Oyj                                                                  | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | EC               | CORP              | FI        |      3450 | NS      | $48643.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                  | Allianz SE                                                                      | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |       231 | NS      | $49331.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus              | CSAIL 2019-C17 Commercial Mortgage Trust                                        | CUSIP: 12597BAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4180000 | PA      | $3571368.59   | 0.35%             | 2052-09-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Prysmian SpA                                | Prysmian SpA                                                                    | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |      1540 | NS      | $57219.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                 | Equinor ASA                                                                     | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |     20837 | NS      | $748887.54    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 5 YEAR TREASURY NOTE                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        76 | NC      | $-46629.44    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF SERBIA                          | Serbia International Bond                                                       | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    115000 | PA      | $87810.02     | 0.01%             | 2029-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                 | Novartis AG                                                                     | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     13058 | NS      | $1181715.77   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2860000 | PA      | $2675115.93   | 0.26%             | 2028-02-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2405000 | PA      | $2214927.20   | 0.22%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Capitaland Investment Ltd/Sing              | Capitaland Investment Ltd/Singapore                                             | CUSIP: 000000000<br>LEI: 254900AT4UQDU7SNXX49 | Long             | EC               | CORP              | SG        |     15600 | NS      | $43113.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                         | Meritage Homes Corp                                                             | CUSIP: 59001ABA9<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    650000 | PA      | $615462.28    | 0.06%             | 2027-06-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| State Street Corp                           | State Street Corp                                                               | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      2100 | NS      | $162897.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc                    | Baxter International Inc                                                        | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     15600 | NS      | $795132.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                          | NextEra Energy Inc                                                              | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22200 | NS      | $1855920.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueScope Steel Ltd                         | BlueScope Steel Ltd                                                             | CUSIP: 000000000<br>LEI: 529900H6UQI16XACWC95 | Long             | EC               | CORP              | AU        |     49082 | NS      | $559398.95    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa Securities Group Inc                  | Daiwa Securities Group Inc                                                      | CUSIP: 000000000<br>LEI: 353800WRC7Y23PWFJG38 | Long             | EC               | CORP              | JP        |      7500 | NS      | $33141.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                    | Simon Property Group Inc                                                        | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      9200 | NS      | $1080816.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                             | TJX Cos Inc/The                                                                 | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      6800 | NS      | $541280.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                  | Unum Group                                                                      | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     15600 | NS      | $640068.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $988080.61    | 0.10%             | 2028-07-22      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                         | Henkel AG & Co KGaA                                                             | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |      1012 | NS      | $70144.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunge Ltd                                   | Bunge Ltd                                                                       | CUSIP: 000000000<br>LEI: 5493007M0RIN8HY3MM77 | Long             | EC               | CORP              | US        |      3500 | NS      | $349195.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                | Alphabet Inc                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     48100 | NS      | $4243863.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage Group PLC/The                          | Sage Group PLC/The                                                              | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |      5168 | NS      | $46536.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F032617<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -2000000 | PA      | $-1816605.44  | -0.18%            | 2053-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dassault Systemes SE                        | Dassault Systemes SE                                                            | CUSIP: 000000000<br>LEI: 96950065LBWY0APQIM86 | Long             | EC               | CORP              | FR        |      4854 | NS      | $174548.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Gates Industrial Corp PLC                   | Gates Industrial Corp PLC                                                       | CUSIP: 000000000<br>LEI: 549300S6K4FWUSB9KM27 | Long             | EC               | CORP              | US        |     33400 | NS      | $381094.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3133KYWR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1135480 | PA      | $957118.25    | 0.09%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                      | Power Finance Corp Ltd                                                          | CUSIP: 000000000<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |    360000 | PA      | $329917.50    | 0.03%             | 2029-06-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tesla Inc                                   | Tesla Inc                                                                       | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     23600 | NS      | $2907048.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| KBC Group NV                                | KBC Group NV                                                                    | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |      1248 | NS      | $80352.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Berry Global Group Inc                      | Berry Global Group Inc                                                          | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               | CORP              | US        |     13800 | NS      | $833934.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                       | Texas Instruments Inc                                                           | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      2500 | NS      | $413050.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QPSD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    498508 | PA      | $453054.95    | 0.04%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Invesco Ltd                                 | Invesco Ltd                                                                     | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |     21500 | NS      | $386785.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nibe Industrier AB                          | Nibe Industrier AB                                                              | CUSIP: 000000000<br>LEI: 549300ZQH0FIF1P0MX67 | Long             | EC               | CORP              | SE        |      9204 | NS      | $85908.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Endesa SA                                   | Endesa SA                                                                       | CUSIP: 000000000<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |      1922 | NS      | $36223.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kroger Co/The                               | Kroger Co/The                                                                   | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      9200 | NS      | $410136.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Therapeutics Plc                    | Horizon Therapeutics Plc                                                        | CUSIP: 000000000<br>LEI: 529900P0GSQ79OOZEV53 | Long             | EC               | CORP              | US        |     10500 | NS      | $1194900.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    450000 | PA      | $470783.52    | 0.05%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Dentsu Group Inc                            | Dentsu Group Inc                                                                | CUSIP: 000000000<br>LEI: 5299007PBBE83ZLJZG91 | Long             | EC               | CORP              | JP        |     10500 | NS      | $329392.17    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                   | Keysight Technologies Inc                                                       | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      3100 | NS      | $530317.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CALPINE CORP                                | Calpine Corp                                                                    | CUSIP: 131347CK0<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    650000 | PA      | $619907.22    | 0.06%             | 2026-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Avantor Inc                                 | Avantor Inc                                                                     | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40700 | NS      | $858363.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Shimano Inc                                 | Shimano Inc                                                                     | CUSIP: 000000000<br>LEI: 529900L32YT3P9DECR10 | Long             | EC               | CORP              | JP        |       500 | NS      | $79009.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hermes International                        | Hermes International                                                            | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |       531 | NS      | $821909.70    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| GoDaddy Inc                                 | GoDaddy Inc                                                                     | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |      3200 | NS      | $239424.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                             | McDonald's Corp                                                                 | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      3200 | NS      | $843296.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of America Commercial Mor              | Bank of America Merrill Lynch Commercial Mortgage Trust 2016-UBS10              | CUSIP: 06054MAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1733560 | PA      | $1602267.34   | 0.16%             | 2049-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                    | Agilent Technologies Inc                                                        | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      6200 | NS      | $927830.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $775194.73    | 0.08%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                               | AEP Texas Inc                                                                   | CUSIP: 00108WAM2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    110000 | PA      | $89042.24     | 0.01%             | 2030-07-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | 2 YEAR US TREASURY NOTE                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       195 | NC      | $23502.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                 | MetLife Inc                                                                     | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      4400 | NS      | $318428.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ipsen SA                                    | Ipsen SA                                                                        | CUSIP: 000000000<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |      4414 | NS      | $474772.59    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                 | Ovintiv Inc                                                                     | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5300 | NS      | $268763.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Mosaic Co/The                               | Mosaic Co/The                                                                   | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     12400 | NS      | $543988.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3133B6T67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2711185 | PA      | $2380366.76   | 0.23%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Seiko Epson Corp                            | Seiko Epson Corp                                                                | CUSIP: 000000000<br>LEI: 549300NIOFQDR749W206 | Long             | EC               | CORP              | JP        |     33600 | NS      | $488847.54    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Jeronimo Martins SGPS SA                    | Jeronimo Martins SGPS SA                                                        | CUSIP: 000000000<br>LEI: 259400A8SZP10GB5IB19 | Long             | EC               | CORP              | PT        |      1596 | NS      | $34530.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                 | Bayerische Motoren Werke AG                                                     | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |       493 | NS      | $43647.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boliden AB                                  | Boliden AB                                                                      | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |      1225 | NS      | $46013.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                     | Becton Dickinson and Co                                                         | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      2000 | NS      | $508600.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wharf Real Estate Investment C              | Wharf Real Estate Investment Co Ltd                                             | CUSIP: 000000000<br>LEI: 529900QLPKS8U9QOPB59 | Long             | EC               | CORP              | HK        |      7000 | NS      | $40768.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1949079 | PA      | $1741641.35   | 0.17%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United Therapeutics Corp                    | United Therapeutics Corp                                                        | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |      2200 | NS      | $611798.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc                | United Airlines Holdings Inc                                                    | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |     14300 | NS      | $539110.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    482714 | PA      | $409550.82    | 0.04%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PDC Energy Inc                              | PDC Energy Inc                                                                  | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |      2300 | NS      | $146004.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VIATRIS INC                                 | Viatris Inc                                                                     | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    860000 | PA      | $532726.57    | 0.05%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Solvay SA                                   | Solvay SA                                                                       | CUSIP: 000000000<br>LEI: 549300MMVL80RTBP3O28 | Long             | EC               | CORP              | BE        |      3660 | NS      | $370048.22    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc                                    | AT&T Inc                                                                        | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     89700 | NS      | $1651377.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferrari NV                                  | Ferrari NV                                                                      | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | IT        |       750 | NS      | $160828.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Porsche Automobil Holding SE                | Porsche Automobil Holding SE                                                    | CUSIP: 000000000<br>LEI: 52990053Z17ZYM1KFV27 | Long             | EP               | CORP              | DE        |      2113 | NS      | $115234.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                    | Lloyds Banking Group PLC                                                        | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |   1224276 | NS      | $668104.54    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Jazz Pharmaceuticals PLC                    | Jazz Pharmaceuticals PLC                                                        | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |      3900 | NS      | $621309.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information               | Fidelity National Information Services Inc                                      | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     10600 | NS      | $719210.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                         | Dollar General Corp                                                             | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      3800 | NS      | $935750.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Isuzu Motors Ltd                            | Isuzu Motors Ltd                                                                | CUSIP: 000000000<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |      2900 | NS      | $33619.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F050619<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2463053.53   | 0.24%             | 2053-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties Inc               | Hudson Pacific Properties Inc                                                   | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19500 | NS      | $189735.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                   | Linde PLC                                                                       | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | GB        |      5000 | NS      | $1630900.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Drive Auto Receivabl              | Santander Drive Auto Receivables Trust 2022-6                                   | CUSIP: 802918AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $290114.97    | 0.03%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| FLORIDA GAS TRANSMISSION                    | Florida Gas Transmission Co LLC                                                 | CUSIP: 340711BA7<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |    930000 | PA      | $713214.73    | 0.07%             | 2031-10-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418EDD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    975826 | PA      | $856416.59    | 0.08%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae                                                                      | CUSIP: 21H022614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2500000 | PA      | $2165895.15   | 0.21%             | 2053-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Burberry Group PLC                          | Burberry Group PLC                                                              | CUSIP: 000000000<br>LEI: 213800PE1KEFCNFR1R50 | Long             | EC               | CORP              | GB        |      2376 | NS      | $57765.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank                                        | Bank 2019-BNK19                                                                 | CUSIP: 06540WBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1900000 | PA      | $1655781.79   | 0.16%             | 2061-08-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Schlumberger Ltd                            | Schlumberger Ltd                                                                | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |     11200 | NS      | $598752.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fuji Electric Co Ltd                        | Fuji Electric Co Ltd                                                            | CUSIP: 000000000<br>LEI: 5299000HVNGZZTYYM906 | Long             | EC               | CORP              | JP        |       900 | NS      | $33965.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Scentre Group                               | Scentre Group                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     28009 | NS      | $54521.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust                      | Chase Auto Owner Trust 2022-A                                                   | CUSIP: 16144JAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $194058.22    | 0.02%             | 2028-04-25      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F040610<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2344149.85   | 0.23%             | 2053-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                      | Cox Communications Inc                                                          | CUSIP: 224044CN5<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   1067000 | PA      | $848904.66    | 0.08%             | 2031-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Bezeq The Israeli Telecommunic              | Bezeq The Israeli Telecommunication Corp Ltd                                    | CUSIP: 000000000<br>LEI: 213800XCGZCFSWY9U863 | Long             | EC               | CORP              | IL        |    112598 | NS      | $193163.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Halliburton Co                              | Halliburton Co                                                                  | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     29300 | NS      | $1152955.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| OHIO EDISON CO                              | Ohio Edison Co                                                                  | CUSIP: 677347CH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1045676.85   | 0.10%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                            | Altria Group Inc                                                                | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     13800 | NS      | $630798.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore PLC                                | Glencore PLC                                                                    | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | CH        |    143634 | NS      | $957844.41    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                          | Honda Motor Co Ltd                                                              | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |      9000 | NS      | $205281.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1049127 | PA      | $856442.95    | 0.08%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Hargreaves Lansdown PLC                     | Hargreaves Lansdown PLC                                                         | CUSIP: 000000000<br>LEI: 2138008ZCE93ZDSESG90 | Long             | EC               | CORP              | GB        |      3108 | NS      | $32006.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                     | Energean Israel Finance Ltd                                                     | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    180000 | PA      | $173340.00    | 0.02%             | 2024-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                | GS Mortgage Securities Trust 2016-GS2                                           | CUSIP: 36252TAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1235997 | PA      | $1139869.26   | 0.11%             | 2049-05-10      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                        | Howmet Aerospace Inc                                                            | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |     17700 | NS      | $697557.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                | Alphabet Inc                                                                    | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     43800 | NS      | $3886374.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179WP93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    314518 | PA      | $264305.69    | 0.03%             | 2051-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                      | UnitedHealth Group Inc                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      8900 | NS      | $4718602.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2159758.08   | 0.21%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                          | Home Depot Inc/The                                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      7200 | NS      | $2274192.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XGXM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1950055 | PA      | $1722486.73   | 0.17%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XGYS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2376505 | PA      | $1942588.66   | 0.19%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                | Broadcom Inc                                                                    | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    923000 | PA      | $740875.47    | 0.07%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Moderna Inc                                 | Moderna Inc                                                                     | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |       500 | NS      | $89810.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                | Chevron Corp                                                                    | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14500 | NS      | $2602605.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMBB Commercial Mortgage Secu              | JPMBB Commercial Mortgage Securities Trust 2014-C22                             | CUSIP: 46642NBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1508709 | PA      | $1452954.24   | 0.14%             | 2047-09-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                 | Walmart Inc                                                                     | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     16700 | NS      | $2367893.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp                       | Tenet Healthcare Corp                                                           | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      2100 | NS      | $102459.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SUZANO AUSTRIA GMBH                         | Suzano Austria GmbH                                                             | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    267000 | PA      | $265297.88    | 0.03%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                          | Analog Devices Inc                                                              | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      2500 | NS      | $410075.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicinity Ltd                                | Vicinity Ltd                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     25389 | NS      | $34282.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179XHW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2956711 | PA      | $2716771.98   | 0.27%             | 2052-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CBRE Group Inc                              | CBRE Group Inc                                                                  | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      3500 | NS      | $269360.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tosoh Corp                                  | Tosoh Corp                                                                      | CUSIP: 000000000<br>LEI: 529900YSLFVJF2MDBX02 | Long             | EC               | CORP              | JP        |     37200 | NS      | $442368.91    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kesko Oyj                                   | Kesko Oyj                                                                       | CUSIP: 000000000<br>LEI: 743700OX6HSVMCAHPB95 | Long             | EC               | CORP              | FI        |      9004 | NS      | $198954.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| First Solar Inc                             | First Solar Inc                                                                 | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |      4200 | NS      | $629118.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM                                         | International Business Machines Corp                                            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      3800 | NS      | $535382.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc                 | American Water Works Co Inc                                                     | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      5700 | NS      | $868794.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38383PB42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    383979 | PA      | $6953.85      | 0.00%             | 2052-04-20      | Floating      | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                   | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    110000 | PA      | $90247.15     | 0.01%             | 2031-01-29      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Sodexo SA                                   | Sodexo SA                                                                       | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | EC               | CORP              | FR        |      3764 | NS      | $360133.71    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                | Ecopetrol SA                                                                    | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    350000 | PA      | $316750.00    | 0.03%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Teradata Corp                               | Teradata Corp                                                                   | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |      9400 | NS      | $316404.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortescue Metals Group Ltd                  | Fortescue Metals Group Ltd                                                      | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |     10395 | NS      | $145292.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Holding Co              | Booz Allen Hamilton Holding Corp                                                | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |      2700 | NS      | $282204.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp                                    | PVH Corp                                                                        | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |      4500 | NS      | $317655.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179NLD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1003707 | PA      | $945659.82    | 0.09%             | 2043-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179SNU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    233314 | PA      | $211041.50    | 0.02%             | 2046-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38383CFR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    800051 | PA      | $12661.76     | 0.00%             | 2051-10-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                   | AvalonBay Communities Inc                                                       | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      3000 | NS      | $484560.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                                   | Nestle SA                                                                       | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |     15212 | NS      | $1757129.51   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp                                 | Oracle Corp                                                                     | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      3400 | NS      | $277916.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MTU Aero Engines AG                         | MTU Aero Engines AG                                                             | CUSIP: 000000000<br>LEI: 529900807L67JY81RD65 | Long             | EC               | CORP              | DE        |       326 | NS      | $70134.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pure Storage Inc                            | Pure Storage Inc                                                                | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |     26100 | NS      | $698436.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38383R3S4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    281864 | PA      | $4160.24      | 0.00%             | 2052-05-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| WH Group Ltd                                | WH Group Ltd                                                                    | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | HK        |    690500 | NS      | $402726.01    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| STERIS PLC                                  | STERIS PLC                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1300 | NS      | $240097.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Generate CLO Ltd.                           | Generate CLO 4 Ltd                                                              | CUSIP: 986252AQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1972081.40   | 0.19%             | 2032-04-20      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| ENDEAVOR ENERGY RESOURCE                    | Endeavor Energy Resources LP / EER Finance Inc                                  | CUSIP: 29260FAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $119689.80    | 0.01%             | 2028-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Scout24 SE                                  | Scout24 SE                                                                      | CUSIP: 000000000<br>LEI: 5493007EIKM2ENQS7U66 | Long             | EC               | CORP              | DE        |       630 | NS      | $31710.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae                                                                      | CUSIP: 21H052629<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    500000 | PA      | $502327.05    | 0.05%             | 2053-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| XPO LOGISTICS INC                           | XPO LOGISTICS INC                                                               | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |      2400 | NS      | $79896.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| DTE Energy Co                               | DTE Energy Co                                                                   | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      4000 | NS      | $470120.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US ULTRA TREASURY BOND                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        97 | NC      | $-325422.53   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize NV               | Koninklijke Ahold Delhaize NV                                                   | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |     24261 | NS      | $697534.93    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179T7L3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    725622 | PA      | $712888.60    | 0.07%             | 2048-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust              | Morgan Stanley Capital I Trust 2016-UBS12                                       | CUSIP: 61691EAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4149385 | PA      | $3835099.64   | 0.37%             | 2049-12-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                         | Cheniere Energy Inc                                                             | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      4300 | NS      | $644828.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp                       | Antero Resources Corp                                                           | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |      5800 | NS      | $179742.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XGLJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    439444 | PA      | $387533.89    | 0.04%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418D3G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    482852 | PA      | $394038.84    | 0.04%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                           | NatWest Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |     29773 | NS      | $94952.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                     | Marathon Petroleum Corp                                                         | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      8200 | NS      | $954398.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Reckitt Benckiser Group PLC                 | Reckitt Benckiser Group PLC                                                     | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |      9432 | NS      | $653791.98    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TIS Inc                                     | TIS Inc                                                                         | CUSIP: 000000000<br>LEI: 35380064HYEZXBQHDF07 | Long             | EC               | CORP              | JP        |      3000 | NS      | $78845.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| abrdn plc                                   | abrdn plc                                                                       | CUSIP: 000000000<br>LEI: 0TMBS544NMO7GLCE7H90 | Long             | EC               | CORP              | GB        |     13540 | NS      | $30768.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd                                     | ABB Ltd                                                                         | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |      4788 | NS      | $145926.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                | ING Groep NV                                                                    | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |     23467 | NS      | $285855.41    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings Inc                    | Crowdstrike Holdings Inc                                                        | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       900 | NS      | $94761.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp                                  | HEICO Corp                                                                      | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |      1700 | NS      | $261188.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwoods Capital Ltd                      | Northwoods Capital 22 Ltd                                                       | CUSIP: 66858HAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2211884.78   | 0.22%             | 2031-09-01      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Mazda Motor Corp                            | Mazda Motor Corp                                                                | CUSIP: 000000000<br>LEI: 52990044YZJLICDQKK92 | Long             | EC               | CORP              | JP        |     39000 | NS      | $292346.05    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                       | Southwest Airlines Co                                                           | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |      2400 | NS      | $80808.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                    | Embraer Netherlands Finance BV                                                  | CUSIP: 29082HAC6<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    340000 | PA      | $338788.75    | 0.03%             | 2028-01-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418ED72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    498365 | PA      | $452909.38    | 0.04%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                     | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1479080.88   | 0.14%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Visa Inc                                    | Visa Inc                                                                        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     15300 | NS      | $3178728.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Bank                                        | BANK 2019-BNK20                                                                 | CUSIP: 06540AAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4232855 | PA      | $3671082.97   | 0.36%             | 2062-09-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418EF47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2421020 | PA      | $2387539.03   | 0.23%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                              | NRG Energy Inc                                                                  | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    725000 | PA      | $554718.64    | 0.05%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                         | LYB International Finance III LLC                                               | CUSIP: 50249AAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    740000 | PA      | $525560.17    | 0.05%             | 2040-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KB HOME                                     | KB Home                                                                         | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    500000 | PA      | $403937.17    | 0.04%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                   | ONEOK Inc                                                                       | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    710000 | PA      | $594933.61    | 0.06%             | 2048-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE CHILDREN HOSP                    | Nationwide Children's Hospital Inc                                              | CUSIP: 63861UAA7<br>LEI: 549300P18KU1WR8JWZ05 | Long             | DBT              | CORP              | US        |    600000 | PA      | $535559.04    | 0.05%             | 2052-11-01      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Accenture PLC                               | Accenture PLC                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      2400 | NS      | $640416.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                       | Bath & Body Works Inc                                                           | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     13500 | NS      | $568890.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HIGH YIELD BOND PORT                        | AST HIGH YIELD BOND PORTFOLIO                                                   | CUSIP: 000000000<br>LEI: 549300PINZDPHVMK2484 | Long             | EC               | RF                | US        |    806841 | NS      | $8867185.42   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                 | Alnylam Pharmaceuticals Inc                                                     | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |       400 | NS      | $95060.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132D6N30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    467946 | PA      | $417384.44    | 0.04%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ANZ Group Holdings Ltd                      | ANZ Group Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     49436 | NS      | $796360.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-22

**Name of Applicant:** Advanced Series Trust

**Signature:** Christian J. Kelly

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

**Title:** Treasurer and Principal Financial and Accounting Officer